Discussion paper DP6594 (Un)Predictability and Macroeconomic Stability Domenico Giannone Antonello D’Agostino Paolo Surico 23 Dec 2007 International Macroeconomics C22 C53 E37 E47
Discussion paper DP6600 Explaining The Great Moderation: It Is Not The Shocks Lucrezia Reichlin Domenico Giannone Michele Lenza 14 Dec 2007 International Macroeconomics C32 C53 E32 E37
Discussion paper DP6564 Comparing Alternative Predictors Based on Large-Panel Factor Models Domenico Giannone Antonello D’Agostino 16 Nov 2007 International Macroeconomics C31 C52 C53
Discussion paper DP6469 A New Core Inflation Indicator for New Zealand Domenico Giannone Troy Matheson 21 Sep 2007 International Macroeconomics C32 E31 E32 E52
Discussion paper DP6474 Sparse and Stable Markowitz Portfolios Domenico Giannone Christine De Mol Ingrid Daubechies Joshua Brodie 14 Sep 2007 Financial Economics International Macroeconomics C00 G11
Discussion paper DP6326 Bayesian VARs with Large Panels Lucrezia Reichlin Domenico Giannone Marta Banbura 23 Jun 2007 International Macroeconomics C11 C13 C33 C53
Discussion paper DP6043 A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering Lucrezia Reichlin Catherine Doz Domenico Giannone 14 Jan 2007 International Macroeconomics C32 C33 C51
Discussion paper DP5829 Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? Lucrezia Reichlin Domenico Giannone Christine De Mol 8 Sep 2006 International Macroeconomics C11 C13 C33 C53
Discussion paper DP5724 A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models Lucrezia Reichlin Catherine Doz Domenico Giannone 16 Jun 2006 International Macroeconomics C32 C33 C51
Discussion paper DP5725 Does Information Help Recovering Structural Shocks from Past Observations? Lucrezia Reichlin Domenico Giannone 16 Jun 2006 International Macroeconomics C32 C33 E00 E32 O3
Discussion paper DP5178 Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases Lucrezia Reichlin Domenico Giannone David Small 23 Aug 2005 International Macroeconomics C33 C53 E52
Discussion paper DP4981 Monetary Policy in Real Time Lucrezia Reichlin Luca Sala Domenico Giannone 23 Mar 2005 International Macroeconomics C33 C53 E52 E58