Lucrezia Reichlin : Citation Profile


Are you Lucrezia Reichlin?

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

39

H index

51

i10 index

5924

Citations

RESEARCH PRODUCTION:

54

Articles

152

Papers

3

Books

11

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   33 years (1984 - 2017). See details.
   Cites by year: 179
   Journals where Lucrezia Reichlin has often published
   Relations with other researchers
   Recent citing documents: 387.    Total self citations: 73 (1.22 %)

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   Permalink: http://citec.repec.org/pre102
   Updated: 2017-08-19    RAS profile: 2017-08-04    
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Relations with other researchers


Works with:

Giannone, Domenico (20)

Lenza, Michele (7)

Pill, Huw (5)

Monti, Francesca (5)

Banbura, Marta (4)

Modugno, Michele (4)

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 (255)

Forni, Mario (227)

Giannone, Domenico (163)

Gambetti, Luca (138)

Lippi, Marco (120)

GUPTA, RANGAN (102)

Pesaran, M (99)

Hallin, Marc (97)

Kabundi, Alain (95)

Lenza, Michele (83)

Eickmeier, Sandra (70)

Cites to:

Forni, Mario (105)

Giannone, Domenico (89)

Lippi, Marco (66)

Watson, Mark (42)

Hallin, Marc (40)

Stock, James (37)

Ng, Serena (24)

Bai, Jushan (22)

Lenza, Michele (20)

Cristadoro, Riccardo (19)

Sims, Christopher (18)

Main data


Where Lucrezia Reichlin has published?


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

Working Papers Series with more than one paper published# docs
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles59
Working Papers ECARES / ULB -- Universite Libre de Bruxelles14
Working Paper Series / European Central Bank14
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

Recent works citing Lucrezia Reichlin (2017 and 2016)


YearTitle of citing document
2016Monetary Policy and Indeterminacy after the 2001 Slump. (2016). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-09.

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2016Monetary Policy and Indeterminacy after the 2001 Slump. (2016). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-18.

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2016PRICE VOLATILITY TRANSMISSION FROM OIL TO ENERGY AND NON-ENERGY AGRICULTURAL COMMODITIES. (2016). Bittencourt, Mauricio ; Lobo, Mauricio Vaz ; Borges, Leonardo Chaves . In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:181.

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2016High Dimensional Factor Models: An Empirical Bayes Approach. (2016). Sampi, James. In: Working Papers. RePEc:apc:wpaper:2016-075.

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2016Principal Components Analysis for Semimartingales and Stochastic PDE. (2016). Ohashi, Alberto ; Simas, Alexandre B. In: Papers. RePEc:arx:papers:1503.05909.

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2016Business cycle synchronization within the European Union: A wavelet cohesion approach. (2016). Vacha, Lukas ; Hanus, Lubos. In: Papers. RePEc:arx:papers:1506.03106.

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2016Heterotic Risk Models. (2016). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1508.04883.

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2016Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series. (2016). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1510.05118.

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2016Multiple Wavelet Coherency Analysis and Forecasting of Metal Prices. (2016). Kahraman, Emre ; Unal, Gazanfer . In: Papers. RePEc:arx:papers:1602.01960.

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2016Multifactor Risk Models and Heterotic CAPM. (2016). Yu, Willie ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1602.04902.

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

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2016Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso. (2016). Xu, Ning ; Fisher, Timothy ; Hong, Jian . In: Papers. RePEc:arx:papers:1606.00142.

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2016Bayesian Nonparametric Sparse Seemingly Unrelated Regression Model (SUR). (2016). Rossini, Luca ; Billio, Monica ; Casarin, Roberto . In: Papers. RePEc:arx:papers:1608.02740.

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2016A diagnostic criterion for approximate factor structure. (2016). 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 ; Gogas, Periklis ; Gupta, Rangan . In: Papers. RePEc:arx:papers:1707.04868.

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2016Measuring Uncertainty and Its Impact on the Economy. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1639.

