Lucrezia Reichlin : Citation Profile


Are you Lucrezia Reichlin?

London Business School (LBS) (50% share)
Centre for Economic Policy Research (CEPR) (50% share)

41

H index

57

i10 index

8847

Citations

RESEARCH PRODUCTION:

60

Articles

182

Papers

4

Books

15

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   37 years (1984 - 2021). See details.
   Cites by year: 239
   Journals where Lucrezia Reichlin has often published
   Relations with other researchers
   Recent citing documents: 453.    Total self citations: 93 (1.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pre102
   Updated: 2021-09-11    RAS profile: 2021-07-07    
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Relations with other researchers


Works with:

Ricco, Giovanni (20)

Caruso, Alberto (7)

Giannone, Domenico (5)

Lenza, Michele (4)

Pellegrino, Filippo (3)

Schoenmaker, Dirk (2)

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

Is cited by:

Marcellino, Massimiliano (323)

Forni, Mario (241)

Giannone, Domenico (201)

Kapetanios, George (194)

Gambetti, Luca (156)

Lippi, Marco (155)

Barigozzi, Matteo (142)

Hallin, Marc (139)

GUPTA, RANGAN (134)

Kabundi, Alain (121)

Lenza, Michele (116)

Cites to:

Giannone, Domenico (126)

Forni, Mario (116)

Lippi, Marco (81)

Watson, Mark (45)

Hallin, Marc (45)

Stock, James (38)

Lenza, Michele (26)

Ng, Serena (24)

Banbura, Marta (24)

Bai, Jushan (23)

Cristadoro, Riccardo (21)

Main data


Where Lucrezia Reichlin has published?


Journals with more than one article published# docs
Revue de l'OFCE9
European Economic Review5
Journal of Monetary Economics5
Journal of Econometrics5
NBER International Seminar on Macroeconomics4
Economic Journal3
The Review of Economics and Statistics3
Journal of Applied Econometrics2
Empirical Economics2
Review of Economic Studies2
Journal of the European Economic Association2

Working Papers Series with more than one paper published# docs
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles61
Working Paper Series / European Central Bank15
Working Papers ECARES / ULB -- Universite Libre de Bruxelles14
Sciences Po publications / Sciences Po7
Post-Print / HAL4
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area3
Documents de Travail de l'OFCE / Observatoire Francais des Conjonctures Economiques (OFCE)3
PSE-Ecole d'économie de Paris (Postprint) / HAL3
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL2
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics2
Macroeconomics / University Library of Munich, Germany2
Staff Reports / Federal Reserve Bank of New York2

Recent works citing Lucrezia Reichlin (2021 and 2020)


YearTitle of citing document
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

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2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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2021Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin. In: Working Papers. RePEc:afc:wpaper:08-21.

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2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103.

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2020Impact of manufacturing PMI on stock market index: A study on Turkey. (2020). Ozturk, Ozcan ; Osman, Asfia Binte ; Yanik, Ramazan. In: Journal of Administrative and Business Studies. RePEc:apb:jabsss:2020:p:104-108.

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2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2020Factor-Driven Two-Regime Regression. (2019). Shin, Youngki ; SEO, MYUNG HWAN ; Lee, Sokbae (Simon) ; Liao, Yuan. In: Papers. RePEc:arx:papers:1810.11109.

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2020Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

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2020Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (2019). Smeekes, Stephan ; Margaritella, Luca ; Hecq, Alain. In: Papers. RePEc:arx:papers:1902.10991.

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2020Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2020Identifiability of Structural Singular Vector Autoregressive Models. (2019). Braumann, Alexander ; Funovits, Bernd. In: Papers. RePEc:arx:papers:1910.04096.

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2021Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data. (2019). Bai, Jushan ; Ng, Serena. In: Papers. RePEc:arx:papers:1910.06677.

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2020Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273.

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2020Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

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2020Regularized Estimation of High-dimensional Factor-Augmented Autoregressive (FAVAR) Models. (2019). Michailidis, George ; Lin, Jiahe. In: Papers. RePEc:arx:papers:1912.04146.

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2021Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307.

