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 2021-03-06. Update your information in the RePEc Author Service.

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Working Papers

2020

1. A Model of the Fed's View on Inflation
   Papers, arXiv.org
   Also in Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2018) View citations (2)
   Economic Research Papers, University of Warwick - Department of Economics (2017) View citations (1)
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2017) View citations (6)
   Sciences Po publications, Sciences Po (2018) View citations (4)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (9)
2. Financial Variables as Predictors of Real Growth Vulnerability
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in Discussion Papers, Deutsche Bundesbank (2020) View citations (2)
   Sciences Po publications, Sciences Po (2020) View citations (1)
   Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2020) View citations (2)
3. Nowcasting German GDP
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2019

4. Financial and fiscal interaction in the Euro Area crisis: This time was different
   Sciences Po publications, Sciences Po
   Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2018)
   Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2019)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
   Sciences Po publications, Sciences Po (2019)
   See also Journal Article in European Economic Review (2019)
5. L'origine financière de la blessure budgétaire de la zone euro
   Sciences Po publications, Sciences Po
6. Le casse tête de l'inflation dans la zone euro: c'est la tendance, pas le cycle !
   Sciences Po publications, Sciences Po
7. 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 (2)
   Also in Staff Reports, Federal Reserve Bank of New York (2019) View citations (2)
   See also Journal Article in International Journal of Central Banking (2019)

2018

8. Une inflation faible pour longtemps ?
   Sciences Po publications, Sciences Po View citations (1)

2015

9. Exploiting the monthly data flow in structural forecasting
   Staff Reports, Federal Reserve Bank of New York View citations (1)
   Also in 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)
   Discussion Papers, Centre for Macroeconomics (CFM) (2014) View citations (4)
   See also Journal Article in Journal of Monetary Economics (2016)
10. 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

11. 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 (3)

2013

12. Monetary policy and banks in the euro area: the tale of two crises
    Special Conference Papers, Bank of Greece View citations (8)
    See also Journal Article in Journal of Macroeconomics (2014)
13. Now-casting and the real-time data flow
    Working Paper Series, European Central Bank View citations (116)
    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 (74)
    See also Chapter (2013)
14. The ECB and the banks: the tale of two crises
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)

2012

15. A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
    Post-Print, HAL View citations (33)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (85)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2012) View citations (27)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) View citations (139)
    Working Paper Series, European Central Bank (2006) View citations (78)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) View citations (46)
    See also Journal Article in The Review of Economics and Statistics (2012)
16. 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)
17. Nowcasting with Daily Data
    2012 Meeting Papers, Society for Economic Dynamics View citations (7)
18. The ECB and the Interbank Market
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (53)
    Also in Working Paper Series, European Central Bank (2012) View citations (50)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (68)
    See also Journal Article in Economic Journal (2012)

2011

19. A two-step estimator for large approximate dynamic factor models based on Kalman filtering
    PSE-Ecole d'économie de Paris (Postprint), HAL View citations (32)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (30)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011) View citations (160)
    Post-Print, HAL (2011) View citations (176)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2006) View citations (30)
    Post-Print, HAL (2011) View citations (120)
    See also Journal Article in Journal of Econometrics (2011)
20. Market freedom and the global recession
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (26)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (32)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) View citations (32)
    See also Journal Article in IMF Economic Review (2011)
21. Non-standard monetary policy measures and monetary developments
    Working Paper Series, European Central Bank View citations (33)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (14)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010)

2010

22. Large Bayesian vector auto regressions
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (231)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (44)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) View citations (65)
    See also Journal Article in Journal of Applied Econometrics (2010)
23. Monetary policy in exceptional times
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (175)
    Also in Working Paper Series, European Central Bank (2010) View citations (166)
    See also Journal Article in Economic Policy (2010)
24. Nowcasting
    Working Paper Series, European Central Bank View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010)

2009

25. Business Cycles in the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (40)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (47)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) View citations (36)
    See also Chapter (2010)
26. Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (22)
    Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2009) View citations (24)
    See also Journal Article in National Institute Economic Review (2009)

2008

27. Did the Euro imply more correlation of cycles?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (13)
28. 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)
29. Large Bayesian VARs
    Working Paper Series, European Central Bank View citations (54)
30. Nowcasting: the real time informational content of macroeconomic data releases
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (40)
31. Opening the Black Box: Structural Factor Models with Large Cross-Sections
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (61)
    Also in Working Paper Series, European Central Bank (2007) View citations (67)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2007) View citations (15)
    See also Journal Article in Econometric Theory (2009)
32. Short-Term Forecasts of Euro Area GDP Growth
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (37)
    Also in Working Paper Series, European Central Bank (2008) View citations (41)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (49)
    See also Journal Article in Econometrics Journal (2011)

