Lucrezia Reichlin : Citation Profile


Are you Lucrezia Reichlin?

London Business School (LBS)
Centre for Economic Policy Research (CEPR)

39

H index

52

i10 index

6530

Citations

RESEARCH PRODUCTION:

54

Articles

158

Papers

4

Books

11

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   34 years (1984 - 2018). See details.
   Cites by year: 192
   Journals where Lucrezia Reichlin has often published
   Relations with other researchers
   Recent citing documents: 363.    Total self citations: 83 (1.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre102
   Updated: 2018-07-14    RAS profile: 2018-06-07    
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Relations with other researchers


Works with:

Giannone, Domenico (9)

Ricco, Giovanni (6)

Pellegrino, Filippo (5)

Monti, Francesca (5)

Pill, Huw (2)

Lenza, Michele (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lucrezia Reichlin.

Is cited by:

Marcellino, Massimiliano (275)

Forni, Mario (222)

Giannone, Domenico (151)

Gambetti, Luca (138)

Lippi, Marco (128)

Kabundi, Alain (111)

GUPTA, RANGAN (109)

Hallin, Marc (108)

Pesaran, M (104)

Barigozzi, Matteo (98)

Lenza, Michele (92)

Cites to:

Forni, Mario (112)

Giannone, Domenico (105)

Lippi, Marco (73)

Watson, Mark (43)

Hallin, Marc (43)

Stock, James (37)

Lenza, Michele (25)

Ng, Serena (24)

Bai, Jushan (23)

Cristadoro, Riccardo (20)

Sargent, Thomas (18)

Main data


Where Lucrezia Reichlin has published?


Journals with more than one article published# docs
Revue de l'OFCE9
Journal of Econometrics5
Journal of Monetary Economics5
European Economic Review4
Economic Journal3
The Review of Economics and Statistics3
NBER International Seminar on Macroeconomics2
Empirical Economics2
Journal of the European Economic Association2
Review of Economic Studies2

Working Papers Series with more than one paper published# docs
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles60
Working Papers ECARES / ULB -- Universite Libre de Bruxelles14
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area3
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL2
Sciences Po publications / Sciences Po2

Recent works citing Lucrezia Reichlin (2018 and 2017)


YearTitle of citing document
2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn.

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2017A Monetary Stress Indicator for the Economic Community of West African States. (2017). Winker, Peter ; Tillmann, Peter ; PeterTillmann, ; Diop, Samba . In: Journal of African Development. RePEc:afe:journl:v:19:y:2017:i:2:p:1-18.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

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2018Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2017Forecasting the U.S. Real House Price Index. (2017). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: Papers. RePEc:arx:papers:1707.04868.

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2018Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2017Principal Components and Regularized Estimation of Factor Models. (2017). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:1708.08137.

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2018Aggregating Google Trends: Multivariate Testing and Analysis. (2018). France, Stephen L ; Shi, Yuying. In: Papers. RePEc:arx:papers:1712.03152.

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2018Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows. (2018). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:1802.00793.

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2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

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2017Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2.

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2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:17-2.

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2018Noisy Monetary Policy. (2018). Dahlhaus, Tatjana ; Gambetti, Luca. In: Staff Working Papers. RePEc:bca:bocawp:18-23.

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2017Systemic Financial Sector and Sovereign Risks. (2017). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp109.

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2018How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation. (2018). Jin, Xisong . In: BCL working papers. RePEc:bcl:bclwop:bclwp118.

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2017Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores . In: Occasional Papers. RePEc:bde:opaper:1702.

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2017Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs. (2017). Leiva-Leon, Danilo. In: Occasional Papers. RePEc:bde:opaper:1706.

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2017The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea, María ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana . In: Working Papers. RePEc:bde:wpaper:1705.

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2017The propagation of industrial business cycles. (2017). Leiva-Leon, Danilo ; Camacho, Maximo. In: Working Papers. RePEc:bde:wpaper:1728.

