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Reichlin, Lucrezia's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,430 |
Total
Citations
841 |
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1.
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Forecasting using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
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De Mol, Christine
Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
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Posted:
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10 Nov 06
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Last Revised:
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14 Jan 07
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216
(69,897)
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32
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De Mol, Christine
Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
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192
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32
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Bayesian VAR, ridge regression, Lasso regression, principal components, large cross-sections
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De Mol, Christine
Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
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24
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32
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Bayesian VAR, ridge regressions, Lasso regression, principal components, large cross-sections
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2.
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A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
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Doz, Catherine
University of Cergy-Pontoise - Department of Economics Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
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Posted:
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17 Aug 06
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Last Revised:
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12 Sep 06
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185
(81,561)
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38
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Doz, Catherine
University of Cergy-Pontoise - Department of Economics Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
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162
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38
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Factor Model, large cross-sections, Quasi Maximum Likelihood
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Reichlin, Lucrezia
London Business School Doz, Catherine
University of Cergy-Pontoise - Department of Economics Giannone, Domenico
Centre for Economic Policy Research (CEPR)
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23
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38
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Factor model, large cross-sections, Quasi Maximum Likelihood
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3.
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Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School Small, David H.
Federal Reserve Board - Monetary Studies Section
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Posted:
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25 Aug 05
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Last Revised:
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10 Jul 06
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170
(88,305)
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29
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School Small, David H.
Federal Reserve Board - Monetary Studies Section
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155
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29
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Forecasting, monetary policy, factor model, real time data, large data sets, news
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School Small, David H.
Federal Reserve Board - Monetary Studies Section
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15
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29
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Forecasting, monetary policy, factor model, real time data, large datasets, news
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4.
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Non-Standard Monetary Policy Measures and Monetary Developments
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Pill, Huw
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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Posted:
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29 Nov 10
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Last Revised:
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16 Jan 11
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164
(91,265)
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4
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Pill, Huw
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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161
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4
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Non-standard monetary policy, monetary policy shocks, Great Recession, money and credit
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
affiliation not provided to SSRN Pill, Huw
affiliation not provided to SSRN Reichlin, Lucrezia
London Business School
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3
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4
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Credit, Great Recession, Monetary Policy Shocks, Money, Non-Standard Monetary Policy
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5.
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Banbura, Marta
European Central Bank Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
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155
(96,125)
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26
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Bayesian VAR, Forecasting, Monetary VAR, large cross-sections
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6.
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Short-term Forecasts of Euro Area GDP Growth
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Angelini, Elena
European Central Bank (ECB) Camba-Mendez, Gonzalo
European Central Bank (ECB) Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School Rünstler, Gerhard
European Central Bank
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Posted:
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10 Jun 08
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Last Revised:
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02 Mar 11
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152
(97,827)
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16
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Angelini, Elena
European Central Bank (ECB) Camba-Mendez, Gonzalo
European Central Bank (ECB) Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School Rnstler, Gerhard
affiliation not provided to SSRN
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1
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16
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Factor model, Forecasting, Large data sets, Monetary policy, News, Real-time data
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Angelini, Elena
European Central Bank (ECB) Camba-Mendez, Gonzalo
European Central Bank (ECB) Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School Rünstler, Gerhard
European Central Bank
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147
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16
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Forecasting, Monetary Policy, Factor Model, Real Time Data, Large datasets, News
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Angelini, Elena
European Central Bank (ECB) Camba-Mendez, Gonzalo
European Central Bank (ECB) Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School Rünstler, Gerhard
European Central Bank
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4
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16
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Factor Model, Forecasting, Large data-sets, Monetary Policy, News, Real Time Data
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7.
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Market Freedom and the Global Recession
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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Posted:
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18 Jun 10
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Last Revised:
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04 Apr 11
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148
(100,169)
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15
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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2
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15
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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3
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15
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Financial Crisis, Market freedom, Recession
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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143
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15
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Market freedom, Recession, Financial Crisis
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8.
