Lucrezia Reichlin : Citation Profile

Are you Lucrezia Reichlin?

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

45

H index

65

i10 index

11379

Citations

RESEARCH PRODUCTION:

62

Articles

192

Papers

4

Books

15

Chapters

RESEARCH ACTIVITY:

   39 years (1984 - 2023). See details.
   Cites by year: 291
   Journals where Lucrezia Reichlin has often published
   Relations with other researchers
   Recent citing documents: 419.    Total self citations: 98 (0.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pre102
   Updated: 2023-11-04    RAS profile: 2022-10-26    
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Relations with other researchers

Works with:

Ricco, Giovanni (29)

Caruso, Alberto (10)

Lenza, Michele (3)

Giannone, Domenico (3)

Pellegrino, Filippo (2)

Benassy-Quere, Agnès (2)

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 (397)

Forni, Mario (279)

Giannone, Domenico (255)

Kapetanios, George (220)

Lippi, Marco (192)

Gambetti, Luca (185)

Barigozzi, Matteo (169)

Hallin, Marc (161)

Lenza, Michele (147)

GUPTA, RANGAN (146)

Luciani, Matteo (134)

Cites to:

Giannone, Domenico (173)

Forni, Mario (128)

Lippi, Marco (89)

Watson, Mark (59)

Lenza, Michele (53)

Hallin, Marc (49)

Stock, James (45)

Cristadoro, Riccardo (31)

Marcellino, Massimiliano (31)

Banbura, Marta (28)

Pill, Huw (26)

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
The Review of Economics and Statistics4
NBER International Seminar on Macroeconomics4
Economic Journal3
Review of Economic Studies2
Empirical Economics2
Journal of the European Economic Association2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles61
CEPR Discussion Papers / C.E.P.R. Discussion Papers40
Working Paper Series / European Central Bank15
Working Papers ECARES / ULB -- Universite Libre de Bruxelles13
Post-Print / HAL8
Sciences Po publications / Sciences Po7
Working Papers / HAL5
Documents de Travail de l'OFCE / Observatoire Francais des Conjonctures Economiques (OFCE)3
PSE-Ecole d'conomie de Paris (Postprint) / HAL3
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area3
Staff Reports / Federal Reserve Bank of New York2
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2
Papers / arXiv.org2
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics2
Macroeconomics / University Library of Munich, Germany2

Recent works citing Lucrezia Reichlin (2023 and 2022)

YearTitle of citing document
2022Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10.

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2022THE RELATION BETWEEN INNOVATIVE POLICY INSTRUMENTS AND SMES RESILIENCE: CONCEPTUAL ANALYSIS. (2022). Ez-Zarzari, Zakaria ; Chati, Adam ; Cheikh, Mohsine Ait ; Msady, Adil. In: Eastern European Journal for Regional Studies (EEJRS). RePEc:aem:journl:v:8:y:2022:i:2:p:50-67.

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2023German Real Estate Index (GREIX). (2023). Zdrzalek, Jonas ; Schularick, Moritz ; Dohmen, Martin ; Amaral, Francisco. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:231.

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2022Quasi 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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2022Large 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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2023Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555.

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2022Bayesian 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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2022Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611.

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2022Real-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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2022When 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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2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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2022Are 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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2023The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2022Developments 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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2022Rank Determination in Tensor Factor Model. (2022). Zhang, Cun-Hui ; Chen, Rong. In: Papers. RePEc:arx:papers:2011.07131.

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2022Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780.

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2022Factor-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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2023Performance 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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2023Approximate Factor Models with Weaker Loadings. (2021). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2109.03773.

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2023Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998.

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2022Linear Panel Regressions with Two-Way Unobserved Heterogeneity. (2021). Weidner, Martin ; Freeman, Hugo. In: Papers. RePEc:arx:papers:2109.11911.

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2023Equity--Linked Life Insurances on Maximum of Several Assets. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038.

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2023Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000.

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2022Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149.

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2023Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012.

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2022Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310.

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2022Benchmarking Econometric and Machine Learning Methodologies in Nowcasting. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2205.03318.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

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2022Economic activity and climate change. (2022). Ruiz, Esther ; Rodr, Vladimir ; Poncela, Pilar ; de Juan, Ar'Anzazu. In: Papers. RePEc:arx:papers:2206.03187.

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2022Nowcasting the Portuguese GDP with Monthly Data. (2022). Fernandes, Pedro Afonso ; Assunccao, Joao B. In: Papers. RePEc:arx:papers:2206.06823.

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2022Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988.

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2022LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794.

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2023Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2022Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948.

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2023Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2022Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach. (2022). Ciganovic, Milos ; D'Amario, Federico. In: Papers. RePEc:arx:papers:2210.00883.

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2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2022Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205.