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2016Forecasting travelers in Spain with Google queries. (2016). Camacho, Maximo ; Pacce, Matias . In: Working Papers. RePEc:bbv:wpaper:1621.

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

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2017Markov-Switching Three-Pass Regression Filter. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Marcellino, Massimiliano ; 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). Sekkel, Rodrigo ; Chernis, Tony . In: Staff Working Papers. RePEc:bca:bocawp:17-2.

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2016Tracking Changes in the Intensity of Financial Sectors Systemic Risk. (2016). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp102.

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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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2016GDP Nowcasting: Assessing the Cyclical Conditions of the Argentine Economy. (2016). D'Amato, Laura ; Blanco, Emilio ; Garegnani, Lorena . In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2016:i:74:p:7-26.

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

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

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2017Using the payment system data to forecast the Italian GDP. (2017). Monteforte, Libero ; Aprigliano, Valentina ; Ardizzi, Guerino . 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). Kapetanios, George ; Venditti, Fabrizio ; Marcellino, Massimiliano . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1122_17.

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2016The PRISME model: can disaggregation on the production side help to forecast GDP?. (2016). Monnet, Eric ; Marx, Magali ; Oung, V ; Ferriere, T ; Thubin, C. In: Working papers. RePEc:bfr:banfra:596.

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2016The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending.. (2016). di Filippo, M. In: Working papers. RePEc:bfr:banfra:598.

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2016Comments on Financial globalisation and monetary independence. (2016). Mizen, Paul . In: BIS Papers chapters. RePEc:bis:bisbpc:88-15.

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2016An underlying inflation gauge (UIG) for China. (2016). People, The . In: BIS Papers chapters. RePEc:bis:bisbpc:89-08.

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2016A comparative analysis of developments in central bank balance sheet composition. (2016). Pattipeilohy, Christiaan . In: BIS Working Papers. RePEc:bis:biswps:559.

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2016Unconventional monetary policies: a re-appraisal. (2016). BORIO, Claudio ; Zabai, Anna . In: BIS Working Papers. RePEc:bis:biswps:570.

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2016Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter. (2016). Wong, Benjamin ; Morley, James ; Kamber, Gunes. In: BIS Working Papers. RePEc:bis:biswps:584.

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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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2016Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification. (2016). Achkasov, Yury . In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps8.

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2016Bayesian Vector Autoregressions. (2016). Woźniak, Tomasz ; Woniak, Tomasz . In: Australian Economic Review. RePEc:bla:ausecr:v:49:y:2016:i:3:p:365-380.

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

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2016Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness. (2016). Canova, Fabio. In: Working Papers. RePEc:bny:wpaper:0042.

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2016Nowcasting using news topics Big Data versus big bank. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0046.

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2016Do central banks respond timely to developments in the global economy?. (2016). Thorsrud, Leif ; Bjørnland, Hilde ; Zahiri, Sepideh K. In: Working Papers. RePEc:bny:wpaper:0048.

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2016Tracking the slowdown in long-run GDP growth. (2016). Petrella, Ivan ; Antolin-Diaz, Juan ; Drechsel, Thomas . In: Bank of England working papers. RePEc:boe:boeewp:0587.

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2016Macroeconomic tail events with non-linear Bayesian VARs. (2016). Hacioglu Hoke, Sinem ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0611.

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2016QE: The Story so far.. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: Bank of England working papers. RePEc:boe:boeewp:0624.

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2016Unsurprising shocks: information, premia, and the monetary transmission. (2016). Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0626.

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2016The Power of Banks and Governments. (2016). Raphael, Reinke . In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:6:y:2016:i:1:p:57-63:n:6.

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2016Does fiscal policy affect interest rates? Evidence from a factor-augmented panel. (2016). Sola, Sergio ; Salvatore, Dellerba . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:16:y:2016:i:2:p:395-437:n:9.

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2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103.

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2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103r.

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2016A note on news about the future: the impact on DSGE models and their VAR representation. (2016). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2016/11.

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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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2016The Collateral Framework of the Eurosystem and Its Fiscal Implications. (2016). Eberl, Jakob Korbinian . In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:69.

