Lucrezia Reichlin

London Business School

Sussex Place

Regent's Park

London, London NW1 4SA

United Kingdom

Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)

Ave. Franklin D Roosevelt, 50 - C.P. 114

Brussels, B-1050

Belgium

Centre for Economic Policy Research (CEPR)

Fellow

London

United Kingdom

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

37

DOWNLOADS
Rank 10,628

SSRN RANKINGS

Top 10,628

in Total Papers Downloads

4,550

SSRN CITATIONS
Rank 202

SSRN RANKINGS

Top 202

in Total Papers Citations

435

CROSSREF CITATIONS

2,547

Scholarly Papers (37)

1.
Downloads 549 ( 50,971)
Citation 32

Now-Casting and the Real-time Data Flow

ECB Working Paper No. 1564
Number of pages: 55 Posted: 12 Aug 2013
European Central Bank, Federal Reserve Banks - Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and London Business School
Downloads 543 (51,037)
Citation 4

Abstract:

Loading...

Macroeconomic News, Macroeconomic Forecasting, Real-Time Data, Mixed Frequency, State Space Models

Now-Casting and the Real-Time Data Flow

CEPR Discussion Paper No. DP9112
Number of pages: 54 Posted: 28 Sep 2012
European Central Bank, Federal Reserve Banks - Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and London Business School
Downloads 6 (655,550)
Citation 7
  • Add to Cart

Abstract:

Loading...

Dynamic factor model, High-Dimensional Data, Macroeconomic forecasting, Macroeconomic News, Mixed-Frequency, Real-Time Data, State-Space Models

2.
Downloads 506 ( 56,552)
Citation 10

Nowcasting

ECB Working Paper No. 1275
Number of pages: 40 Posted: 11 Dec 2010
Marta Banbura, Domenico Giannone and Lucrezia Reichlin
European Central Bank, Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 501 (56,614)
Citation 2

Abstract:

Loading...

Nowcasting, News, Factor Model, Forecasting

Nowcasting

CEPR Discussion Paper No. DP7883
Number of pages: 38 Posted: 19 Jul 2010
Marta Banbura, Domenico Giannone and Lucrezia Reichlin
European Central Bank, Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 5 (663,114)
Citation 2
  • Add to Cart

Abstract:

Loading...

Factor Model, Forecasting, News, Nowcasting

Non-Standard Monetary Policy Measures and Monetary Developments

ECB Working Paper No. 1290
Number of pages: 33 Posted: 16 Jan 2011
Domenico Giannone, Michele Lenza, Huw Pill and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB), European Central Bank (ECB) and London Business School
Downloads 435 (67,414)
Citation 1

Abstract:

Loading...

Non-standard monetary policy, monetary policy shocks, Great Recession, money and credit

Non-Standard Monetary Policy Measures and Monetary Developments

CEPR Discussion Paper No. DP8125
Number of pages: 29 Posted: 29 Nov 2010
Domenico Giannone, Michele Lenza, Huw Pill and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB), affiliation not provided to SSRN and London Business School
Downloads 3 (679,655)
Citation 1
  • Add to Cart

Abstract:

Loading...

Credit, Great Recession, Monetary Policy Shocks, Money, Non-Standard Monetary Policy

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

ECB Working Paper No. 633, FEDs Working Paper No. 2005-42
Number of pages: 50 Posted: 05 Jan 2006
Domenico Giannone, Lucrezia Reichlin and David H. Small
Federal Reserve Banks - Federal Reserve Bank of New York, London Business School and Federal Reserve Board - Monetary Studies Section
Downloads 420 (70,402)
Citation 36

Abstract:

Loading...

Forecasting, monetary policy, factor model, real time data, large data sets, news

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

CEPR Discussion Paper No. 5178
Number of pages: 47 Posted: 25 Aug 2005
Domenico Giannone, Lucrezia Reichlin and David H. Small
Federal Reserve Banks - Federal Reserve Bank of New York, London Business School and Federal Reserve Board - Monetary Studies Section
Downloads 15 (590,748)
Citation 13
  • Add to Cart

Abstract:

Loading...

Forecasting, monetary policy, factor model, real time data, large datasets, news

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

ECB Working Paper No. 700
Number of pages: 35 Posted: 28 Dec 2006
Christine De Mol, Domenico Giannone and Lucrezia Reichlin
Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 224 (140,407)
Citation 3

Abstract:

Loading...

Bayesian VAR, ridge regression, Lasso regression, principal components, large cross-sections

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

CEPR Discussion Paper No. 5829
Number of pages: 29 Posted: 10 Nov 2006
Christine De Mol, Domenico Giannone and Lucrezia Reichlin
Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 24 (530,785)
Citation 5
  • Add to Cart

Abstract:

Loading...