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2017Using the payment system data to forecast the Italian GDP. (2017). Monteforte, Libero ; Ardizzi, Guerino ; Aprigliano, Valentina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1098_17.

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2017Large time-varying parameter VARs: a non-parametric approach. (2017). Venditti, Fabrizio ; Marcellino, Massimiliano ; Kapetanios, George. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1122_17.

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2017A Financial Conditions Index for the CEE economies. (2017). Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1145_17.

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2017International financial flows and the risk-taking channel. (2017). Natoli, Filippo ; Cova, Pietro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1152_17.

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2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

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2018Short term forecasts of economic activity: are fortnightly factors useful?. (2018). Monteforte, Libero ; Raponi, Valentina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1177_18.

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2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

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2018Metodologías semi-estructurales para estimar la Inflación básica mensual en Colombia. (2018). Rodríguez N., Norberto ; Ramirez-Ramirez, Alejandra ; Rodriguez-Nio, Norberto. In: Borradores de Economia. RePEc:bdr:borrec:1040.

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2017Common Factors of Commodity Prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working papers. RePEc:bfr:banfra:645.

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2018‘New Normal’ or ‘New Orthodoxy’? Elements of a Central Banking Framework for the After-Crisis. (2018). Pfister, Christian ; Christian, Natacha Valla. In: Working papers. RePEc:bfr:banfra:680.

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2017Monetary policy and bank lending in a low interest rate environment: diminishing effectiveness?. (2017). Gambacorta, Leonardo ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:612.

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2018Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691.

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2017Macro-financial linkages: the role of liquidity dependence. (2017). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps24.

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2017THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS. (2017). Chua, Chew ; Suardi, Sandy ; Nguyen, Thanh Dat. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:201-215.

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2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

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2017On estimation of the noise variance in high dimensional probabilistic principal component analysis. (2017). Passemier, Damien ; Yao, Jianfeng ; Li, Zhaoyuan . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:1:p:51-67.

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2017A network analysis of the volatility of high dimensional financial series. (2017). Hallin, Marc ; Barigozzi, Matteo. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:3:p:581-605.

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2017Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Milidonis, Andreas ; Lin, Yijia ; Biffis, Enrico ; Morales, Marco ; Blake, David. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:s1:p:515-532.

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2017A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model. (2017). Solberger, Martin ; Zhou, Xingwu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:22-50.

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2017Factor Modelling for High-Dimensional Time Series: Inference and Model Selection. (2017). Rao, Tata Subba ; Yau, Chun Yip ; Lu, YE ; Chan, Ngai Hang ; Wilson, Granville Tunnicliffe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:285-307.

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2017Transmission of Chinas Shocks to the BRIS Countries. (2017). Kabundi, Alain ; Çakır, Mustafa ; Akir, Mustafa . In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:430-454.

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2017IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris . In: Working Papers. RePEc:bli:wpaper:1703.

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2017Did Negative Interest Rates Impact Bank Lending?. (2017). Thornton, John ; Molyneux, Phil ; Reghezza, Alessio ; Xie, Rue . In: Working Papers. RePEc:bng:wpaper:17002.

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2017Financial imbalances, crisis probability and monetary policy in Norway. (2017). Alstadheim, Ragna ; Vonen, Nikka Husom ; Robstad, Orjan. In: Working Paper. RePEc:bno:worpap:2017_21.

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2017Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057.

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2018Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064.

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2017Do macro shocks matter for equities?. (2017). Theodoridis, Konstantinos ; Dison, Will . In: Bank of England working papers. RePEc:boe:boeewp:0692.

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2017Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019.

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2018Developing an underlying inflation gauge for China. (2018). Amstad, Marlene ; Ma, Guonan ; Ye, Huan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_011.

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2018Global Stock Return Comovements: Trends and Determinants. (2018). Inaba, Kei-Ichiro . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e07.

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2017Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions. (2017). Pettenuzzo, Davide ; Korobilis, Dimitris ; Wang, Yudong ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:115.

