Details about Lucrezia Reichlin

E-mail:
Homepage:	http://homepages.ulb.ac.be/~lreichli/
Postal address:	London Business School, Regents Park, London NW1 4SA
Workplace:	Department of Economics, London Business School (LBS), University of London, (more information at EDIRC) Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Lucrezia Reichlin.

Last updated 2009-09-20. Update your information in the RePEc Author Service.

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Working Papers

2009

1. Business Cycles in the Euro Area
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in ECARES Working Papers, Université Libre de Bruxelles, Ecares (2008) View citations
   NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations

2008

2. A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
   ECARES Working Papers, Université Libre de Bruxelles, Ecares View citations
   Also in Working Paper Series, European Central Bank (2006) View citations
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations
3. Explaining the Great Moderation - it is not the shocks
   Working Paper Series, European Central Bank View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations
   See also Journal Article in Journal of the European Economic Association (2008)
4. Large Bayesian VARs
   Working Paper Series, European Central Bank View citations
   Also in ECARES Working Papers, Université Libre de Bruxelles, Ecares (2008) View citations
5. Opening the Black Box: Structural Factor Models with Large Cross-Sections
   ECARES Working Papers, Université Libre de Bruxelles, Ecares View citations
   Also in Working Paper Series, European Central Bank (2007) View citations
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics (2007) View citations
   See also Journal Article in Econometric Theory (2009)
6. Short-Term Forecasts of Euro Area GDP Growth
   ECARES Working Papers, Université Libre de Bruxelles, Ecares View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations
   Working Paper Series, European Central Bank (2008)

2007

7. A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2006) View citations
8. Bayesian VARs with Large Panels
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
9. Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases
   Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group View citations
   Also in Working Paper Series, European Central Bank (2006) View citations
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations

2006

10. Does Information Help Recovering Structural Shocks from Past Observations?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Working Paper Series, European Central Bank (2006) View citations
    See also Journal Article in Journal of the European Economic Association (2006)
11. Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2006) View citations
    Working Paper Series, European Central Bank (2006) View citations
12. Trends and cycles in the euro area: how much heterogeneity and should we worry about it?
    Working Paper Series, European Central Bank View citations
    Also in Macroeconomics, EconWPA (2005) View citations
13. What are shocks capturing in DSGE modelling? Structure versus misspecification
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

14. Does information help recovering fundamental structural shocks from past observations?
    Macroeconomics, EconWPA
15. Monetary Policy in Real Time
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations
    See also Chapter (2005)

2004

16. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations
    See also Journal Article in Journal of Econometrics (2006)

2003

17. EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE
    Computing in Economics and Finance 2003, Society for Computational Economics View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations
18. Opening the Black Box: Structural Factor Models versus Structural VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
19. The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations
    See also Journal Article in Journal of the American Statistical Association (2005)

2002

20. Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in Journal of Monetary Economics (2003)
21. Factor Models in Large Cross-Sections of Time Series
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
22. Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

2001

23. A Core Inflation Index for the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department (2001) View citations
24. A real time coincident indicator of the euro area business cycle
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department View citations
25. The construction of coincident and leading indicators for the euro area business cycler of the euro area business cycle
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department View citations

2000

26. Reference Cycles: The NBER Methodology Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

1999

27. A Measure of Comovement for Economic Variables: Theory and Empirics
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in The Review of Economics and Statistics (2001)
28. The Generalized Dynamic Factor Model: Identification and Estimation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in The Review of Economics and Statistics (2000)

1997

29. National Policies and Local Economies: Europe and the United States
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

1995

30. Dynamic Common Factors in Large Cross-Sections
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in Empirical Economics (1996)
31. Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

1993

32. Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in Review of Economic Studies (1994)
33. Information, Forecasts and Measurement of the Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in Journal of Monetary Economics (1994)
34. Trends and Cycles in Labour Productivity in the Major OECD Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in OECD Economics Department Working Papers, OECD, Economics Department (1993) View citations

1992

35. Information
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations

Journal Articles

2009

1. OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
   Econometric Theory, 2009, 25, (05), 1319-1347
   See also Working Paper (2008)