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2022Eigenvalue tests for the number of latent factors in short panels. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2210.16042.

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2023Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2023On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2022). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2022Spectral and post-spectral estimators for grouped panel data models. (2022). Manresa, Elena ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:2212.13324.

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2023When it counts -- Econometric identification of the basic factor model based on GLT structures. (2023). Lopes, Hedibert Freitas ; Hosszejni, Darjus ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2301.06354.

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2023Multidimensional dynamic factor models. (2023). Pellegrino, Filippo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2301.12499.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2023sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125.

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2023GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2023). Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805.

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2023Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618.

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2023Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256.

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2023Parameter Estimation Methods of Required Rate of Return. (2023). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2305.19708.

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2023Optimization of the Generalized Covariance Estimator in Noncausal Processes. (2023). Jasiak, Joann ; Hecq, Alain ; Cubadda, Gianluca ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2306.14653.

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2023Robust Impulse Responses using External Instruments: the Role of Information. (2023). Mazzali, Marco ; Franconi, Alessandro ; Brignone, Davide. In: Papers. RePEc:arx:papers:2307.06145.

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2023Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2023Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067.

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2023Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2023). Pipiras, Vladas ; Fisher, Zachary F ; Kim, Younghoon. In: Papers. RePEc:arx:papers:2307.10454.

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2023Forecasting inflation using disaggregates and machine learning. (2023). Medeiros, Marcelo C ; Boaretto, Gilberto. In: Papers. RePEc:arx:papers:2308.11173.

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2022Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12.

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2022Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10.

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2022Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models. (2022). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Working Papers Series. RePEc:bcb:wpaper:561.

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2022Nowcasting Brazilian GDP with Electronic Payments Data. (2022). Cesar, Raquel Nadal. In: Working Papers Series. RePEc:bcb:wpaper:564.

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2023Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574.

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2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

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2022.

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2022The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting. (2022). Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, Marina ; Rauh, Cristopher ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:2232.

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2023Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23.

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2022Exchange rate pass-through in small, open, commodity-exporting economies: lessons from Canada. (2022). Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1368_22.

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2023Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03.

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2023Simulation stochastique du modèle FR-BDF et évaluation de lincertitude entourant les prévisions conditionnelles. (2023). Matthieu, Lemoine ; Anastasia, Zhutova ; Harry, Turunen. In: Working papers. RePEc:bfr:banfra:920.

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2022Monetary Policy, Labor Income Redistribution and the Credit Channel: Evidence from Matched Employer-Employee and Credit Registers. (2022). Supera, Dominik ; Peydro, Jose-Luis ; Panetti, Ettore ; Mendicino, Caterina ; Jaova, Martina. In: Working Papers. RePEc:bge:wpaper:1338.

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2022Estimation of the Impact of Global Shocks on the Russian Economy and GDP Nowcasting Using a Factor Model. (2022). Lomonosov, Daniil ; Zubarev, Andrey ; Rybak, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:49-78.

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2022Assessment of Monthly GDP Growth Using Temporal Disaggregation Methods. (2022). Zhemkov, Michael. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:79-104.

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2022Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay. (2022). Alvarez, Santiago Etchegaray. In: Documentos de trabajo. RePEc:bku:doctra:2022004.

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2023Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767.

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2022Monetary integration in West Africa: Are business cycles converging?. (2022). Dioum, Sokhna Bousso ; Gammadigbe, Vigninou. In: African Development Review. RePEc:bla:afrdev:v:34:y:2022:i:1:p:68-80.

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2023Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia. (2023). Hartigan, Luke ; Wright, Michelle. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:253-287.

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2022Economic Sentiment and Aggregate Activity: A Tale of Two European Cycles. (2022). Sorić, Petar ; Lolić, Ivana ; Logarui, Marija. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:2:p:445-462.

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2023Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246.

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2023.

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2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

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2022Business cycles, financial conditions, and nonlinearities. (2022). Mendieta-Muñoz, Ivan ; Mendietamuoz, Ivan ; Sundal, Douhan. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:2:p:343-383.

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2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400.

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2022Monetary Policy and Corporate Debt Structure. (2022). Szczerbowicz, Urszula ; Lhuissier, Stephane. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:497-515.

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2022Loans to Different Groups and Economic Activity at Times of Crisis and Growth. (2022). Cafiso, Gianluca. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:594-623.

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2022A Guide to Autoregressive Distributed Lag Models for Impulse Response Estimations. (2022). Lee, Byoungchan ; Baek, Chaewon. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:5:p:1101-1122.

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2023One size may not fit all: Financial fragmentation and European monetary policies. (2023). Gimet, Céline ; Gagnon, Mariehelene. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:305-340.

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2022Backcasting world trade growth using data reduction methods. (2022). Darné, Olivier ; Charles, Amelie. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:10:p:3169-3191.