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2018One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification. (2018). Duarte, Joao ; Mann, S ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1816.

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2017News, Noise and Oil Price Swings. (2017). Gambetti, Luca ; Moretti, Laura . In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/17.

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2017Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies. (2017). Bystrov, Victor ; Banerjee, Anindya ; Mizen, Paul. In: Working Papers in Economics. RePEc:cbt:econwp:17/07.

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2017US financial shocks and the distribution of income and consumption in the UK. (2017). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/18.

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2018The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/1.

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2017Financial Stability in Europe: Banking and Sovereign Risk. (2017). Kočenda, Evžen ; Bruha, Jan ; Kocenda, Even . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6453.

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2018The Estimation of Reaction Functions under Tax Competition. (2018). Rivolta, Giulia ; Panteghini, Paolo ; Miniaci, Raffaele. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6928.

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2018Forecasting Imports with Information from Abroad. (2018). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7079.

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2017Messung der Unternehmensunsicherheit in Deutschland – das ifo Streuungsmaß. (2017). Grimme, Christian. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:70:y:2017:i:15:p:19-25.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808.

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2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Working Papers. RePEc:cii:cepidt:2017-25.

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2017Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2017. (2017). Komarek, Lubos ; Arnostova, Katerina ; Saxa, Branislav ; Hromadkova, Eva ; Ruzicka, Lubos ; Holub, Tomas ; Pfeifer, Lukas ; Hledik, Tibor ; Pasalicova, Renata ; Gurtler, Martin ; Vozar, Mario ; Matejkova, Lucie ; Bruha, Jan ; Vojta, Martin ; Mala, Barbora ; Benecka, Sona ; Vlcek, Jan ; Novotny, Filip ; Belling, Vojtech ; Solc, Jan ; Kubicova, Ivana ; Babecky, Jan ; Snobl, Radek ; Kral, Petr ; Kucharcukova, Oxana Babecka ; Soukup, Pavel ; Komarkova, Zlatuse ; Adam, Tomas ; Siuda, Vojtech. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as17.

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La construcción de indicadores de la actividad económica: una revisión bibliográfica. (2017). Vidal Alejandro, Pavel ; Collazos-Rodriguez, Jaime ; Vidal-Alejandro, Pavel ; Sanabria-Dominguez, Johana ; Sierra, Lya Paola. In: REVISTA APUNTES DEL CENES. RePEc:col:000152:015779.

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2017Barriers to expansive fiscal policy against the background of the macroeconomic situation of the euro area. (2017). Malinowski, Dariusz . In: Ekonomia i Prawo. RePEc:cpn:umkeip:v:16:y:2017:i:1:p:87-105.

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2017A note on news about the future: the impact on DSGE models and their VAR representation. (2017). Minford, A. Patrick ; Meenagh, David ; Phuong, VO. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11818.

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2017News, Uncertainty and Economic Fluctuations. (2017). Forni, Mario ; Sala, Luca ; Gambetti, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12139.

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2018An approach to increasing forecast-combination accuracy through VAR error modeling. (2018). Wilfling, Bernd ; Weigt, Till. In: CQE Working Papers. RePEc:cqe:wpaper:6818.

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2018Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. (2018). Gross, Christian ; Siklos, Pierre L. In: CQE Working Papers. RePEc:cqe:wpaper:7218.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2017Discovering pervasive and non-pervasive common cycles. (2017). Terrades, Antoni Espasa ; Real, Guillermo Carlomagno. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392.

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2018Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623.

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2017Aggregate Evidence on Price Rigidities and the Inflation-Output Trade-Off: A Factor Analysis of Factor Shares. (2017). Jensen, Christian. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:jensen.

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2017Aggregate Evidence on Price Rigidities and the Inflation-Output Trade-Off: A Factor Analysis of Factor Shares. (2017). Jensen, Christian. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:2:jensen.

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2018IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS. (2018). Ben-Moshe, Dan. In: Econometric Theory. RePEc:cup:etheor:v:34:y:2018:i:01:p:134-165_00.

