39
H index
52
i10 index
6542
Citations
Lucrezia Reichlin : Citation Profile
London Business School (LBS) | RESEARCH PRODUCTION: 54 Articles 158 Papers 4 Books 11 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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34 years (1984 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Lucrezia Reichlin. | Is cited by:
| Cites to:
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Main data
Where Lucrezia Reichlin has published?
Recent works citing Lucrezia Reichlin (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Fundamental 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. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2017 | Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070. Full description at Econpapers || Download paper | |
| 2018 | Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740. Full description at Econpapers || Download paper | |
| 2017 | A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990. Full description at Econpapers || Download paper | |
| 2017 | Forecasting the U.S. Real House Price Index. (2017). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: Papers. RePEc:arx:papers:1707.04868. Full description at Econpapers || Download paper | |
| 2018 | Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786. Full description at Econpapers || Download paper | |
| 2017 | Principal Components and Regularized Estimation of Factor Models. (2017). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:1708.08137. Full description at Econpapers || Download paper | |
| 2018 | Aggregating Google Trends: Multivariate Testing and Analysis. (2018). France, Stephen L ; Shi, Yuying. In: Papers. RePEc:arx:papers:1712.03152. Full description at Econpapers || Download paper | |
| 2018 | Structural 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. Full description at Econpapers || Download paper | |
| 2018 | Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738. Full description at Econpapers || Download paper | |
| 2018 | Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark . In: Papers. RePEc:arx:papers:1806.07623. Full description at Econpapers || Download paper | |
| 2018 | Heterogeneous Effects of Unconventional Monetary Policy on Loan Demand and Supply. Insights from the Bank Lending Survey. (2018). Guth, Martin. In: Papers. RePEc:arx:papers:1807.04161. Full description at Econpapers || Download paper | |
| 2017 | Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2017 | Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13. Full description at Econpapers || Download paper | |
| 2017 | A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:17-2. Full description at Econpapers || Download paper | |
| 2018 | Noisy Monetary Policy. (2018). Dahlhaus, Tatjana ; Gambetti, Luca. In: Staff Working Papers. RePEc:bca:bocawp:18-23. Full description at Econpapers || Download paper | |
| 2017 | Systemic Financial Sector and Sovereign Risks. (2017). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp109. Full description at Econpapers || Download paper | |
| 2018 | How 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. Full description at Econpapers || Download paper | |
| 2017 | Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, MarÃÂa ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores . In: Occasional Papers. RePEc:bde:opaper:1702. Full description at Econpapers || Download paper | |
| 2017 | Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs. (2017). Leiva-Leon, Danilo. In: Occasional Papers. RePEc:bde:opaper:1706. Full description at Econpapers || Download paper | |
| 2017 | The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea, MarÃÂa ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana . In: Working Papers. RePEc:bde:wpaper:1705. Full description at Econpapers || Download paper | |
| 2017 | The propagation of industrial business cycles. (2017). Leiva-Leon, Danilo ; Camacho, Maximo. In: Working Papers. RePEc:bde:wpaper:1728. Full description at Econpapers || Download paper | |
| 2017 | Using 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. Full description at Econpapers || Download paper | |
| 2017 | Large 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. Full description at Econpapers || Download paper | |
| 2017 | A Financial Conditions Index for the CEE economies. (2017). Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1145_17. Full description at Econpapers || Download paper | |
| 2017 | International 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Short 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. Full description at Econpapers || Download paper | |
| 2017 | Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17. Full description at Econpapers || Download paper | |
| 2018 | MetodologÃas semi-estructurales para estimar la Inflación básica mensual en Colombia. (2018). RodrÃÂguez N., Norberto ; Ramirez-Ramirez, Alejandra ; Rodriguez-Nio, Norberto. In: Borradores de Economia. RePEc:bdr:borrec:1040. Full description at Econpapers || Download paper | |
| 2017 | Common Factors of Commodity Prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working papers. RePEc:bfr:banfra:645. Full description at Econpapers || Download paper | |
| 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. Full description at Econpapers || Download paper | |
| 2017 | Monetary 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. Full description at Econpapers || Download paper | |
| 2018 | Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691. Full description at Econpapers || Download paper | |
| 2017 | Macro-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. Full description at Econpapers || Download paper | |
| 2017 | THE 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. Full description at Econpapers || Download paper | |
