Domenico Giannone

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

Centre for Economic Policy Research (CEPR)

London

United Kingdom

  • International Monetary Fund (IMF)

SCHOLARLY PAPERS

64

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1,394

Scholarly Papers (64)

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1.

Nowcasting

Downloads 2,491 (11,598)
Citation 42

Nowcasting

ECB Working Paper No. 1275
Number of pages: 40 Posted: 11 Dec 2010
Marta Banbura, Domenico Giannone and Lucrezia Reichlin
European Central Bank, International Monetary Fund (IMF) and London Business School
Downloads 2,485 (11,418)
Citation 31

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Nowcasting, News, Factor Model, Forecasting

Nowcasting

CEPR Discussion Paper No. DP7883
Number of pages: 38 Posted: 19 Jul 2010
Marta Banbura, Domenico Giannone and Lucrezia Reichlin
European Central Bank, International Monetary Fund (IMF) and London Business School
Downloads 6 (1,226,568)
Citation 11
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Factor Model, Forecasting, News, Nowcasting

2.

Economic Predictions with Big Data: The Illusion of Sparsity

Downloads 1,026 (44,596)
Citation 41

Economic Predictions with Big Data: The Illusion of Sparsity

ECB Working Paper No. 2021/2542
Number of pages: 50 Posted: 28 Apr 2021
Domenico Giannone, Michele Lenza and Giorgio E. Primiceri
International Monetary Fund (IMF), European Central Bank (ECB) and Northwestern University - Department of Economics
Downloads 605 (88,708)

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Economic Predictions with Big Data: The Illusion of Sparsity

FRB of New York Staff Report No. 847
Number of pages: 29 Posted: 07 May 2018
Domenico Giannone, Michele Lenza and Giorgio E. Primiceri
International Monetary Fund (IMF), European Central Bank (ECB) and Northwestern University - Department of Economics
Downloads 418 (139,522)
Citation 40

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model selection, shrinkage, high dimensional data

Economic Predictions with Big Data: The Illusion of Sparsity

CEPR Discussion Paper No. DP12256
Number of pages: 28 Posted: 11 Sep 2017
Domenico Giannone, Michele Lenza and Giorgio E. Primiceri
International Monetary Fund (IMF), European Central Bank (ECB) and Northwestern University - Department of Economics
Downloads 3 (1,265,451)
Citation 1
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3.

Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases

Downloads 822 (60,483)
Citation 86

Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases

FEDS Working Paper No. 2005-42
Posted: 06 Jul 2021 Last Revised: 03 Jul 2021
Domenico Giannone, Lucrezia Reichlin and David H. Small
International Monetary Fund (IMF), affiliation not provided to SSRN and affiliation not provided to SSRN

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Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases

ECB Working Paper No. 633, FEDs Working Paper No. 2005-42
Number of pages: 50 Posted: 05 Jan 2006
Domenico Giannone, Lucrezia Reichlin and David H. Small
International Monetary Fund (IMF), London Business School and Board of Governors of the Federal Reserve System
Downloads 806 (61,218)
Citation 40

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Forecasting, monetary policy, factor model, real time data, large data sets, news

Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases

CEPR Discussion Paper No. 5178
Number of pages: 47 Posted: 25 Aug 2005
Domenico Giannone, Lucrezia Reichlin and David H. Small
International Monetary Fund (IMF), London Business School and Board of Governors of the Federal Reserve System
Downloads 16 (1,099,190)
Citation 46
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Forecasting, monetary policy, factor model, real time data, large datasets, news

4.

Common Factors of Commodity Prices

Downloads 778 (65,099)
Citation 39

Common Factors of Commodity Prices

ECB Working Paper No. 2112
Number of pages: 43 Posted: 20 Nov 2017
Simona Delle Chiaie, Laurent Ferrara and Domenico Giannone
European Central Bank, SKEMA Business School and International Monetary Fund (IMF)
Downloads 421 (138,347)

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Commodity Prices, Dynamic Factor Models, Forecasting

Common Factors of Commodity Prices

Banque de France Working Paper No. 645
Number of pages: 37 Posted: 03 Oct 2017
Simona Delle Chiaie, Laurent Ferrara and Domenico Giannone
European Central Bank, SKEMA Business School and International Monetary Fund (IMF)
Downloads 354 (168,234)
Citation 32

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Commodity prices, Dynamic factor models, Forecasting

Common Factors of Commodity Prices

CEPR Discussion Paper No. DP12767
Number of pages: 43 Posted: 06 Mar 2018
Simona Delle Chiaie, Laurent Ferrara and Domenico Giannone
European Central Bank, SKEMA Business School and International Monetary Fund (IMF)
Downloads 3 (1,265,451)
Citation 7
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5.

Now-Casting and the Real-time Data Flow

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Citation 48

Now-Casting and the Real-time Data Flow

ECB Working Paper No. 1564
Number of pages: 55 Posted: 12 Aug 2013
Marta Banbura, Domenico Giannone, Michele Modugno and Lucrezia Reichlin
European Central Bank, International Monetary Fund (IMF), Board of Governors of the Federal Reserve System and London Business School
Downloads 758 (66,329)
Citation 4

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Macroeconomic News, Macroeconomic Forecasting, Real-Time Data, Mixed Frequency, State Space Models

Now-Casting and the Real-Time Data Flow

CEPR Discussion Paper No. DP9112
Number of pages: 54 Posted: 28 Sep 2012
Marta Banbura, Domenico Giannone, Michele Modugno and Lucrezia Reichlin
European Central Bank, International Monetary Fund (IMF), Board of Governors of the Federal Reserve System and London Business School
Downloads 7 (1,213,693)
Citation 44
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Dynamic factor model, High-Dimensional Data, Macroeconomic forecasting, Macroeconomic News, Mixed-Frequency, Real-Time Data, State-Space Models

6.

