Domenico Giannone - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005

Title Other author(s)

Macroeconomic nowcasting and forecasting with big data

New York Fed Staff reports [View] (Paper: 830, 21.11.2017)

JEL: C32, C53, C55, E32

Priors for the long run

New York Fed Staff reports [View] (Paper: 832, 21.11.2017)

JEL: C11, C32, C33, E37

Common factors of commodity prices

European Central Bank Working papers [View] (Paper: 2112, 16.11.2017)

JEL: C51, C53, Q02

Safety, Liquidity, and the Natural Rate of Interest

New York Fed Staff reports [View] (Paper: 812, 11.05.2017)

JEL: C11, C32, C54, E43, E44

Vulnerable Growth

New York Fed Staff reports [View] (Paper: 794, 29.09.2016)

JEL: C22, E17, E37

The Financial and Macroeconomic Effects of the OMT Announcements

IJCB International Journal of Central Banking [View] (Paper: 16q3a01, 01.09.2016)

JEL: C54, E47, E58

The effectiveness of non-standard monetary policy measures: evidence from survey data

European Central Bank Working papers [View] (Paper: 1951, 29.08.2016)

JEL: E58, E65

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

New York Fed Staff reports [View] (Paper: 752, 08.12.2015)

JEL: E58, E65

Exploiting the Monthly Data Flow in Structural Forecasting

New York Fed Staff reports [View] (Paper: 751, 08.12.2015)

JEL: C33, C53, E30

Exploiting the monthly data flow in structural forecasting

Bank of England Working papers [View] (Paper: wp509, 12.09.2014)

JEL: C33, C53, E30

Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections

European Central Bank Working papers [View] (Paper: 1733, 12.09.2014)

JEL: C11, C13, C33, C53

Unspanned macroeconomic factors in the yield curve

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-57, 09.08.2014)

JEL: C33, C53, E43, E44, G12

The financial and macroeconomic effects of OMT announcements

European Central Bank Working papers [View] (Paper: 1707, 05.08.2014)

JEL: E47, E58

The Low Frequency Effects of Macroeconomic News on Government Bond Yields

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-52, 05.08.2014)

JEL: E43, E44, E47, G14

Now-casting and the real-time data flow

European Central Bank Working papers [View] (Paper: 1564, 11.07.2013)

The ECB and the interbank market, The Economic Journal, Vol 122, 2012: F467-F486.,

European Central Bank Working papers [View] (Paper: 1496, 22.11.2012)

Non-standard monetary policy measures and monetary developments,

European Central Bank Working papers [View] (Paper: 1290, 14.01.2011)

Nowcasting

European Central Bank Working papers [View] (Paper: 1275, 08.12.2010)

Macroeconomic forecasting and structural change,

European Central Bank Working papers [View] (Paper: 1167, 14.04.2010)

JEL: C32, E37, E47

An area-wide real-time database for the euro area,

European Central Bank Working papers [View] (Paper: 1145, 19.01.2010)

Business cycles in the euro area

European Central Bank Working papers [View] (Paper: 1010, 19.02.2009)

JEL: C5, E32, F2, F43

Short-term forecasts of euro area GDP growth

European Central Bank Working papers [View] (Paper: 0949, 29.10.2008)

JEL: C33, C53, E52

Explaining the Great Moderation: it is not the shocks

European Central Bank Working papers [View] (Paper: 0865, 25.02.2008)

JEL: C32, C53, E32, E37

The Feldstein-Horioka fact

European Central Bank Working papers [View] (Paper: 0873, 25.02.2008)

JEL: C23, F32, F41

A New Core Inflation Indicator for New Zealand

IJCB International Journal of Central Banking [View] (Paper: 07q4a5, 30.11.2007)

JEL: C32, E31, E32, E52

Opening the black box: structural factor models with large gross-sections

European Central Bank Working papers [View] (Paper: 0712, 16.01.2007)

JEL: C1, E0

A new core inflation indicator for New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/10, 01.01.2007)

Comparing alternative predictors based on large-panel factor models

European Central Bank Working papers [View] (Paper: 0680, 13.10.2006)

JEL: C31, C52, C53

Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?

Deutsche Bundesbank Discussion Papers [View] (Paper: 200632, 13.10.2006)

JEL: C11, C13, C33, C53

Does information help recovering structural shocks from past observations? (forthcoming)

European Central Bank Working papers [View] (Paper: 0632, 29.05.2006)

Nowcasting GDP and inflation: the real-time informational content of macroeconomic data (forthcoming)

European Central Bank Working papers [View] (Paper: 0633, 29.05.2006)

Trends and cycles in the euro area: how much heterogeneity and should we worry about it?

European Central Bank Working papers [View] (Paper: 0595, 24.03.2006)

JEL: C33, C53, E32, F2, F43

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

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2005-42, 12.10.2005)

JEL: C33, C53, E52

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