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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), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Lucrezia Reichlin.

Last updated 2017-08-28. Update your information in the RePEc Author Service.

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Working Papers

2015

  1. Exploiting the monthly data flow in structural forecasting
    Staff Reports, Federal Reserve Bank of New York Downloads
    Also in Bank of England working papers, Bank of England (2014) Downloads View citations (1)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014) Downloads View citations (2)
    Discussion Papers, Centre for Macroeconomics (CFM) (2014) Downloads View citations (4)

    See also Journal Article in Journal of Monetary Economics (2016)
  2. The Legacy Debt and the Joint Path of Public Deficit and Debt in the Euro Area
    European Economy - Discussion Papers 2015 -, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission Downloads View citations (1)

2014

  1. Exceptional policies for exceptional times: The ECB's response to the rolling crises of the Euro Area, and how it has brought us towards a new grand bargain
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2013

  1. Monetary policy and banks in the euro area: the tale of two crises
    Special Conference Papers, Bank of Greece Downloads View citations (7)
    See also Journal Article in Journal of Macroeconomics (2014)
  2. Now-casting and the real-time data flow
    Working Paper Series, European Central Bank Downloads View citations (25)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) Downloads View citations (25)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (12)

    See also Chapter (2013)
  3. The ECB and the banks: the tale of two crises
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)

2012

  1. A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (50)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (65)
    Working Paper Series, European Central Bank (2006) Downloads View citations (75)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) Downloads View citations (46)

    See also Journal Article in The Review of Economics and Statistics (2012)
  2. Money, Credit, Monetary Policy and the Business Cycle in the Euro Area
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (22)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (28)
  3. Nowcasting with Daily Data
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
  4. The ECB and the Interbank Market
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (28)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (39)
    Working Paper Series, European Central Bank (2012) Downloads View citations (26)

    See also Journal Article in Economic Journal (2012)

2011

  1. A two-step estimator for large approximate dynamic factor models based on Kalman filtering
    Post-Print, HAL Downloads View citations (80)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2006) Downloads View citations (30)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (29)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011) View citations (63)

    See also Journal Article in Journal of Econometrics (2011)
  2. Non-standard monetary policy measures and monetary developments
    Working Paper Series, European Central Bank Downloads View citations (26)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) Downloads
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) Downloads View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (12)

2010

  1. Market Freedom and the Global Recession
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (30)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (30)

    See also Journal Article in IMF Economic Review (2011)
  2. Monetary policy in exceptional times
    Working Paper Series, European Central Bank Downloads View citations (110)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (119)

    See also Journal Article in Economic Policy (2010)
  3. Nowcasting
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads
    Also in Working Paper Series, European Central Bank (2010) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads

2009

  1. Business Cycles in the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (39)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) Downloads View citations (34)
    NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (31)

    See also Chapter (2010)
  2. Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (11)
    Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2009) Downloads View citations (13)

    See also Journal Article in National Institute Economic Review (2009)

2008

  1. Bayesian VARs with large panels
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (12)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (32)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) Downloads View citations (64)

    See also Journal Article in Journal of Applied Econometrics (2010)
  2. Did the Euro imply more correlation of cycles?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (12)
  3. Explaining the Great Moderation: it is not the shocks
    Working Paper Series, European Central Bank Downloads View citations (82)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (11)

    See also Journal Article in Journal of the European Economic Association (2008)
  4. Large Bayesian VARs
    Working Paper Series, European Central Bank Downloads View citations (45)
  5. Nowcasting: the real time informational content of macroeconomic data releases
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (32)
  6. Opening the Black Box: Structural Factor Models with Large Cross-Sections
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (44)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2007) Downloads View citations (5)
    Working Paper Series, European Central Bank (2007) Downloads View citations (62)

    See also Journal Article in Econometric Theory (2009)
  7. Short-Term Forecasts of Euro Area GDP Growth
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (35)
    Also in Working Paper Series, European Central Bank (2008) Downloads View citations (33)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (48)

    See also Journal Article in Econometrics Journal (2011)

2007

  1. 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 (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (31)
    Working Paper Series, European Central Bank (2006) Downloads View citations (8)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) Downloads View citations (77)

    See also Journal Article in Journal of Monetary Economics (2008)

2006

  1. Does Information Help Recovering Structural Shocks from Past Observations?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (68)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (76)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2006) View citations (57)

    See also Journal Article in Journal of the European Economic Association (2006)
  2. 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 (37)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2006) Downloads View citations (62)
    Working Paper Series, European Central Bank (2006) Downloads View citations (28)

