Details about Lucrezia Reichlin
Access statistics for papers by Lucrezia Reichlin.
Last updated 2022-03-23. Update your information in the RePEc Author Service.
Short-id: pre102
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Working Papers
2022
- Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices
Papers, arXiv.org 
Also in Working Papers, HAL (2022)
2021
- Monetary-Fiscal Crosswinds in the European Monetary Union
BIS Working Papers, Bank for International Settlements 
Also in Working Papers, HAL (2021)  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
2020
- A Model of the Fed's View on Inflation
Papers, arXiv.org 
Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2017) View citations (6) Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2018) View citations (2) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (9) Economic Research Papers, University of Warwick - Department of Economics (2017) View citations (1) Sciences Po publications, Sciences Po (2018) View citations (4)
- COVID-19: Europe needs a catastrophe relief plan
Post-Print, HAL View citations (2)
Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2020) View citations (2)
See also Chapter (2020)
- Financial Variables as Predictors of Real Growth Vulnerability
Sciences Po publications, Sciences Po View citations (5)
Also in Discussion Papers, Deutsche Bundesbank (2020) View citations (6) Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2020) View citations (6) Working Papers, HAL (2020) View citations (2) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (6)
- Nowcasting German GDP
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
2019
- Financial and fiscal interaction in the Euro Area crisis: This time was different
Sciences Po publications, Sciences Po View citations (1)
Also in Sciences Po publications, Sciences Po (2019) View citations (1) Working Papers, HAL (2019) View citations (1) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)  Post-Print, HAL (2019) View citations (1) Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2019) View citations (1) The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2018) 
See also Journal Article in European Economic Review (2019)
- L'origine financière de la blessure budgétaire de la zone euro
Sciences Po publications, Sciences Po
- Le casse tête de l'inflation dans la zone euro: c'est la tendance, pas le cycle !
Sciences Po publications, Sciences Po
- Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?
Working Paper Series, European Central Bank View citations (3)
Also in Staff Reports, Federal Reserve Bank of New York (2019) View citations (3)
See also Journal Article in International Journal of Central Banking (2019)
2018
- Une inflation faible pour longtemps ?
Sciences Po publications, Sciences Po View citations (1)
2015
- Exploiting the monthly data flow in structural forecasting
Staff Reports, Federal Reserve Bank of New York View citations (1)
Also in Discussion Papers, Centre for Macroeconomics (CFM) (2014) View citations (4) Bank of England working papers, Bank of England (2014) View citations (1) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014) View citations (2)
See also Journal Article in Journal of Monetary Economics (2016)
- 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 View citations (3)
2014
- 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 View citations (5)
2013
- Monetary policy and banks in the euro area: the tale of two crises
Special Conference Papers, Bank of Greece View citations (11)
See also Journal Article in Journal of Macroeconomics (2014)
- Now-casting and the real-time data flow
Working Paper Series, European Central Bank View citations (136)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (16) Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) View citations (87)
See also Chapter (2013)
- The ECB and the banks: the tale of two crises
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
2012
- A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
PSE-Ecole d'économie de Paris (Postprint), HAL View citations (36)
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) View citations (148) Working Paper Series, European Central Bank (2006) View citations (94) Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) View citations (46) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (88) Post-Print, HAL (2012) View citations (42)
See also Journal Article in The Review of Economics and Statistics (2012)
- Money, Credit, Monetary Policy and the Business Cycle in the Euro Area
Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (27)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (37)
- Nowcasting with Daily Data
2012 Meeting Papers, Society for Economic Dynamics View citations (7)
- The ECB and the Interbank Market
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (77)
Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) View citations (62) Working Paper Series, European Central Bank (2012) View citations (59)
See also Journal Article in Economic Journal (2012)
2011
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering
PSE-Ecole d'économie de Paris (Postprint), HAL View citations (60)
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011) View citations (188) THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2006) View citations (30) Post-Print, HAL (2011) View citations (148) Post-Print, HAL (2011) View citations (204) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (31)
See also Journal Article in Journal of Econometrics (2011)
- Market freedom and the global recession
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (30)
Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) View citations (32) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (32)
See also Journal Article in IMF Economic Review (2011)
- Non-standard monetary policy measures and monetary developments
Working Paper Series, European Central Bank View citations (33)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (14) Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) View citations (9) Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010)
2010
- Large Bayesian vector auto regressions
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (301)
Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) View citations (65) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (44)
See also Journal Article in Journal of Applied Econometrics (2010)
- Monetary policy in exceptional times
Working Paper Series, European Central Bank View citations (177)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (186)
See also Journal Article in Economic Policy (2010)
- Nowcasting
Working Papers ECARES, ULB -- Universite Libre de Bruxelles 
Also in Working Paper Series, European Central Bank (2010) View citations (2) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
2009
- Business Cycles in the Euro Area
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (42)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (48) Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) View citations (37)
See also Chapter (2010)
- Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator
Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (25)
Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2009) View citations (27)
See also Journal Article in National Institute Economic Review (2009)
2008
- Did the Euro imply more correlation of cycles?