The Financial and Macroeconomic Effects of OMT Announcements

ECB Working Paper No. 1707
Number of pages: 25 Posted: 06 Aug 2014
Carlo Altavilla, Domenico Giannone and Michele Lenza
European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 633 (84,805)
Citation 94

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Outright Monetary Transactions, event study, news, multi-country vector autoregressive model

7.

Macroeconomic Nowcasting and Forecasting with Big Data

Downloads 579 (95,023)
Citation 41

Macroeconomic Nowcasting and Forecasting with Big Data

FRB of NY Staff Report No. 830
Number of pages: 38 Posted: 22 Nov 2017
Brandyn Bok, Daniele Caratelli, Domenico Giannone, Argia M. Sbordone and Andrea Tambalotti
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, International Monetary Fund (IMF), Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 548 (100,522)
Citation 4

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monitoring economic conditions, business cycle, macroeconomic data, large data sets, high-dimensional data, real-time data flow, factor model, state space models, Kalman filter

Macroeconomic Nowcasting and Forecasting with Big Data

CEPR Discussion Paper No. DP12589
Number of pages: 39 Posted: 16 Jan 2018
Brandyn Bok, Daniele Caratelli, Domenico Giannone, Argia M. Sbordone and Andrea Tambalotti
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, International Monetary Fund (IMF), Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 31 (934,267)
Citation 37
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business cycle analysis, high-dimensional data, monitoring economic conditions, real-time data flow

Macroeconomic Nowcasting and Forecasting with Big Data

Annual Review of Economics, Vol. 10, pp. 615-643, 2018
Posted: 07 Sep 2018
Brandyn Bok, Domenico Giannone, Daniele Caratelli, Argia M. Sbordone and Andrea Tambalotti
Federal Reserve Banks - Federal Reserve Bank of New York, International Monetary Fund (IMF), Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York

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8.

Non-Standard Monetary Policy Measures and Monetary Developments

Downloads 489 (117,004)
Citation 2

Non-Standard Monetary Policy Measures and Monetary Developments

ECB Working Paper No. 1290
Number of pages: 33 Posted: 16 Jan 2011
Domenico Giannone, Michele Lenza, Huw Pill and Lucrezia Reichlin
International Monetary Fund (IMF), European Central Bank (ECB), European Central Bank (ECB) and London Business School
Downloads 485 (116,737)
Citation 1

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Non-standard monetary policy, monetary policy shocks, Great Recession, money and credit

Non-Standard Monetary Policy Measures and Monetary Developments

CEPR Discussion Paper No. DP8125
Number of pages: 29 Posted: 29 Nov 2010
Domenico Giannone, Michele Lenza, Huw Pill and Lucrezia Reichlin
International Monetary Fund (IMF), European Central Bank (ECB), affiliation not provided to SSRN and London Business School
Downloads 4 (1,252,591)
Citation 1
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Credit, Great Recession, Monetary Policy Shocks, Money, Non-Standard Monetary Policy

9.

Money, Credit, Monetary Policy and the Business Cycle in the Euro Area: What Has Changed since the Crisis?

Downloads 419 (140,516)
Citation 25

Money, Credit, Monetary Policy and the Business Cycle in the Euro Area: What Has Changed since the Crisis?

ECB Working Paper No. 2226 (2019); ISBN 978-92-899-3488-6
Number of pages: 42 Posted: 01 Feb 2019
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
International Monetary Fund (IMF), European Central Bank (ECB) and London Business School
Downloads 315 (190,698)
Citation 1

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money, loans, non-financial corporations, monetary policy, euro area

Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?

FRB of New York Staff Report No. 885 (2019)
Number of pages: 31 Posted: 23 Apr 2019
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
International Monetary Fund (IMF), European Central Bank (ECB) and London Business School
Downloads 104 (517,144)
Citation 24

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money, loans, nonfinancial corporations, monetary policy, euro area

10.

Large Bayesian VARs

ECB Working Paper No. 966
Number of pages: 44 Posted: 21 Nov 2008
Marta Banbura, Domenico Giannone and Lucrezia Reichlin
European Central Bank, International Monetary Fund (IMF) and London Business School
Downloads 382 (156,007)
Citation 10

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Bayesian VAR, Forecasting, Monetary VAR, large cross-sections

11.

Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?

Downloads 347 (173,340)
Citation 29

Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?

ECB Working Paper No. 700
Number of pages: 35 Posted: 28 Dec 2006
Christine De Mol, Domenico Giannone and Lucrezia Reichlin
Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), International Monetary Fund (IMF) and London Business School
Downloads 258 (234,917)
Citation 3

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Bayesian VAR, ridge regression, Lasso regression, principal components, large cross-sections

Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?

Bundesbank Series 1 Discussion Paper No. 2006,32
Number of pages: 48 Posted: 08 Jun 2016
Christine De Mol, Domenico Giannone and Lucrezia Reichlin
Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), International Monetary Fund (IMF) and London Business School
Downloads 65 (688,253)
Citation 4

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Bayesian VAR, ridge regression, Lasso regression, principal components, large cross-sections

Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?

CEPR Discussion Paper No. 5829
Number of pages: 29 Posted: 10 Nov 2006
Christine De Mol, Domenico Giannone and Lucrezia Reichlin
Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), International Monetary Fund (IMF) and London Business School
Downloads 24 (1,005,636)
Citation 22
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Bayesian VAR, ridge regressions, Lasso regression, principal components, large cross-sections

12.

