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

  • London Business School

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

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  • European Central Bank (ECB)

SCHOLARLY PAPERS

39

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Scholarly Papers (39)

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1.

Nowcasting

Downloads 1,989 (14,296)
Citation 21

Nowcasting

ECB Working Paper No. 1275
Number of pages: 40 Posted: 11 Dec 2010
Marta Banbura, Domenico Giannone and Lucrezia Reichlin
European Central Bank, Centre for Economic Policy Research (CEPR) and London Business School
Downloads 1,984 (14,100)
Citation 18

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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, Centre for Economic Policy Research (CEPR) and London Business School
Downloads 5 (1,062,850)
Citation 11
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Factor Model, Forecasting, News, Nowcasting

2.

Now-Casting and the Real-time Data Flow

Downloads 704 (64,258)
Citation 77

Now-Casting and the Real-time Data Flow

ECB Working Paper No. 1564
Number of pages: 55 Posted: 12 Aug 2013
Marta Banbura, Domenico Giannone, Michele Modugno and Lucrezia Reichlin
European Central Bank, Centre for Economic Policy Research (CEPR), Board of Governors of the Federal Reserve System and London Business School
Downloads 698 (64,025)
Citation 4

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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
Marta Banbura, Domenico Giannone, Michele Modugno and Lucrezia Reichlin
European Central Bank, Centre for Economic Policy Research (CEPR), Board of Governors of the Federal Reserve System and London Business School
Downloads 6 (1,054,639)
Citation 38
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Dynamic factor model, High-Dimensional Data, Macroeconomic forecasting, Macroeconomic News, Mixed-Frequency, Real-Time Data, State-Space Models

3.

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

Downloads 667 (68,951)
Citation 313

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
Centre for Economic Policy Research (CEPR), London Business School and Board of Governors of the Federal Reserve System
Downloads 652 (70,092)
Citation 40

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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
Centre for Economic Policy Research (CEPR), London Business School and Board of Governors of the Federal Reserve System
Downloads 15 (964,497)
Citation 46
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Forecasting, monetary policy, factor model, real time data, large datasets, news

4.

Non-Standard Monetary Policy Measures and Monetary Developments

Downloads 475 (104,885)
Citation 18

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
Centre for Economic Policy Research (CEPR), European Central Bank (ECB), European Central Bank (ECB) and London Business School
Downloads 472 (104,544)
Citation 1

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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
Centre for Economic Policy Research (CEPR), European Central Bank (ECB), affiliation not provided to SSRN and London Business School
Downloads 3 (1,078,108)
Citation 1
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Credit, Great Recession, Monetary Policy Shocks, Money, Non-Standard Monetary Policy

5.

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

Downloads 346 (150,559)
Citation 24

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
Centre for Economic Policy Research (CEPR), European Central Bank (ECB) and London Business School
Downloads 283 (185,099)
Citation 1

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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 Posted: 23 Apr 2019
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
Centre for Economic Policy Research (CEPR), European Central Bank (ECB) and London Business School
Downloads 63 (601,533)
Citation 21

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

6.

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, Centre for Economic Policy Research (CEPR) and London Business School
Downloads 336 (155,371)
Citation 10

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

7.

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

Downloads 327 (160,020)
Citation 137

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), Centre for Economic Policy Research (CEPR) and London Business School
Downloads 251 (209,010)
Citation 3

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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?

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), Centre for Economic Policy Research (CEPR) and London Business School
Downloads 52 (662,133)
Citation 4

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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), Centre for Economic Policy Research (CEPR) and London Business School
Downloads 24 (873,648)
Citation 22
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Bayesian VAR, ridge regressions, Lasso regression, principal components, large cross-sections

8.

A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models

Downloads 297 (177,030)
Citation 128

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, Centre for Economic Policy Research (CEPR) and London Business School
Downloads 274 (191,407)
Citation 60

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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 Centre for Economic Policy Research (CEPR)
Downloads 23 (883,101)
Citation 22
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Factor model, large cross-sections, Quasi Maximum Likelihood

9.

Market Freedom and the Global Recession

Downloads 217 (241,469)
Citation 40

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
Centre for Economic Policy Research (CEPR), European Central Bank (ECB) and London Business School
Downloads 214 (243,994)
Citation 35

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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
Centre for Economic Policy Research (CEPR), European Central Bank (ECB) and London Business School
Downloads 3 (1,078,108)
Citation 9
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Financial Crisis, Market freedom, Recession

10.