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (13)
- Explaining the Great Moderation: it is not the shocks
Working Paper Series, European Central Bank View citations (103)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (11) ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008) View citations (6)
See also Journal Article in Journal of the European Economic Association (2008)
- Large Bayesian VARs
Working Paper Series, European Central Bank View citations (54)
- Nowcasting: the real time informational content of macroeconomic data releases
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (41)
- Opening the Black Box: Structural Factor Models with Large Cross-Sections
Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (62)
Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2007) View citations (15) Working Paper Series, European Central Bank (2007) View citations (67)
See also Journal Article in Econometric Theory (2009)
- Short-Term Forecasts of Euro Area GDP Growth
Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (37)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (49) Working Paper Series, European Central Bank (2008) View citations (41)
See also Journal Article in Econometrics Journal (2011)
2007
- 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 (10)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations (86) Working Paper Series, European Central Bank (2006) View citations (15) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (35)
See also Journal Article in Journal of Monetary Economics (2008)
2006
- Does Information Help Recovering Structural Shocks from Past Observations?
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (85)
Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2006) View citations (74) Working Paper Series, European Central Bank (2006) View citations (104)
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 (40)
Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2006) View citations (65) Working Paper Series, European Central Bank (2006) View citations (35)
See also Journal Article in Journal of Econometrics (2008)
- Trends and cycles in the euro area: how much heterogeneity and should we worry about it?
Working Paper Series, European Central Bank View citations (136)
Also in Macroeconomics, University Library of Munich, Germany (2005) View citations (24)
- VARs, common factors and the empirical validation of equilibrium business cycle models
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (39)
Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004) View citations (1) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (8)
See also Journal Article in Journal of Econometrics (2006)
- What are shocks capturing in DSGE modelling? Structure versus misspecification
Computing in Economics and Finance 2006, Society for Computational Economics
2005
- A core inflation indicator for the Euro area
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (53)
See also Journal Article in Journal of Money, Credit and Banking (2005)
- Does information help recovering fundamental structural shocks from past observations?
Macroeconomics, University Library of Munich, Germany
- Monetary Policy in Real Time
Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (82)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (97) ULB Institutional Repository, ULB -- Universite Libre de Bruxelles ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005) View citations (46)
See also Chapter (2005)
- The Euro area business cycle: stylized facts and measurement issues
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (7)
- The generalised dynamic factor model: one sided estimation and forecasting
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (192)
Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2003) View citations (52) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (42)
See also Journal Article in Journal of the American Statistical Association (2005)
2004
- Euro area and US recessions: 1970-2003
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (15)
- The generalised dynamic factor model: consistency and rates
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (82)
See also Journal Article in Journal of Econometrics (2004)
2003
- Do financial variables help forecasting inflation and real activity in the Euro area ?