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2016Tracking the Slowdown in Long-Run GDP Growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Discussion Papers. RePEc:cfm:wpaper:1604.

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2016Sincronía internacional de los precios de la vivienda. (2016). Jara, Alejandro ; Romero, Nestor . In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:19:y:2016:i:1:p:76-91.

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2016The resilience of the Canadian textile industries and clusters to shocks, 2001-2013. (2016). Martin, Julien ; Boualam, Brahim ; Behrens, Kristian. In: CIRANO Project Reports. RePEc:cir:cirpro:2016rp-05.

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2016Dynamic Effects of Credit Shocks in a Data-Rich Environment. (2016). Stevanovic, Dalibor ; Boivin, Jean ; Giannoni, Marc P. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-55.

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2016Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2016. (2016). Belling, Vojtech ; Solc, Jan ; Komarkova, Zlatuse ; Babecky, Jan ; Pfeifer, Lukas ; Kucharcukova, Oxana Babecka ; Pasalicova, Renata ; Arnostova, Katerina ; Matejkova, Lucie ; Holub, Tomas ; Novotny, Filip ; Gurtler, Martin ; Kubicova, Ivana ; Komarek, Lubos ; Kral, Petr ; Hromadkova, Eva ; Rusnak, Marek ; Ruzicka, Lubos ; Saxa, Branislav ; Bruha, Jan ; Vozar, Mario ; Snobl, Radek ; Benecka, Sona ; Vojta, Martin ; Soukup, Pavel . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as16.

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On the Sources of Business Cycles: Implications for DSGE Models. (2016). Solmaz, Serhat ; Bruha, Jan ; Andrle, Michal. In: Working Papers. RePEc:cnb:wpaper:2016/03.

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2016Monetary Policy and Macroprudential Policy: Rivals or Teammates?. (2016). Malovana, Simona ; Frait, Jan. In: Working Papers. RePEc:cnb:wpaper:2016/06.

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2016Effects of Fiscal Policy in the DSGE-VAR Framework: The Case of the Czech Republic. (2016). Rysanek, Jakub ; Franta, Michal ; Babecký, Jan ; Babecky, Jan . In: Working Papers. RePEc:cnb:wpaper:2016/09.

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2016Nowcasting the Czech Trade Balance. (2016). Bruha, Jan ; Kucharcukova, Oxana Babecka . In: Working Papers. RePEc:cnb:wpaper:2016/11.

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2016MANAGING FINANCIAL STABILITY BY THE EUROPEAN CENTRAL BANK IN THE PERIOD 2008–2012. (2016). Ciukaj, Radosaw . In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:5:y:2016:i:2:p:57-72.

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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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2016Are small scale VARs useful for business cycle analysis? Revisiting Non-Fundamentalness. (2016). Hamidisahneh, Mehdi ; Canova, Fabio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11041.

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2016Dynamic Factor model with infinite dimensional factor space: forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11161.

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2016VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11178.

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2016Forecasting Macroeconomic Variables under Model Instability. (2016). Pettenuzzo, Davide ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11355.

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2016In-sample Inference and Forecasting in Misspecified Factor Models. (2016). Rossi, Barbara ; Carrasco, Marine . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11388.

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2016Eigenvalue Ratio Estimators for the Number of Common Factors. (2016). Forni, Mario ; Cavicchioli, Maddalena ; Zaffaroni, Paolo ; Lippi, Marco . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11440.

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2016Growth expectations, undue optimism, and short-run fluctuations. (2016). Müller, Gernot ; Kleemann, Michael ; Enders, Zeno. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11521.

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2016Large Time-Varying Parameter VARs: A Non-Parametric Approach. (2016). Venditti, Fabrizio ; Marcellino, Massimiliano ; Kapetanios, George . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11560.

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2016Adaptive state space models with applications to the business cycle and financial stress. (2016). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11599.

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2016QE: the story so far. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11691.

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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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2016Remittances in Mexico and their unobserved components. (2016). Orraca, Pedro ; Corona, Francisco . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:22674.

