← All authors Domenico Giannone Johns Hopkins University (per OpenAlex) · ORCID · OpenAlex
52 papers in scope · 51 published · 2 on the econ.EM arXiv · 8,871 citations · h-index 28 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Mike West Matteo Luciani Tobias Adrian Emily Tallman Tony Chernis Minzhengxiong Zhang Matthew C. Johnson Gian Pietro Bellocca Vladimir Rodríguez-Caballero Esther Ruiz Ignacio Garrón Gary Koop Kenichiro McAlinn Diego Fresoli Pilar Poncela Matteo Barigozzi Claudio Lissona G. Ricco Florian Huber Miguel C. Herculano Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 52)
working paper 2026 · arXiv
published 2025 · Finance and Economics Discussion Series · 2 citations
The Asymptotic Equivalence of Ridge and Principal Component Regression with Many Predictors
published 2024 · Econometrics and Statistics · 3 citations
Back to the present: Learning about the euro area through a now-casting model
published 2023 · International Journal of Forecasting · 18 citations · first circulated 2021
with Danilo Cascaldi-Garcia, Thiago R.T. Ferreira, Michèle Modugno
Common factors of commodity prices
published 2021 · Journal of Applied Econometrics · 73 citations · first circulated 2017
MULTIMODALITY IN MACROFINANCIAL DYNAMICS
published 2021 · International Economic Review
Economic Predictions With Big Data: The Illusion of Sparsity
published 2021 · Econometrica · 171 citations · first circulated 2018
with Michèle Lenza, Giorgio E. Primiceri
Reading the Tea Leaves of the U.S. Business Cycle—Part One
published 2020 · Liberty Street Economics · 2 citations
no link
Forecasting Macroeconomic Risks
published 2020 · International Journal of Forecasting
Nowcasting with Large Bayesian Vector Autoregressions
published 2020 · Journal of Econometrics · 16 citations
with Jacopo Cimadomo, Michèle Lenza, Francesca Monti, Andrej Sokol
Editorial: Central bank forecasting
published 2019 · International Journal of Forecasting · 4 citations
Vulnerable Growth
published 2019 · American Economic Review · 675 citations
Global trends in interest rates
published 2019 · Journal of International Economics · 225 citations · first circulated 2018
with Marco Del Negro, Marc Giannoni, Andrea Tambalotti
Monitoring Economic Conditions during a Government Shutdown
published 2019 · Liberty Street Economics · 1 citations
no link
Priors for the Long Run
published 2018 · Journal of the American Statistical Association · 60 citations
with Michèle Lenza, Giorgio E. Primiceri
Macroeconomic Nowcasting and Forecasting with Big Data
published 2018 · Annual Review of Economics · 223 citations
with Brandyn Bok, Daniele Caratelli, Argia M. Sbordone, Andrea Tambalotti
Opening the Toolbox: The Nowcasting Code on GitHub
published 2018 · Liberty Street Economics
no link
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates
published 2018 · Liberty Street Economics
with Marco Del Negro, Marc Giannoni, Abhi Gupta, Pearl Li, Andrea Tambalotti
no link
A New Perspective on Low Interest Rates
published 2018 · Liberty Street Economics
with Marco Del Negro, Marc Giannoni, Andrea Tambalotti
no link
A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates
published 2018 · Liberty Street Economics
with Brandyn Bok, Marco Del Negro, Marc Giannoni, Andrea Tambalotti
no link
Low frequency effects of macroeconomic news on government bond yields
published 2017 · Journal of Monetary Economics · 82 citations · first circulated 2014
with Carlo Altavilla, Michèle Modugno
The national segmentation of euro area bank balance sheets during the financial crisis
published 2017 · Empirical Economics · 7 citations
Safety, Liquidity, and the Natural Rate of Interest
published 2017 · Brookings Papers on Economic Activity · 352 citations
with Marco Del Negro, Marc Giannoni, Andrea Tambalotti
Exploiting the monthly data flow in structural forecasting
published 2016 · Journal of Monetary Economics · 8 citations
with Francesca Monti
Comment
published 2016 · Journal of Business and Economic Statistics
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data
published 2016 · Journal of Applied Econometrics · 11 citations · first circulated 2010
Optimal combination of survey forecasts
published 2015 · International Journal of Forecasting · 91 citations · first circulated 2012
with Cristina Conflitti, Christine De Mol
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models
published 2015 · Finance and Economics Discussion Series · 10 citations
with Antonello D’Agostino, Michèle Lenza, Michèle Modugno
Unspanned Macroeconomic Factors in the Yield Curve
published 2015 · Journal of Business and Economic Statistics · 100 citations · first circulated 2013
Prior Selection for Vector Autoregressions
published 2014 · The Review of Economics and Statistics · 713 citations · first circulated 2012
with Michèle Lenza, Giorgio E. Primiceri
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
published 2014 · International Journal of Forecasting · 23 citations
with Marta Bańbura, Michèle Lenza
Short-term inflation projections: A Bayesian vector autoregressive approach
published 2013 · International Journal of Forecasting · 116 citations · first circulated 2010
The ECB and the Interbank Market
published 2012 · The Economic Journal · 168 citations
An Area-Wide Real-Time Database for the Euro Area
published 2012 · The Review of Economics and Statistics · 75 citations · first circulated 2010
with Jérôme Henry, Magdalena Lalik, Michèle Modugno, An Area-wide
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
published 2011 · The Review of Economics and Statistics · 538 citations · first circulated 2006
Macroeconomic forecasting and structural change
published 2011 · Journal of Applied Econometrics · 378 citations · first circulated 2010
Comparing Alternative Predictors Based on Large‐Panel Factor Models
published 2011 · Oxford Bulletin of Economics and Statistics · 100 citations · first circulated 2006
with Antonello D’ Agostino, Antonello D’Agostino
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
published 2011 · Journal of Econometrics · 493 citations · first circulated 2007
Short‐term forecasts of euro area GDP growth
published 2011 · Econometrics Journal · 245 citations · first circulated 2008
Macroprudential Policy and Monetary Policy: Some Lessons from the Euro Area
published 2011 · World Scientific Book Chapters · 1 citations
Market Freedom and the Global Recession
published 2010 · IMF Economic Review · 123 citations
Large Bayesian vector auto regressions
published 2009 · Journal of Applied Econometrics · 1166 citations
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators
published 2009 · National Institute Economic Review · 50 citations
Comments on “Forecasting economic and financial variables with global VARs”
published 2009 · International Journal of Forecasting · 9 citations
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
published 2009 · Econometric Theory · 401 citations · first circulated 2007
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
published 2008 · Journal of Econometrics · 527 citations · first circulated 2006
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases
published 2008 · Journal of Monetary Economics · 1170 citations · first circulated 2005
Explaining The Great Moderation: It Is Not The Shocks
published 2008 · Journal of the European Economic Association · 171 citations
Does Information Help Recovering Structural Shocks from Past Observations?
published 2006 · Journal of the European Economic Association · 33 citations · first circulated 2005
What are shocks capturing in DSGE modelling? Structure versus misspecification
published 2006 · Computing in Economics and Finance
no link
VARs, common factors and the empirical validation of equilibrium business cycle models
published 2005 · Journal of Econometrics · 20 citations · first circulated 2004
Monetary Policy in Real Time
published 2004 · NBER Macroeconomics Annual · 217 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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