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2017US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701.

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2017Using debit card payments data for nowcasting Dutch household consumption. (2017). Cruijsen, Carin ; Bolt, Wilko ; van der Cruijsen, Carin ; Verbaan, Roy. In: DNB Working Papers. RePEc:dnb:dnbwpp:571.

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2018Nowcasting the New Turkish GDP. (2018). Soybilgen, Bara ; Yazgan, Ege . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00443.

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2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

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2017Optimal Dimension Reduction for High-dimensional and Functional Time Series. (2017). Hallin, Marc ; Lippi, Marco ; Hormann, Siegfried. In: Working Papers ECARES. RePEc:eca:wpaper:2013/260201.

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2018Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Rots, Eyno ; Perez Quiros, Gabriel ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Kunovac, Davor ; Kulikov, Dmitry ; Welz, Peter ; Scharnagl, Michael ; Hindrayanto, Irma ; Rannenberg, Ansgar ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Dewachter, Hans ; Papageorgiou, Dimitris ; de Backer, Bruno ; Runstler, Gerhard ; Lenarcic, Crt. In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

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Trade, finance or policies: what drives the cross-border spill-over of business cycles?. (2017). Stracca, Livio ; Montinari, Letizia. In: Working Paper Series. RePEc:ecb:ecbwps:20171993.

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2017Missing disinflation and missing inflation: the puzzles that arent. (2017). Jarociński, Marek ; BOBEICA, Elena ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20172000.

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2017Low inflation and monetary policy in the euro area. (2017). Nobili, Andrea ; Neri, Stefano ; Conti, Antonio. In: Working Paper Series. RePEc:ecb:ecbwps:20172005.

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2017Threshold effects of financial stress on monetary policy rules: a panel data analysis. (2017). van Roye, Björn ; Floro, Danvee . In: Working Paper Series. RePEc:ecb:ecbwps:20172042.

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2017If the Fed sneezes, who catches a cold?. (2017). Stracca, Livio ; Rivolta, Giulia ; Dedola, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20172050.

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2017On the sources of business cycles: implications for DSGE models. (2017). Solmaz, Serhat ; Bruha, Jan ; Andrle, Michal ; Brha, Jan . In: Working Paper Series. RePEc:ecb:ecbwps:20172058.

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2017Estimating the impact of shocks to bank capital in the euro area. (2017). Moccero, Diego ; Kanngiesser, Derrick ; Maurin, Laurent ; Martin, Reiner . In: Working Paper Series. RePEc:ecb:ecbwps:20172077.

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2017Monetary policy and bank profitability in a low interest rate environment. (2017). Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlo ; Carlo Altavilla , . In: Working Paper Series. RePEc:ecb:ecbwps:20172105.

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2017Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112.

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2018Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20182138.

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2018The evolving impact of global, region-specific and country-specific uncertainty. (2018). Musso, Alberto ; Mumtaz, Haroon. In: Working Paper Series. RePEc:ecb:ecbwps:20182147.

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2017South Africa’s Financial Spillover Effects on Growth and Financial Development in the Southern African Development Community. (2017). Bara, Alex ; le Roux, Pierre. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-48.

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2017Do Chinas high-speed-rail projects promote local economy?—New evidence from a panel data approach. (2017). hsiao, cheng ; Hong, Yongmiao ; Chen, Haiqiang ; Ke, Xiao . In: China Economic Review. RePEc:eee:chieco:v:44:y:2017:i:c:p:203-226.

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2017Transformed contribution ratio test for the number of factors in static approximate factor models. (2017). Xia, Qiang ; Wu, Jianhong ; Liang, Rubing . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:235-241.

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2017DSGE pileups. (2017). Morris, Stephen D. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:56-86.

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2017Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter. (2017). Grant, Angelia ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:114-121.

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2017The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Ma, Jun ; Bhatt, Vipul . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:206-222.

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More than 100 citations found, this list is not complete...

