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Browsing All of EconStor by Author Giannone, Domenico


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Year of PublicationTitleAuthor(s)
2006Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia
2006Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releasesGiannone, Domenico; Reichlin, Lucrezia; Small, David H.
2006Does information help recovering structural shocks from past observations?Giannone, Domenico; Reichlin, Lucrezia
2006Trends and cycles in the euro area: how much heterogeneity and should we worry about it?Giannone, Domenico; Reichlin, Lucrezia
2006A quasi maximum likelihood approach for large approximate dynamic factor modelsDoz, Catherine; Giannone, Domenico; Reichlin, Lucrezia
2006Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia
2006(Un)Predictability and macroeconomic stabilityD’Agostino, Antonello; Giannone, Domenico; Surico, Paolo
2006Comparing alternative predictors based on large-panel factor modelsD’Agostino, Antonello; Giannone, Domenico
2007Opening the black box: structural factor models with large cross-sectionsForni, Mario; Giannone, Domenico; Lippi, Marco; Reichlin, Lucrezia
2008Large Bayesian VARsBańbura, Marta; Giannone, Domenico; Reichlin, Lucrezia
2008Sparse and stable Markowitz portfoliosBrodie, Joshua; Daubechies, Ingrid; De Mol, Christine; Giannone, Domenico; Loris, Ignace
2008Short-term forecasts of euro area GDP growthAngelini, Elena; Camba-Méndez, Gonzalo; Giannone, Domenico; Rünstler, Gerhard; Reichlin, Lucrezia
2008Explaining the Great Moderation: it is not the shocksGiannone, Domenico; Lenza, Michele; Reichlin, Lucrezia
2008The Feldstein-Horioka factGiannone, Domenico; Lenza, Michele
2009Business cycles in the euro areaGiannone, Domenico; Lenza, Michele; Reichlin, Lucrezia
2010NowcastingBańbura, Marta; Giannone, Domenico; Reichlin, Lucrezia
2010An area-wide real-time database for the euro areaGiannone, Domenico; Henry, Jérôme; Lalik, Magdalena; Modugno, Michele
2010Macroeconomic forecasting and structural changeGambetti, Luca; D’Agostino, Antonello; Giannone, Domenico
2011Non-standard monetary policy measures and monetary developmentsGiannone, Domenico; Lenza, Michele; Pill, Huw; Reichlin, Lucrezia
2012Prior selection for vector autoregressionsGiannone, Domenico; Lenza, Michele; Primiceri, Giorgio E.
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