Items where Author is "Giannone, D"
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Giannone, D, Lenza, M and Reichlin, L (2019) Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? International Journal of Central Banking, 15 (5). ISSN 1815-4654
Colangelo, A, Giannone, D, Lenza, M, Pill, H and Reichlin, L (2017) The national segmentation of euro area bank balance sheets during the financial crisis. Empirical Economics, 53 (1). pp. 247-265. ISSN 0377-7332
Giannone, D, Monti, F and Reichlin, L (2016) Exploiting the monthly data flow in structural forecasting. Journal of Monetary Economics, 84. pp. 201-215. ISSN 0304-3932
Reichlin, L, Doz, C and Giannone, D (2012) A quasi-maximum likelihood approach for large, approximate dynamic factor models. Review of Economics and Statistics, 94 (4). pp. 1014-1024. ISSN 0034-6535
Reichlin, L, Doz, C and Giannone, D (2011) A two-step estimator for large approximate dynamic factor models based on Kalman filtering. Journal of Econometrics, 164 (1). pp. 188-205. ISSN 0304-4076
Giannone, D, Reichlin, L and Simonelli, S (2009) Nowcasting euro area economic activity in real time: The role of confidence indicator. National Institute Economic Review, 210 (1). pp. 90-97. ISSN 0027-9501
Reichlin, L, De Mol, C and Giannone, D (2008) Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? Journal of Econometrics, 146 (2). pp. 318-328. ISSN 0304-4076
Reichlin, L, Giannone, D and Small, D (2008) Nowcasting: The real-time informational content of macroeconomic data. Journal of Monetary Economics, 55 (4). pp. 665-676. ISSN 0304-3932
Book Section
Reichlin, L, De Mol, C, Gautier, E, Giannone, D, Mullainathan, S, van Dijk, H and Wooldridge, J (2017) Big data in economics: evolution or revolution? In: Economics without borders. Cambridge University Press, Cambridge, pp. 612-632. ISBN 9781316636404
Bańbura, M, Giannone, D, Modugno, M and Reichlin, L (2013) Now-Casting and the Real-Time Data Flow. In: Handbook of Economic Forecasting. Elsevier, pp. 195-237.
BańBura, M, Giannone, D and Reichlin, L (2011) Nowcasting. In: The Oxford Handbook of Economic Forecasting. Oxford Handbooks Online . Oxford University Press, Oxford. ISBN 9780195398649