Discussion paper DP9096 Optimal Combination of Survey Forecasts Domenico Giannone Christine De Mol 19 Aug 2012 International Macroeconomics C22 C53
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 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