| 2017 | DIMENSIONS 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. Full description at Econpapers || Download paper | |
| 2017 | On 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. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2017 | Special 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. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2017 | Factor 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. Full description at Econpapers || Download paper | |
| 2017 | Transmission 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. Full description at Econpapers || Download paper | |
| 2017 | IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris . In: Working Papers. RePEc:bli:wpaper:1703. Full description at Econpapers || Download paper | |
| 2017 | Did Negative Interest Rates Impact Bank Lending?. (2017). Thornton, John ; Molyneux, Phil ; Reghezza, Alessio ; Xie, Rue . In: Working Papers. RePEc:bng:wpaper:17002. Full description at Econpapers || Download paper | |
| 2017 | Financial imbalances, crisis probability and monetary policy in Norway. (2017). Alstadheim, Ragna ; Vonen, Nikka Husom ; Robstad, Orjan. In: Working Paper. RePEc:bno:worpap:2017_21. Full description at Econpapers || Download paper | |
| 2017 | Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057. Full description at Econpapers || Download paper | |
| 2018 | Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064. Full description at Econpapers || Download paper | |
| 2017 | Do macro shocks matter for equities?. (2017). Theodoridis, Konstantinos ; Dison, Will . In: Bank of England working papers. RePEc:boe:boeewp:0692. Full description at Econpapers || Download paper | |
| 2017 | Should 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. Full description at Econpapers || Download paper | |
| 2018 | Developing an underlying inflation gauge for China. (2018). Amstad, Marlene ; Ma, Guonan ; Ye, Huan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_011. Full description at Econpapers || Download paper | |
| 2018 | Global Stock Return Comovements: Trends and Determinants. (2018). Inaba, Kei-Ichiro . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e07. Full description at Econpapers || Download paper | |
| 2017 | Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions. (2017). Pettenuzzo, Davide ; Korobilis, Dimitris ; Wang, Yudong ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:115. Full description at Econpapers || Download paper | |
| 2018 | One 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. Full description at Econpapers || Download paper | |
| 2017 | News, Noise and Oil Price Swings. (2017). Gambetti, Luca ; Moretti, Laura . In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/17. Full description at Econpapers || Download paper | |
| 2017 | Structural 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. Full description at Econpapers || Download paper | |
| 2017 | US 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Financial Stability in Europe: Banking and Sovereign Risk. (2017). KoÄenda, Evžen ; Bruha, Jan ; Kocenda, Even . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6453. Full description at Econpapers || Download paper | |
| 2018 | The Estimation of Reaction Functions under Tax Competition. (2018). Rivolta, Giulia ; Panteghini, Paolo ; Miniaci, Raffaele. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6928. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Imports with Information from Abroad. (2018). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7079. Full description at Econpapers || Download paper | |
| 2017 | Messung 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. Full description at Econpapers || Download paper | |
| 2018 | Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Working Papers. RePEc:cii:cepidt:2017-25. Full description at Econpapers || Download paper | |
| 2017 | Analyses 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. Full description at Econpapers || Download 2017 | 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. Full description at Econpapers || Download paper |
| 2017 | Barriers 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. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2017 | News, Uncertainty and Economic Fluctuations. (2017). Forni, Mario ; Sala, Luca ; Gambetti, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12139. Full description at Econpapers || Download paper | |
| 2018 | An approach to increasing forecast-combination accuracy through VAR error modeling. (2018). Wilfling, Bernd ; Weigt, Till. In: CQE Working Papers. RePEc:cqe:wpaper:6818. Full description at Econpapers || Download paper | |
| 2018 | Analyzing 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. Full description at Econpapers || Download paper | |
| 2017 | Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974. Full description at Econpapers || Download paper | |
| 2017 | Estimating 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. Full description at Econpapers || Download paper | |
| 2017 | Discovering 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. Full description at Econpapers || Download paper | |
| 2018 | Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623. Full description at Econpapers || Download paper | |
| 2017 | Aggregate 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. Full description at Econpapers || Download paper | |
| 2017 | Aggregate 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. Full description at Econpapers || Download paper | |
| 2018 | IDENTIFICATION 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. Full description at Econpapers || Download paper | |
| 2017 | US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701. Full description at Econpapers || Download paper | |
| 2017 | Using 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. Full description at Econpapers || Download paper | |