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2016Measuring the uncertainty of Principal Components in Dynamic Factor Models. (2016). 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). Ortega, Esther Ruiz ; Corona, Francisco ; Poncela, Pilar . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2016Monetary Policy and Defaults in the US. (2016). Piffer, Michele . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1559.

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2016Restrictions Search for Panel VARs. (2016). Schnucker, Annika . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1612.

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2016Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries. (2016). Jansen, W. Jos ; de Winter, Jasper. In: DNB Working Papers. RePEc:dnb:dnbwpp:507.

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2016A comparative analysis of developments in central bank balance sheet composition. (2016). Pattipeilohy, Christiaan . In: DNB Working Papers. RePEc:dnb:dnbwpp:510.

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2016Breaks and the Statistical Process of Inflation: The Case of the ‘Modern’ Phillips Curve. (2016). Russell, Bill ; Rambaccussing, Dooruj . In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:294.

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2016Arbitrary temporal heterogeneity in time of European countries panel model. (2016). Matkovskyy, Roman. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00234.

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2016On the Influence of Oil Prices on Financial Variables. (2016). Guesmi, Khaled ; Haouet, Imen ; Atil, Ahmed ; Jlassi, Nabila Boukef . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00045.

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2016Measuring Nonfundamentalness for Structural VARs. (2016). Soccorsi, Stefano . In: Working Papers ECARES. RePEc:eca:wpaper:2013/222962.

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2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: Working Papers ECARES. RePEc:eca:wpaper:2013/228908.

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

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2016Is the intrinsic value of macroeconomic news announcements related to their asset price impact?. (2016). Strasser, Georg ; Scotti, Chiara ; Vega, Clara . In: Working Paper Series. RePEc:ecb:ecbwps:20161882.

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2016On the design of data sets for forecasting with dynamic factor models. (2016). Rünstler, Gerhard ; Runstler, Gerhard . In: Working Paper Series. RePEc:ecb:ecbwps:20161893.

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2016Bank capital structure and the credit channel of central bank asset purchases. (2016). Kok, Christoffer ; Halaj, Grzegorz ; DARRACQ PARIES, Matthieu ; Haaj, Grzegorz . In: Working Paper Series. RePEc:ecb:ecbwps:20161916.

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2016A portfolio demand approach for broad money in the euro area. (2016). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20161929.

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2016The BEAR toolbox. (2016). van Roye, Björn ; Dieppe, Alistair ; Legrand, Romain . In: Working Paper Series. RePEc:ecb:ecbwps:20161934.

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2016Signals from the government: policy disagreement and the transmission of fiscal shocks. (2016). Ricco, Giovanni ; Cimadomo, Jacopo ; Callegari, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20161964.

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2016The response of asset prices to monetary policy shocks: stronger than thought. (2016). Kerssenfischer, Mark ; Alessi, Lucia. In: Working Paper Series. RePEc:ecb:ecbwps:20161967.

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2017Trade, 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). Rivolta, Giulia ; Stracca, Livio ; Dedola, Luca . In: Working Paper Series. RePEc:ecb:ecbwps:20172050.

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2016Forecasting city arrivals with Google Analytics. (2016). Gunter, Ulrich ; Onder, Irem . In: Annals of Tourism Research. RePEc:eee:anture:v:61:y:2016:i:c:p:199-212.