A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models

Downloads 328 (184,221)
Citation 92

A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models

ECB Working Paper No. 674
Number of pages: 37 Posted: 12 Sep 2006
Catherine Doz, Domenico Giannone and Lucrezia Reichlin
University of Cergy-Pontoise - Department of Economics, International Monetary Fund (IMF) and London Business School
Downloads 305 (197,585)
Citation 70

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Factor Model, large cross-sections, Quasi Maximum Likelihood

A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models

CEPR Discussion Paper No. 5724
Number of pages: 31 Posted: 17 Aug 2006
Lucrezia Reichlin, Catherine Doz and Domenico Giannone
London Business School, University of Cergy-Pontoise - Department of Economics and International Monetary Fund (IMF)
Downloads 23 (1,016,566)
Citation 22
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Factor model, large cross-sections, Quasi Maximum Likelihood

13.

Global Trends in Interest Rates

Downloads 319 (189,680)
Citation 29

Global Trends in Interest Rates

FRB of New York Staff Report No. 866
Number of pages: 67 Posted: 21 Sep 2018
Marco Del Negro, Domenico Giannone, Marc P. Giannoni and Andrea Tambalotti
Federal Reserve Bank of New York, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 203 (296,349)

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world interest rate, convenience yield, interest rate parity, VAR with common trends

Global Trends in Interest Rates

FRB of Dallas Working Paper No. 1812
Number of pages: 68 Posted: 25 Oct 2018 Last Revised: 29 Apr 2020
Marco Del Negro, Domenico Giannone, Marc P. Giannoni and Andrea Tambalotti
Federal Reserve Bank of New York, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 81 (609,272)
Citation 24

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World Interest Rate, Convenience Yield, Interest Rate Parity, VAR with Common Trends

Global Trends in Interest Rates

NBER Working Paper No. w25039
Number of pages: 42 Posted: 17 Sep 2018 Last Revised: 02 Jun 2023
Marco Del Negro, Domenico Giannone, Marc P. Giannoni and Andrea Tambalotti
Federal Reserve Bank of New York, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 35 (897,289)
Citation 5

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14.

Sparse and Stable Markowitz Portfolios

Downloads 309 (196,296)
Citation 39

Sparse and Stable Markowitz Portfolios

ECB Working Paper No. 936
Number of pages: 23 Posted: 30 Oct 2008
Joshua Brodie, Ingrid Daubechies, Christine De Mol, Domenico Giannone and Ignace Loris
Princeton University, Princeton University - Department of Mathematics, Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), International Monetary Fund (IMF) and Vrije Universiteit Brussel (VUB)
Downloads 300 (201,123)
Citation 27

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Portfolio Choice, Sparse Portfolio, Penalized Regression

Sparse and Stable Markowitz Portfolios

CEPR Discussion Paper No. DP6474
Number of pages: 20 Posted: 30 May 2008
Joshua Brodie, Ingrid Daubechies, Christine De Mol and Domenico Giannone
Princeton University, Princeton University - Department of Mathematics, Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and International Monetary Fund (IMF)
Downloads 9 (1,187,755)
Citation 12
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Penalized Regression, Portfolio Choice, Sparse Portfolio

15.

Nowcasting Recession Risk

Research Methods and Applications on Macroeconomic Forecasting
Number of pages: 30 Posted: 14 Feb 2024
Francesco Furno and Domenico Giannone
Amazon Web Services, Inc. and International Monetary Fund (IMF)
Downloads 294 (206,920)

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Recessions, Nowcasting, Risk, Growth-at-Risk, Financial Conditions, Distributional Regression

16.

(Un)Predictability and Macroeconomic Stability

Downloads 264 (230,889)

(Un)Predictability and Macroeconomic Stability

ECB Working Paper No. 605
Number of pages: 43 Posted: 24 Apr 2006
Antonello D'Agostino, Domenico Giannone and Paolo Surico
European Stability Mechanism, International Monetary Fund (IMF) and London Business School - Department of Economics
Downloads 262 (231,267)

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predictive accuracy, macroeconomic stability, forecasting models, sub-sample analysis, Fed Greenbook

(Un)Predictability and Macroeconomic Stability

CEPR Discussion Paper No. DP6594
Number of pages: 33 Posted: 06 Jun 2008
Antonello D'Agostino, Domenico Giannone and Paolo Surico
European Stability Mechanism, International Monetary Fund (IMF) and London Business School - Department of Economics
Downloads 2 (1,278,116)
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Fed Greenbook, forecasting models, predictability, Survey of Professional Forecasts

17.

A Large Bayesian VAR of the United States Economy

FRB of New York Staff Report No. 976
Number of pages: 65 Posted: 21 Aug 2021
Richard K. Crump, Stefano Eusepi, Domenico Giannone, Eric Qian and Argia M. Sbordone
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin, International Monetary Fund (IMF), Princeton University and Federal Reserve Bank of New York
Downloads 238 (255,993)
Citation 5

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bayesian vector autoregressions, conditional forecasts, scenario analyses, financial conditions index

18.

Safety, Liquidity, and the Natural Rate of Interest

FRB of NY Staff Report No. 812
Number of pages: 82 Posted: 12 May 2017
Marco Del Negro, Domenico Giannone, Marc P. Giannoni and Andrea Tambalotti
Federal Reserve Bank of New York, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 233 (261,199)
Citation 45

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natural rate of interest, r*, DSGE models, liquidity, safety, convenience yield

19.

Market Freedom and the Global Recession

Downloads 230 (264,532)
Citation 44

Market Freedom and the Global Recession

ECGI - Finance Working Paper No. 288/2010
Number of pages: 29 Posted: 18 Jun 2010
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
International Monetary Fund (IMF), European Central Bank (ECB) and London Business School
Downloads 225 (268,752)
Citation 35

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Market freedom, Recession, Financial Crisis

Market Freedom and the Global Recession

CEPR Discussion Paper No. DP7884
Number of pages: 26 Posted: 19 Jul 2010
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
International Monetary Fund (IMF), European Central Bank (ECB) and London Business School
Downloads 5 (1,239,567)
Citation 9
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Financial Crisis, Market freedom, Recession

20.