| 2018 | Nowcasting the New Turkish GDP. (2018). Soybilgen, Bara ; Yazgan, Ege . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00443. Full description at Econpapers || Download paper | |
| 2017 | Identification 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. Full description at Econpapers || Download paper | |
| 2017 | Optimal 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. Full description at Econpapers || Download paper | |
| 2018 | Real 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. Full description at Econpapers || Download 2017 | 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. Full description at Econpapers || Download paper |
| 2017 | Missing disinflation and missing inflation: the puzzles that arent. (2017). Jarociński, Marek ; BOBEICA, Elena ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20172000. Full description at Econpapers || Download paper | |
| 2017 | Low inflation and monetary policy in the euro area. (2017). Nobili, Andrea ; Neri, Stefano ; Conti, Antonio. In: Working Paper Series. RePEc:ecb:ecbwps:20172005. Full description at Econpapers || Download paper | |
| 2017 | Threshold 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. Full description at Econpapers || Download paper | |
| 2017 | If the Fed sneezes, who catches a cold?. (2017). Stracca, Livio ; Rivolta, Giulia ; Dedola, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20172050. Full description at Econpapers || Download paper | |
| 2017 | On 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. Full description at Econpapers || Download paper | |
| 2017 | Estimating the impact of shocks to bank capital in the euro area. (2017). Moccero, Diego ; Maurin, Laurent ; Martin, Reiner ; Kanngiesser, Derrick . In: Working Paper Series. RePEc:ecb:ecbwps:20172077. Full description at Econpapers || Download paper | |
| 2017 | Monetary 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. Full description at Econpapers || Download paper | |
| 2017 | Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112. Full description at Econpapers || Download paper | |
| 2018 | Detrending 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. Full description at Econpapers || Download paper | |
| 2018 | The evolving impact of global, region-specific and country-specific uncertainty. (2018). Musso, Alberto ; Mumtaz, Haroon. In: Working Paper Series. RePEc:ecb:ecbwps:20182147. Full description at Econpapers || Download paper | |
| 2017 | South 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. Full description at Econpapers || Download paper | |
| 2017 | Do 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. Full description at Econpapers || Download paper | |
| 2017 | Transformed 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. Full description at Econpapers || Download paper | |
| 2017 | DSGE pileups. (2017). Morris, Stephen D. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:56-86. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Lucrezia Reichlin has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Lucrezia Reichlin:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1993 | The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment. In: American Economic Review. [Full Text][Citation analysis] | article | 141 |
| 1993 | The dynamic effects of aggregate demand and supply disturbances: comment.(1993) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 141 | paper | |
| 2001 | The 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). [Full Text][Citation analysis] | paper | 4 |
| 2001 | A core inflation index for the euro area In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 41 |
| 2001 | A Core Inflation Index for the Euro Area.(2001) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2001 | A real time coincident indicator of the euro area business cycle In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 55 |
| 2005 | The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 436 |
| 2002 | The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2002) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 436 | paper | |
| 2003 | The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting.(2003) In: LEM Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 436 | paper | |
| 2005 | The generalised dynamic factor model: one sided estimation and forecasting.(2005) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 436 | paper | |
| 2010 | Monetary policy in exceptional times In: Economic Policy. [Full Text][Citation analysis] | article | 167 |
| 2010 | Monetary policy in exceptional times.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 167 | paper | |
| 2010 | Monetary policy in exceptional times.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 167 | paper | |
| 2014 | Exploiting the monthly data flow in structural forecasting In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Exploiting the monthly data-flow in structural forecasting.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2016 | Exploiting the monthly data flow in structural forecasting.(2016) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2014 | Exploiting the monthly data-flow in structural forecasting.(2014) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | Exploiting the monthly data flow in structural forecasting.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Monetary policy and banks in the euro area: the tale of two crises In: Special Conference Papers. [Full Text][Citation analysis] | paper | 25 |
| 2014 | Monetary Policy and Banks in the Euro Area: The Tale of Two Crises.(2014) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
| 1992 | Information In: CEP Discussion Papers. [Citation analysis] | paper | 3 |
| 2017 | Non-Standard Monetary Policy and Financial Stability In: ifo DICE Report. [Full Text][Citation analysis] | article | 0 |