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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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1993The dynamic effects of aggregate demand and supply disturbances: comment.(1993) In: ULB Institutional Repository.
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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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2001A core inflation index for the euro area In: Temi di discussione (Economic working papers).
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paper40
2001A Core Inflation Index for the Euro Area.(2001) In: CEPR Discussion Papers.
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2001A real time coincident indicator of the euro area business cycle In: Temi di discussione (Economic working papers).
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paper51
2005The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association.
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article397
2002The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2002) In: CEPR Discussion Papers.
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2005The generalised dynamic factor model: one sided estimation and forecasting.(2005) In: ULB Institutional Repository.
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2003The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting.(2003) In: LEM Papers Series.
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2010Monetary policy in exceptional times In: Economic Policy.
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article149
2010Monetary policy in exceptional times.(2010) In: CEPR Discussion Papers.
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2010Monetary policy in exceptional times.(2010) In: Working Paper Series.
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2014Exploiting the monthly data flow in structural forecasting In: Bank of England working papers.
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2014Exploiting the monthly data-flow in structural forecasting.(2014) In: Discussion Papers.
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2016Exploiting the monthly data flow in structural forecasting.(2016) In: Journal of Monetary Economics.
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2014Exploiting the monthly data-flow in structural forecasting.(2014) In: LSE Research Online Documents on Economics.
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2015Exploiting the monthly data flow in structural forecasting.(2015) In: Staff Reports.
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2013Monetary policy and banks in the euro area: the tale of two crises In: Special Conference Papers.
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paper21
2014Monetary Policy and Banks in the Euro Area: The Tale of Two Crises.(2014) In: Journal of Macroeconomics.
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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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1995Lets Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle In: CEPR Discussion Papers.
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1995Dynamic Common Factors in Large Cross-Sections In: CEPR Discussion Papers.
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paper51
1996Dynamic Common Factors in Large Cross-Sections..(1996) In: Empirical Economics.
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1996Dynamic common factors in large cross-sections.(1996) In: ULB Institutional Repository.
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1997National Policies and Local Economies: Europe and the United States In: CEPR Discussion Papers.
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paper28
1999National policies and local economies: Europe and the United States.(1999) In: ULB Institutional Repository.
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1999The Generalized Dynamic Factor Model: Identification and Estimation In: CEPR Discussion Papers.
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2000The Generalized Dynamic-Factor Model: Identification And Estimation.(2000) In: The Review of Economics and Statistics.
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2000The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository.
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1999A Measure of Comovement for Economic Variables: Theory and Empirics In: CEPR Discussion Papers.
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paper179
2001A Measure Of Comovement For Economic Variables: Theory And Empirics.(2001) In: The Review of Economics and Statistics.
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2001A measure of co-movement for economic variables: theory and empirics.(2001) In: ULB Institutional Repository.
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2000Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers.
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paper26
2001EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers.
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paper114
2003EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE.(2003) In: Computing in Economics and Finance 2003.
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2002Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? In: CEPR Discussion Papers.
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2003Do financial variables help forecasting inflation and real activity in the euro area?.(2003) In: Journal of Monetary Economics.
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2003Do financial variables help forecasting inflation and real activity in the Euro area ?.(2003) In: ULB Institutional Repository.
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2002Factor Models in Large Cross-Sections of Time Series In: CEPR Discussion Papers.
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2003Factor models in large cross sections of time series.(2003) In: ULB Institutional Repository.
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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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paper46
2006VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: Journal of Econometrics.
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2004VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models.(2004) In: Working Papers.
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2006VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: ULB Institutional Repository.
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2003Opening the Black Box: Structural Factor Models versus Structural VARs In: CEPR Discussion Papers.
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paper41
2005Monetary Policy in Real Time In: CEPR Discussion Papers.
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paper143
2005Monetary Policy in Real Time.(2005) In: NBER Chapters.
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2013Monetary policy in real time.(2013) In: ULB Institutional Repository.
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2005Monetary Policy in Real Time.(2005) In: Working Papers.
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2005Monetary policy in real time.(2005) In: ULB Institutional Repository.
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2005Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases In: CEPR Discussion Papers.
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paper356
2005Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2005) In: Finance and Economics Discussion Series.
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2006Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2006) In: Working Paper Series.
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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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2008Nowcasting: The real-time informational content of macroeconomic data.(2008) In: Journal of Monetary Economics.
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2006A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models In: CEPR Discussion Papers.
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paper192
2008A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models.(2008) In: Working Papers ECARES.
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2006A quasi maximum likelihood approach for large approximate dynamic factor models.(2006) In: Working Paper Series.
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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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2012A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: The Review of Economics and Statistics.
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2006Does Information Help Recovering Structural Shocks from Past Observations? In: CEPR Discussion Papers.
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paper77
2006Does information help recovering structural shocks from past observations?.(2006) In: Working Paper Series.
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2006Does information help recovering structural shocks from past observations?.(2006) In: Journal of the European Economic Association.