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (225)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (25)
See also Journal Article in Journal of Monetary Economics (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 (7)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (147)
- Factor models in large cross sections of time series
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (5)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (5)
- Opening the Black Box: Structural Factor Models versus Structural VARs
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (47)
2002
- Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (83)
2001
- A Core Inflation Index for the Euro Area
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (23)
Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2001) View citations (38)
- A measure of co-movement for economic variables: theory and empirics
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (40)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (63)
See also Journal Article in The Review of Economics and Statistics (2001)
- 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 View citations (71)
- Coincident and leading indicators for the Euro area
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (143)
- Federal policies and local economies: Europe and the U.S
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (89)
See also Journal Article in European Economic Review (2001)
- 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 View citations (5)
2000
- Reference Cycles: The NBER Methodology Revisited
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (45)
- The generalised dynamic factor model: identification and estimation
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (544)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (334)
See also Journal Article in The Review of Economics and Statistics (2000)
1999
- National policies and local economies: Europe and the United States
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (4)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) View citations (29)
- 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)
- Risk and potential insurance in Europe
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (18)
See also Journal Article in European Economic Review (1999)
- The economic crisis of the 1990's in Finland: discussion
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)
1998
- Considerazioni su La Mano Invisibile di Ingrao e Israel
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
- Convergences as distribution dynamics: discussion
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
- Let's get real: a factor analytical approach to disaggregated business cycle dynamics
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (163)
See also Journal Article in Review of Economic Studies (1998)
1997
- Broken trends and random walks: the case of Italian unemployment
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
- Les prix des matières premières: un test d'efficience des marchés
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
- The arms trade: discussion
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
1996
- Dynamic common factors in large cross-sections
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (34)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) View citations (22)
See also Journal Article in Empirical Economics (1996)
- The Marshall Plan reconsidered
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
1995
- Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (48)
1994
- Common and uncommon trends and cycles
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (9)
See also Journal Article in European Economic Review (1994)
- Diffusion of technical change and the decomposition of output into trend and cycle
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (48)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1993) View citations (1)
See also Journal Article in Review of Economic Studies (1994)
- Information, forecasts and measurement of the business cycle
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (42)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1993) View citations (2)
See also Journal Article in Journal of Monetary Economics (1994)
- VAR analysis, non-fundamental representations, Blashke matrices
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (21)
See also Journal Article in Journal of Econometrics (1994)
1993
- Convergence nominale et réelle parmi les pays de la CE et de l'AELE
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)
See also Journal Article in Revue de l'OFCE (1993)
- Modelli del valore presente e eccesso di volatilità problemi di verifica empirica della teoria
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
- The dynamic effects of aggregate demand and supply disturbances: comment
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (146)
See also Journal Article in American Economic Review (1993)
- Trends and Cycles in Labour Productivity in the Major OECD Countries
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
Also in OECD Economics Department Working Papers, OECD Publishing (1993) View citations (3)
1992
- 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)
- Information
CEP Discussion Papers, Centre for Economic Performance, LSE View citations (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)
- On persistence of shocks to economic variables: a common misconception
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (9)
See also Journal Article in Journal of Monetary Economics (1992)
1991
- 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)
- Permanent and temporary fluctuations in macroeconomics
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
- 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
- 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
- Broken trends, random walks and non-stationary cycles
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
- 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)
- Comment
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