| 2014 | Exceptional 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. [Full Text][Citation analysis] | paper | 1 |
| 1995 | Lets Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 50 |
| 2018 | A Model of the Feds View on Inflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | A model of the FEDs view on inflation.(2018) In: Sciences Po publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | A Model of the Fed’s View on Inflation.(2017) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1995 | Dynamic Common Factors in Large Cross-Sections In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 54 |
| 1996 | Dynamic Common Factors in Large Cross-Sections..(1996) In: Empirical Economics. [Citation analysis] This paper has another version. Agregated cites: 54 | article | |
| 1996 | Dynamic common factors in large cross-sections.(1996) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 1997 | National Policies and Local Economies: Europe and the United States In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
| 1999 | National policies and local economies: Europe and the United States.(1999) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 1999 | The Generalized Dynamic Factor Model: Identification and Estimation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 898 |
| 2000 | The Generalized Dynamic-Factor Model: Identification And Estimation.(2000) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 898 | article | |
| 2000 | The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 898 | paper | |
| 1999 | A Measure of Comovement for Economic Variables: Theory and Empirics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 191 |
| 2001 | A Measure Of Comovement For Economic Variables: Theory And Empirics.(2001) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | article | |
| 2001 | A measure of co-movement for economic variables: theory and empirics.(2001) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 191 | paper | |
| 2000 | Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
| 2001 | EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 120 |
| 2003 | EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has another version. Agregated cites: 120 | paper | |
| 2002 | Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 193 |
| 2003 | Do financial variables help forecasting inflation and real activity in the euro area?.(2003) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 193 | article | |
| 2003 | Do financial variables help forecasting inflation and real activity in the Euro area ?.(2003) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has another version. Agregated cites: 193 | paper | |
| 2002 | Factor Models in Large Cross-Sections of Time Series In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2003 | Factor models in large cross sections of time series.(2003) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2002 | Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 70 |
| 2002 | VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 52 |
| 2006 | VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | article | |
| 2004 | VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2006 | VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2003 | Opening the Black Box: Structural Factor Models versus Structural VARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
| 2005 | Monetary Policy in Real Time In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 155 |
| 2005 | Monetary Policy in Real Time.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
| 2005 | Monetary Policy in Real Time.(2005) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | chapter | |
| 2013 | Monetary policy in real time.(2013) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
| 2005 | Monetary policy in real time.(2005) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
| 2005 | Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 417 |
| 2006 | Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 417 | paper | |
| 2008 | Nowcasting: The real-time informational content of macroeconomic data.(2008) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 417 | article | |
| 2005 | Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2005) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 417 | paper | |
| 2007 | Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] This paper has another version. Agregated cites: 417 | paper | |
| 2006 | A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 226 |
| 2008 | A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 226 | paper | |
| 2006 | A quasi maximum likelihood approach for large approximate dynamic factor models.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 226 | paper | |
| 2012 | A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has another version. Agregated cites: 226 | paper | |
| 2012 | A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 226 | article | |
| 2006 | Does Information Help Recovering Structural Shocks from Past Observations? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 81 |
| 2006 | Does information help recovering structural shocks from past observations?.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
| 2006 | Does information help recovering structural shocks from past observations?.(2006) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | article | |
| 2006 | Does information help recovering structural shocks from past observations?.(2006) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
| 2006 | Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 240 |
| 2006 | Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 240 | paper | |
| 2008 | Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 240 | article | |
| 2006 | Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?.(2006) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 240 | paper | |