Lucrezia Reichlin has edited the books:


YearTitleTypeCited

Works by Lucrezia Reichlin:


YearTitleTypeCited
1993The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment. In: American Economic Review.
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article141
1993The dynamic effects of aggregate demand and supply disturbances: comment.(1993) In: ULB Institutional Repository.
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paper
2001The construction of coincident and leading indicators for the euro area business cycler of the euro area business cycle In: Temi di discussione (Economic working papers).
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paper4
2001A core inflation index for the euro area In: Temi di discussione (Economic working papers).
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paper41
2001A Core Inflation Index for the Euro Area.(2001) In: CEPR Discussion Papers.
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paper
2001A real time coincident indicator of the euro area business cycle In: Temi di discussione (Economic working papers).
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paper55
2005The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association.
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article435
2002The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2002) In: CEPR Discussion Papers.
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paper
2003The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting.(2003) In: LEM Papers Series.
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paper
2005The generalised dynamic factor model: one sided estimation and forecasting.(2005) In: ULB Institutional Repository.
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paper
2010Monetary policy in exceptional times In: Economic Policy.
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article166
2010Monetary policy in exceptional times.(2010) In: CEPR Discussion Papers.
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paper
2010Monetary policy in exceptional times.(2010) In: Working Paper Series.
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paper
2014Exploiting the monthly data flow in structural forecasting In: Bank of England working papers.
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paper5
2014Exploiting the monthly data-flow in structural forecasting.(2014) In: Discussion Papers.
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paper
2016Exploiting the monthly data flow in structural forecasting.(2016) In: Journal of Monetary Economics.
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article
2014Exploiting the monthly data-flow in structural forecasting.(2014) In: LSE Research Online Documents on Economics.
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paper
2015Exploiting the monthly data flow in structural forecasting.(2015) In: Staff Reports.
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paper
2013Monetary policy and banks in the euro area: the tale of two crises In: Special Conference Papers.
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paper25
2014Monetary Policy and Banks in the Euro Area: The Tale of Two Crises.(2014) In: Journal of Macroeconomics.
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article
1992Information In: CEP Discussion Papers.
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paper3
2017Non-Standard Monetary Policy and Financial Stability In: ifo DICE Report.
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article0
2014Exceptional policies for exceptional times: The ECBs response to the rolling crises of the Euro Area, and how it has brought us towards a new grand bargain In: CEPR Discussion Papers.
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paper1
1995Lets Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle In: CEPR Discussion Papers.
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paper50
2018A Model of the Feds View on Inflation In: CEPR Discussion Papers.
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paper1
2018A model of the FEDs view on inflation.(2018) In: Sciences Po publications.
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paper
2017A Model of the Fed’s View on Inflation.(2017) In: The Warwick Economics Research Paper Series (TWERPS).
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paper
1995Dynamic Common Factors in Large Cross-Sections In: CEPR Discussion Papers.
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paper54
1996Dynamic Common Factors in Large Cross-Sections..(1996) In: Empirical Economics.
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article
1996Dynamic common factors in large cross-sections.(1996) In: ULB Institutional Repository.
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paper
1997National Policies and Local Economies: Europe and the United States In: CEPR Discussion Papers.
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paper29
1999National policies and local economies: Europe and the United States.(1999) In: ULB Institutional Repository.
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paper
1999The Generalized Dynamic Factor Model: Identification and Estimation In: CEPR Discussion Papers.
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paper898
2000The Generalized Dynamic-Factor Model: Identification And Estimation.(2000) In: The Review of Economics and Statistics.
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article
2000The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository.
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paper
1999A Measure of Comovement for Economic Variables: Theory and Empirics In: CEPR Discussion Papers.
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paper191
2001A Measure Of Comovement For Economic Variables: Theory And Empirics.(2001) In: The Review of Economics and Statistics.
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article
2001A measure of co-movement for economic variables: theory and empirics.(2001) In: ULB Institutional Repository.
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paper
2000Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers.
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paper29
2001EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers.
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paper120
2003EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE.(2003) In: Computing in Economics and Finance 2003.
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paper
2002Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? In: CEPR Discussion Papers.
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paper193
2003Do financial variables help forecasting inflation and real activity in the euro area?.(2003) In: Journal of Monetary Economics.
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article
2003Do financial variables help forecasting inflation and real activity in the Euro area ?.(2003) In: ULB Institutional Repository.
