Lucrezia Reichlin - Publications, H-index & Citations

Lucrezia Reichlin

university of london

50H指数

305论文数

1.4W被引数

收录论文 23

发表时间

Nowcasting German GDP: Foreign factors, financial markets, and model averaging 临近预报德国国内生产总值: 国外因素、金融市场和模型平均

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2023-01-01

PREAI

Andreini, Paolo; Hasenzagl, Thomas; Reichlin, Lucrezia; Senftleben-Koenig, Charlotte; Strohsal, Till

A Model of the Fed's View on Inflation

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2022-07-01

OAAI

Hasenzagl, Thomas; Pellegrino, Filippo; Reichlin, Lucrezia; Ricco, Giovanni

A QUASI-MAXIMUM LIKELIHOOD APPROACH FOR LARGE, APPROXIMATE DYNAMIC FACTOR MODELS

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2012-11-01

232

OAAI

Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia

THE ECB AND THE INTERBANK MARKET

ECONOMIC JOURNAL

IF3.6

2012-10-29

PREAI

Giannone, Domenico; Lenza, Michele; Pill, Huw; Reichlin, Lucrezia

A two-step estimator for large approximate dynamic factor models based on Kalman filtering

JOURNAL OF ECONOMETRICS

IF4

2011-09-01

235

OAAI

Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia

Short-term forecasts of euro area GDP growth

ECONOMETRICS JOURNAL

IF7

2011-02-18

OAAI

Angelini, Elena; Camba-Mendez, Gonzalo; Giannone, Domenico; Reichlin, Lucrezia; Ruenstler, Gerhard

Market Freedom and the Global Recession

IMF ECONOMIC REVIEW

IF2.2

2010-09-28

PREAI

Giannone, Domenico; Lenza, Michele; Reichlin, Lucrezia

Comments on Forecasting economic and financial variables with global VARs

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2009-10-01

PREAI

Giannone, Domenico; Reichlin, Lucrezia

Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?

JOURNAL OF ECONOMETRICS

IF4

2008-10-01

277

OAAI

De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia

Nowcasting: The real-time informational content of macroeconomic data 临近预报: 宏观经济数据的实时信息内容

JOURNAL OF MONETARY ECONOMICS

IF4.1

2008-05-01

620

PREAI

Giannone, Domenico; Reichlin, Lucrezia; Small, David

VARs, common factors and the empirical validation of equilibrium business cycle models

JOURNAL OF ECONOMETRICS

IF4

2006-05-01

OAAI

Giannone, Domenico; Reichlin, Lucrezia; Sala, Luca

Does information help recovering structural shocks from past observations?

JOURNAL OF THE EUROPEAN ECONOMIC ASSOCIATION

IF3.3

2006-05-01

OAAI

Giannone, Domenico; Reichlin, Lucrezia

The generalized dynamic factor model: One-sided estimation and forecasting

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2005-09-01

474

OAAI

Forni, M; Hallin, M; Lippi, M; Reichlin, L

The generalized dynamic factor model consistency and rates

JOURNAL OF ECONOMETRICS

IF4

2004-04-01

164

PREAI

Forni, M; Hallin, M; Lippi, M; Reichlin, L

Do financial variables help forecasting inflation and real activity in the euro area?

JOURNAL OF MONETARY ECONOMICS

IF4.1

2003-09-01

183

PREAI

Forni, M; Hallin, M; Lippi, M; Reichlin, L

Coincident and leading indicators for the EURO area

ECONOMIC JOURNAL

IF3.6

2001-12-23

OAAI

Forni, M; Hallin, M; Lippi, M; Reichlin, L

A measure of comovement for economic variables: Theory and empirics

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2001-05-01

188

PREAI

Croux, C; Forni, M; Reichlin, L

The generalized dynamic-factor model: Identification and estimation 广义动态因子模型: 识别与估计

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2000-11-01

916

OAAI

Forni, M; Hallin, M; Lippi, M; Reichlin, L

Let's get real: A factor analytical approach to disaggregated business cycle dynamics

REVIEW OF ECONOMIC STUDIES

IF6.4

1998-07-01

230

PREAI

Forni, M; Reichlin, L

VAR ANALYSIS, NONFUNDAMENTAL REPRESENTATIONS, BLASCHKE MATRICES

JOURNAL OF ECONOMETRICS

IF4

1994-07-01

106

PREAI

LIPPI, M; REICHLIN, L

研究方向