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Lucrezia Reichlin
Lucrezia Reichlin
Professor of economics, London Business School
Verified email at london.edu - Homepage
Title
Cited by
Cited by
Year
The generalized dynamic-factor model: Identification and estimation
M Forni, M Hallin, M Lippi, L Reichlin
Review of Economics and statistics 82 (4), 540-554, 2000
24422000
Large Bayesian vector auto regressions
M Bańbura, D Giannone, L Reichlin
Journal of applied Econometrics 25 (1), 71-92, 2010
16442010
Nowcasting: The real-time informational content of macroeconomic data
D Giannone, L Reichlin, D Small
Journal of monetary economics 55 (4), 665-676, 2008
15112008
The generalized dynamic factor model: one-sided estimation and forecasting
M Forni, M Hallin, M Lippi, L Reichlin
Journal of the American statistical association 100 (471), 830-840, 2005
12192005
Now-casting and the real-time data flow
M Bańbura, D Giannone, M Modugno, L Reichlin
Handbook of economic forecasting 2, 195-237, 2013
953*2013
A quasi–maximum likelihood approach for large, approximate dynamic factor models
C Doz, D Giannone, L Reichlin
Review of economics and statistics 94 (4), 1014-1024, 2012
7372012
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
C Doz, D Giannone, L Reichlin
Journal of Econometrics 164 (1), 188-205, 2011
6902011
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
C De Mol, D Giannone, L Reichlin
Journal of Econometrics 146 (2), 318-328, 2008
6372008
Monetary policy in exceptional times
M Lenza, H Pill, L Reichlin
Economic Policy 25 (62), 295-339, 2010
6172010
Let's get real: a factor analytical approach to disaggregated business cycle dynamics
M Forni, L Reichlin
The Review of Economic Studies 65 (3), 453-473, 1998
5931998
A measure of comovement for economic variables: Theory and empirics
C Croux, M Forni, L Reichlin
Review of Economics and Statistics 83 (2), 232-241, 2001
5272001
Opening the black box: Structural factor models with large cross sections
M Forni, D Giannone, M Lippi, L Reichlin
Econometric Theory 25 (5), 1319-1347, 2009
4982009
Segmented trends and non-stationary time series
P Rappoport, L Reichlin
The Economic Journal 99 (395), 168-177, 1989
4801989
Monetary policy in real time
D Giannone, L Reichlin, L Sala
NBER macroeconomics annual 19, 161-200, 2004
4582004
Do financial variables help forecasting inflation and real activity in the euro area?
M Forni, M Hallin, M Lippi, L Reichlin
Journal of Monetary Economics 50 (6), 1243-1255, 2003
4312003
The generalized dynamic factor model consistency and rates
M Forni, M Hallin, M Lippi, L Reichlin
Journal of Econometrics 119 (2), 231-255, 2004
4212004
Short‐term forecasts of euro area GDP growth
E Angelini, G Camba‐Mendez, D Giannone, L Reichlin, G Rünstler
The Econometrics Journal 14 (1), C25-C44, 2011
3872011
The dynamic effects of aggregate demand and supply disturbances: Comment
M Lippi, L Reichlin
The American Economic Review 83 (3), 644-652, 1993
3271993
Coincident and leading indicators for the euro area
M Forni, M Hallin, M Lippi, L Reichlin
The economic journal 111 (471), 62-85, 2001
3152001
VAR analysis, nonfundamental representations, Blaschke matrices
M Lippi, L Reichlin
Journal of Econometrics 63 (1), 307-325, 1994
2901994
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