- 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)
- Industrial employment in Italy: the consequences of shifts of union power in the seventies and eighties
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
- Segmented trends and non-stationary time series
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (80)
See also Journal Article in Economic Journal (1989)
- Structural change and unit roots econometrics
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (7)
See also Journal Article in Economics Letters (1989)
- Testing for structural change: discussion
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
1988
- Do women cause unemployment? Evidence from eight OECD countries
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
- Flessibilità e occupazione: commento
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
1986
- Un approccio istituzionale alla determinazione del salario
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
1984
- 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
- Problemi di stima dell'equazione del salario
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
Undated
- Dynamic factor models for large panels of time series
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
Journal Articles
2019
- Financial and fiscal interaction in the Euro Area crisis: This time was different
European Economic Review, 2019, 119, (C), 333-355 View citations (1)
See also Working Paper (2019)
- Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?
International Journal of Central Banking, 2019, 15, (5), 137-173 View citations (3)
See also Working Paper (2019)
2017
- Non-Standard Monetary Policy and Financial Stability
ifo DICE Report, 2017, 15, (01), 25-27
- The national segmentation of euro area bank balance sheets during the financial crisis
Empirical Economics, 2017, 53, (1), 247-265 View citations (13)
2016
- Exploiting the monthly data flow in structural forecasting
Journal of Monetary Economics, 2016, 84, (C), 201-215 View citations (7)
See also Working Paper (2015)
2014
- Monetary Policy and Banks in the Euro Area: The Tale of Two Crises
Journal of Macroeconomics, 2014, 39, (PB), 387-400 View citations (33)
See also Working Paper (2013)
2012
- A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
The Review of Economics and Statistics, 2012, 94, (4), 1014-1024 View citations (179)
See also Working Paper (2012)
- The ECB and the Interbank Market
Economic Journal, 2012, 122, (564), F467-F486 View citations (61)
See also Working Paper (2012)
2011
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Journal of Econometrics, 2011, 164, (1), 188-205 View citations (251)
See also Working Paper (2011)
- Comment
NBER International Seminar on Macroeconomics, 2011, 7, (1), 287 - 298
- Market Freedom and the Global Recession
IMF Economic Review, 2011, 59, (1), 111-135 View citations (68)
See also Working Paper (2011)
- Short‐term forecasts of euro area GDP growth
Econometrics Journal, 2011, 14, (1), C25-C44 View citations (89)
Also in Econometrics Journal, 2011, 14, C25-C44 (2011) View citations (68)
See also Working Paper (2008)
2010
- Introduction
NBER International Seminar on Macroeconomics, 2010, 6, (1), 1 - 4
- Large Bayesian vector auto regressions
Journal of Applied Econometrics, 2010, 25, (1), 71-92 View citations (259)
Also in Journal of Applied Econometrics, 2010, 25, (1), 71-92 (2010) View citations (645)
See also Working Paper (2010)
- Monetary policy in exceptional times
(Preventing deflation: Lessons from Japan’s experience in the 1990s)
Economic Policy, 2010, 25, (62), 295-339 View citations (13)
See also Working Paper (2010)
2009
- Comments on "Forecasting economic and financial variables with global VARs"
International Journal of Forecasting, 2009, 25, (4), 684-686 View citations (7)
- Monetary analysis and monetary policy in the euro area 1999-2006
Journal of International Money and Finance, 2009, 28, (7), 1138-1164 View citations (23)
- NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS
National Institute Economic Review, 2009, 210, (1), 90-97 View citations (22)
Also in National Institute Economic Review, 2009, 210, 90-97 (2009) View citations (1)
See also Working Paper (2009)
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
Econometric Theory, 2009, 25, (5), 1319-1347 View citations (264)
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 (72)
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 View citations (270)
See also Working Paper (2006)
- Nowcasting: The real-time informational content of macroeconomic data
Journal of Monetary Economics, 2008, 55, (4), 665-676 View citations (554)
See also Working Paper (2007)
- 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 (3)
2006
- Does information help recovering structural shocks from past observations?
Journal of the European Economic Association, 2006, 4, (2-3), 455-465 View citations (85)
See also Working Paper (2006)
- Introduction
NBER International Seminar on Macroeconomics, 2006, 2006, (1), 1 - 5
- 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
- VARs, common factors and the empirical validation of equilibrium business cycle models
Journal of Econometrics, 2006, 132, (1), 257-279 View citations (54)
See also Working Paper (2006)
2005
- A Core Inflation Indicator for the Euro Area
Journal of Money, Credit and Banking, 2005, 37, (3), 539-60 View citations (78)
See also Working Paper (2005)
- Fiscal Divergence and Business Cycle Synchronization: Irresponsibility Is Idiosyncratic [with Comments]
NBER International Seminar on Macroeconomics, 2005, 2005, (1), 261 - 313 View citations (3)
- The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
Journal of the American Statistical Association, 2005, 100, 830-840 View citations (478)
See also Working Paper (2005)
2004
- The generalized dynamic factor model consistency and rates
Journal of Econometrics, 2004, 119, (2), 231-255 View citations (182)
See also Working Paper (2004)
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 (189)
See also Working Paper (2003)
2001
- A Measure Of Comovement For Economic Variables: Theory And Empirics