| 2007 | A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 203 |
| 2011 | A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 203 | article | |
| 2006 | A Two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2006) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 203 | paper | |
| 2011 | A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has another version. Agregated cites: 203 | paper | |
| 2011 | A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 203 | paper | |
| 2007 | Bayesian VARs with Large Panels In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 461 |
| 2008 | Large Bayesian VARs.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 461 | paper | |
| 2010 | Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 461 | article | |
| 2010 | Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 461 | paper | |
| 2007 | Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 95 |
| 2008 | Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
| 2008 | Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | article | |
| 2013 | Explaining the great moderation: it is not the shocks.(2013) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
| 2008 | Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 125 |
| 2008 | Short-term forecasts of euro area GDP growth.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 125 | paper | |
| 2008 | Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 125 | paper | |
| 2011 | Shortâ€term forecasts of euro area GDP growth.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 125 | article | |
| 2011 | Shortâ€term forecasts of euro area GDP growth.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 125 | article | |
| 2009 | Business Cycles in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 97 |
| 2008 | Business Cycles in the euro Area.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
| 2008 | Business Cycles in the Euro Area.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
| 2010 | Business Cycles in the Euro Area.(2010) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | chapter | |
| 1993 | Information, Forecasts and Measurement of the Business Cycle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
| 1994 | Information, forecasts, and measurement of the business cycle.(1994) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
| 1994 | Information, forecasts and measurement of the business cycle.(1994) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 1993 | Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 47 |
| 1994 | Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle.(1994) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
| 1994 | Diffusion of technical change and the decomposition of output into trend and cycle.(1994) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 2010 | Nowcasting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Nowcasting.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | Nowcasting.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | Market freedom and the global recession In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 93 |
| 2011 | Market freedom and the global recession.(2011) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 93 | paper | |
| 2010 | Market Freedom and the Global Recession.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 93 | paper | |
| 2011 | Market Freedom and the Global Recession.(2011) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 93 | article | |
| 1993 | Trends and Cycles in Labour Productivity in the Major OECD Countries In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 1993 | Trends and Cycles in Labour Productivity in the Major OECD Countries.(1993) In: OECD Economics Department Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 48 |
| 2010 | Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2010 | Nonâ€Standard Monetary Policy Measures.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2011 | Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2012 | The ECB and the Interbank Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 48 |
| 2012 | The ECB and the Interbank Market.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2012 | The ECB and the interbank market.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2012 | The ECB and the Interbank Market.(2012) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
| 2012 | Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
| 2012 | Money, Credit, Monetary Policy and the Business Cycle in the Euro Area.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
| 2012 | Now-casting and the real-time data flow In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 72 |
| 2012 | Now-Casting and the Real-Time Data Flow.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
| 2013 | Now-casting and the real-time data flow.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
| 2013 | Now-Casting and the Real-Time Data Flow.(2013) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | chapter | |
| 2013 | The ECB and the banks: the tale of two crises In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 243 |
| 2008 | Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 243 | paper | |
| 2007 | Opening the black box: structural factor models with large cross-sections.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 243 | paper | |
| 2007 | Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2007) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 243 | paper | |
| 2009 | Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 19 |
| 2009 | NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS.(2009) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2009 | Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators.(2009) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2006 | Trends and cycles in the euro area: how much heterogeneity and should we worry about it? In: Working Paper Series. [Full Text][Citation analysis] | paper | 121 |