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Forni, Mario
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lippi, Marco
University of Rome I - Faculty of Statistics - Department of Economic Sciences Reichlin, Lucrezia
London Business School
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131
(111,070)
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37
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Dynamic factor models, structural VARs, identification, fundamentalness
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9.
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Monetary Policy in Real Time
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School Sala, Luca
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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Posted:
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04 Apr 05
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Last Revised:
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15 Aug 05
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116
(122,550)
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47
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School Sala, Luca
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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31
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47
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Taylor rules, real time analysis, monetary policy, forecasting, large datasets
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School Sala, Luca
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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85
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47
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Taylor rules, real time analysis, monetary policy, forecasting, large datasets
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10.
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
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112
(125,904)
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37
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International Business Cycles, Euro Area, Risk Sharing, European Integration, Income Insurance
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11.
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Business Cycles in the Euro Area
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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Posted:
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09 Dec 08
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Last Revised:
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14 Sep 10
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110
(127,640)
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6
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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4
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6
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euro area, European integration, European monetary union, international business cycles
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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77
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6
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Euro area, International Business Cycle, European monetary union, European integration
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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29
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6
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12.
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Monetary Policy in Exceptional Times
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Lenza, Michele
European Central Bank (ECB) Pill, Huw R.
Harvard University - Business, Government and the International Economy Unit Reichlin, Lucrezia
London Business School
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Posted:
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08 Feb 10
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Last Revised:
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06 Oct 10
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103
(133,786)
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11
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Lenza, Michele
European Central Bank (ECB) Pill, Huw
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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85
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11
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Non-standard monetary policy, financial crisis
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Lenza, Michele
European Central Bank (ECB) Pill, Huw R.
Harvard University - Business, Government and the International Economy Unit Reichlin, Lucrezia
London Business School
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3
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11
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Lenza, Michele
European Central Bank (ECB) Pill, Huw R.
Harvard University - Business, Government and the International Economy Unit Reichlin, Lucrezia
London Business School
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15
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11
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monetary policy, quantitative easing
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13.
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Explaining the Great Moderation: It is Not the Shocks
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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Posted:
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26 Feb 08
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Last Revised:
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06 Jun 08
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101
(135,608)
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24
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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1
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24
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Great Moderation, Information, Shocks
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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100
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24
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Shocks, Information, Great Moderation
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14.
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VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School Sala, Luca
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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Posted:
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05 Feb 03
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Last Revised:
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17 May 04
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100
(136,549)
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18
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Sala, Luca
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER) Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
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81
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18
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Dynamic factor models, structural VARs, identification, equilibrium business cycle models
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School Sala, Luca
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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19
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18
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Dynamic factor models, structural VARs, identification, equilibrium business cycle models
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15.
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Nowcasting
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Banbura, Marta
European Central Bank Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
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Posted:
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19 Jul 10
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Last Revised:
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11 Dec 10
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99
(137,501)
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2
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Banbura, Marta
European Central Bank Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
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94
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2
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Nowcasting, News, Factor Model, Forecasting
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Banbura, Marta
European Central Bank Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
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5
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2
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Factor Model, Forecasting, News, Nowcasting
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16.
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Does Information Help Recovering Structural Shocks from Past Observations?
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Reichlin, Lucrezia
London Business School Giannone, Domenico
Centre for Economic Policy Research (CEPR)
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Posted:
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09 Jun 06
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Last Revised:
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03 Feb 07
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68
(173,824)
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12
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Reichlin, Lucrezia
London Business School Giannone, Domenico
Centre for Economic Policy Research (CEPR)
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13
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12
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Identification, information, invertibility, structural VAR
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
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55
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12
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Identification, Information, Invertibility, Structural VAR
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17.
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Forni, Mario
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Hallin, Marc
ECARES, Universite Libre de Bruxelles Lippi, Marco
University of Rome I - Faculty of Statistics - Department of Economic Sciences Reichlin, Lucrezia
London Business School
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42
(217,965)
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212
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Dynamic factor models, principal components, time series, large cross-sections, panel data, forecasting
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18.