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paper
2002Factor Models in Large Cross-Sections of Time Series In: CEPR Discussion Papers.
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paper9
2003Factor models in large cross sections of time series.(2003) In: ULB Institutional Repository.
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paper
2002Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited In: CEPR Discussion Papers.
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paper70
2002VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models In: CEPR Discussion Papers.
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paper52
2006VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: Journal of Econometrics.
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article
2004VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models.(2004) In: Working Papers.
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paper
2006VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: ULB Institutional Repository.
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paper
2003Opening the Black Box: Structural Factor Models versus Structural VARs In: CEPR Discussion Papers.
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paper42
2005Monetary Policy in Real Time In: CEPR Discussion Papers.
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paper155
2005Monetary Policy in Real Time.(2005) In: Working Papers.
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paper
2005Monetary Policy in Real Time.(2005) In: NBER Chapters.
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chapter
2013Monetary policy in real time.(2013) In: ULB Institutional Repository.
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paper
2005Monetary policy in real time.(2005) In: ULB Institutional Repository.
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paper
2005Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases In: CEPR Discussion Papers.
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paper415
2006Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2006) In: Working Paper Series.
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paper
2008Nowcasting: The real-time informational content of macroeconomic data.(2008) In: Journal of Monetary Economics.
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article
2005Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2005) In: Finance and Economics Discussion Series.
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paper
2007Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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paper
2006A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models In: CEPR Discussion Papers.
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paper224
2008A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models.(2008) In: Working Papers ECARES.
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paper
2006A quasi maximum likelihood approach for large approximate dynamic factor models.(2006) In: Working Paper Series.
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paper
2012A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper
2012A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: The Review of Economics and Statistics.
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article
2006Does Information Help Recovering Structural Shocks from Past Observations? In: CEPR Discussion Papers.
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paper81
2006Does information help recovering structural shocks from past observations?.(2006) In: Working Paper Series.
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paper
2006Does information help recovering structural shocks from past observations?.(2006) In: Journal of the European Economic Association.
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article
2006Does information help recovering structural shocks from past observations?.(2006) In: ULB Institutional Repository.
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paper
2006Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? In: CEPR Discussion Papers.
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paper239
2006Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?.(2006) In: Working Paper Series.
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paper
2008Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?.(2008) In: Journal of Econometrics.
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article
2006Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?.(2006) In: Discussion Paper Series 1: Economic Studies.
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paper
2007A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering In: CEPR Discussion Papers.
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paper203
2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Journal of Econometrics.
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article
2006A Two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2006) In: THEMA Working Papers.
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paper
2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper
2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Post-Print.
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paper
2007Bayesian VARs with Large Panels In: CEPR Discussion Papers.
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paper460
2008Large Bayesian VARs.(2008) In: Working Papers ECARES.
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paper
2010Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics.
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article
2010Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository.
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paper
2007Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers.
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paper95
2008Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series.
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paper
2008Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association.
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article
2013Explaining the great moderation: it is not the shocks.(2013) In: ULB Institutional Repository.
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paper
2008Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers.
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paper125
2008Short-term forecasts of euro area GDP growth.(2008) In: Working Paper Series.
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paper
2008Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES.
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paper
2011Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
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article
2011Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