The Review of Economics and Statistics, 2001, 83, (2), 232-241 View citations (158)
See also Working Paper (2001)
- Federal policies and local economies: Europe and the US
European Economic Review, 2001, 45, (1), 109-134 View citations (108)
See also Working Paper (2001)
2000
- The Generalized Dynamic-Factor Model: Identification And Estimation
The Review of Economics and Statistics, 2000, 82, (4), 540-554 View citations (921)
See also Working Paper (2000)
1999
- Risk and potential insurance in Europe
European Economic Review, 1999, 43, (7), 1237-1256 View citations (23)
See also Working Paper (1999)
1998
- Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
Review of Economic Studies, 1998, 65, (3), 453-473 View citations (228)
See also Working Paper (1998)
1996
- Dynamic Common Factors in Large Cross-Sections
Empirical Economics, 1996, 21, (1), 27-42 View citations (50)
See also Working Paper (1996)
1994
- Common and uncommon trends and cycles
European Economic Review, 1994, 38, (3-4), 624-635 View citations (14)
See also Working Paper (1994)
- Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle
Review of Economic Studies, 1994, 61, (1), 19-30 View citations (53)
See also Working Paper (1994)
- Information, forecasts, and measurement of the business cycle
Journal of Monetary Economics, 1994, 33, (2), 233-254 View citations (42)
See also Working Paper (1994)
- VAR analysis, nonfundamental representations, blaschke matrices
Journal of Econometrics, 1994, 63, (1), 307-325 View citations (138)
See also Working Paper (1994)
1993
- Convergences nominale et réelle parmi les pays de la CE et de l'AELE
Revue de l'OFCE, 1993, 43, (1), 69-92 View citations (2)
See also Working Paper (1993)
- The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment
American Economic Review, 1993, 83, (3), 644-52 View citations (191)
See also Working Paper (1993)
1992
- Les effets du taux d'intérêt réel sur l'activité en France
Revue de l'OFCE, 1992, 41, (1), 195-216 
See also Working Paper (1992)
- On persistence of shocks to economic variables: A common misconception
Journal of Monetary Economics, 1992, 29, (1), 87-93 View citations (10)
See also Working Paper (1992)
1991
- Mesure de la productivité et fluctuations économiques
Revue de l'OFCE, 1991, 35, (1), 57-76 View citations (2)
See also Working Paper (1991)
- Prix des matières premières: un test sur l'hypothèse d'efficience des marchés
Revue de l'OFCE, 1991, 37, (1), 123-138 View citations (2)
- 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 (3)
See also Working Paper (1991)
1990
- L'aide aux pays de l'Est: les leçons du plan Marshall
Revue de l'OFCE, 1990, 34, (1), 281-325 
See also Working Paper (1990)
- Tchécoslovaquie
Revue de l'OFCE, 1990, 34, (1), 87-102
1989
- Chômage et croissance en France et aux États-Unis. Une analyse de longue période
Revue de l'OFCE, 1989, 29, (1), 161-184 View citations (3)
See also Working Paper (1989)
- Fluctuations et croissance en Europe: une analyse empirique
Revue de l'OFCE, 1989, 26, (1), 71-93 View citations (6)
See also Working Paper (1989)
- Segmented Trends and Non-stationary Time Series
Economic Journal, 1989, 99, (395), 168-77 View citations (92)
See also Working Paper (1989)
- Structural change and unit root econometrics
Economics Letters, 1989, 31, (3), 231-233 View citations (11)
See also Working Paper (1989)
- Taux de change et prix des importations: le cas des automobiles en Europe
Revue de l'OFCE, 1989, 27, (1), 133-155 View citations (6)
Books
2017
- NBER International Seminar on Macroeconomics 2016
NBER Books, National Bureau of Economic Research, Inc
2014
- NBER International Seminar on Macroeconomics 2013
NBER Books, National Bureau of Economic Research, Inc View citations (1)
2010
- NBER International Seminar on Macroeconomics 2009
NBER Books, National Bureau of Economic Research, Inc View citations (3)
2008
- NBER International Seminar on Macroeconomics 2006
NBER Books, National Bureau of Economic Research, Inc View citations (6)
Edited books
2010
- NBER International Seminar on Macroeconomics 2009, Volume 6
National Bureau of Economic Research Books, University of Chicago Press
2008
- NBER International Seminar on Macroeconomics 2006, Volume 3
National Bureau of Economic Research Books, University of Chicago Press
Chapters
2020
- COVID-19: Europe needs a catastrophe relief plan
Chapter 1 in Europe in the Time of Covid-19, 2020, vol. 1, pp 109-112 View citations (2)
See also Working Paper (2020)
- Coronataxes as a solution
Chapter 1 in Europe in the Time of Covid-19, 2020, vol. 1, pp 129-134 View citations (1)
2013
- Introduction to "NBER International Seminar on Macroeconomics 2013"
A chapter in NBER International Seminar on Macroeconomics 2013, 2013, pp 1
- Now-Casting and the Real-Time Data Flow
Elsevier View citations (68)
See also Working Paper (2013)
2011
- 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
2010
- Business Cycles in the Euro Area
A chapter in Europe and the Euro, 2010, pp 141-167 View citations (26)
See also Working Paper (2009)
- Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring"
A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 287-298
- Introduction to "NBER International Seminar on Macroeconomics 2009"
A chapter in NBER International Seminar on Macroeconomics 2009, 2010, pp 1-4
2009
- Comment on "How Has the Euro Changed the Monetary Transmission Mechanism?"
A chapter in NBER Macroeconomics Annual 2008, Volume 23, 2009, pp 127-139 View citations (2)
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, pp 478-488
2005
- Comment on "Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic"
A chapter in NBER International Seminar on Macroeconomics 2005, 2005, pp 305-313
- Monetary Policy in Real Time
A chapter in NBER Macroeconomics Annual 2004, Volume 19, 2005, pp 161-224 View citations (129)
See also Working Paper (2005)
1991
- Permanent and Transitory Components in Macroeconomics
Palgrave Macmillan
1990
- Industrial Employment in Italy: The Consequences of Shifts in Union Power in the 1970s and 1980s
Palgrave Macmillan
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