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2021Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04346.

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2020Gaussian process imputation of multiple financial series. (2020). Tobar, Felipe ; Cuevas, Alejandro ; de Wolff, Taco. In: Papers. RePEc:arx:papers:2002.05789.

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2020Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555.

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2020Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066.

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2020Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2004.04984.

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2020Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation. (2020). van Beek, Misha. In: Papers. RePEc:arx:papers:2004.09042.

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2020Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092.

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2021Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535.

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2020Modeling High-Dimensional Unit-Root Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2005.03496.

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2020Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897.

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2020Machine learning time series regressions with an application to nowcasting. (2020). Babii, Andrii ; Striaukas, Jonas ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2005.14057.

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2021The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

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2021Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession. (2020). Diebold, Francis X. In: Papers. RePEc:arx:papers:2006.15183.

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2021When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273.

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2020Variable Selection in Macroeconomic Forecasting with Many Predictors. (2020). Yu, Cindy ; Zhu, Zhengyuan ; Wang, Zhenzhong. In: Papers. RePEc:arx:papers:2007.10160.

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2020Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

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2021The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2020Simpler Proofs for Approximate Factor Models of Large Dimensions. (2020). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2008.00254.

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2021Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714.

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2020How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477.

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2021Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2020The Impact of COVID-19 and Policy Responses on Australian Income Distribution and Poverty. (2020). Vidyattama, Yogi ; Sologon, Denisa ; Li, Jinjing ; Miranti, Riyana ; La, Hai Anh. In: Papers. RePEc:arx:papers:2009.04037.

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2020Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103.

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2020The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data. (2020). , Weinan ; Huang, Guanhua ; Pang, Yue ; Yang, Yucheng. In: Papers. RePEc:arx:papers:2010.05172.

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2020Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

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2021Instrumental Variable Identification of Dynamic Variance Decompositions. (2020). Wolf, Christian K ; Plagborg-Moller, Mikkel. In: Papers. RePEc:arx:papers:2011.01380.

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2020A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2011.09029.

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2020Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2020Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2020The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2020). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Papers. RePEc:arx:papers:2012.14693.

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2021A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; Gonz, Graciela ; L'Opez, Jes'Us. In: Papers. RePEc:arx:papers:2101.10383.

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2021Nonstationary Portfolios: Diversification in the Spectral Domain. (2021). Stankovic, Ljubisa ; Mandic, Danilo P ; Scalzo, Bruno ; Arroyo, Alvaro. In: Papers. RePEc:arx:papers:2102.00477.

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2021Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780.

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2021Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions. (2021). Ng, Serena ; Bai, Jushan ; Cahan, Ercument. In: Papers. RePEc:arx:papers:2103.03045.

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2021Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626.

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2021Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127.

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2021A News-based Machine Learning Model for Adaptive Asset Pricing. (2021). Wells, Martin T ; Wu, Haoxuan ; Zhu, Liao. In: Papers. RePEc:arx:papers:2106.07103.

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2021Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM). (2021). Hopp, Daniel. In: Papers. RePEc:arx:papers:2106.08901.

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2021Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2106.10844.

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2020The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339.

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2021Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19. (2021). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:21-2.

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2020A Data-Rich Measure of Underlying Inflation for Brazil. (). Ramos, Fernando Ryu ; Nadal, Raquel ; da Gama, Vicente . In: Working Papers Series. RePEc:bcb:wpaper:516.

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2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

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2021Nowcast of Macroeconomic Aggregates in Argentina: Comparing the Predictive Capacity of Different Models. (2021). Garegnani, Lorena ; Dogliolo, Fiorella ; Damato, Laura ; Blanco, Emilio. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202190.

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2020The use of BVARs in the analysis of emerging economies. (2020). Martinez-Martin, Jaime ; Kataryniuk, Ivan ; Guirola, Luis ; Estrada, Angel. In: Occasional Papers. RePEc:bde:opaper:2001.

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2021A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2021). Molina, Luis ; Campos, Rodolfo ; Berganza, Juan Carlos ; Andres-Escayola, Erik. In: Occasional Papers. RePEc:bde:opaper:2114.