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article
2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
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paper96
2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
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paper
2008Business Cycles in the Euro Area.(2008) In: NBER Working Papers.
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paper
2010Business Cycles in the Euro Area.(2010) In: NBER Chapters.
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chapter
1993Information, Forecasts and Measurement of the Business Cycle In: CEPR Discussion Papers.
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paper38
1994Information, forecasts, and measurement of the business cycle.(1994) In: Journal of Monetary Economics.
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article
1994Information, forecasts and measurement of the business cycle.(1994) In: ULB Institutional Repository.
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1993Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle In: CEPR Discussion Papers.
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paper47
1994Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle.(1994) In: Review of Economic Studies.
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1994Diffusion of technical change and the decomposition of output into trend and cycle.(1994) In: ULB Institutional Repository.
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2010Nowcasting In: CEPR Discussion Papers.
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2010Nowcasting.(2010) In: Working Papers ECARES.
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2010Nowcasting.(2010) In: Working Paper Series.
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2010Market freedom and the global recession In: CEPR Discussion Papers.
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paper93
2011Market freedom and the global recession.(2011) In: ULB Institutional Repository.
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2010Market Freedom and the Global Recession.(2010) In: Working Papers ECARES.
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2011Market Freedom and the Global Recession.(2011) In: IMF Economic Review.
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1993Trends and Cycles in Labour Productivity in the Major OECD Countries In: CEPR Discussion Papers.
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paper3
1993Trends and Cycles in Labour Productivity in the Major OECD Countries.(1993) In: OECD Economics Department Working Papers.
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2010Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers.
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paper48
2010Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES.
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2010Non‐Standard Monetary Policy Measures.(2010) In: Working Papers ECARES.
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paper
2011Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series.
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paper
2012The ECB and the Interbank Market In: CEPR Discussion Papers.
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paper48
2012The ECB and the Interbank Market.(2012) In: Working Papers ECARES.
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2012The ECB and the interbank market.(2012) In: Working Paper Series.
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2012The ECB and the Interbank Market.(2012) In: Economic Journal.
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2012Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers.
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paper36
2012Money, Credit, Monetary Policy and the Business Cycle in the Euro Area.(2012) In: Working Papers ECARES.
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2012Now-casting and the real-time data flow In: CEPR Discussion Papers.
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paper72
2012Now-Casting and the Real-Time Data Flow.(2012) In: Working Papers ECARES.
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2013Now-casting and the real-time data flow.(2013) In: Working Paper Series.
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2013Now-Casting and the Real-Time Data Flow.(2013) In: Handbook of Economic Forecasting.
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chapter
2013The ECB and the banks: the tale of two crises In: CEPR Discussion Papers.
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paper3
2009OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory.
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article243
2008Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2008) In: Working Papers ECARES.
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2007Opening the black box: structural factor models with large cross-sections.(2007) In: Working Paper Series.
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paper
2007Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2007) In: Center for Economic Research (RECent).
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2009Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator In: Working Papers ECARES.
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paper19
2009NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS.(2009) In: National Institute Economic Review.
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2009Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators.(2009) In: CSEF Working Papers.
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2006Trends and cycles in the euro area: how much heterogeneity and should we worry about it? In: Working Paper Series.
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2005Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?.(2005) In: Macroeconomics.
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2008Large Bayesian VARs In: Working Paper Series.
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2008Large Bayesian VARs.(2008) In: Working Papers ECARES.
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1991Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? In: Economic Journal.
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1991Trend-cycle decompositions and measures of persistence: does time aggregation matter?.(1991) In: ULB Institutional Repository.
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1989Segmented Trends and Non-stationary Time Series. In: Economic Journal.
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1989Segmented trends and non-stationary time series.(1989) In: ULB Institutional Repository.
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2008Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott In: Journal of Economic Dynamics and Control.
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1989Structural change and unit root econometrics In: Economics Letters.