2008

2. Explaining The Great Moderation: It Is Not The Shocks
   Journal of the European Economic Association, 2008, 6, (2-3), 621-633 View citations
   See also Working Paper (2008)
3. Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
   Journal of Econometrics, 2008, 146, (2), 318-328
4. Nowcasting: The real-time informational content of macroeconomic data
   Journal of Monetary Economics, 2008, 55, (4), 665-676 View citations
5. Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott
   Journal of Economic Dynamics and Control, 2008, 32, (8), 2453-2459 View citations

2006

6. Does information help recovering structural shocks from past observations?
   Journal of the European Economic Association, 2006, 4, (2-3), 455-465 View citations
   See also Working Paper (2006)
7. VARs, common factors and the empirical validation of equilibrium business cycle models
   Journal of Econometrics, 2006, 132, (1), 257-279 View citations
   See also Working Paper (2004)

2005

8. A Core Inflation Indicator for the Euro Area
   Journal of Money, Credit and Banking, 2005, 37, (3), 539-60 View citations
9. The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
   Journal of the American Statistical Association, 2005, 100, 830-840 View citations
   See also Working Paper (2003)

2004

10. The generalized dynamic factor model consistency and rates
    Journal of Econometrics, 2004, 119, (2), 231-255 View citations

2003

11. Do financial variables help forecasting inflation and real activity in the euro area?
    Journal of Monetary Economics, 2003, 50, (6), 1243-1255 View citations
    See also Working Paper (2002)

2001

12. A Measure Of Comovement For Economic Variables: Theory And Empirics
    The Review of Economics and Statistics, 2001, 83, (2), 232-241 View citations
    See also Working Paper (1999)
13. Federal policies and local economies: Europe and the US
    European Economic Review, 2001, 45, (1), 109-134 View citations

2000

14. The Generalized Dynamic-Factor Model: Identification And Estimation
    The Review of Economics and Statistics, 2000, 82, (4), 540-554 View citations
    See also Working Paper (1999)

1999

15. Risk and potential insurance in Europe
    European Economic Review, 1999, 43, (7), 1237-1256 View citations

1998

16. Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
    Review of Economic Studies, 1998, 65, (3), 453-73 View citations

1996

17. Dynamic Common Factors in Large Cross-Sections
    Empirical Economics, 1996, 21, (1), 27-42 View citations
    See also Working Paper (1995)

1994

18. Common and uncommon trends and cycles
    European Economic Review, 1994, 38, (3-4), 624-635 View citations
19. Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle
    Review of Economic Studies, 1994, 61, (1), 19-30 View citations
    See also Working Paper (1993)
20. Information, forecasts, and measurement of the business cycle
    Journal of Monetary Economics, 1994, 33, (2), 233-254 View citations
    See also Working Paper (1993)
21. VAR analysis, nonfundamental representations, blaschke matrices
    Journal of Econometrics, 1994, 63, (1), 307-325 View citations

1993

22. The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment
    American Economic Review, 1993, 83, (3), 644-52 View citations

1992

23. On persistence of shocks to economic variables: A common misconception
    Journal of Monetary Economics, 1992, 29, (1), 87-93 View citations

1991

24. Real business cycle under test; A multi-country, multi-sector exercise: by Horst Entorf
    European Economic Review, 1991, 35, (4), 966-969
25. Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter?
    Economic Journal, 1991, 101, (405), 314-23 View citations

1989

26. Comment
    Econometric Reviews, 1989, 8, (1), 123-131
27. Segmented Trends and Non-stationary Time Series
    Economic Journal, 1989, 99, (395), 168-77 View citations
28. Structural change and unit root econometrics
    Economics Letters, 1989, 31, (3), 231-233 View citations

Books

2008

1. NBER International Seminar on Macroeconomics 2006
   NBER Books, National Bureau of Economic Research, Inc

Chapters

2008

1. Comment on "How Has the Euro Changed the Monetary Transmission"
   A chapter in NBER Macroeconomics Annual 2008, 2008
2. Introduction to "NBER International Seminar on Macroeconomics 2006"
   A chapter in NBER International Seminar on Macroeconomics 2006, 2008, pp 1-5

2007

3. Comment on "Global Forces and Monetary Policy Effectiveness"
   A chapter in International Dimensions of Monetary Policy, 2007

2005

4. Monetary Policy in Real Time
   A chapter in NBER Macroeconomics Annual 2004, Volume 19, 2005, pp 161-224 View citations
   See also Working Paper (2005)