Domenico Giannone

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Comment Journal of Business and Economic Statistics	2025-01-20	Paper
Unspanned Macroeconomic Factors in the Yield Curve Journal of Business and Economic Statistics	2025-01-20	Paper
Economic Predictions With Big Data: The Illusion of Sparsity Econometrica	2023-05-12	Paper
Nowcasting with large Bayesian vector autoregressions Journal of Econometrics	2022-12-14	Paper
Multimodality in macrofinancial dynamics International Economic Review	2021-09-17	Paper
Comparing alternative predictors based on large-panel factor models	2021-02-06	Paper
Priors for the long run Journal of the American Statistical Association	2019-08-27	Paper
A two-step estimator for large approximate dynamic factor models based on Kalman filtering Journal of Econometrics	2016-08-12	Paper
Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? Journal of Econometrics	2016-06-22	Paper
VARs, common factors and the empirical validation of equilibrium business cycle models Journal of Econometrics	2016-06-10	Paper
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS Econometric Theory	2014-04-23	Paper
A two-step estimator for large approximate dynamic factor models based on Kalman filtering Journal of Econometrics	2011-09-01	Paper
Sparse and stable Markowitz portfolios Proceedings of the National Academy of Sciences	2011-01-24	Paper

Research outcomes over time

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