Domenico Giannone

Available identifiers

Publication	Date of Publication	Type
Economic Predictions With Big Data: The Illusion of Sparsity	2023-05-12	Paper
Nowcasting with large Bayesian vector autoregressions	2022-12-14	Paper
MULTIMODALITY IN MACROFINANCIAL DYNAMICS	2021-09-17	Paper
https://portal.mardi4nfdi.de/entity/Q5149186	2021-02-06	Paper
Priors for the Long Run	2019-08-27	Paper
A two-step estimator for large approximate dynamic factor models based on Kalman filtering	2016-08-12	Paper
Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?	2016-06-22	Paper
VARs, common factors and the empirical validation of equilibrium business cycle models	2016-06-10	Paper
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS	2014-04-23	Paper
A two-step estimator for large approximate dynamic factor models based on Kalman filtering	2011-09-01	Paper
Sparse and stable Markowitz portfolios	2011-01-24	Paper

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