Bayesian VAR, ridge regressions, Lasso regression, principal components, large cross-sections

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

Bundesbank Series 1 Discussion Paper No. 2006,32
Number of pages: 48 Posted: 08 Jun 2016
Christine De Mol, Domenico Giannone and Lucrezia Reichlin
Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 19 (563,727)
Citation 4

Abstract:

Loading...

Bayesian VAR, ridge regression, Lasso regression, principal components, large cross-sections

A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models

ECB Working Paper No. 674
Number of pages: 37 Posted: 12 Sep 2006
Catherine Doz, Domenico Giannone and Lucrezia Reichlin
University of Cergy-Pontoise - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 225 (139,826)
Citation 4

Abstract:

Loading...

Factor Model, large cross-sections, Quasi Maximum Likelihood

A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models

CEPR Discussion Paper No. 5724
Number of pages: 31 Posted: 17 Aug 2006
Lucrezia Reichlin, Catherine Doz and Domenico Giannone
London Business School, University of Cergy-Pontoise - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 23 (537,255)
Citation 5
  • Add to Cart

Abstract:

Loading...

Factor model, large cross-sections, Quasi Maximum Likelihood

7.

Large Bayesian VARs

ECB Working Paper No. 966
Number of pages: 44 Posted: 21 Nov 2008
Marta Banbura, Domenico Giannone and Lucrezia Reichlin
European Central Bank, Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 240 (131,664)
Citation 3

Abstract:

Loading...

Bayesian VAR, Forecasting, Monetary VAR, large cross-sections

8.
Downloads 179 (173,493)
Citation 41

Market Freedom and the Global Recession

ECGI - Finance Working Paper No. 288/2010
Number of pages: 29 Posted: 18 Jun 2010
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB) and London Business School
Downloads 176 (176,147)
Citation 29

Abstract:

Loading...

Market freedom, Recession, Financial Crisis

Market Freedom and the Global Recession

CEPR Discussion Paper No. DP7884
Number of pages: 26 Posted: 19 Jul 2010
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB) and London Business School
Downloads 3 (679,655)
Citation 7
  • Add to Cart

Abstract:

Loading...

Financial Crisis, Market freedom, Recession

9.
Downloads 176 (176,139)
Citation 49

Short-term Forecasts of Euro Area GDP Growth

ECB Working Paper No. 949
Number of pages: 31 Posted: 16 Nov 2008
European Central Bank (ECB), European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of New York, London Business School and European Central Bank
Downloads 171 (180,617)
Citation 2

Abstract:

Loading...

Forecasting, Monetary Policy, Factor Model, Real Time Data, Large datasets, News

Short-Term Forecasts of Euro Area GDP Growth

CEPR Discussion Paper No. DP6746
Number of pages: 25 Posted: 10 Jun 2008
European Central Bank (ECB), European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of New York, London Business School and European Central Bank
Downloads 4 (670,916)
Citation 1
  • Add to Cart

Abstract:

Loading...

Factor Model, Forecasting, Large data-sets, Monetary Policy, News, Real Time Data

Short-Term Forecasts of Euro Area GDP Growth

The Econometrics Journal, Vol. 14, Issue 1, pp. C25-C44, 2011
Number of pages: 20 Posted: 28 Feb 2011
European Central Bank (ECB), European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of New York, London Business School and affiliation not provided to SSRN
Downloads 1 (704,206)
  • Add to Cart

Abstract:

Loading...

Factor model, Forecasting, Large data sets, Monetary policy, News, Real-time data

10.
Downloads 160 (191,158)
Citation 70

Monetary Policy in Exceptional Times

ECB Working Paper No. 1253
Number of pages: 40 Posted: 05 Oct 2010
Michele Lenza, Huw Pill and Lucrezia Reichlin
European Central Bank (ECB), European Central Bank (ECB) and London Business School
Downloads 142 (211,587)

Abstract:

Loading...

Non-standard monetary policy, financial crisis

Monetary Policy in Exceptional Times

CEPR Discussion Paper No. DP7669
Number of pages: 42 Posted: 08 Feb 2010
Michele Lenza, Huw R. Pill and Lucrezia Reichlin
European Central Bank (ECB), Harvard University - Business, Government and the International Economy Unit and London Business School
Downloads 15 (590,748)
Citation 30
  • Add to Cart

Abstract:

Loading...

monetary policy, quantitative easing

Monetary Policy in Exceptional Times

Economic Policy, Vol. 25, Issue 62, pp. 295-339, April 2010
Number of pages: 45 Posted: 05 Apr 2010
Michele Lenza, Huw R. Pill and Lucrezia Reichlin
European Central Bank (ECB), Harvard University - Business, Government and the International Economy Unit and London Business School
Downloads 3 (679,655)
  • Add to Cart

Abstract:

Loading...