Business Cycles in the Euro Area

Downloads 227 (267,755)
Citation 7

Business Cycles in the Euro Area

ECB Working Paper No. 1010
Number of pages: 41 Posted: 05 Mar 2009
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
International Monetary Fund (IMF), European Central Bank (ECB) and London Business School
Downloads 162 (363,495)

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Euro area, International Business Cycle, European monetary union, European integration

Business Cycles in the Euro Area

NBER Working Paper No. w14529
Number of pages: 33 Posted: 09 Dec 2008 Last Revised: 14 Sep 2022
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
International Monetary Fund (IMF), European Central Bank (ECB) and London Business School
Downloads 61 (710,649)

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Business Cycles in the Euro Area

CEPR Discussion Paper No. DP7124
Number of pages: 35 Posted: 18 Feb 2009
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
International Monetary Fund (IMF), European Central Bank (ECB) and London Business School
Downloads 4 (1,252,591)
Citation 7
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euro area, European integration, European monetary union, international business cycles

21.

Vulnerable Growth

Downloads 222 (276,998)
Citation 108

Vulnerable Growth

FRB of NY Staff Report No. 794
Number of pages: 56 Posted: 30 Sep 2016 Last Revised: 15 Nov 2017
Tobias Adrian, Nina Boyarchenko and Domenico Giannone
International Monetary Fund, Federal Reserve Banks - Federal Reserve Bank of New York and International Monetary Fund (IMF)
Downloads 221 (277,035)
Citation 3

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Downside risk, entropy, quantile regressions

Vulnerable Growth

CEPR Discussion Paper No. DP11583
Number of pages: 46 Posted: 24 Oct 2016
Tobias Adrian, Nina Boyarchenko and Domenico Giannone
International Monetary Fund, Federal Reserve Banks - Federal Reserve Bank of New York and International Monetary Fund (IMF)
Downloads 1 (1,291,667)
Citation 105
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22.

Short-term Forecasts of Euro Area GDP Growth

Downloads 218 (278,235)
Citation 6

Short-term Forecasts of Euro Area GDP Growth

ECB Working Paper No. 949
Number of pages: 31 Posted: 16 Nov 2008
Elena Angelini, Gonzalo Camba-Mendez, Domenico Giannone, Lucrezia Reichlin and Gerhard Rünstler
European Central Bank (ECB), European Central Bank (ECB), International Monetary Fund (IMF), London Business School and European Central Bank
Downloads 213 (283,250)
Citation 2

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Forecasting, Monetary Policy, Factor Model, Real Time Data, Large datasets, News

Short-Term Forecasts of Euro Area GDP Growth

CEPR Discussion Paper No. DP6746
Number of pages: 25 Posted: 10 Jun 2008
Elena Angelini, Gonzalo Camba-Mendez, Domenico Giannone, Lucrezia Reichlin and Gerhard Rünstler
European Central Bank (ECB), European Central Bank (ECB), International Monetary Fund (IMF), London Business School and European Central Bank
Downloads 5 (1,239,567)
Citation 4
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Factor Model, Forecasting, Large data-sets, Monetary Policy, News, Real Time Data

23.

Bank Capital and Real GDP Growth

Downloads 183 (326,923)
Citation 6

Bank Capital and Real GDP Growth

FRB of New York Staff Report No. 950, Rev. December 2022
Number of pages: 72 Posted: 08 Dec 2020 Last Revised: 03 Jan 2023
Nina Boyarchenko, Domenico Giannone and Anna Kovner
Federal Reserve Banks - Federal Reserve Bank of New York, International Monetary Fund (IMF) and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 166 (355,847)
Citation 6

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capital ratios, growth-at-risk, quantile regressions, threshold regressions

Bank Capital and Real GDP Growth

FRB Richmond Working Paper No. 24-8
Number of pages: 72 Posted: 27 Sep 2024
Nina Boyarchenko, Domenico Giannone and Anna Kovner
Federal Reserve Banks - Federal Reserve Bank of New York, International Monetary Fund (IMF) and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 17 (1,086,977)

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capital ratios, growth-at-risk, quantile regressions, threshold regressions

24.

Monetary Policy in Real Time

Downloads 175 (340,207)
Citation 37

Monetary Policy in Real Time

IGIER Working Paper No. 284
Number of pages: 33 Posted: 04 Apr 2005
Domenico Giannone, Lucrezia Reichlin and Luca Sala
International Monetary Fund (IMF), London Business School and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 143 (403,519)
Citation 27

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Taylor rules, real time analysis, monetary policy, forecasting, large datasets

Monetary Policy in Real Time

CEPR Discussion Paper No. 4981
Number of pages: 35 Posted: 01 Aug 2005
Domenico Giannone, Lucrezia Reichlin and Luca Sala
International Monetary Fund (IMF), London Business School and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 32 (924,861)
Citation 10
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Taylor rules, real time analysis, monetary policy, forecasting, large datasets

25.

Opening the Black Box: Structural Factor Models with Large Cross-Sections

ECB Working Paper No. 712
Number of pages: 41 Posted: 19 Jan 2007
Mario Forni, Domenico Giannone, Marco Lippi and Lucrezia Reichlin
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, International Monetary Fund (IMF), Dipartimento di Scienze Economiche (DiSSE) and London Business School
Downloads 171 (347,153)
Citation 43

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Dynamic factor models, structural VARs, identification, fundamentalness

26.

The Feldstein-Horioka Fact

Downloads 167 (354,287)
Citation 10

The Feldstein-Horioka Fact

ECB Working Paper No. 873
Number of pages: 30 Posted: 26 Feb 2008
Domenico Giannone and Michele Lenza
International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 103 (520,898)
Citation 8

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Saving-Investment Correlation, Capital Mobility, International Comovement, Dynamic Factor Model

The Feldstein-Horioka Fact

NBER Working Paper No. w15519
Number of pages: 21 Posted: 18 Nov 2009 Last Revised: 29 May 2022
Domenico Giannone and Michele Lenza
International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 37 (879,631)

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The Feldstein-Horioka Fact

Number of pages: 24 Posted: 28 Oct 2004
Domenico Giannone and Michele Lenza
International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 27 (973,967)
Citation 2
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Saving-correlation, capital mobility, international co-movement, dynamic factor model

27.