    See also Journal Article in Journal of Econometrics (2008)
  3. 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 (103)
    Also in Macroeconomics, EconWPA (2005) Downloads View citations (22)
  4. VARs, common factors and the empirical validation of equilibrium business cycle models
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (30)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (6)

    See also Journal Article in Journal of Econometrics (2006)
  5. What are shocks capturing in DSGE modelling? Structure versus misspecification
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

  1. A core inflation indicator for the Euro area
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (31)
    See also Journal Article in Journal of Money, Credit and Banking (2005)
  2. Does information help recovering fundamental structural shocks from past observations?
    Macroeconomics, EconWPA Downloads
  3. Monetary Policy in Real Time
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (69)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005) View citations (34)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (85)

    See also Chapter (2005)
  4. The Euro area business cycle: stylized facts and measurement issues
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (6)
  5. The generalised dynamic factor model: one sided estimation and forecasting
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (89)
    Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2003) Downloads View citations (51)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (38)

    See also Journal Article in Journal of the American Statistical Association (2005)

2004

  1. Euro area and US recessions: 1970-2003
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (15)
  2. The generalised dynamic factor model: consistency and rates
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (44)
    See also Journal Article in Journal of Econometrics (2004)

2003

  1. Do financial variables help forecasting inflation and real activity in the Euro area ?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (166)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (22)

    See also Journal Article in Journal of Monetary Economics (2003)
  2. EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (122)
  3. Factor models in large cross sections of time series
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (5)
  4. Opening the Black Box: Structural Factor Models versus Structural VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (38)

2002

  1. Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (77)

2001

  1. A Core Inflation Index for the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (22)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2001) Downloads View citations (36)
  2. A measure of co-movement for economic variables: theory and empirics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (23)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (60)

    See also Journal Article in The Review of Economics and Statistics (2001)
  3. A real time coincident indicator of the euro area business cycle
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (61)
  4. Coincident and leading indicators for the Euro area
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (110)
  5. Federal policies and local economies: Europe and the U.S
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (69)
    See also Journal Article in European Economic Review (2001)
  6. 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 and International Relations Area Downloads View citations (5)

2000

  1. Reference Cycles: The NBER Methodology Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (26)
  2. The generalised dynamic factor model: identification and estimation
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (274)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (266)

    See also Journal Article in The Review of Economics and Statistics (2000)

1999

  1. National policies and local economies: Europe and the United States
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) Downloads View citations (29)
  2. Real capital market integration in the EU: how far has it gone? What will the effect of the euro be? discussion
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)
  3. Risk and potential insurance in Europe
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (15)
    See also Journal Article in European Economic Review (1999)
  4. The economic crisis of the 1990's in Finland: discussion
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)

1998

  1. Considerazioni su La Mano Invisibile di Ingrao e Israel
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  2. Convergences as distribution dynamics: discussion
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  3. Let's get real: a factor analytical approach to disaggregated business cycle dynamics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (112)
    See also Journal Article in Review of Economic Studies (1998)

1997

  1. Broken trends and random walks: the case of Italian unemployment
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  2. Les prix des matières premières: un test d'efficience des marchés
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  3. The arms trade: discussion
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)

1996

  1. Dynamic common factors in large cross-sections
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (24)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) Downloads View citations (22)

    See also Journal Article in Empirical Economics (1996)
  2. The Marshall Plan reconsidered
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

1995

  1. 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 (45)

1994

  1. Common and uncommon trends and cycles
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (5)
    See also Journal Article in European Economic Review (1994)
  2. Diffusion of technical change and the decomposition of output into trend and cycle
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (40)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1993) Downloads View citations (1)

    See also Journal Article in Review of Economic Studies (1994)
  3. Information, forecasts and measurement of the business cycle
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (34)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1993) Downloads View citations (2)

    See also Journal Article in Journal of Monetary Economics (1994)
  4. VAR analysis, non-fundamental representations, Blashke matrices
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (16)
    See also Journal Article in Journal of Econometrics (1994)

1993

  1. Convergence nominale et réelle parmi les pays de la CE et de l'AELE
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
    See also Journal Article in Revue de l'OFCE (1993)
  2. Modelli del valore presente e eccesso di volatilità problemi di verifica empirica della teoria
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  3. The dynamic effects of aggregate demand and supply disturbances: comment
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (127)
    See also Journal Article in American Economic Review (1993)
  4. Trends and Cycles in Labour Productivity in the Major OECD Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in OECD Economics Department Working Papers, OECD Publishing (1993) Downloads View citations (3)