| 2005 | Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?.(2005) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 121 | paper | |
| 2008 | Large Bayesian VARs In: Working Paper Series. [Full Text][Citation analysis] | paper | 73 |
| 2008 | Large Bayesian VARs.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
| 1991 | Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? In: Economic Journal. [Full Text][Citation analysis] | article | 5 |
| 1991 | Trend-cycle decompositions and measures of persistence: does time aggregation matter?.(1991) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 1989 | Segmented Trends and Non-stationary Time Series. In: Economic Journal. [Full Text][Citation analysis] | article | 95 |
| 1989 | Segmented trends and non-stationary time series.(1989) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
| 2008 | Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 1989 | Structural change and unit root econometrics In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 1989 | Structural change and unit roots econometrics.(1989) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2004 | The generalized dynamic factor model consistency and rates In: Journal of Econometrics. [Full Text][Citation analysis] | article | 141 |
| 2004 | The generalised dynamic factor model: consistency and rates.(2004) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 141 | paper | |
| 1994 | VAR analysis, nonfundamental representations, blaschke matrices In: Journal of Econometrics. [Full Text][Citation analysis] | article | 114 |
| 1994 | VAR analysis, non-fundamental representations, Blashke matrices.(1994) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 114 | paper | |
| 1991 | Real business cycle under test; A multi-country, multi-sector exercise : by Horst Entorf In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1994 | Common and uncommon trends and cycles In: European Economic Review. [Full Text][Citation analysis] | article | 11 |
| 1994 | Common and uncommon trends and cycles.(1994) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 1999 | Risk and potential insurance in Europe In: European Economic Review. [Full Text][Citation analysis] | article | 22 |
| 1999 | Risk and potential insurance in Europe.(1999) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2001 | Federal policies and local economies: Europe and the US In: European Economic Review. [Full Text][Citation analysis] | article | 74 |
| 2001 | Federal policies and local economies: Europe and the U.S..(2001) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
| 2009 | Comments on Forecasting economic and financial variables with global VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
| 2009 | Monetary analysis and monetary policy in the euro area 1999-2006 In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
| 1992 | On persistence of shocks to economic variables : A common misconception In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 9 |
| 1992 | On persistence of shocks to economic variables: a common misconception.(1992) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2015 | The Legacy Debt and the Joint Path of Public Deficit and Debt in the Euro Area In: European Economy - Discussion Papers 2015 -. [Full Text][Citation analysis] | paper | 2 |
| 2018 | A model of FEDS view on inflation In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] | paper | 0 |
| 2006 | The Thirteenth International Conference Financial Markets and the Real Economy in a Low Interest Rate Environment, Concluding Panel Discussion: Financial Markets and the Real Economy in a Low Interest In: Monetary and Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2005 | A Core Inflation Indicator for the Euro Area. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 58 |
| 2005 | A core inflation indicator for the Euro area.(2005) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
| 2017 | NBER International Seminar on Macroeconomics 2016 In: NBER Books. [Citation analysis] | book | 0 |
| 2014 | NBER International Seminar on Macroeconomics 2013 In: NBER Books. [Citation analysis] | book | 0 |
| 2008 | NBER International Seminar on Macroeconomics 2006 In: NBER Books. [Citation analysis] | book | 6 |
| 2010 | NBER International Seminar on Macroeconomics 2009 In: NBER Books. [Citation analysis] | book | 3 |
| 2005 | Comment on Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2007 | Comment on Global Forces and Monetary Policy Effectiveness In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2010 | Introduction to NBER International Seminar on Macroeconomics 2009 In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2010 | Comment on Globalization, the Business Cycle, and Macroeconomic Monitoring In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2013 | Introduction to NBER International Seminar on Macroeconomics 2013 In: NBER Chapters. [Citation analysis] | chapter | 0 |
| 2008 | Introduction to NBER International Seminar on Macroeconomics 2006 In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2009 | Comment on How Has the Euro Changed the Monetary Transmission Mechanism? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 2 |
| 1998 | Lets Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics In: Review of Economic Studies. [Full Text][Citation analysis] | article | 189 |
| 1998 | Lets get real: a factor analytical approach to disaggregated business cycle dynamics.(1998) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 189 | paper | |
| 1989 | Fluctuations et croissance en Europe : une analyse empirique In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 3 |