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1989Structural change and unit roots econometrics.(1989) In: ULB Institutional Repository.
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1994VAR analysis, nonfundamental representations, blaschke matrices In: Journal of Econometrics.
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1994VAR analysis, non-fundamental representations, Blashke matrices.(1994) In: ULB Institutional Repository.
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1991Real business cycle under test; A multi-country, multi-sector exercise : by Horst Entorf In: European Economic Review.
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1994Common and uncommon trends and cycles In: European Economic Review.
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1994Common and uncommon trends and cycles.(1994) In: ULB Institutional Repository.
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1999Risk and potential insurance in Europe In: European Economic Review.
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1999Risk and potential insurance in Europe.(1999) In: ULB Institutional Repository.
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2001Federal policies and local economies: Europe and the US In: European Economic Review.
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2001Federal policies and local economies: Europe and the U.S..(2001) In: ULB Institutional Repository.
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2009Comments on Forecasting economic and financial variables with global VARs In: International Journal of Forecasting.
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2009Monetary analysis and monetary policy in the euro area 1999-2006 In: Journal of International Money and Finance.
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1992On persistence of shocks to economic variables : A common misconception In: Journal of Monetary Economics.
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1992On persistence of shocks to economic variables: a common misconception.(1992) In: ULB Institutional Repository.
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2015The Legacy Debt and the Joint Path of Public Deficit and Debt in the Euro Area In: European Economy - Discussion Papers 2015 -.
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2018A model of FEDS view on inflation In: Documents de Travail de l'OFCE.
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2006The 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 In: Monetary and Economic Studies.
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2005A Core Inflation Indicator for the Euro Area. In: Journal of Money, Credit and Banking.
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2005A core inflation indicator for the Euro area.(2005) In: ULB Institutional Repository.
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2017NBER International Seminar on Macroeconomics 2016 In: NBER Books.
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2014NBER International Seminar on Macroeconomics 2013 In: NBER Books.
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2008NBER International Seminar on Macroeconomics 2006 In: NBER Books.
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1998Lets get real: a factor analytical approach to disaggregated business cycle dynamics.(1998) In: ULB Institutional Repository.
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1989Chômage et croissance en France et aux États-Unis. Une analyse de longue période In: Revue de l'OFCE.
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1991Mesure de la productivité et fluctuations économiques In: Revue de l'OFCE.
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1991Mesures de la productivité et fluctuations économiques.(1991) In: ULB Institutional Repository.
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1991Prix des matières premières : un test sur lhypothèse defficience des marchés In: Revue de l'OFCE.
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1992Les effets du taux dintérêt réel sur lactivité en France In: Revue de l'OFCE.
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1992Les effets du taux dintérêt réel sur lactivité en France.(1992) In: ULB Institutional Repository.
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1993Convergences nominale et réelle parmi les pays de la CE et de lAELE In: Revue de l'OFCE.
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1993Convergence nominale et réelle parmi les pays de la CE et de lAELE.(1993) In: ULB Institutional Repository.
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1998Convergences as distribution dynamics: discussion In: ULB Institutional Repository.
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1996The Marshall Plan reconsidered In: ULB Institutional Repository.
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1993Modelli del valore presente e eccesso di volatilità problemi di verifica empirica della teoria In: ULB Institutional Repository.
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1992Exchange rates and import prices: evidence of pricing to market in the European car market In: ULB Institutional Repository.
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1991Permanent and temporary fluctuations in macroeconomics In: ULB Institutional Repository.
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1989Industrial employment in Italy: the consequences of shifts of union power in the seventies and eighties In: ULB Institutional Repository.
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1984Problemi di stima dellequazione del salario In: ULB Institutional Repository.
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1999Real capital market integration in the EU: how far has it gone? What will the effect of the euro be? discussion In: ULB Institutional Repository.
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1997The arms trade: discussion In: ULB Institutional Repository.
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1997Les prix des matières premières: un test defficience des marchés In: ULB Institutional Repository.
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1998Considerazioni su La Mano Invisibile di Ingrao e Israel In: ULB Institutional Repository.
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1997Broken trends and random walks: the case of Italian unemployment In: ULB Institutional Repository.
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1986Un approccio istituzionale alla determinazione del salario In: ULB Institutional Repository.
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1984Il sistema di assicurazione alla disoccupazione negli Stati Uniti: descrizione del sistema e rassegna del dibattito teorico In: ULB Institutional Repository.
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