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Details about Lucrezia Reichlin
Access statistics for papers by Lucrezia Reichlin.
Last updated 2009-09-20. Update your information in the RePEc Author Service.
Short-id: pre102
Jump to Journal Articles Books Chapters
Working Papers
2009
- 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
- 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
- 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)
- Large Bayesian VARs
Working Paper Series, European Central Bank View citations
Also in ECARES Working Papers, Université Libre de Bruxelles, Ecares (2008) View citations
- 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)
- 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
- 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
- Bayesian VARs with Large Panels
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
- 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
- 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)
- 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
- 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
- What are shocks capturing in DSGE modelling? Structure versus misspecification
Computing in Economics and Finance 2006, Society for Computational Economics
2005
- Does information help recovering fundamental structural shocks from past observations?
Macroeconomics, EconWPA
- 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
- 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
- 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
- Opening the Black Box: Structural Factor Models versus Structural VARs
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
- 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
- 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)
- Factor Models in Large Cross-Sections of Time Series
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
- Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
2001
- 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
- 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
- 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
- Reference Cycles: The NBER Methodology Revisited
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
1999
- 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)
- 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
- National Policies and Local Economies: Europe and the United States
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
1995
- 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)
- 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
- 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)
- 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)
- 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
- Information
CEP Discussion Papers, Centre for Economic Performance, LSE View citations
Journal Articles
2009
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
Econometric Theory, 2009, 25, (05), 1319-1347 
See also Working Paper (2008)
2008
- 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)
- Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
Journal of Econometrics, 2008, 146, (2), 318-328
- Nowcasting: The real-time informational content of macroeconomic data
Journal of Monetary Economics, 2008, 55, (4), 665-676 View citations
- 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
- 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)
- 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
- A Core Inflation Indicator for the Euro Area
Journal of Money, Credit and Banking, 2005, 37, (3), 539-60 View citations
- 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
- The generalized dynamic factor model consistency and rates
Journal of Econometrics, 2004, 119, (2), 231-255 View citations
2003
- 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
- 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)
- Federal policies and local economies: Europe and the US
European Economic Review, 2001, 45, (1), 109-134 View citations
2000
- 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
- Risk and potential insurance in Europe
European Economic Review, 1999, 43, (7), 1237-1256 View citations
1998
- 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
- Dynamic Common Factors in Large Cross-Sections
Empirical Economics, 1996, 21, (1), 27-42 View citations
See also Working Paper (1995)
1994
- Common and uncommon trends and cycles
European Economic Review, 1994, 38, (3-4), 624-635 View citations
- 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)
- Information, forecasts, and measurement of the business cycle
Journal of Monetary Economics, 1994, 33, (2), 233-254 View citations
See also Working Paper (1993)
- VAR analysis, nonfundamental representations, blaschke matrices
Journal of Econometrics, 1994, 63, (1), 307-325 View citations
1993
- The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment
American Economic Review, 1993, 83, (3), 644-52 View citations
1992
- On persistence of shocks to economic variables: A common misconception
Journal of Monetary Economics, 1992, 29, (1), 87-93 View citations
1991
- Real business cycle under test; A multi-country, multi-sector exercise: by Horst Entorf
European Economic Review, 1991, 35, (4), 966-969
- Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter?
Economic Journal, 1991, 101, (405), 314-23 View citations
1989
- Comment
Econometric Reviews, 1989, 8, (1), 123-131
- Segmented Trends and Non-stationary Time Series
Economic Journal, 1989, 99, (395), 168-77 View citations
- Structural change and unit root econometrics
Economics Letters, 1989, 31, (3), 231-233 View citations
Books
2008
- NBER International Seminar on Macroeconomics 2006
NBER Books, National Bureau of Economic Research, Inc
Chapters
2008
- Comment on "How Has the Euro Changed the Monetary Transmission"
A chapter in NBER Macroeconomics Annual 2008, 2008
- Introduction to "NBER International Seminar on Macroeconomics 2006"
A chapter in NBER International Seminar on Macroeconomics 2006, 2008, pp 1-5
2007
- Comment on "Global Forces and Monetary Policy Effectiveness"
A chapter in International Dimensions of Monetary Policy, 2007
2005
- 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)
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