Trends and Cycles in the Euro Area: How Much Heterogeneity and Should We Worry About it?

ECB Working Paper No. 595
Number of pages: 48 Posted: 25 Apr 2006
Domenico Giannone and Lucrezia Reichlin
International Monetary Fund (IMF) and London Business School
Downloads 162 (363,644)
Citation 34

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International Business Cycles, Euro Area, Risk Sharing, European Integration, Income Insurance

28.

Explaining the Great Moderation: It is Not the Shocks

Downloads 156 (375,213)
Citation 1

Explaining the Great Moderation: It is Not the Shocks

ECB Working Paper No. 865
Number of pages: 20 Posted: 26 Feb 2008
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
International Monetary Fund (IMF), European Central Bank (ECB) and London Business School
Downloads 155 (377,357)

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Shocks, Information, Great Moderation

Explaining the Great Moderation: It is Not the Shocks

CEPR Discussion Paper No. DP6600
Number of pages: 15 Posted: 06 Jun 2008
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
International Monetary Fund (IMF), European Central Bank (ECB) and London Business School
Downloads 1 (1,291,667)
Citation 1
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Great Moderation, Information, Shocks

29.

Low Frequency Effects of Macroeconomic News on Government Bond Yields

FEDS Working Paper No. 2014-52
Number of pages: 37 Posted: 10 Aug 2014
Carlo Altavilla, Domenico Giannone and Michele Modugno
European Central Bank (ECB), International Monetary Fund (IMF) and Board of Governors of the Federal Reserve System
Downloads 154 (379,279)
Citation 8

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Macroeconomic announcements, treasury bond yields

30.

Nowcasting with Large Bayesian Vector Autoregressions

Downloads 149 (389,924)
Citation 32

Nowcasting with Large Bayesian Vector Autoregressions

ECB Working Paper No. 20202453
Number of pages: 30 Posted: 13 Aug 2020 Last Revised: 18 Nov 2021
Jacopo Cimadomo, Domenico Giannone, Michele Lenza, Andrej Sokol and Francesca V. Monti
European Central Bank, International Monetary Fund (IMF), European Central Bank (ECB), Bank of England and European Central Bank
Downloads 143 (403,519)
Citation 8

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Nowcasting with Large Bayesian Vector Autoregressions

CEPR Discussion Paper No. DP15854
Number of pages: 37 Posted: 02 Mar 2021
Jacopo Cimadomo, Domenico Giannone, Michele Lenza, Francesca Monti and Andrej Sokol
European Central Bank, International Monetary Fund (IMF), European Central Bank (ECB), King’s College London - King's Business School and Bank of England
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Citation 24
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31.

Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve

FRB of New York Staff Report No. 1019, 2022. Rev. April 2024
Number of pages: 74 Posted: 31 May 2022 Last Revised: 09 Apr 2024
Gara Afonso, Domenico Giannone, Gabriele La Spada and John C. Williams
Federal Reserve Bank of New York, International Monetary Fund (IMF), Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 148 (392,017)
Citation 3

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demand for reserves, federal funds market, monetary policy

32.

Prior Selection for Vector Autoregressions

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Citation 55

Prior Selection for Vector Autoregressions

ECB Working Paper No. 1494
Number of pages: 41 Posted: 22 Nov 2012
Domenico Giannone, Michele Lenza and Giorgio E. Primiceri
International Monetary Fund (IMF), European Central Bank (ECB) and Northwestern University - Department of Economics
Downloads 101 (528,243)

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forecasting, Bayesian methods, marginal likelihood, hierarchical modeling, impulse responses

Prior Selection for Vector Autoregressions

NBER Working Paper No. w18467
Number of pages: 37 Posted: 20 Oct 2012 Last Revised: 18 Jun 2023
Domenico Giannone, Michele Lenza and Giorgio E. Primiceri
International Monetary Fund (IMF), European Central Bank (ECB) and Northwestern University - Department of Economics
Downloads 39 (862,786)
Citation 52

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Prior Selection for Vector Autoregressions

CEPR Discussion Paper No. DP8755
Number of pages: 34 Posted: 20 Jan 2012
Domenico Giannone, Michele Lenza and Giorgio E. Primiceri
International Monetary Fund (IMF), European Central Bank (ECB) and Northwestern University - Department of Economics
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Citation 3
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Bayesian Methods, Forecasting, Hierarchical Modeling, Impulse Responses, Marginal Likelihood

33.

Priors for the Long Run

Downloads 144 (400,643)
Citation 15

Priors for the Long Run

FRB of NY Staff Report No. 832
Number of pages: 55 Posted: 26 Nov 2017
Domenico Giannone, Michele Lenza and Giorgio E. Primiceri
International Monetary Fund (IMF), European Central Bank (ECB) and Northwestern University - Department of Economics
Downloads 75 (637,075)

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Bayesian vector autoregression, forecasting, overfitting, initial conditions, hierarchical model

Priors for the Long Run

ECB Working Paper No. 2132; ISBN: 978-92-899-3237-0
Number of pages: 51 Posted: 01 Mar 2018
Domenico Giannone, Michele Lenza and Giorgio E. Primiceri
International Monetary Fund (IMF), European Central Bank (ECB) and Northwestern University - Department of Economics
Downloads 69 (666,984)

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Bayesian vector autoregression, forecasting, overfitting, initial conditions, hierarchical model

Priors for the Long Run

CEPR Discussion Paper No. DP11261
Number of pages: 47 Posted: 09 May 2016
Domenico Giannone, Michele Lenza and Giorgio E. Primiceri
International Monetary Fund (IMF), European Central Bank (ECB) and Northwestern University - Department of Economics
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Citation 15
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34.