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2020Keeping track of global trade in real time. (2020). Martinez-Martin, Jaime ; Rusticelli, Elena. In: Working Papers. RePEc:bde:wpaper:2019.

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2020Alternative measures of underlying inflation in the euro area. (2020). Conflitti, Cristina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_593_20.

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2020The economic drivers of volatility and uncertainty. (2020). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1285_20.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2020Effects of foreign participation in the colombian local public debt market on domestic financial conditions. (2020). Vargas-Herrera, Hernando ; Romero, Jose ; Murcia, Andrés ; Cardozo, Pamela. In: Borradores de Economia. RePEc:bdr:borrec:1115.

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2021Labor Market Indicator for Colombia (LMI). (2021). Ramos-Veloza, Mario ; Cristiano-Botia, Deicy J ; Hernandez-Bejarano, Manuel Dario. In: Borradores de Economia. RePEc:bdr:borrec:1152.

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2020FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

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2020Use of Machine Learning Methods to Forecast Investment in Russia. (2020). Gareev, Mikhail. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:35-56.

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2021FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES. (2021). Mamedli, Mariam ; Shibitov, Denis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps70.

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2020Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic. (2020). Wong, Benjamin ; Caggiano, Giovanni ; Anderson, Heather ; Vahid, Farshid. In: Australian Economic Review. RePEc:bla:ausecr:v:53:y:2020:i:3:p:402-414.

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2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293.

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2020On the Time‐Varying Effects of Economic Policy Uncertainty on the US Economy. (2020). Schlosser, Alexander ; Pruser, Jan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:1217-1237.

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2020Bayesian network models for incomplete and dynamic data. (2020). Scutari, Marco. In: Statistica Neerlandica. RePEc:bla:stanee:v:74:y:2020:i:3:p:397-419.

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2020News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Paper. RePEc:bno:worpap:2020_14.

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2020News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Papers. RePEc:bny:wpaper:0091.

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2021Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100.

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2020Global financial cycles since 1880. (2020). Wolters, Maik ; Potjagailo, Galina. In: Bank of England working papers. RePEc:boe:boeewp:0867.

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2021Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2021Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Kalamara, Eleni ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0923.

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2020A Suggestion for a Dynamic Multi Factor Model (DMFM). (2020). Tavlas, George ; Hall, Stephen ; Gibson, Heather D. In: Working Papers. RePEc:bog:wpaper:282.

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2020The macroeconomic impact of shocks to bank capital buffers in the Euro Area. (2020). Moccero, Diego ; Laurent, Maurin ; Reiner, Martin ; Derrick, Kanngiesser ; Diego, Moccero. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:1:p:17:n:15.

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2020Constrained interest rates and changing dynamics at the zero lower bound. (2020). Strachan, Rodney ; Kaufmann, Daniel ; Baeurle, Gregor ; Rodney, Strachan ; Sylvia, Kaufmann ; Daniel, Kaufmann ; Gregor, Baurle. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:26:n:3.

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2021Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7.

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2021Markov Switching Panel with Endogenous Synchronization Effects. (2021). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; Agudze, Komla M. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps82.

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2020Balance Sheet Policies in a Large Currency Union: A Primer on ECB Non-Standard Measures since 2014. (2020). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu ; Darracq-Paris, Matthieu. In: Revue d'économie politique. RePEc:cai:repdal:redp_302_0171.

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2020Optimal Feasible Expectations in Economics and Finance. (2020). Lake, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20105.

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2020Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?. (2020). Cristea, R G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20108.

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2020Nonlinear Business Cycle and Optimal Policy: A VSTAR Perspective. (2020). Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8060.

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2020Tracking and Predicting the German Economy: ifo vs. PMI. (2020). Reif, Magnus ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8145.

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2020Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8178.

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2020News Media vs. FRED-MD for Macroeconomic Forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8639.

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2020A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8656.

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2021On the Use of Current or Forward-Looking Data in Monetary Policy: A Behavioural Macroeconomic Approach. (2021). De Grauwe, Paul ; Ji, Yuemei ; DeGrauwe, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8853.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020ifo Handbuch der Konjunkturumfragen. (2020). Wohlrabe, Klaus ; Sauer, Stefan. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:88.

