Concepedia

Domenico Giannone

DG

94

Publications

11.7K

Citations

45

H-Index

2002

Active since

Affiliations

Centre for Economic Policy Research(Current)

European Central Bank

Université Libre de Bruxelles

Amazon (Germany)

London Business School

Domenico Giannone is an author at Centre for Economic Policy Research specializing in business, economics, and macroeconomics.

Top concepts

BusinessEconomicsMacroeconomicsEngineeringFinanceStatisticsEconometricsForecastingEconomic AnalysisStatistical Inference

Publications per year

2002–2024

94

Publications

94

Nowcasting: The real-time informational content of macroeconomic data

Domenico Giannone, Lucrezia Reichlin, David H. Small · Journal of Monetary Economics · 2008 · 1.1K citations

Real-time Informational Content, Economics, Macroeconomics +3

Large Bayesian vector auto regressions

Marta Bańbura, Domenico Giannone, Lucrezia Reichlin · Journal of Applied Econometrics · 2009 · 1.1K citations

Engineering, Forecasting Performance, Macroeconomic Forecasting +21

Prior Selection for Vector Autoregressions

Domenico Giannone, Michèle Lenza, Giorgio E. Primiceri · The Review of Economics and Statistics · 2014 · 677 citations

Forecasting Methodology, Engineering, Feature Selection +20

Vulnerable Growth

Tobias Adrian, Nina Boyarchenko, Domenico Giannone · American Economic Review · 2019 · 603 citations

Empirical Finance, Economics, Volatility Modeling +13

A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models

Catherine Doz, Domenico Giannone, Lucrezia Reichlin · The Review of Economics and Statistics · 2011 · 523 citations

Engineering, Quasi–maximum Likelihood Approach, Factor Models +16

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