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2022Economic performance in Africa: The role of fragile financial system. (2022). Inekwe, John Nkwoma. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:6:p:1910-1936.

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2023Did monetary policy kill the Phillips Curve? Some simple arithmetics. (2023). Vaccaro-Grange, Etienne ; Furlanetto, Francesco ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2023_2.

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2022Forecasting 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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2022Constructing GDP Nowcasting Models Using Alternative Data. (2022). Nakazawa, Takashi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e09.

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2022A Nowcasting Model of Exports Using Maritime Big Data. (2022). Hisano, Ryohei ; Furukawa, Kakuho. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e19.

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2022Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration. (2022). Yasutomo, MURASAWA . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:26:y:2022:i:3:p:387-415:n:4.

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2022A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). Wu, J ; Tang, H ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2237.

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2022A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). Tang, H ; Linton, O B ; Wu, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:camjip:2214.

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Works by Lucrezia Reichlin:

YearTitleTypeCited
1993The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment. In: American Economic Review.
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1993The dynamic effects of aggregate demand and supply disturbances: comment.(1993) In: ULB Institutional Repository.
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2017A Model of the Fed’s View on Inflation In: Economic Research Papers.
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2018A Model of the Feds View on Inflation.(2018) In: CEPR Discussion Papers.
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2018A model of FEDS view on inflation.(2018) In: Documents de Travail de l'OFCE.
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2022A Model of the Feds View on Inflation.(2022) In: The Review of Economics and Statistics.
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2017A Model of the Fed’s View on Inflation.(2017) In: The Warwick Economics Research Paper Series (TWERPS).
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2023Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices In: Papers.
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2001The construction of coincident and leading indicators for the euro area business cycler of the euro area business cycle In: Temi di discussione (Economic working papers).
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2001A core inflation index for the euro area In: Temi di discussione (Economic working papers).
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2001A Core Inflation Index for the Euro Area.(2001) In: CEPR Discussion Papers.
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2001A real time coincident indicator of the euro area business cycle In: Temi di discussione (Economic working papers).
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2005The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association.
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2021Monetary-Fiscal Crosswinds in the European Monetary Union In: BIS Working Papers.
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2014Exploiting the monthly data flow in structural forecasting In: Bank of England working papers.
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2014Exploiting the monthly data-flow in structural forecasting.(2014) In: Discussion Papers.
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2016Exploiting the monthly data flow in structural forecasting.(2016) In: Journal of Monetary Economics.
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2014Exploiting the monthly data-flow in structural forecasting.(2014) In: LSE Research Online Documents on Economics.
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2015Exploiting the monthly data flow in structural forecasting.(2015) In: Staff Reports.
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2013Monetary policy and banks in the euro area: the tale of two crises In: Special Conference Papers.
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1992Information In: CEP Discussion Papers.
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2017Non-Standard Monetary Policy and Financial Stability In: ifo DICE Report.
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2014Exceptional policies for exceptional times: The ECBs response to the rolling crises of the Euro Area, and how it has brought us towards a new grand bargain In: CEPR Discussion Papers.
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1995Lets Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle In: CEPR Discussion Papers.
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1995Dynamic Common Factors in Large Cross-Sections In: CEPR Discussion Papers.
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2018Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different In: CEPR Discussion Papers.
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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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2019Financial and fiscal interaction in the Euro Area crisis: This time was different.(2019) In: Post-Print.
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2019Financial and fiscal interaction in the Euro Area crisis: This time was different.(2019) In: Sciences Po publications.
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1997National Policies and Local Economies: Europe and the United States In: CEPR Discussion Papers.
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1999National policies and local economies: Europe and the United States.(1999) In: ULB Institutional Repository.
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1999The Generalized Dynamic Factor Model: Identification and Estimation In: CEPR Discussion Papers.
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2000The Generalized Dynamic-Factor Model: Identification And Estimation.(2000) In: The Review of Economics and Statistics.
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2000The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository.
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1999A Measure of Comovement for Economic Variables: Theory and Empirics In: CEPR Discussion Papers.
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2001A Measure Of Comovement For Economic Variables: Theory And Empirics.(2001) In: The Review of Economics and Statistics.
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2001A measure of co-movement for economic variables: theory and empirics.(2001) In: ULB Institutional Repository.
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2000Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers.
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2001EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers.
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2003EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE.(2003) In: Computing in Economics and Finance 2003.
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2002Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? In: CEPR Discussion Papers.
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2002Factor Models in Large Cross-Sections of Time Series In: CEPR Discussion Papers.
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2003Factor models in large cross sections of time series.(2003) In: ULB Institutional Repository.
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2002Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited In: CEPR Discussion Papers.
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