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2020Measuring Macroeconomic Uncertainty in Germany. (2018). Stöckli, Marc ; Grimme, Christian ; Stockli, Marc. In: CESifo Forum. RePEc:ces:ifofor:v:19:y:2018:i:1:p:46-50.

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2020ifoCAST: Der neue Prognosestandard des ifo Instituts. (2020). Wollmershäuser, Timo ; Lehmann, Robert ; Wollmershauser, Timo ; Reif, Magnus. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:11:p:31-39.

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2020ifo Konjunkturprognose Winter 2020: Das Coronavirus schlägt zurück – erneuter Shutdown bremst Konjunktur ein zweites Mal aus. (2020). Link, Sebastian ; Lehmann, Robert ; Göttert, Marcell ; Grimme, Christian ; Gottert, Marcell ; Sandqvist, Pauliina ; Wollmershauser, Timo ; Reif, Magnus ; Rathje, Ann-Christin ; Mohrle, Sascha ; Menkhoff, Manuel ; Sauer, Stefan ; Wolf, Anna ; Lautenbacher, Stefan ; Stockli, Marc. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:sonderausgabe:p:03-61.

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Proyección de la Inflación en Chile con Métodos de Machine Learning. (2020). Zilberman, Eduardo ; Molina, Carlos ; Leal, Felipe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:860.

