2026 Domenico Giannone: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	52	1231	1094	740	641	152	17883

Overview

Domenico Giannone is affiliated with the International Monetary Fund in the United States and has contributed extensively to the field of Economics, Econometrics, and Finance. Their research encompasses a variety of subfields, primarily focusing on Economics and Econometrics, General Economics, Finance, Management Science and Operations Research, as well as Instrumentation.

Their scholarly output includes numerous publications, with frequent appearances in venues such as the SSRN Electronic Journal, IMF Working Paper series, International Journal of Forecasting, arXiv (Cornell University), and Econometrica.

Key topics covered in their work include:

Monetary Policy and Economic Impact
Complex Systems and Time Series Analysis
Market Dynamics and Volatility
Economic theories and models
Banking stability, regulation, efficiency
Global Financial Crisis and Policies
Stock Market Forecasting Methods

Giannone's recent research papers illustrate the breadth of their focus with titles such as:

Economic Predictions With Big Data: The Illusion of Sparsity (2021, Econometrica)
Common factors of commodity prices (2021, Journal of Applied Econometrics)
Economic Predictions with Big Data: The Illusion of Sparsity (2021, SSRN Electronic Journal)
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve (2022, SSRN Electronic Journal)
Back to the present: Learning about the euro area through a now-casting model (2023, International Journal of Forecasting)

Frequent coauthors contributing to these collaborative efforts include:

Nina Boyarchenko
Tobias Adrian
Michèle Lenza
Giorgio E. Primiceri
Danilo Cascaldi-Garcia

This body of work positions Domenico Giannone within a network of researchers focused on advancing the understanding of monetary policy, economic forecasting models, and financial market dynamics. Their publications emphasize analytical approaches to large-scale economic data and methods for improving prediction accuracy through sophisticated econometric techniques.

Best Publications

Nowcasting: The real-time informational content of macroeconomic data

Domenico Giannone;Lucrezia Reichlin;David Small

1538
Citations
Prior selection for vector autoregressions

Domenico Giannone;Domenico Giannone;Michele Lenza;Giorgio E. Primiceri

1489
Citations
Large Bayesian vector auto regressions

Marta Bańbura;Domenico Giannone;Lucrezia Reichlin;Lucrezia Reichlin

1465
Citations
A quasi maximum likelihood approach for large approximate dynamic factor models

Catherine Doz;Domenico Giannone;Lucrezia Reichlin

800
Citations
Now-casting and the real-time data flow

Martha Banbura;Domenico Giannone;Michèle Modugno;Lucrezia Reichlin

698
Citations
A two-step estimator for large approximate dynamic factor models based on Kalman filtering

Catherine Doz;Catherine Doz;Domenico Giannone;Domenico Giannone;Lucrezia Reichlin;Lucrezia Reichlin

680
Citations
Monetary Policy in Real Time

Domenico Giannone;Lucrezia Reichlin;Luca Sala

678
Citations
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?

Christine De Mol;Domenico Giannone;Domenico Giannone;Domenico Giannone;Lucrezia Reichlin;Lucrezia Reichlin

666
Citations
Sparse and stable Markowitz portfolios

Joshua Brodie;Ingrid Daubechies;Christine De Mol;Domenico Giannone

660
Citations
Vulnerable Growth

Unknown

574
Citations
Opening the Black Box: Structural Factor Models with Large Cross-Sections

Mario Forni;Domenico Giannone;Marco Lippi;Lucrezia Reichlin

570
Citations
Prior Selection for Vector Autoregressions

Domenico Giannone;Domenico Giannone;Michele Lenza;Giorgio E. Primiceri

567
Citations
Macroeconomic forecasting and structural change

Antonello A. D'Agostino;Luca Gambetti;Domenico Giannone;Domenico Giannone

496
Citations
The Financial and Macroeconomic Effects of OMT Announcements

Carlo Altavilla;Domenico Giannone;Michele Lenza

463
Citations
Safety, Liquidity, and the Natural Rate of Interest

Marco Del Negro;Domenico Giannone;Marc P. Giannoni;Andrea Tambalotti

449
Citations
Monetary Policy in Real Time

Domenico Giannone;Domenico Giannone;Lucrezia Reichlin;Luca Sala

447
Citations
Short-term forecasts of euro area GDP growth

Elena Angelini;Gonzalo Camba‐Mendez;Domenico Giannone;Domenico Giannone;Lucrezia Reichlin;Lucrezia Reichlin

373
Citations
Economic Predictions With Big Data: The Illusion of Sparsity

Domenico Giannone;Domenico Giannone;Michele Lenza;Michele Lenza;Giorgio E. Primiceri;Giorgio E. Primiceri;Giorgio E. Primiceri

363
Citations
Business cycles in the euro area

Domenico Giannone;Michele Lenza;Lucrezia Reichlin

303
Citations
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited

Domenico Giannone;Lucrezia Reichlin;Luca Sala

255
Citations
Macroeconomic Nowcasting and Forecasting with Big Data

Brandyn Bok;Daniele Caratelli;Domenico Giannone;Argia M. Sbordone

253
Citations
The ECB and the Interbank Market

Domenico Giannone;Michele Lenza;Huw Pill;Lucrezia Reichlin

242
Citations
The ECB and the Interbank Market

Domenico Giannone;Michele Lenza;Huw Pill;Lucrezia Reichlin

239
Citations
Nowcasting GDP and inflation: the real time informational content of macroeconomic data releases

Domenico Giannone;Lucrezia Reichlin;David Small

149
Citations
Large Bayesian VARs

Martha Banbura;Domenico Giannone;Lucrezia Reichlin

134
Citations
Nowcasting: the real time informational content of macroeconomic data releases

Domenico Giannone;Lucrezia Reichlin;David Small

55
Citations

Frequent Co-Authors

Lucrezia Reichlin London Business School

Giorgio E. Primiceri Northwestern University

Tobias Adrian International Monetary Fund

Marc P. Giannoni Barclays (United Kingdom)

Marco Del Negro Federal Reserve Bank of New York

Mario Forni University of Modena and Reggio Emilia

Paolo Surico London Business School

Ingrid Daubechies Duke University

Riccardo Faini Institute of Labor Economics

George Kapetanios King's College London

External Links

Personal website of Domenico Giannone Google Scholar page

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