Macroeconomic Forecasting and Structural Change

Downloads 142 (405,234)
Citation 16

Macroeconomic Forecasting and Structural Change

ECB Working Paper No. 1167
Number of pages: 35 Posted: 19 Apr 2010
Antonello D'Agostino, Luca Gambetti and Domenico Giannone
European Stability Mechanism, Universitat Pompeu Fabra - Department of Economics and Business (DEB) and International Monetary Fund (IMF)
Downloads 135 (422,535)
Citation 16

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Forecasting, Inflation, Stochastic Volatility, Time Varying Vector Autoregression

Macroeconomic Forecasting and Structural Change

CEPR Discussion Paper No. DP7542
Number of pages: 31 Posted: 17 Nov 2009
Antonello D'Agostino, Luca Gambetti and Domenico Giannone
European Stability Mechanism, Universitat Pompeu Fabra - Department of Economics and Business (DEB) and International Monetary Fund (IMF)
Downloads 7 (1,213,693)
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Forecasting, Inflation, Stochastic Volatility, Time Varying Vector Autoregression

35.

Forecasting Macroeconomic Risks

FRB of New York Staff Report No. 914
Number of pages: 33 Posted: 21 Feb 2020
Patrick A. Adams, Tobias Adrian, Nina Boyarchenko and Domenico Giannone
Massachusetts Institute of Technology (MIT) - Sloan School of Management, International Monetary Fund, Federal Reserve Banks - Federal Reserve Bank of New York and International Monetary Fund (IMF)
Downloads 135 (421,520)
Citation 3

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macroeconomic uncertainty, quantile regressions, financial conditions

36.

800,000 Years of Climate Risk

FRB of New York Staff Report No. 1031
Number of pages: 65 Posted: 09 Sep 2022
Tobias Adrian, Nina Boyarchenko, Domenico Giannone, A. Prasad, Dulani Seneviratne and Yanzhe Xiao
International Monetary Fund, Federal Reserve Banks - Federal Reserve Bank of New York, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 133 (426,482)

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climate change, multimodality, NGFS scenarios

37.

Vars, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models

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Citation 4

Vars, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models

IGIER Working Paper No. 258
Number of pages: 24 Posted: 05 May 2004
Luca Sala, Domenico Giannone and Lucrezia Reichlin
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER), International Monetary Fund (IMF) and London Business School
Downloads 113 (485,842)
Citation 1

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Dynamic factor models, structural VARs, identification, equilibrium business cycle models

Vars, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models

Number of pages: 28 Posted: 05 Feb 2003
Domenico Giannone, Lucrezia Reichlin and Luca Sala
International Monetary Fund (IMF), London Business School and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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Citation 3
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Dynamic factor models, structural VARs, identification, equilibrium business cycle models

38.

Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models

FEDS Working Paper No. 2015-066, http://dx.doi.org/10.17016/FEDS.2015.066
Number of pages: 25 Posted: 26 Aug 2015
Antonello D'Agostino, Domenico Giannone, Michele Lenza and Michele Modugno
European Stability Mechanism, International Monetary Fund (IMF), European Central Bank (ECB) and Board of Governors of the Federal Reserve System
Downloads 131 (431,618)

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Business Cycles, Current Economic Conditions, Dynamic Factor Models, Dynamic Heterogeneity, Nowcasting, Real Time

39.

Unspanned Macroeconomic Factors in the Yield Curve

FEDS Working Paper No. 2014-57
Number of pages: 49 Posted: 23 Aug 2014
Laura Coroneo, Domenico Giannone and Michele Modugno
University of York - Department of Economics and Related Studies, International Monetary Fund (IMF) and Board of Governors of the Federal Reserve System
Downloads 125 (447,439)
Citation 37

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Yield curve, government bonds, factor models, forecasting

40.

Flighty Liquidity

FRB of New York Staff Report No. 870
Number of pages: 57 Posted: 23 Oct 2018 Last Revised: 17 Mar 2019
Nina Boyarchenko, Domenico Giannone and Or Shachar
Federal Reserve Banks - Federal Reserve Bank of New York, International Monetary Fund (IMF) and Federal Reserve Bank of New York
Downloads 124 (450,172)

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corporate bond liquidity, liquidity uncertainty, quantile regressions

41.

Back to the Present: Learning About the Euro Area Through a Now-Casting Model

International Finance Discussion Paper No. 1313
Number of pages: 46 Posted: 14 Jun 2021
Danilo Cascaldi-Garcia, Thiago R.T. Ferreira, Domenico Giannone and Michele Modugno
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, International Monetary Fund (IMF) and Board of Governors of the Federal Reserve System
Downloads 123 (453,015)
Citation 3

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42.

Exploiting the Monthly Data Flow in Structural Forecasting

Downloads 120 (461,552)
Citation 3

Exploiting the Monthly Data Flow in Structural Forecasting

FRB of NY Staff Report No. 751
Number of pages: 45 Posted: 10 Dec 2015 Last Revised: 30 Aug 2017
Domenico Giannone
International Monetary Fund (IMF)
Downloads 66 (682,755)
Citation 3

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DSGE models, forecasting, temporal aggregation, mixed-frequency data, large data sets

Exploiting the Monthly Data Flow in Structural Forecasting

Bank of England Working Paper No. 509
Number of pages: 27 Posted: 13 Sep 2014
Domenico Giannone, Francesca Monti and Lucrezia Reichlin
International Monetary Fund (IMF), Bank of England and London Business School
Downloads 54 (753,036)

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Forecasting, temporal aggregation, mixed frequency data, large data sets

43.

Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections

Downloads 118 (467,494)
Citation 29

Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections

ECB Working Paper No. 1733
Number of pages: 48 Posted: 20 Sep 2014
Marta Banbura, Domenico Giannone and Michele Lenza
European Central Bank, International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 116 (476,109)
Citation 17

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vector autoregression, Bayesian shrinkage, dynamic factor model, conditional forecast, large cross-sections

Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections

CEPR Discussion Paper No. DP9931
Number of pages: 39 Posted: 02 Jun 2014
Marta Banbura, Domenico Giannone and Michele Lenza
European Central Bank, International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 2 (1,278,116)
Citation 12
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Bayesian Shrinkage, Conditional Forecast, Dynamic Factor Model, Large Cross-Sections, Vector Autoregression

44.

The ECB and the Interbank Market

Downloads 115 (476,753)
Citation 12

The ECB and the Interbank Market

ECB Working Paper No. 1496
Number of pages: 32 Posted: 04 Dec 2012
Domenico Giannone, Michele Lenza, Huw Pill and Lucrezia Reichlin
International Monetary Fund (IMF), European Central Bank (ECB), Goldman Sachs, Australia and London Business School
Downloads 101 (528,243)
Citation 9

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non-standard monetary policy measures, interbank market

The ECB and the Interbank Market

CEPR Discussion Paper No. DP8844
Number of pages: 25 Posted: 01 Mar 2012
Domenico Giannone, Michele Lenza, Huw Pill and Lucrezia Reichlin
International Monetary Fund (IMF), European Central Bank (ECB), affiliation not provided to SSRN and London Business School
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Citation 3
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interbank market, Non-standard monetary policy measures

45.

Multimodality in Macro-Financial Dynamics

FRB of New York Staff Report No. 903
Number of pages: 52 Posted: 20 Nov 2019 Last Revised: 05 Dec 2020
Tobias Adrian, Nina Boyarchenko and Domenico Giannone
International Monetary Fund, Federal Reserve Banks - Federal Reserve Bank of New York and International Monetary Fund (IMF)
Downloads 113 (483,000)
Citation 25

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density impulse response, multimodality, nonparametric density estimator

46.

Does Information Help Recovering Structural Shocks from Past Observations?

Downloads 107 (502,584)
Citation 7

Does Information Help Recovering Structural Shocks from Past Observations?

ECB Working Paper No. 632
Number of pages: 20 Posted: 09 Jun 2006
Domenico Giannone and Lucrezia Reichlin
International Monetary Fund (IMF) and London Business School
Downloads 92 (562,363)
Citation 5

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Identification, Information, Invertibility, Structural VAR

Does Information Help Recovering Structural Shocks from Past Observations?

CEPR Discussion Paper No. 5725
Number of pages: 15 Posted: 17 Aug 2006
Lucrezia Reichlin and Domenico Giannone
London Business School and International Monetary Fund (IMF)
Downloads 15 (1,111,448)
Citation 2
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Identification, information, invertibility, structural VAR

47.

The Effectiveness of Nonstandard Monetary Policy Measures: Evidence from Survey Data

FRB of NY Staff Report No. 752
Number of pages: 23 Posted: 10 Dec 2015 Last Revised: 30 Aug 2017
Domenico Giannone and Carlo Altavilla
International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 101 (523,786)
Citation 6

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Survey of Professional Forecasters, large-scale asset purchases, quantitative easing, Operation Twist, forward guidance, tapering

48.

Comparing Alternative Predictors Based on Large-Panel Factor Models

Downloads 97 (537,967)
Citation 2

Comparing Alternative Predictors Based on Large-Panel Factor Models

ECB Working Paper No. 680
Number of pages: 49 Posted: 26 Oct 2006
Antonello D'Agostino and Domenico Giannone
European Stability Mechanism and International Monetary Fund (IMF)
Downloads 92 (562,363)

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Factor models, forecasting, large cross-section

Comparing Alternative Predictors Based on Large-Panel Factor Models

CEPR Discussion Paper No. DP6564
Number of pages: 38 Posted: 06 Jun 2008
Antonello D'Agostino and Domenico Giannone
European Stability Mechanism and International Monetary Fund (IMF)
Downloads 5 (1,239,567)
Citation 2
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Factor Models, Forecasting, Large Cross-Section

49.

The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data

Downloads 88 (571,959)
Citation 14

The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data

ECB Working Paper No. 1951
Number of pages: 25 Posted: 30 Aug 2016
Carlo Altavilla and Domenico Giannone
European Central Bank (ECB) and International Monetary Fund (IMF)
Downloads 87 (582,909)
Citation 2

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survey of professional forecasters, large scale asset purchases, quantitative easing, operation twist, forward guidance, tapering

The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data

CEPR Discussion Paper No. DP10001
Number of pages: 28 Posted: 25 Sep 2014
Carlo Altavilla and Domenico Giannone
European Central Bank (ECB) and International Monetary Fund (IMF)
Downloads 1 (1,291,667)
Citation 12
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Forward Guidance, Large Scale Asset Purchases, Operation Twist, Quantitative Easing, Survey of Professional Forecasters, Tapering

50.

An Area-Wide Real-Time Database for the Euro Area

Downloads 87 (576,054)
Citation 34

An Area-Wide Real-Time Database for the Euro Area

ECB Working Paper No. 1145
Number of pages: 122 Posted: 26 Jan 2010
Domenico Giannone, Jerome Henry, Magdalena Lalik and Michele Modugno
International Monetary Fund (IMF), European Central Bank (ECB), European Central Bank and Board of Governors of the Federal Reserve System
Downloads 81 (609,272)
Citation 33

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real-time, euro area, revisions, database

An Area-Wide Real-Time Database for the Euro Area

CEPR Discussion Paper No. DP7673
Number of pages: 119 Posted: 08 Feb 2010
Domenico Giannone, Jerome Henry, Magdalena Lalik and Michele Modugno
International Monetary Fund (IMF), European Central Bank (ECB), European Central Bank and Board of Governors of the Federal Reserve System
Downloads 6 (1,226,568)
Citation 1
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database, euro area, real-time, revisions

51.