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The ECB and the Interbank Market
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Show Abstracts |
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Versions (3)
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Pill, Huw
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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Posted:
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01 Mar 12
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Last Revised:
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04 Dec 12
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41
(219,985)
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1
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Pill, Huw
Goldman Sachs Reichlin, Lucrezia
London Business School
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28
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1
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non-standard monetary policy measures, interbank market
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
European Central Bank (ECB) Pill, Huw
European Central Bank (ECB) Reichlin, Lucrezia
London Business School
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0
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1
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
affiliation not provided to SSRN Pill, Huw
affiliation not provided to SSRN Reichlin, Lucrezia
London Business School
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13
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1
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interbank market, Non-standard monetary policy measures
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19.
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Forni, Mario
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Lippi, Marco
University of Rome I - Faculty of Statistics - Department of Economic Sciences Reichlin, Lucrezia
London Business School
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32
(240,380)
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17
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Dynamic factor models, structural VARs, identification
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20.
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Altissimo, Filippo
Brevan Howard Asset Management LLP Bassanetti, Antonio
Bank of Italy Cristadoro, Riccardo
Bank of Italy Forni, Mario
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Hallin, Marc
ECARES, Universite Libre de Bruxelles Lippi, Marco
University of Rome I - Faculty of Statistics - Department of Economic Sciences Reichlin, Lucrezia
London Business School Veronese, Giovanni
Bank of Italy
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31
(243,031)
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46
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Business cycle, dynamic factor model
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21.
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Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School Sala, Luca
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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29
(248,439)
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33
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Monetary policy, Taylor rules, monetary shocks, signal extraction, dynamic factor models
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22.
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Reichlin, Lucrezia
London Business School
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27
(254,349)
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9
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Factor analysis, panel data, business cycles
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23.
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Cristadoro, Riccardo
Bank of Italy Forni, Mario
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Reichlin, Lucrezia
London Business School Veronese, Giovanni
Bank of Italy
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25
(260,729)
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35
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Core inflation, dynamic factor model, inflation forecast, monetary policy
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24.
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Croux, Christophe
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) Forni, Mario
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Reichlin, Lucrezia
London Business School
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25
(260,729)
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36
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Business cycle, coherence, comovements, geography
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25.
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Forni, Mario
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Hallin, Marc
ECARES, Universite Libre de Bruxelles Lippi, Marco
University of Rome I - Faculty of Statistics - Department of Economic Sciences Reichlin, Lucrezia
London Business School
|
|
24
(264,046)
|
42
|
|
| |
|
| |
Dynamic factor models, principal components, business cycle, forecasting, financial variables
|
|
|
26.
|
|
|
Banbura, Marta
European Central Bank Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
|
|
9
(316,559)
|
25
|
|
| |
|
| |
Bayesian VAR, forecasting, large cross-sections, monetary VAR
|
|
|
27.
|
|
|
Doz, Catherine
University of Cergy-Pontoise - Department of Economics Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
|
|
9
(316,559)
|
27
|
|
| |
|
| |
Factor Models, Kalman filter, large cross-sections, principal components
|
|
|
28.
|
|
|
Banbura, Marta
European Central Bank Giannone, Domenico
Centre for Economic Policy Research (CEPR) Modugno, Michele
Université Libre de Bruxelles (ULB) Reichlin, Lucrezia
London Business School
|
|
5
(328,297)
|
2
|
|
| |
|
| |
Dynamic factor model, High-Dimensional Data, Macroeconomic forecasting, Macroeconomic News, Mixed-Frequency, Real-Time Data, State-Space Models
|
|
|
29.
|
|
|
Giannone, Domenico
Centre for Economic Policy Research (CEPR) Lenza, Michele
affiliation not provided to SSRN Reichlin, Lucrezia
London Business School
|
|
1
(346,769)
|
2
|
|
| |
|
| |
euro area, loans, monetary policy, Money, non-financial corporations
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|