11.

Opening the Black Box: Structural Factor Models with Large Cross-Sections

ECB Working Paper No. 712
Number of pages: 41 Posted: 19 Jan 2007
Mario Forni, Domenico Giannone, Marco Lippi and Lucrezia Reichlin
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Federal Reserve Banks - Federal Reserve Bank of New York, Dipartimento di Scienze Economiche (DiSSE) and London Business School
Downloads 147 (205,235)
Citation 6

Abstract:

Loading...

Dynamic factor models, structural VARs, identification, fundamentalness

12.
Downloads 136 (218,581)
Citation 96

Monetary Policy in Real Time

IGIER Working Paper No. 284
Number of pages: 33 Posted: 04 Apr 2005
Domenico Giannone, Lucrezia Reichlin and Luca Sala
Federal Reserve Banks - Federal Reserve Bank of New York, London Business School and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 105 (266,152)
Citation 13

Abstract:

Loading...

Taylor rules, real time analysis, monetary policy, forecasting, large datasets

Monetary Policy in Real Time

CEPR Discussion Paper No. 4981
Number of pages: 35 Posted: 01 Aug 2005
Domenico Giannone, Lucrezia Reichlin and Luca Sala
Federal Reserve Banks - Federal Reserve Bank of New York, London Business School and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 31 (489,785)
Citation 4
  • Add to Cart

Abstract:

Loading...

Taylor rules, real time analysis, monetary policy, forecasting, large datasets

13.
Downloads 135 (219,867)
Citation 44

Explaining the Great Moderation: It is Not the Shocks

ECB Working Paper No. 865
Number of pages: 20 Posted: 26 Feb 2008
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB) and London Business School
Downloads 134 (221,913)

Abstract:

Loading...

Shocks, Information, Great Moderation

Explaining the Great Moderation: It is Not the Shocks

CEPR Discussion Paper No. DP6600
Number of pages: 15 Posted: 06 Jun 2008
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB) and London Business School
Downloads 1 (704,206)
Citation 1
  • Add to Cart

Abstract:

Loading...

Great Moderation, Information, Shocks

14.
Downloads 132 (223,846)
Citation 20

Business Cycles in the Euro Area

ECB Working Paper No. 1010
Number of pages: 41 Posted: 05 Mar 2009
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB) and London Business School
Downloads 87 (301,555)

Abstract:

Loading...

Euro area, International Business Cycle, European monetary union, European integration

Business Cycles in the Euro Area

NBER Working Paper No. w14529
Number of pages: 33 Posted: 09 Dec 2008 Last Revised: 14 Sep 2010
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB) and London Business School
Downloads 41 (442,785)

Abstract:

Loading...

Business Cycles in the Euro Area

CEPR Discussion Paper No. DP7124
Number of pages: 35 Posted: 18 Feb 2009
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB) and London Business School
Downloads 4 (670,916)
  • Add to Cart

Abstract:

Loading...

euro area, European integration, European monetary union, international business cycles

15.

Trends and Cycles in the Euro Area: How Much Heterogeneity and Should We Worry About it?

ECB Working Paper No. 595
Number of pages: 48 Posted: 25 Apr 2006
Domenico Giannone and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 131 (225,179)

Abstract:

Loading...

International Business Cycles, Euro Area, Risk Sharing, European Integration, Income Insurance

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

IGIER Working Paper No. 258
Number of pages: 24 Posted: 05 May 2004
Luca Sala, Domenico Giannone and Lucrezia Reichlin
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER), Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 94 (287,047)
Citation 1

Abstract:

Loading...

Dynamic factor models, structural VARs, identification, equilibrium business cycle models

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

CEPR Discussion Paper No. 3701
Number of pages: 28 Posted: 05 Feb 2003
Domenico Giannone, Lucrezia Reichlin and Luca Sala
Federal Reserve Banks - Federal Reserve Bank of New York, London Business School and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 19 (563,727)
Citation 1
  • Add to Cart

Abstract:

Loading...

Dynamic factor models, structural VARs, identification, equilibrium business cycle models

Money, Credit, Monetary Policy and the Business Cycle in the Euro Area: What Has Changed since the Crisis?

ECB Working Paper No. 2226 (2019); ISBN 978-92-899-3488-6
Number of pages: 42 Posted: 01 Feb 2019
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB) and London Business School
Downloads 93 (289,053)
Citation 1

Abstract:

Loading...

money, loans, non-financial corporations, monetary policy, euro area

Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?

