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Nowcasting GDP and inflation : the real time informational content of macroeconomic data releases
Giannone, Domenico; Reichlin, Lucrezia; Small, David H. - 2005
Persistent link: https://www.econbiz.de/10003094829
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Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases
Giannone, Domenico; Reichlin, Lucrezia; Small, David H. - 2006
evaluated by computing "news" on the basis of an evolving conditioning information set. The marginal contribution is then split … into what is due to timeliness of information and what is due to economic content. We find that the Federal Reserve Bank of …
Persistent link: https://www.econbiz.de/10011604679
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Nowcasting GDP and Inflation : The Real-Time Informational Content of Macroeconomic Data Releases
Giannone, Domenico; Reichlin, Lucrezia; Small, David H. - 2021
evaluated by computing news on the basis of an evolving conditioning information set. The marginal contribution is then split … into what is due to timeliness of information and what is due to economic content. We find that the Federal Reserve Bank of …
Persistent link: https://www.econbiz.de/10013318105
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An area-wide real-time database for the euro Asia
Giannone, Domenico; Henry, Jérôme; Lalik, Magdalena; … - 2010
Persistent link: https://www.econbiz.de/10003948840
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Money, credit, monetary policy and the business cycle in the euro area
Giannone, Domenico; Lenza, Michele; Reichlin, Lucrezia - 2012
Persistent link: https://www.econbiz.de/10009558108
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The effectiveness of non-standard monetary policy measures : evidence from survey data
Altavilla, Carlo; Giannone, Domenico - 2014
Persistent link: https://www.econbiz.de/10010382068
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Tracking greenspan : systematic and unsystematic monetary policy revisited
Giannone, Domenico - 2002
Persistent link: https://www.econbiz.de/10013424131
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Monetary policy in real time
Giannone, Domenico - 2005
Persistent link: https://www.econbiz.de/10013424602
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Does information help recovering structural shocks from past observations?
Giannone, Domenico; Reichlin, Lucrezia - 2006
structural VAR are truly structural Second, can the problem of nonfundamentalness be solved by considering additional information …
Persistent link: https://www.econbiz.de/10011604678
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A quasi maximum likelihood approach for large approximate dynamic factor models
Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia - 2006
This paper considers quasi-maximum likelihood estimations of a dynamic approximate factor model when the panel of time series is large. Maximum likelihood is analyzed under different sources of misspecification: omitted serial correlation of the observations and cross-sectional correlation of...
Persistent link: https://www.econbiz.de/10011604720