2007

33. 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 CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (33)
    Working Paper Series, European Central Bank (2006) View citations (10)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations (84)
    See also Journal Article in Journal of Monetary Economics (2008)

2006

34. Does Information Help Recovering Structural Shocks from Past Observations?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (82)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2006) View citations (71)
    Working Paper Series, European Central Bank (2006) View citations (95)
    See also Journal Article in Journal of the European Economic Association (2006)
35. 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)
36. Trends and cycles in the euro area: how much heterogeneity and should we worry about it?
    Working Paper Series, European Central Bank View citations (117)
    Also in Macroeconomics, University Library of Munich, Germany (2005) View citations (23)
37. VARs, common factors and the empirical validation of equilibrium business cycle models
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (38)
    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)
38. What are shocks capturing in DSGE modelling? Structure versus misspecification
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

39. A core inflation indicator for the Euro area
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (52)
    See also Journal Article in Journal of Money, Credit and Banking (2005)
40. Does information help recovering fundamental structural shocks from past observations?
    Macroeconomics, University Library of Munich, Germany
41. Monetary Policy in Real Time
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (80)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (95)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005) View citations (44)
    See also Chapter (2005)
42. The Euro area business cycle: stylized facts and measurement issues
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (7)
43. The generalised dynamic factor model: one sided estimation and forecasting
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (168)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (42)
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2003) View citations (52)
    See also Journal Article in Journal of the American Statistical Association (2005)

2004

44. Euro area and US recessions: 1970-2003
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (15)
45. The generalised dynamic factor model: consistency and rates
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (73)
    See also Journal Article in Journal of Econometrics (2004)

2003

46. Do financial variables help forecasting inflation and real activity in the Euro area ?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (217)
    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)
47. 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 (144)
48. 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)
49. Opening the Black Box: Structural Factor Models versus Structural VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (46)

2002

50. Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (82)

2001

51. 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)
52. A measure of co-movement for economic variables: theory and empirics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (38)
    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)
53. 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)
54. Coincident and leading indicators for the Euro area
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (137)
55. Federal policies and local economies: Europe and the U.S
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (85)
    See also Journal Article in European Economic Review (2001)
56. 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

57. Reference Cycles: The NBER Methodology Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (40)
58. The generalised dynamic factor model: identification and estimation
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (495)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (324)
    See also Journal Article in The Review of Economics and Statistics (2000)

1999

59. 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)
60. 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)
61. 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)
62. The economic crisis of the 1990's in Finland: discussion
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)

1998

63. Considerazioni su La Mano Invisibile di Ingrao e Israel
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
64. Convergences as distribution dynamics: discussion
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
65. Let's get real: a factor analytical approach to disaggregated business cycle dynamics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (158)
    See also Journal Article in Review of Economic Studies (1998)

1997

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

1996

69. Dynamic common factors in large cross-sections
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (33)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) View citations (22)
    See also Journal Article in Empirical Economics (1996)
70. The Marshall Plan reconsidered
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

1995

71. 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

72. Common and uncommon trends and cycles
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (7)
    See also Journal Article in European Economic Review (1994)
73. Diffusion of technical change and the decomposition of output into trend and cycle
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (46)
    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)
74. Information, forecasts and measurement of the business cycle
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (41)
    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)
75. VAR analysis, non-fundamental representations, Blashke matrices
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (20)
    See also Journal Article in Journal of Econometrics (1994)

1993

76. 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)
77. Modelli del valore presente e eccesso di volatilità problemi di verifica empirica della teoria
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
78. The dynamic effects of aggregate demand and supply disturbances: comment
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (144)
    See also Journal Article in American Economic Review (1993)
79. 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

80. 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)
81. Information
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (3)
82. 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)
83. 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

84. 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)
85. Permanent and temporary fluctuations in macroeconomics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
86. 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

87. 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

88. Broken trends, random walks and non-stationary cycles
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
89. 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)
90. Comment
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
91. Fluctuations et croissance en Europe: une analyse empirique
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (5)
    See also Journal Article in Revue de l'OFCE (1989)
92. Industrial employment in Italy: the consequences of shifts of union power in the seventies and eighties
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
93. Segmented trends and non-stationary time series
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (77)
    See also Journal Article in Economic Journal (1989)
94. 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)
95. Testing for structural change: discussion
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