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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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article153
1993The dynamic effects of aggregate demand and supply disturbances: comment.(1993) In: ULB Institutional Repository.
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paper
2017A Model of the Fed’s View on Inflation In: Economic Research Papers.
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paper12
2020A Model of the Feds View on Inflation.(2020) In: Papers.
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This paper has another version. Agregated cites: 12
paper
2018A Model of the Feds View on Inflation.(2018) In: CEPR Discussion Papers.
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paper
2018A model of FEDS view on inflation.(2018) In: Documents de Travail de l'OFCE.
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paper
2018A model of the FEDs view on inflation.(2018) In: Sciences Po publications.
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paper
2017A Model of the Fed’s View on Inflation.(2017) In: The Warwick Economics Research Paper Series (TWERPS).
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paper
2001The construction of coincident and leading indicators for the euro area business cycler of the euro area business cycle In: Temi di discussione (Economic working papers).
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paper4
2001A core inflation index for the euro area In: Temi di discussione (Economic working papers).
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paper41
2001A Core Inflation Index for the Euro Area.(2001) In: CEPR Discussion Papers.
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paper
2001A real time coincident indicator of the euro area business cycle In: Temi di discussione (Economic working papers).
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paper60
2005The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association.
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article529
2002The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2002) In: CEPR Discussion Papers.
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paper
2003The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting.(2003) In: LEM Papers Series.
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paper
2005The generalised dynamic factor model: one sided estimation and forecasting.(2005) In: ULB Institutional Repository.
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paper
2021Monetary-Fiscal Crosswinds in the European Monetary Union In: BIS Working Papers.
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paper0
2014Exploiting the monthly data flow in structural forecasting In: Bank of England working papers.
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paper11
2014Exploiting the monthly data-flow in structural forecasting.(2014) In: Discussion Papers.
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paper
2016Exploiting the monthly data flow in structural forecasting.(2016) In: Journal of Monetary Economics.
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article
2014Exploiting the monthly data-flow in structural forecasting.(2014) In: LSE Research Online Documents on Economics.
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paper
2015Exploiting the monthly data flow in structural forecasting.(2015) In: Staff Reports.
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This paper has another version. Agregated cites: 11
paper
2013Monetary policy and banks in the euro area: the tale of two crises In: Special Conference Papers.
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paper38
2014Monetary Policy and Banks in the Euro Area: The Tale of Two Crises.(2014) In: Journal of Macroeconomics.
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article
1992Information In: CEP Discussion Papers.
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paper3
2017Non-Standard Monetary Policy and Financial Stability In: ifo DICE Report.
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article0
2014Exceptional policies for exceptional times: The ECBs response to the rolling crises of the Euro Area, and how it has brought us towards a new grand bargain In: CEPR Discussion Papers.
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paper4
1995Lets Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle In: CEPR Discussion Papers.
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paper48
1995Dynamic Common Factors in Large Cross-Sections In: CEPR Discussion Papers.
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paper60
1996Dynamic Common Factors in Large Cross-Sections..(1996) In: Empirical Economics.
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article
1996Dynamic common factors in large cross-sections.(1996) In: ULB Institutional Repository.
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paper
2018Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different In: CEPR Discussion Papers.
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paper0
2019Financial and fiscal interaction in the Euro Area crisis: This time was different.(2019) In: European Economic Review.
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article
2019Financial and fiscal interaction in the euro area crisis : this time was different.(2019) In: Documents de Travail de l'OFCE.
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paper
2019Financial and fiscal interaction in the Euro Area crisis: This time was different.(2019) In: Sciences Po publications.
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paper
2019Financial and fiscal interaction int the euro area crisis : this time was different.(2019) In: Sciences Po publications.
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paper
2018Financial and Fiscal Interaction in the Euro Area Crisis : This Time was Different.(2018) In: The Warwick Economics Research Paper Series (TWERPS).
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paper
2020Financial Variables as Predictors of Real Growth Vulnerability In: CEPR Discussion Papers.
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paper4
2020Financial Variables as Predictors of Real Growth Vulnerability.(2020) In: Documents de Travail de l'OFCE.
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paper
2020Financial Variables as Predictors of Real Growth Vulnerability.(2020) In: Sciences Po publications.
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paper
2020Financial variables as predictors of real growth vulnerability.(2020) In: Discussion Papers.
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paper
2020Nowcasting German GDP In: CEPR Discussion Papers.
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paper1
1997National Policies and Local Economies: Europe and the United States In: CEPR Discussion Papers.
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paper29
1999National policies and local economies: Europe and the United States.(1999) In: ULB Institutional Repository.
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paper
1999The Generalized Dynamic Factor Model: Identification and Estimation In: CEPR Discussion Papers.
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paper1130
2000The Generalized Dynamic-Factor Model: Identification And Estimation.(2000) In: The Review of Economics and Statistics.
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article
2000The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository.
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paper
1999A Measure of Comovement for Economic Variables: Theory and Empirics In: CEPR Discussion Papers.
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paper229
2001A Measure Of Comovement For Economic Variables: Theory And Empirics.(2001) In: The Review of Economics and Statistics.
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article
2001A measure of co-movement for economic variables: theory and empirics.(2001) In: ULB Institutional Repository.
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paper
2000Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers.
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paper40
2001EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers.
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paper134
2003EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE.(2003) In: Computing in Economics and Finance 2003.
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paper
2002Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? In: CEPR Discussion Papers.
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paper228
2003Do financial variables help forecasting inflation and real activity in the euro area?.(2003) In: Journal of Monetary Economics.
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article
2003Do financial variables help forecasting inflation and real activity in the Euro area ?.(2003) In: ULB Institutional Repository.
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paper
2002Factor Models in Large Cross-Sections of Time Series In: CEPR Discussion Papers.
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paper10
2003Factor models in large cross sections of time series.(2003) In: ULB Institutional Repository.
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paper
2002Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited In: CEPR Discussion Papers.
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paper72
2002VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models In: CEPR Discussion Papers.
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paper57
2006VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: Journal of Econometrics.
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article
2004VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models.(2004) In: Working Papers.
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paper
2006VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: ULB Institutional Repository.
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paper