Changing Risk-Return Profiles

FRB of New York Staff Report No. 850. Rev. August 2023
Number of pages: 64 Posted: 15 Jun 2018 Last Revised: 23 Aug 2023
Richard K. Crump, Miro Everaert, Domenico Giannone and Sean Hundtofte
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Home Loan Mortgage Corporation (FHLMC), International Monetary Fund (IMF) and Solve Finance
Downloads 76 (622,992)
Citation 4

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stock returns, realized volatility, density forecasts, optimal pools

52.

Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited

Number of pages: 47 Posted: 25 Oct 2002
Domenico Giannone, Lucrezia Reichlin and Luca Sala
International Monetary Fund (IMF), London Business School and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 29 (926,154)
Citation 2
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Monetary policy, Taylor rules, monetary shocks, signal extraction, dynamic factor models

53.

A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering

CEPR Discussion Paper No. 6043
Number of pages: 45 Posted: 28 Jun 2007
Catherine Doz, Domenico Giannone and Lucrezia Reichlin
University of Cergy-Pontoise - Department of Economics, International Monetary Fund (IMF) and London Business School
Downloads 15 (1,074,841)
Citation 75
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Factor Models, Kalman filter, large cross-sections, principal components

54.

Short-Term Inflation Projections: A Bayesian Vector Autoregressive Approach

CEPR Discussion Paper No. DP7746
Number of pages: 30 Posted: 29 Mar 2010
Domenico Giannone, Michele Lenza, Daphne Momferatou and Luca Onorante
International Monetary Fund (IMF), European Central Bank (ECB), European Central Bank (ECB) and Joint Research Centre, Italy
Downloads 13 (1,098,178)
Citation 9
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Bayesian VAR, Forecast, Inflation

55.

The Drivers of Post-Pandemic Inflation

NBER Working Paper No. w32859
Number of pages: 42 Posted: 27 Aug 2024 Last Revised: 28 Aug 2024
Domenico Giannone and Giorgio E. Primiceri
International Monetary Fund (IMF) and Northwestern University - Department of Economics
Downloads 10 (1,133,592)
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56.

Bayesian VARs with Large Panels

CEPR Discussion Paper No. DP6326
Number of pages: 28 Posted: 23 May 2008
Marta Banbura, Domenico Giannone and Lucrezia Reichlin
European Central Bank, International Monetary Fund (IMF) and London Business School
Downloads 10 (1,133,592)
Citation 4
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Bayesian VAR, forecasting, large cross-sections, monetary VAR

57.

Multimodality in Macro-Financial Dynamics

CEPR Discussion Paper No. DP15088
Number of pages: 60 Posted: 28 Jul 2020 Last Revised: 21 Aug 2020
Tobias Adrian, Nina Boyarchenko and Domenico Giannone
International Monetary Fund, Federal Reserve Banks - Federal Reserve Bank of New York and International Monetary Fund (IMF)
Downloads 5 (1,192,741)
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58.

Optimal Combination of Survey Forecasts

CEPR Discussion Paper No. DP9096
Number of pages: 21 Posted: 28 Sep 2012
Cristina Conflitti, Christine De Mol and Domenico Giannone
affiliation not provided to SSRN, Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and International Monetary Fund (IMF)
Downloads 5 (1,192,741)
Citation 6
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forecast combination, forecast evaluation, high-dimensional data, real-time data, shrinkage, Survey of Professional Forecasters

59.

Money, Credit, Monetary Policy and the Business Cycle in the Euro Area

CEPR Discussion Paper No. DP8944
Number of pages: 34 Posted: 25 May 2012
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
International Monetary Fund (IMF), European Central Bank (ECB) and London Business School
Downloads 5 (1,192,741)
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euro area, loans, monetary policy, Money, non-financial corporations

60.

A New Core Inflation Indicator for New Zealand

CEPR Discussion Paper No. DP6469
Number of pages: 35 Posted: 30 May 2008
Domenico Giannone and Troy Matheson
International Monetary Fund (IMF) and Government of New Zealand - Department of Economics
Downloads 3 (1,215,347)
Citation 2
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Core inflation, Monetary policy

61.

The Financial and Macroeconomic Effects of OMT Announcements

CEPR Discussion Paper No. DP10025
Number of pages: 26 Posted: 25 Sep 2014
Carlo Altavilla, Domenico Giannone and Michele Lenza
European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 2 (1,226,017)
Citation 21
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event study, multi-country vector autoregressive model, news, Outright Monetary Transactions

62.

Forecasting Macroeconomic Risks

CEPR Discussion Paper No. DP14436
Number of pages: 35 Posted: 03 Mar 2020
Patrick Adams, Tobias Adrian, Nina Boyarchenko and Domenico Giannone
Massachusetts Institute of Technology (MIT), International Monetary Fund, Federal Reserve Banks - Federal Reserve Bank of New York and International Monetary Fund (IMF)
Downloads 1 (1,236,898)
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63.

Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity

Liberty Street Economics
Posted: 18 Oct 2024
Gara Afonso, Domenico Giannone, Gabriele La Spada and John C. Williams
Federal Reserve Bank of New York, International Monetary Fund (IMF), Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York

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ample reserves, monetary policy, implementation

64.

When Are Central Bank Reserves Ample?

Liberty Street Economics
Posted: 14 Aug 2024
Gara Afonso, Domenico Giannone, Gabriele La Spada and John C. Williams
Federal Reserve Bank of New York, International Monetary Fund (IMF), Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York

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ample reserves, monetary policy, early-warning signals