1988

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

1986

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

1984

99. 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
100. Problemi di stima dell'equazione del salario
     ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

Undated

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

Journal Articles

2019

1. Financial and fiscal interaction in the Euro Area crisis: This time was different
   European Economic Review, 2019, 119, (C), 333-355
   See also Working Paper (2019)
2. 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 (2)
   See also Working Paper (2019)

2017

3. Non-Standard Monetary Policy and Financial Stability
   ifo DICE Report, 2017, 15, (01), 25-27
4. The national segmentation of euro area bank balance sheets during the financial crisis
   Empirical Economics, 2017, 53, (1), 247-265 View citations (10)

2016

5. Exploiting the monthly data flow in structural forecasting
   Journal of Monetary Economics, 2016, 84, (C), 201-215 View citations (6)
   See also Working Paper (2015)

2014

6. Monetary Policy and Banks in the Euro Area: The Tale of Two Crises
   Journal of Macroeconomics, 2014, 39, (PB), 387-400 View citations (29)
   See also Working Paper (2013)

2012

7. A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
   The Review of Economics and Statistics, 2012, 94, (4), 1014-1024 View citations (170)
   See also Working Paper (2012)
8. The ECB and the Interbank Market
   Economic Journal, 2012, 122, (564), F467-F486 View citations (52)
   See also Working Paper (2012)

2011

9. A two-step estimator for large approximate dynamic factor models based on Kalman filtering
   Journal of Econometrics, 2011, 164, (1), 188-205 View citations (231)
   See also Working Paper (2011)
10. Comment
    NBER International Seminar on Macroeconomics, 2011, 7, (1), 287 - 298
11. Market Freedom and the Global Recession
    IMF Economic Review, 2011, 59, (1), 111-135 View citations (64)
    See also Working Paper (2011)
12. Short‐term forecasts of euro area GDP growth
    Econometrics Journal, 2011, 14, C25-C44 View citations (61)
    Also in Econometrics Journal, 2011, 14, (1), C25-C44 (2011) View citations (82)
    See also Working Paper (2008)

2010

13. Introduction
    NBER International Seminar on Macroeconomics, 2010, 6, (1), 1 - 4
14. Large Bayesian vector auto regressions
    Journal of Applied Econometrics, 2010, 25, (1), 71-92 View citations (575)
    Also in Journal of Applied Econometrics, 2010, 25, (1), 71-92 (2010) View citations (189)
    See also Working Paper (2010)
15. Monetary policy in exceptional times
    (Preventing deflation: Lessons from Japan’s experience in the 1990s)
    Economic Policy, 2010, 25, (62), 295-339 View citations (2)
    See also Working Paper (2010)

2009

16. Comments on "Forecasting economic and financial variables with global VARs"
    International Journal of Forecasting, 2009, 25, (4), 684-686 View citations (7)
17. Monetary analysis and monetary policy in the euro area 1999-2006
    Journal of International Money and Finance, 2009, 28, (7), 1138-1164 View citations (19)
18. NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS
    National Institute Economic Review, 2009, 210, (1), 90-97 View citations (19)
    See also Working Paper (2009)
19. OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
    Econometric Theory, 2009, 25, (5), 1319-1347 View citations (250)
    See also Working Paper (2008)

2008

20. 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)
21. 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 (258)
    See also Working Paper (2006)
22. Nowcasting: The real-time informational content of macroeconomic data
    Journal of Monetary Economics, 2008, 55, (4), 665-676 View citations (513)
    See also Working Paper (2007)
23. 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

24. Does information help recovering structural shocks from past observations?
    Journal of the European Economic Association, 2006, 4, (2-3), 455-465 View citations (82)
    See also Working Paper (2006)
25. 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
26. VARs, common factors and the empirical validation of equilibrium business cycle models
    Journal of Econometrics, 2006, 132, (1), 257-279 View citations (53)
    See also Working Paper (2006)

2005

27. A Core Inflation Indicator for the Euro Area
    Journal of Money, Credit and Banking, 2005, 37, (3), 539-60 View citations (77)
    See also Working Paper (2005)
28. The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
    Journal of the American Statistical Association, 2005, 100, 830-840 View citations (454)
    See also Working Paper (2005)

2004

29. The generalized dynamic factor model consistency and rates
    Journal of Econometrics, 2004, 119, (2), 231-255 View citations (175)
    See also Working Paper (2004)