1992

  1. Exchange rates and import prices: evidence of pricing to market in the European car market
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (6)
  2. Information
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (3)
  3. Les effets du taux d'intérêt réel sur l'activité en France
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    See also Journal Article in Revue de l'OFCE (1992)
  4. On persistence of shocks to economic variables: a common misconception
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (8)
    See also Journal Article in Journal of Monetary Economics (1992)

1991

  1. Mesures de la productivité et fluctuations économiques
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
    See also Journal Article in Revue de l'OFCE (1991)
  2. Permanent and temporary fluctuations in macroeconomics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  3. Trend-cycle decompositions and measures of persistence: does time aggregation matter?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (5)
    See also Journal Article in Economic Journal (1991)

1990

  1. L'aide aux pays de l'Est: les leçons du Plan Marshall
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    See also Journal Article in Revue de l'OFCE (1990)

1989

  1. Broken trends, random walks and non-stationary cycles
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
  2. Chômage et croissance en France et aux Etats-Unis: une analyse de longue période
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)
    See also Journal Article in Revue de l'OFCE (1989)
  3. Comment
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  4. Fluctuations et croissance en Europe: une analyse empirique
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (6)
    See also Journal Article in Revue de l'OFCE (1989)
  5. Industrial employment in Italy: the consequences of shifts of union power in the seventies and eighties
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  6. Segmented trends and non-stationary time series
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (53)
    See also Journal Article in Economic Journal (1989)
  7. Structural change and unit roots econometrics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (6)
    See also Journal Article in Economics Letters (1989)
  8. Testing for structural change: discussion
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

1988

  1. Do women cause unemployment? evidence from eight OECD countries
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  2. Flessibilità e occupazione: commento
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

1986

  1. Un approccio istituzionale alla determinazione del salario
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

1984

  1. Il sistema di assicurazione alla disoccupazione negli Stati Uniti: descrizione del sistema e rassegna del dibattito teorico
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  2. Problemi di stima dell'equazione del salario
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

Undated

  1. Dynamic factor models for large panels of time series
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

Journal Articles

2017

  1. Non-Standard Monetary Policy and Financial Stability
    ifo DICE Report, 2017, 15, (1), 25-27 Downloads
  2. The national segmentation of euro area bank balance sheets during the financial crisis
    Empirical Economics, 2017, 53, (1), 247-265 Downloads

2016

  1. Exploiting the monthly data flow in structural forecasting
    Journal of Monetary Economics, 2016, 84, (C), 201-215 Downloads
    See also Working Paper (2015)

2014

  1. Monetary Policy and Banks in the Euro Area: The Tale of Two Crises
    Journal of Macroeconomics, 2014, 39, (PB), 387-400 Downloads View citations (14)
    See also Working Paper (2013)

2012

  1. A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
    The Review of Economics and Statistics, 2012, 94, (4), 1014-1024 Downloads View citations (82)
    See also Working Paper (2012)
  2. The ECB and the Interbank Market
    Economic Journal, 2012, 122, (564), F467-F486 Downloads View citations (28)
    See also Working Paper (2012)

2011

  1. A two-step estimator for large approximate dynamic factor models based on Kalman filtering
    Journal of Econometrics, 2011, 164, (1), 188-205 Downloads View citations (135)
    See also Working Paper (2011)
  2. Comment
    NBER International Seminar on Macroeconomics, 2011, 7, (1), 287 - 298 Downloads
  3. Market Freedom and the Global Recession
    IMF Economic Review, 2011, 59, (1), 111-135 Downloads View citations (47)
    See also Working Paper (2010)
  4. Short‐term forecasts of euro area GDP growth
    Econometrics Journal, 2011, 14, C25-C44 Downloads View citations (31)
    Also in Econometrics Journal, 2011, 14, (1), C25-C44 (2011) Downloads View citations (52)

    See also Working Paper (2008)

2010

  1. Introduction
    NBER International Seminar on Macroeconomics, 2010, 6, (1), 1 - 4 Downloads
  2. Large Bayesian vector auto regressions
    Journal of Applied Econometrics, 2010, 25, (1), 71-92 Downloads View citations (311)
    See also Working Paper (2008)
  3. Monetary policy in exceptional times
    Economic Policy, 2010, 25, 295-339 Downloads View citations (148)
    See also Working Paper (2010)