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2006Does information help recovering structural shocks from past observations?.(2006) In: ULB Institutional Repository.
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2006Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? In: CEPR Discussion Papers.
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paper210
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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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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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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2007A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering In: CEPR Discussion Papers.
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paper173
2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Journal of Econometrics.
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2006A Two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2006) In: THEMA Working Papers.
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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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2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Post-Print.
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2007Bayesian VARs with Large Panels In: CEPR Discussion Papers.
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paper394
2008Large Bayesian VARs.(2008) In: Working Papers ECARES.
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2010Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics.
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2008Bayesian VARs with large panels.(2008) In: ULB Institutional Repository.
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2007Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers.
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paper87
2008Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series.
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2008Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association.
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2013Explaining the great moderation: it is not the shocks.(2013) In: ULB Institutional Repository.
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2008Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers.
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paper111
2008Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES.
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2008Short-term forecasts of euro area GDP growth.(2008) In: Working Paper Series.
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2011Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
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2011Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
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2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
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paper83
2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
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2008Business Cycles in the Euro Area.(2008) In: NBER Working Papers.
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2010Business Cycles in the Euro Area.(2010) In: NBER Chapters.
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1993Information, Forecasts and Measurement of the Business Cycle In: CEPR Discussion Papers.
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paper37
1994Information, forecasts, and measurement of the business cycle.(1994) In: Journal of Monetary Economics.
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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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paper45
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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paper87
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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paper42
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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2011Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series.
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2012The ECB and the Interbank Market In: CEPR Discussion Papers.
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paper39
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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paper32
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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paper50
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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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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article213
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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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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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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paper114
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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paper68
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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article93
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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2004The generalized dynamic factor model consistency and rates In: Journal of Econometrics.
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article133
2004The generalised dynamic factor model: consistency and rates.(2004) In: ULB Institutional Repository.
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1994VAR analysis, nonfundamental representations, blaschke matrices In: Journal of Econometrics.
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article108
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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article70
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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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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article54
2005A core inflation indicator for the Euro area.(2005) In: ULB Institutional Repository.
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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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2010NBER International Seminar on Macroeconomics 2009 In: NBER Books.
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2005Comment on Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic In: NBER Chapters.
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2007Comment on Global Forces and Monetary Policy Effectiveness In: NBER Chapters.
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2010Introduction to NBER International Seminar on Macroeconomics 2009 In: NBER Chapters.
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2010Comment on Globalization, the Business Cycle, and Macroeconomic Monitoring In: NBER Chapters.
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2013Introduction to NBER International Seminar on Macroeconomics 2013 In: NBER Chapters.
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2008Introduction to NBER International Seminar on Macroeconomics 2006 In: NBER Chapters.
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2009Comment on How Has the Euro Changed the Monetary Transmission Mechanism? In: NBER Chapters.
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chapter2
1998Lets Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics In: Review of Economic Studies.
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article175
1998Lets get real: a factor analytical approach to disaggregated business cycle dynamics.(1998) In: ULB Institutional Repository.
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1989Fluctuations et croissance en Europe : une analyse empirique In: Revue de l'OFCE.
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1989Fluctuations et croissance en Europe: une analyse empirique.(1989) In: ULB Institutional Repository.
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1989Taux de change et prix des importations : le cas des automobiles en Europe In: Revue de l'OFCE.
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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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1989Chômage et croissance en France et aux Etats-Unis: une analyse de longue période.(1989) In: ULB Institutional Repository.
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1990Tchécoslovaquie In: Revue de l'OFCE.
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1990Laide aux pays de lEst : les leçons du plan Marshall In: Revue de l'OFCE.
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1990Laide aux pays de lEst: les leçons du Plan Marshall.(1990) In: ULB Institutional Repository.
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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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