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Details about Lucrezia Reichlin

E-mail:
Homepage:http://homepages.ulb.ac.be/~lreichli/
Workplace:European Central Bank, (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)
European Centre for Advanced Research in Economics and Statistics (ECARES), ECORE, (more information at EDIRC)

Access statistics for papers by Lucrezia Reichlin.

Last updated 2008-06-05. Update your information in the RePEc Author Service.

Short-id: pre102


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Working Papers

2008

  1. Explaining the Great Moderation - it is not the shocks
    Working Paper Series, European Central Bank Downloads View citations
    Also in
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads
  2. Short-term Forecasts of Euro Area GDP Growth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2007

  1. A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2006) Downloads
  2. Bayesian VARs with Large Panels
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
  3. 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 Downloads View citations
    Also in
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) Downloads View citations
    Working Paper Series, European Central Bank (2006) Downloads View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations
  4. Opening the black box - structural factor models with large gross-sections
    Working Paper Series, European Central Bank Downloads View citations

2006

  1. A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in
    Working Paper Series, European Central Bank (2006) Downloads View citations
  2. Does Information Help Recovering Structural Shocks from Past Observations?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in
    Working Paper Series, European Central Bank (2006) Downloads View citations
    See Also Journal Article in Journal of the European Economic Association (2006)
  3. 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 Downloads View citations
    Also in
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2006) Downloads View citations
    Working Paper Series, European Central Bank (2006) Downloads View citations
  4. Trends and cycles in the euro area: how much heterogeneity and should we worry about it?
    Working Paper Series, European Central Bank Downloads View citations
    Also in
    Macroeconomics, EconWPA (2005) Downloads View citations
  5. What are shocks capturing in DSGE modelling? Structure versus misspecification
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

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

2003

  1. 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) Downloads View citations
  2. Opening the Black Box: Structural Factor Models versus Structural VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
  3. 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 Downloads View citations
    Also in
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations
    See Also Journal Article in Journal of the American Statistical Association (2005)

2002

  1. Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    See Also Journal Article in Journal of Monetary Economics (2003)
  2. Factor Models in Large Cross-Sections of Time Series
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
  3. Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
  4. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads
    See Also Journal Article in Journal of Econometrics (2006)

2001

  1. A Core Inflation Index for the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department (2001) Downloads View citations
  2. A real time coincident indicator of the euro area business cycle
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department Downloads View citations
  3. 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 Downloads View citations

2000

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

1999

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

1997

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

1995

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

1993

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

1992

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

Journal Articles

2006

  1. Does information help recovering structural shocks from past observations?
    Journal of the European Economic Association, 2006, 4, (2-3), 455-465 Downloads View citations
    See Also Working Paper (2006)
  2. VARs, common factors and the empirical validation of equilibrium business cycle models
    Journal of Econometrics, 2006, 132, (1), 257-279 Downloads View citations
    See Also Working Paper (2002)

2005

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

2004

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

2003

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

2001

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

2000

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

1999

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

1998

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

1996

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

1994

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

1993

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

1992

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

1991

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

1989

  1. Comment
    Econometric Reviews, 1989, 8, (1), 123-131 Downloads
  2. Segmented Trends and Non-stationary Time Series
    Economic Journal, 1989, 99, (395), 168-77 Downloads View citations
  3. Structural change and unit root econometrics
    Economics Letters, 1989, 31, (3), 231-233 Downloads View citations
 
 
Page updated 2008-09-04