2009

  1. Comments on "Forecasting economic and financial variables with global VARs"
    International Journal of Forecasting, 2009, 25, (4), 684-686 Downloads View citations (5)
  2. Monetary analysis and monetary policy in the euro area 1999-2006
    Journal of International Money and Finance, 2009, 28, (7), 1138-1164 Downloads View citations (13)
  3. NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS
    National Institute Economic Review, 2009, 210, (1), 90-97 Downloads View citations (10)
    See also Working Paper (2009)
  4. OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
    Econometric Theory, 2009, 25, (05), 1319-1347 Downloads View citations (163)
    See also Working Paper (2008)

2008

  1. Explaining The Great Moderation: It Is Not The Shocks
    Journal of the European Economic Association, 2008, 6, (2-3), 621-633 Downloads View citations (55)
    See also Working Paper (2008)
  2. Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
    Journal of Econometrics, 2008, 146, (2), 318-328 Downloads View citations (151)
    See also Working Paper (2006)
  3. Nowcasting: The real-time informational content of macroeconomic data
    Journal of Monetary Economics, 2008, 55, (4), 665-676 Downloads View citations (292)
    See also Working Paper (2007)
  4. 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 Downloads View citations (3)

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 (68)
    See also Working Paper (2006)
  2. The Thirteenth International Conference "Financial Markets and the Real Economy in a Low Interest Rate Environment," Concluding Panel Discussion: Financial Markets and the Real Economy in a Low Interest Rate Environment
    Monetary and Economic Studies, 2006, 24, (S1), 235-272 Downloads
  3. VARs, common factors and the empirical validation of equilibrium business cycle models
    Journal of Econometrics, 2006, 132, (1), 257-279 Downloads View citations (45)
    See also Working Paper (2006)

2005

  1. A Core Inflation Indicator for the Euro Area
    Journal of Money, Credit and Banking, 2005, 37, (3), 539-60 View citations (55)
    See also Working Paper (2005)
  2. The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
    Journal of the American Statistical Association, 2005, 100, 830-840 Downloads View citations (338)
    See also Working Paper (2005)

2004

  1. The generalized dynamic factor model consistency and rates
    Journal of Econometrics, 2004, 119, (2), 231-255 Downloads View citations (141)
    See also Working Paper (2004)

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 (135)
    See also Working Paper (2003)

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 (106)
    See also Working Paper (2001)
  2. Federal policies and local economies: Europe and the US
    European Economic Review, 2001, 45, (1), 109-134 Downloads View citations (86)
    See also Working Paper (2001)

2000

  1. The Generalized Dynamic-Factor Model: Identification And Estimation
    The Review of Economics and Statistics, 2000, 82, (4), 540-554 Downloads View citations (652)
    See also Working Paper (2000)

1999

  1. Risk and potential insurance in Europe
    European Economic Review, 1999, 43, (7), 1237-1256 Downloads View citations (21)
    See also Working Paper (1999)

1998

  1. Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
    Review of Economic Studies, 1998, 65, (3), 453-473 Downloads View citations (173)
    See also Working Paper (1998)

1996

  1. Dynamic Common Factors in Large Cross-Sections
    Empirical Economics, 1996, 21, (1), 27-42 View citations (40)
    See also Working Paper (1996)

1994

  1. Common and uncommon trends and cycles
    European Economic Review, 1994, 38, (3-4), 624-635 Downloads View citations (10)
    See also Working Paper (1994)
  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 (45)
    See also Working Paper (1994)
  3. Information, forecasts, and measurement of the business cycle
    Journal of Monetary Economics, 1994, 33, (2), 233-254 Downloads View citations (34)
    See also Working Paper (1994)
  4. VAR analysis, nonfundamental representations, blaschke matrices
    Journal of Econometrics, 1994, 63, (1), 307-325 Downloads View citations (105)
    See also Working Paper (1994)

1993

  1. Convergences nominale et réelle parmi les pays de la CE et de l'AELE
    Revue de l'OFCE, 1993, 43, (1), 69-92 Downloads View citations (2)
    See also Working Paper (1993)
  2. The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment
    American Economic Review, 1993, 83, (3), 644-52 Downloads View citations (140)
    See also Working Paper (1993)

1992

  1. Les effets du taux d'intérêt réel sur l'activité en France
    Revue de l'OFCE, 1992, 41, (1), 195-216 Downloads
    See also Working Paper (1992)
  2. On persistence of shocks to economic variables: A common misconception
    Journal of Monetary Economics, 1992, 29, (1), 87-93 Downloads View citations (9)
    See also Working Paper (1992)

