Lucrezia Reichlin

Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle

Year: 1993
Journal: Review of Economic Studies
Authors: Marco Lippi; Lucrezia Reichlin

Trends and Cycles in Labour Productivity in the Major OECD Countries

Year: 1993
Journal: No Journal Matched
Authors: Giuseppe Nicoletti; Lucrezia Reichlin

Information Forecasts and Measurement of the Business Cycle

Year: 1993
Journal: No Journal Matched
Authors: George Evans; Lucrezia Reichlin

Dynamic Common Factors in Large Cross-Sections

Year: 1995
Journal: No Journal Matched
Authors: Mario Forni; Lucrezia Reichlin

A Measure of Comovement for Economic Variables: Theory and Empirics

Year: 1999
Journal: No Journal Matched
Authors: Christophe Croux; Mario Forni; Lucrezia Reichlin

The Generalized Dynamic Factor Model: Identification and Estimation

Year: 1999
Journal: No Journal Matched
Authors: Mario Forni; Marc Hallin; Marco Lippi; Lucrezia Reichlin

Reference Cycles: The NBER Methodology Revisited

Year: 2000
Journal: No Journal Matched
Authors: Mario Forni; Marc Hallin; Marco Lippi; Lucrezia Reichlin

Eurocoin: A Real Time Coincident Indicator of the Euro Area Business Cycle

Year: 2001
Journal: No Journal Matched
Authors: Filippo Altissimo; Antonio Bassanetti; Riccardo Cristadoro; Mario Forni; Marco Lippi; Lucrezia Reichlin; Giovanni Veronese

A Core Inflation Index for the Euro Area

Year: 2001
Journal: No Journal Matched
Authors: Riccardo Cristadoro; Mario Forni; Lucrezia Reichlin; Giovanni Veronese

Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?

Year: 2002
Journal: Journal of Monetary Economics
Authors: Mario Forni; Marc Hallin; Marco Lippi; Lucrezia Reichlin

Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited

Year: 2002
Journal: No Journal Matched
Authors: Domenico Giannone; Lucrezia Reichlin; Luca Sala

VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models

Year: 2002
Journal: Journal of Econometrics
Authors: Domenico Giannone; Lucrezia Reichlin; Luca Sala

The Generalized Dynamic Factor Model: Onesided Estimation and Forecasting

Year: 2002
Journal: No Journal Matched
Authors: Mario Forni; Marc Hallin; Marco Lippi; Lucrezia Reichlin

Factor Models in Large Cross-Sections of Time Series

Year: 2002
Journal: No Journal Matched
Authors: Lucrezia Reichlin

Opening the Black Box: Structural Factor Models versus Structural VARs

Year: 2003
Journal: No Journal Matched
Authors: Mario Forni; Marco Lippi; Lucrezia Reichlin

Monetary Policy in Real Time

Year: 2005
Journal: No Journal Matched
Authors: Domenico Giannone; Lucrezia Reichlin; Luca Sala

Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases

Year: 2005
Journal: Journal of Monetary Economics
Authors: Domenico Giannone; Lucrezia Reichlin; David Small

A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models

Year: 2006
Journal: Review of Economics and Statistics
Authors: Catherine Doz; Domenico Giannone; Lucrezia Reichlin

Does Information Help Recovering Structural Shocks from Past Observations

Year: 2006
Journal: Journal of the European Economic Association
Authors: Domenico Giannone; Lucrezia Reichlin

Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?

Year: 2006
Journal: Journal of Econometrics
Authors: Christine De Mol; Domenico Giannone; Lucrezia Reichlin

A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering

Year: 2007
Journal: Journal of Econometrics
Authors: Catherine Doz; Domenico Giannone; Lucrezia Reichlin

Bayesian VARs with Large Panels

Year: 2007
Journal: Journal of Applied Econometrics
Authors: Marta Babura; Domenico Giannone; Lucrezia Reichlin

Explaining the Great Moderation: It Is Not the Shocks

Year: 2007
Journal: Journal of the European Economic Association
Authors: Domenico Giannone; Michele Lenza; Lucrezia Reichlin

Business Cycles in the Euro Area

Year: 2008
Journal: No Journal Matched
Authors: Domenico Giannone; Michele Lenza; Lucrezia Reichlin

Short-term Forecasts of Euro Area GDP Growth

Year: 2008
Journal: Econometrics Journal
Authors: Elena Angelini; Gonzalo Cambamendez; Domenico Giannone; Lucrezia Reichlin; Gerhard Rünstler

Business Cycles in the Euro Area

Year: 2009
Journal: No Journal Matched
Authors: Domenico Giannone; Michele Lenza; Lucrezia Reichlin

Monetary Policy in Exceptional Times

Year: 2010
Journal: Economic Policy
Authors: Michele Lenza; Huw Pill; Lucrezia Reichlin

Nowcasting

Year: 2010
Journal: No Journal Matched
Authors: Marta Babura; Domenico Giannone; Lucrezia Reichlin

Nonstandard Monetary Policy Measures and Monetary Developments

Year: 2010
Journal: No Journal Matched
Authors: Domenico Giannone; Michele Lenza; Huw Pill; Lucrezia Reichlin

Market Freedom and the Global Recession

Year: 2010
Journal: IMF Economic Review
Authors: Domenico Giannone; Michele Lenza; Lucrezia Reichlin

The ECB and the Interbank Market

Year: 2012
Journal: Economic Journal
Authors: Domenico Giannone; Michele Lenza; Huw Pill; Lucrezia Reichlin

Money, Credit, Monetary Policy and the Business Cycle in the Euro Area

Year: 2012
Journal: No Journal Matched
Authors: Domenico Giannone; Michele Lenza; Lucrezia Reichlin

The ECB and the Banks: The Tale of Two Crises

Year: 2013
Journal: No Journal Matched
Authors: Lucrezia Reichlin

Exceptional Policies for Exceptional Times: The ECB's Response to the Rolling Crises of the Euro Area and How It Has Brought Us Towards a New Grand Bargain

Year: 2014
Journal: No Journal Matched
Authors: Huw Pill; Lucrezia Reichlin

Financial and Fiscal Interaction in the Euro Area Crisis: This Time Was Different

Year: 2018
Journal: No Journal Matched
Authors: Alberto Caruso; Lucrezia Reichlin; Giovanni Ricco

A Model of the Fed's View on Inflation

Year: 2018
Journal: No Journal Matched
Authors: Thomas Hasenzagl; Filippo Pellegrino; Lucrezia Reichlin; Giovanni Ricco

Financial Variables as Predictors of Real Growth Vulnerability

Year: 2020
Journal: No Journal Matched
Authors: Lucrezia Reichlin; Giovanni Ricco; Thomas Hasenzagl

Nowcasting German GDP

Year: 2020
Journal: No Journal Matched
Authors: Paolo Andreini; Thomas Hasenzagl; Lucrezia Reichlin; Charlotte Senftleben-Knig; Till Strohsal

Monetary-Fiscal Crosswinds in the European Monetary Union

Year: 2021
Journal: No Journal Matched
Authors: Lucrezia Reichlin; Giovanni Ricco; Matthieu Tarb

Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices

Year: 2022
Journal: No Journal Matched
Authors: Thomas Hasenzagl; Filippo Pellegrino; Lucrezia Reichlin; Giovanni Ricco

A Fed for Our Times: A Review Essay on Twentieth Century Monetary Policy

Year: 2023
Journal: Journal of Economic Literature
Authors: Ben Bernanke; Lucrezia Reichlin