2003

30. Do financial variables help forecasting inflation and real activity in the euro area?
    Journal of Monetary Economics, 2003, 50, (6), 1243-1255 View citations (181)
    See also Working Paper (2003)

2001

31. A Measure Of Comovement For Economic Variables: Theory And Empirics
    The Review of Economics and Statistics, 2001, 83, (2), 232-241 View citations (147)
    See also Working Paper (2001)
32. Federal policies and local economies: Europe and the US
    European Economic Review, 2001, 45, (1), 109-134 View citations (104)
    See also Working Paper (2001)

2000

33. The Generalized Dynamic-Factor Model: Identification And Estimation
    The Review of Economics and Statistics, 2000, 82, (4), 540-554 View citations (872)
    See also Working Paper (2000)

1999

34. Risk and potential insurance in Europe
    European Economic Review, 1999, 43, (7), 1237-1256 View citations (23)
    See also Working Paper (1999)

1998

35. Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
    Review of Economic Studies, 1998, 65, (3), 453-473 View citations (223)
    See also Working Paper (1998)

1996

36. Dynamic Common Factors in Large Cross-Sections
    Empirical Economics, 1996, 21, (1), 27-42 View citations (49)
    See also Working Paper (1996)

1994

37. Common and uncommon trends and cycles
    European Economic Review, 1994, 38, (3-4), 624-635 View citations (12)
    See also Working Paper (1994)
38. Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle
    Review of Economic Studies, 1994, 61, (1), 19-30 View citations (51)
    See also Working Paper (1994)
39. Information, forecasts, and measurement of the business cycle
    Journal of Monetary Economics, 1994, 33, (2), 233-254 View citations (41)
    See also Working Paper (1994)
40. VAR analysis, nonfundamental representations, blaschke matrices
    Journal of Econometrics, 1994, 63, (1), 307-325 View citations (136)
    See also Working Paper (1994)

1993

41. 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)
42. The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment
    American Economic Review, 1993, 83, (3), 644-52 View citations (157)
    See also Working Paper (1993)

1992

43. 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)
44. 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

45. Mesure de la productivité et fluctuations économiques
    Revue de l'OFCE, 1991, 35, (1), 57-76 View citations (2)
    See also Working Paper (1991)
46. 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)
47. Real business cycle under test; A multi-country, multi-sector exercise: by Horst Entorf
    European Economic Review, 1991, 35, (4), 966-969
48. 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

49. 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)
50. Tchécoslovaquie
    Revue de l'OFCE, 1990, 34, (1), 87-102

1989

51. 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)
52. Fluctuations et croissance en Europe: une analyse empirique
    Revue de l'OFCE, 1989, 26, (1), 71-93 View citations (5)
    See also Working Paper (1989)
53. Segmented Trends and Non-stationary Time Series
    Economic Journal, 1989, 99, (395), 168-77 View citations (89)
    See also Working Paper (1989)
54. Structural change and unit root econometrics
    Economics Letters, 1989, 31, (3), 231-233 View citations (11)
    See also Working Paper (1989)
55. Taux de change et prix des importations: le cas des automobiles en Europe
    Revue de l'OFCE, 1989, 27, (1), 133-155 View citations (5)

Books

2017

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

2014

2. NBER International Seminar on Macroeconomics 2013
   NBER Books, National Bureau of Economic Research, Inc View citations (1)

2010

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

2008

4. 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

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

Chapters

2020

1. 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 (1)
2. Coronataxes as a solution
   Chapter 1 in Europe in the Time of Covid-19, 2020, vol. 1, pp 129-134

2013

3. Introduction to "NBER International Seminar on Macroeconomics 2013"
   A chapter in NBER International Seminar on Macroeconomics 2013, 2013, pp 1
4. Now-Casting and the Real-Time Data Flow
   Elsevier View citations (60)
   See also Working Paper (2013)

2011

5. 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

6. Business Cycles in the Euro Area
   A chapter in Europe and the Euro, 2010, pp 141-167 View citations (22)
   See also Working Paper (2009)
7. Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring"
   A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 287-298
8. Introduction to "NBER International Seminar on Macroeconomics 2009"
   A chapter in NBER International Seminar on Macroeconomics 2009, 2010, pp 1-4

2009

9. 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

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

2007

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

2005

12. Comment on "Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic"
    A chapter in NBER International Seminar on Macroeconomics 2005, 2005, pp 305-313
13. Monetary Policy in Real Time
    A chapter in NBER Macroeconomics Annual 2004, Volume 19, 2005, pp 161-224 View citations (127)
    See also Working Paper (2005)