Lucrezia Reichlin
Lucrezia Reichlin
Professor of economics, London Business School
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The generalized dynamic-factor model: Identification and estimation
M Forni, M Hallin, M Lippi, L Reichlin
Review of Economics and statistics 82 (4), 540-554, 2000
Nowcasting: The real-time informational content of macroeconomic data
D Giannone, L Reichlin, D Small
Journal of Monetary Economics 55 (4), 665-676, 2008
Large Bayesian vector auto regressions
M Bańbura, D Giannone, L Reichlin
Journal of applied Econometrics 25 (1), 71-92, 2010
The generalized dynamic factor model: one-sided estimation and forecasting
M Forni, M Hallin, M Lippi, L Reichlin
Journal of the American Statistical Association 100 (471), 830-840, 2005
Now-casting and the real-time data flow
M Bańbura, D Giannone, M Modugno, L Reichlin
Handbook of economic forecasting 2, 195-237, 2013
A quasi–maximum likelihood approach for large, approximate dynamic factor models
C Doz, D Giannone, L Reichlin
Review of economics and statistics 94 (4), 1014-1024, 2012
Let's get real: a factor analytical approach to disaggregated business cycle dynamics
M Forni, L Reichlin
The Review of Economic Studies 65 (3), 453-473, 1998
Monetary policy in exceptional times
M Lenza, H Pill, L Reichlin
Economic Policy 25 (62), 295-339, 2010
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
C De Mol, D Giannone, L Reichlin
Journal of Econometrics 146 (2), 318-328, 2008
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
C Doz, D Giannone, L Reichlin
Journal of Econometrics 164 (1), 188-205, 2011
A measure of comovement for economic variables: Theory and empirics
C Croux, M Forni, L Reichlin
Review of Economics and Statistics 83 (2), 232-241, 2001
Let's Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2 [with Comments and Discussion]
ET Swanson, L Reichlin, JH Wright
Brookings Papers on Economic Activity, 151-207, 2011
Segmented trends and non-stationary time series
P Rappoport, L Reichlin
The Economic Journal 99 (395), 168-177, 1989
Opening the black box: Structural factor models with large cross sections
M Forni, D Giannone, M Lippi, L Reichlin
Econometric Theory 25 (5), 1319-1347, 2009
Monetary policy in real time
D Giannone, L Reichlin, L Sala
NBER macroeconomics annual 19, 161-200, 2004
Do financial variables help forecasting inflation and real activity in the euro area?
M Forni, M Hallin, M Lippi, L Reichlin
Journal of Monetary Economics 50 (6), 1243-1255, 2003
The generalized dynamic factor model consistency and rates
M Forni, M Hallin, M Lippi, L Reichlin
Journal of Econometrics 119 (2), 231-255, 2004
Short‐term forecasts of euro area GDP growth
E Angelini, G Camba‐Mendez, D Giannone, L Reichlin, G Rnstler
The Econometrics Journal 14 (1), C25-C44, 2011
EuroCOIN: a real time coincident indicator of the euro area business cycle
F Altissimo, A Bassanetti, R Cristadoro, M Forni, M Hallin, M Lippi, ...
Available at SSRN 296860, 2001
The dynamic effects of aggregate demand and supply disturbances: Comment
M Lippi, L Reichlin
The American Economic Review 83 (3), 644-652, 1993
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