FRB of New York Staff Report No. 885 (2019)
Number of pages: 31
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB) and London Business School
Downloads 12 (612,184)
Citation 2

Abstract:

Loading...

money, loans, nonfinancial corporations, monetary policy, euro area

Does Information Help Recovering Structural Shocks from Past Observations?

ECB Working Paper No. 632
Number of pages: 20 Posted: 09 Jun 2006
Domenico Giannone and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 70 (343,712)
Citation 4

Abstract:

Loading...

Identification, Information, Invertibility, Structural VAR

Does Information Help Recovering Structural Shocks from Past Observations?

CEPR Discussion Paper No. 5725
Number of pages: 15 Posted: 17 Aug 2006
Lucrezia Reichlin and Domenico Giannone
London Business School and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 13 (604,891)
Citation 1
  • Add to Cart

Abstract:

Loading...

Identification, information, invertibility, structural VAR

19.
Downloads 70 (339,776)
Citation 37

The ECB and the Interbank Market

ECB Working Paper No. 1496
Number of pages: 32 Posted: 04 Dec 2012
Domenico Giannone, Michele Lenza, Huw Pill and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB), Goldman Sachs, Australia and London Business School
Downloads 56 (386,404)

Abstract:

Loading...

non-standard monetary policy measures, interbank market

The ECB and the Interbank Market

CEPR Discussion Paper No. DP8844
Number of pages: 25 Posted: 01 Mar 2012
Domenico Giannone, Michele Lenza, Huw Pill and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB), affiliation not provided to SSRN and London Business School
Downloads 13 (604,891)
  • Add to Cart

Abstract:

Loading...

interbank market, Non-standard monetary policy measures

The ECB and the Interbank Market

The Economic Journal, Vol. 122, Issue 564, pp. F467-F486, 2012
Number of pages: 20 Posted: 30 Oct 2012
Domenico Giannone, Michele Lenza, Huw Pill and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB), European Central Bank (ECB) and London Business School
Downloads 1 (704,206)
  • Add to Cart

Abstract:

Loading...

Exploiting the Monthly Data Flow in Structural Forecasting

Bank of England Working Paper No. 509
Number of pages: 27 Posted: 13 Sep 2014
Domenico Giannone, Francesca Monti and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, Bank of England and London Business School
Downloads 34 (474,605)

Abstract:

Loading...

Forecasting, temporal aggregation, mixed frequency data, large data sets

21.

The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting

CEPR Discussion Paper No. 3432
Number of pages: 30 Posted: 13 Aug 2002
Mario Forni, Marc Hallin, Marco Lippi and Lucrezia Reichlin
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, ECARES, Universite Libre de Bruxelles, Dipartimento di Scienze Economiche (DiSSE) and London Business School
Downloads 42 (429,838)
Citation 34
  • Add to Cart

Abstract:

Loading...

Dynamic factor models, principal components, time series, large cross-sections, panel data, forecasting

22.

Opening the Black Box: Structural Factor Models Versus Structural Vars

CEPR Discussion Paper No. 4133
Number of pages: 29 Posted: 18 Dec 2003
Mario Forni, Marco Lippi and Lucrezia Reichlin
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Dipartimento di Scienze Economiche (DiSSE) and London Business School
Downloads 33 (467,896)
Citation 2
  • Add to Cart

Abstract:

Loading...

Dynamic factor models, structural VARs, identification

23.

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

CEPR Discussion Paper No. 3108
Number of pages: 49 Posted: 15 Jan 2002
Brevan Howard Asset Management LLP, Bank of Italy, Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, ECARES, Universite Libre de Bruxelles, Dipartimento di Scienze Economiche (DiSSE), London Business School and Bank of Italy
Downloads 33 (467,896)
  • Add to Cart

Abstract:

Loading...

Business cycle, dynamic factor model

24.

Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited

CEPR Discussion Paper No. 3550
Number of pages: 47 Posted: 25 Oct 2002
Domenico Giannone, Lucrezia Reichlin and Luca Sala
Federal Reserve Banks - Federal Reserve Bank of New York, London Business School and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 29 (487,287)
Citation 1
  • Add to Cart

Abstract:

Loading...

Monetary policy, Taylor rules, monetary shocks, signal extraction, dynamic factor models

25.

Factor Models in Large Cross-Sections of Time Series

CEPR Discussion Paper No. 3285
Number of pages: 48 Posted: 24 Apr 2002
Lucrezia Reichlin
London Business School
Downloads 27 (497,801)
  • Add to Cart

Abstract:

Loading...