| 1989 | Fluctuations et croissance en Europe: une analyse empirique.(1989) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1989 | Taux de change et prix des importations : le cas des automobiles en Europe In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 5 |
| 1989 | Chômage et croissance en France et aux États-Unis. Une analyse de longue période In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 2 |
| 1989 | Chômage et croissance en France et aux Etats-Unis: une analyse de longue période.(1989) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1990 | Tchécoslovaquie In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 0 |
| 1990 | Laide aux pays de lEst : les leçons du plan Marshall In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 0 |
| 1990 | Laide aux pays de lEst: les leçons du Plan Marshall.(1990) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1991 | Mesure de la productivité et fluctuations économiques In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 2 |
| 1991 | Mesures de la productivité et fluctuations économiques.(1991) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1991 | Prix des matières premières : un test sur lhypothèse defficience des marchés In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 2 |
| 1992 | Les effets du taux dintérêt réel sur lactivité en France In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 0 |
| 1992 | Les effets du taux dintérêt réel sur lactivité en France.(1992) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1993 | Convergences nominale et réelle parmi les pays de la CE et de lAELE In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 2 |
| 1993 | Convergence nominale et réelle parmi les pays de la CE et de lAELE.(1993) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Nowcasting with Daily Data In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 5 |
| 2006 | What are shocks capturing in DSGE modelling? Structure versus misspecification. In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2018 | Une inflation faible pour longtemps ? In: Sciences Po publications. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The national segmentation of euro area bank balance sheets during the financial crisis In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 2010 | Introduction In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Comment In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2001 | Coincident and leading indicators for the Euro area In: ULB Institutional Repository. [Citation analysis] | paper | 114 |
| 1989 | Testing for structural change: discussion In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 2013 | Dynamic factor models for large panels of time series In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 2005 | The Euro area business cycle: stylized facts and measurement issues In: ULB Institutional Repository. [Citation analysis] | paper | 5 |
| 1998 | Convergences as distribution dynamics: discussion In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1996 | The Marshall Plan reconsidered In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1993 | Modelli del valore presente e eccesso di volatilità problemi di verifica empirica della teoria In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1992 | Exchange rates and import prices: evidence of pricing to market in the European car market In: ULB Institutional Repository. [Citation analysis] | paper | 6 |
| 1991 | Permanent and temporary fluctuations in macroeconomics In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1989 | Industrial employment in Italy: the consequences of shifts of union power in the seventies and eighties In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1989 | Broken trends, random walks and non-stationary cycles In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
| 1984 | Problemi di stima dellequazione del salario In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1999 | The economic crisis of the 1990s in Finland: discussion In: ULB Institutional Repository. [Citation analysis] | paper | 3 |
| 1999 | Real capital market integration in the EU: how far has it gone? What will the effect of the euro be? discussion In: ULB Institutional Repository. [Citation analysis] | paper | 3 |
| 1997 | The arms trade: discussion In: ULB Institutional Repository. [Citation analysis] | paper | 2 |
| 1997 | Les prix des matières premières: un test defficience des marchés In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1988 | Do women cause unemployment? Evidence from eight OECD countries In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1988 | Flessibilità e occupazione: commento In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1998 | Considerazioni su La Mano Invisibile di Ingrao e Israel In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1997 | Broken trends and random walks: the case of Italian unemployment In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1986 | Un approccio istituzionale alla determinazione del salario In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1984 | Il sistema di assicurazione alla disoccupazione negli Stati Uniti: descrizione del sistema e rassegna del dibattito teorico In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1989 | Comment In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 2008 | Did the Euro imply more correlation of cycles? In: ULB Institutional Repository. [Citation analysis] | paper | 13 |
| 2004 | Euro area and US recessions: 1970-2003 In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 13 |
| 2008 | Nowcasting: the real time informational content of macroeconomic data releases In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 34 |
| 2005 | Does information help recovering fundamental structural shocks from past observations? In: Macroeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2th 2018. Contact: CitEc Team