1991

  1. Mesure de la productivité et fluctuations économiques
    Revue de l'OFCE, 1991, 35, (1), 57-76 Downloads View citations (2)
    See also Working Paper (1991)
  2. Prix des matières premières: un test sur l'hypothèse d'efficience des marchés
    Revue de l'OFCE, 1991, 37, (1), 123-138 Downloads View citations (2)
  3. Real business cycle under test; A multi-country, multi-sector exercise: by Horst Entorf
    European Economic Review, 1991, 35, (4), 966-969 Downloads
  4. Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter?
    Economic Journal, 1991, 101, (405), 314-23 Downloads View citations (3)
    See also Working Paper (1991)

1990

  1. L'aide aux pays de l'Est: les leçons du plan Marshall
    Revue de l'OFCE, 1990, 34, (1), 281-325 Downloads
    See also Working Paper (1990)
  2. Tchécoslovaquie
    Revue de l'OFCE, 1990, 34, (1), 87-102 Downloads

1989

  1. Chômage et croissance en France et aux États-Unis. Une analyse de longue période
    Revue de l'OFCE, 1989, 29, (1), 161-184 Downloads View citations (3)
    See also Working Paper (1989)
  2. Fluctuations et croissance en Europe: une analyse empirique
    Revue de l'OFCE, 1989, 26, (1), 71-93 Downloads View citations (6)
    See also Working Paper (1989)
  3. Segmented Trends and Non-stationary Time Series
    Economic Journal, 1989, 99, (395), 168-77 Downloads View citations (64)
    See also Working Paper (1989)
  4. Structural change and unit root econometrics
    Economics Letters, 1989, 31, (3), 231-233 Downloads View citations (10)
    See also Working Paper (1989)
  5. Taux de change et prix des importations: le cas des automobiles en Europe
    Revue de l'OFCE, 1989, 27, (1), 133-155 Downloads View citations (5)

Books

2017

  1. NBER International Seminar on Macroeconomics 2016
    NBER Books, National Bureau of Economic Research, Inc

2014

  1. NBER International Seminar on Macroeconomics 2013
    NBER Books, National Bureau of Economic Research, Inc

2010

  1. NBER International Seminar on Macroeconomics 2009
    NBER Books, National Bureau of Economic Research, Inc View citations (3)

2008

  1. NBER International Seminar on Macroeconomics 2006
    NBER Books, National Bureau of Economic Research, Inc View citations (6)

Edited books

2010

  1. NBER International Seminar on Macroeconomics 2009, Volume 6
    National Bureau of Economic Research Books, University of Chicago Press

2008

  1. NBER International Seminar on Macroeconomics 2006, Volume 3
    National Bureau of Economic Research Books, University of Chicago Press

Chapters

2013

  1. Introduction to "NBER International Seminar on Macroeconomics 2013"
    A chapter in NBER International Seminar on Macroeconomics 2013, 2013, pp 1
  2. Now-Casting and the Real-Time Data Flow
    Elsevier Downloads View citations (17)
    See also Working Paper (2013)

2011

  1. MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA
    Chapter 8 in Macroprudential Regulatory Policies The New Road to Financial Stability?, 2011, pp 103-119 Downloads

2010

  1. Business Cycles in the Euro Area
    A chapter in Europe and the Euro, 2010, pp 141-167 Downloads View citations (13)
    See also Working Paper (2009)
  2. Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring"
    A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 287-298 Downloads
  3. Introduction to "NBER International Seminar on Macroeconomics 2009"
    A chapter in NBER International Seminar on Macroeconomics 2009, 2010, pp 1-4 Downloads

2009

  1. Comment on "How Has the Euro Changed the Monetary Transmission Mechanism?"
    A chapter in NBER Macroeconomics Annual 2008, Volume 23, 2009, pp 127-139 Downloads View citations (2)

2008

  1. Introduction to "NBER International Seminar on Macroeconomics 2006"
    A chapter in NBER International Seminar on Macroeconomics 2006, 2008, pp 1-5 Downloads

2007

  1. Comment on "Global Forces and Monetary Policy Effectiveness"
    A chapter in International Dimensions of Monetary Policy, 2007, pp 478-488 Downloads

2005

  1. Comment on "Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic"
    A chapter in NBER International Seminar on Macroeconomics 2005, 2005, pp 305-313 Downloads
  2. Monetary Policy in Real Time
    A chapter in NBER Macroeconomics Annual 2004, Volume 19, 2005, pp 161-224 Downloads View citations (100)
    See also Working Paper (2005)
 
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