Factor analysis, panel data, business cycles

26.

A Measure of Comovement for Economic Variables: Theory and Empirics

CEPR Discussion Paper No. 2339
Number of pages: 28 Posted: 20 Dec 2001
Christophe Croux, Mario Forni and Lucrezia Reichlin
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics and London Business School
Downloads 26 (503,390)
Citation 14
  • Add to Cart

Abstract:

Loading...

Business cycle, coherence, comovements, geography

27.

A Core Inflation Index for the Euro Area

CEPR Discussion Paper No. 3097
Number of pages: 40 Posted: 08 Jan 2002
Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, London Business School and Bank of Italy
Downloads 25 (508,900)
Citation 2
  • Add to Cart

Abstract:

Loading...

Core inflation, dynamic factor model, inflation forecast, monetary policy

28.

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

CEPR Discussion Paper No. 3146
Number of pages: 19 Posted: 07 Feb 2002
Mario Forni, Marc Hallin, Marco Lippi and Lucrezia Reichlin
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, ECARES, Universite Libre de Bruxelles, Dipartimento di Scienze Economiche (DiSSE) and London Business School
Downloads 24 (514,684)
Citation 1
  • Add to Cart

Abstract:

Loading...

Dynamic factor models, principal components, business cycle, forecasting, financial variables

29.

Bayesian VARs with Large Panels

CEPR Discussion Paper No. DP6326
Number of pages: 28 Posted: 23 May 2008
Marta Banbura, Domenico Giannone and Lucrezia Reichlin
European Central Bank, Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 9 (607,851)
  • Add to Cart

Abstract:

Loading...

Bayesian VAR, forecasting, large cross-sections, monetary VAR

30.

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

CEPR Discussion Paper No. 6043
Number of pages: 45 Posted: 28 Jun 2007
Catherine Doz, Domenico Giannone and Lucrezia Reichlin
University of Cergy-Pontoise - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 9 (607,851)
Citation 64
  • Add to Cart

Abstract:

Loading...

Factor Models, Kalman filter, large cross-sections, principal components

31.

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

CEPR Discussion Paper No. DP10193
Number of pages: 39 Posted: 14 Oct 2014
Huw Pill and Lucrezia Reichlin
Goldman Sachs, Australia and London Business School
Downloads 3 (649,715)
  • Add to Cart

Abstract:

Loading...

32.

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

CEPR Discussion Paper No. DP8944
Number of pages: 34 Posted: 25 May 2012
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB) and London Business School
Downloads 3 (649,715)
  • Add to Cart

Abstract:

Loading...

euro area, loans, monetary policy, Money, non-financial corporations

33.

A Model of the Fed's View on Inflation

CEPR Discussion Paper No. DP12564
Number of pages: 31 Posted: 08 Jan 2018
Now-Casting Economics, London School of Economics & Political Science (LSE), London Business School and University of Warwick - Department of Economics
Downloads 2 (659,234)
Citation 1
  • Add to Cart

Abstract:

Loading...

Expectations, inflation, oil prices, Phillips curve

34.

The ECB and the Banks: The Tale of Two Crises

CEPR Discussion Paper No. DP9647
Number of pages: 28 Posted: 17 Sep 2013
Lucrezia Reichlin
London Business School
Downloads 1 (671,157)
  • Add to Cart

Abstract:

Loading...

banks, monetary policy, recession

35.

Financial Variables as Predictors of Real Growth Vulnerability

CEPR Discussion Paper No. DP14322
Number of pages: 43 Posted: 29 Jan 2020
Thomas Hasenzagl, Lucrezia Reichlin and Giovanni Ricco
Now-Casting Economics, London Business School and University of Warwick - Department of Economics
Downloads 0
  • Add to Cart

Abstract:

Loading...

Business cycle, credit, Downside risk, entropy, financial crises, financial cycle, quantile regressions

36.

Nowcasting German GDP

CEPR Discussion Paper No. DP14323
Number of pages: 27 Posted: 29 Jan 2020
University of Rome Tor Vergata, affiliation not provided to SSRN, Now-Casting Economics, London Business School and Free University of Berlin (FUB) - Division of Economics
Downloads 0
  • Add to Cart

Abstract:

Loading...

37.

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

CEPR Discussion Paper No. DP13016
Number of pages: 39 Posted: 03 Jul 2018
Alberto Caruso, Lucrezia Reichlin and Giovanni Ricco
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), London Business School and University of Warwick - Department of Economics
Downloads 0 (688,095)
  • Add to Cart

Abstract:

Loading...

Euro Area, Government Debt, Recessions