2003Opening the Black Box: Structural Factor Models versus Structural VARs In: CEPR Discussion Papers.
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paper46
2005Monetary Policy in Real Time In: CEPR Discussion Papers.
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paper167
2005Monetary Policy in Real Time.(2005) In: Working Papers.
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paper
2005Monetary Policy in Real Time.(2005) In: NBER Chapters.
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chapter
2013Monetary policy in real time.(2013) In: ULB Institutional Repository.
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paper
2005Monetary policy in real time.(2005) In: ULB Institutional Repository.
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paper
2005Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases In: CEPR Discussion Papers.
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paper612
2006Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2006) In: Working Paper Series.
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paper
2008Nowcasting: The real-time informational content of macroeconomic data.(2008) In: Journal of Monetary Economics.
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article
2005Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2005) In: Finance and Economics Discussion Series.
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paper
2007Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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paper
2006A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models In: CEPR Discussion Papers.
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paper300
2008A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models.(2008) In: Working Papers ECARES.
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paper
2006A quasi maximum likelihood approach for large approximate dynamic factor models.(2006) In: Working Paper Series.
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paper
2012A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper
2012A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: Post-Print.
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paper
2012A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: PSE-Ecole d'économie de Paris (Postprint).
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paper
2012A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: The Review of Economics and Statistics.
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article
2006Does Information Help Recovering Structural Shocks from Past Observations? In: CEPR Discussion Papers.
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paper97
2006Does information help recovering structural shocks from past observations?.(2006) In: Working Paper Series.
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paper
2006Does information help recovering structural shocks from past observations?.(2006) In: Journal of the European Economic Association.
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article
2006Does information help recovering structural shocks from past observations?.(2006) In: ULB Institutional Repository.
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paper
2006Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? In: CEPR Discussion Papers.
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paper319
2006Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?.(2006) In: Working Paper Series.
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paper
2008Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?.(2008) In: Journal of Econometrics.
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article
2006Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?.(2006) In: Discussion Paper Series 1: Economic Studies.
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paper
2007A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering In: CEPR Discussion Papers.
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paper282
2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Journal of Econometrics.
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article
2006A Two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2006) In: THEMA Working Papers.
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paper
2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper
2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Post-Print.
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paper
2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Post-Print.
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paper
2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: PSE-Ecole d'économie de Paris (Postprint).
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paper
2007Bayesian VARs with Large Panels In: CEPR Discussion Papers.
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paper685
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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2010Large Bayesian vector auto regressions.(2010) 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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paper108
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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2008Explaining the great moderation: it is not the shocks.(2008) In: ULB Institutional Repository.
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2008Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers.
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paper152
2008Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES.
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paper
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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article
2011Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
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article
2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
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paper111
2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
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2010Business Cycles in the Euro Area.(2010) In: NBER Chapters.
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chapter
2008Business Cycles in the Euro Area.(2008) In: NBER Working Papers.
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1993Information, Forecasts and Measurement of the Business Cycle In: CEPR Discussion Papers.
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paper44
1994Information, forecasts, and measurement of the business cycle.(1994) In: Journal of Monetary Economics.
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article
1994Information, forecasts and measurement of the business cycle.(1994) In: ULB Institutional Repository.
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2010Monetary policy in exceptional times In: CEPR Discussion Papers.
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paper173
2010Monetary policy in exceptional times.(2010) In: Working Paper Series.
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2010Monetary policy in exceptional times.(2010) In: Economic Policy.
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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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paper53
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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paper2
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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paper107
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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2011Market freedom and the global recession.(2011) In: ULB Institutional Repository.
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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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paper53
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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paper70
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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2012Now-casting and the real-time data flow In: CEPR Discussion Papers.
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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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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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2005Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?.(2005) In: Macroeconomics.
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2008Large Bayesian VARs In: Working Paper Series.
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2008Large Bayesian VARs.(2008) In: Working Papers ECARES.
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2019Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? In: Working Paper Series.
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2019Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?.(2019) In: Staff Reports.
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2019Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?.(2019) In: International Journal of Central Banking.
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1991Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? In: Economic Journal.
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1999Risk and potential insurance in Europe.(1999) In: ULB Institutional Repository.
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1989Chômage et croissance en France et aux États-Unis. Une analyse de longue période In: Revue de l'OFCE.
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1991Prix des matières premières : un test sur lhypothèse defficience des marchés In: Revue de l'OFCE.
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1992Les effets du taux dintérêt réel sur lactivité en France In: Revue de l'OFCE.
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1992Les effets du taux dintérêt réel sur lactivité en France.(1992) In: ULB Institutional Repository.
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