Financial Variables as Predictors of Real Growth Vulnerability

Downloads 215 (243,570)
Citation 11

Financial Variables as Predictors of Real Growth Vulnerability

Deutsche Bundesbank Discussion Paper No. 05/2020
Number of pages: 43 Posted: 18 Mar 2020
Lucrezia Reichlin, Giovanni Ricco and Thomas Hasenzagl
London Business School, University of Warwick - Department of Economics and Now-Casting Economics
Downloads 214 (243,994)
Citation 16

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financial cycle, business cycle, credit, financial crises, downside risk, entropy, quantile regressions.

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 1 (1,094,830)
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Business cycle, credit, Downside risk, entropy, financial crises, financial cycle, quantile regressions

11.

Short-term Forecasts of Euro Area GDP Growth

Downloads 205 (254,478)
Citation 56

Short-term Forecasts of Euro Area GDP Growth

ECB Working Paper No. 949
Number of pages: 31 Posted: 16 Nov 2008
Elena Angelini, Gonzalo Camba-Mendez, Domenico Giannone, Lucrezia Reichlin and Gerhard Rünstler
European Central Bank (ECB), European Central Bank (ECB), Centre for Economic Policy Research (CEPR), London Business School and European Central Bank
Downloads 201 (258,542)
Citation 2

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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
Elena Angelini, Gonzalo Camba-Mendez, Domenico Giannone, Lucrezia Reichlin and Gerhard Rünstler
European Central Bank (ECB), European Central Bank (ECB), Centre for Economic Policy Research (CEPR), London Business School and European Central Bank
Downloads 4 (1,070,676)
Citation 4
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Factor Model, Forecasting, Large data-sets, Monetary Policy, News, Real Time Data

12.

Monetary Policy in Exceptional Times

Downloads 196 (265,000)
Citation 80

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 181 (284,140)
Citation 27

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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 (964,497)
Citation 31
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monetary policy, quantitative easing

13.

Business Cycles in the Euro Area

Downloads 190 (272,565)
Citation 29

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
Centre for Economic Policy Research (CEPR), European Central Bank (ECB) and London Business School
Downloads 128 (378,978)

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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 2022
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
Centre for Economic Policy Research (CEPR), European Central Bank (ECB) and London Business School
Downloads 58 (627,942)
Citation 1

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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
Centre for Economic Policy Research (CEPR), European Central Bank (ECB) and London Business School
Downloads 4 (1,070,676)
Citation 7
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euro area, European integration, European monetary union, international business cycles

14.

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, Centre for Economic Policy Research (CEPR), Dipartimento di Scienze Economiche (DiSSE) and London Business School
Downloads 164 (309,723)
Citation 39

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Dynamic factor models, structural VARs, identification, fundamentalness

15.

Monetary Policy in Real Time

Downloads 164 (309,723)
Citation 117

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
Centre for Economic Policy Research (CEPR), London Business School and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 133 (367,961)
Citation 27

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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
Centre for Economic Policy Research (CEPR), London Business School and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 31 (811,542)
Citation 10
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Taylor rules, real time analysis, monetary policy, forecasting, large datasets

16.

Explaining the Great Moderation: It is Not the Shocks

Downloads 151 (331,959)
Citation 48

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
Centre for Economic Policy Research (CEPR), European Central Bank (ECB) and London Business School
Downloads 150 (334,230)

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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
Centre for Economic Policy Research (CEPR), European Central Bank (ECB) and London Business School
Downloads 1 (1,094,830)
Citation 1
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Great Moderation, Information, Shocks

17.

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
Centre for Economic Policy Research (CEPR) and London Business School
Downloads 149 (335,625)
Citation 32

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

18.

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

Downloads 128 (377,724)
Citation 32

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), Centre for Economic Policy Research (CEPR) and London Business School
Downloads 109 (427,590)
Citation 1

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

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

Number of pages: 28 Posted: 05 Feb 2003
Domenico Giannone, Lucrezia Reichlin and Luca Sala
Centre for Economic Policy Research (CEPR), London Business School and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 19 (922,832)
Citation 3
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Dynamic factor models, structural VARs, identification, equilibrium business cycle models

19.

The ECB and the Interbank Market

Downloads 101 (448,955)
Citation 48

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
Centre for Economic Policy Research (CEPR), European Central Bank (ECB), Goldman Sachs, Australia and London Business School
Downloads 88 (495,075)
Citation 9

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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
Centre for Economic Policy Research (CEPR), European Central Bank (ECB), affiliation not provided to SSRN and London Business School
Downloads 13 (986,037)
Citation 3
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interbank market, Non-standard monetary policy measures

20.

Does Information Help Recovering Structural Shocks from Past Observations?

Downloads 100 (451,981)
Citation 51

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
Centre for Economic Policy Research (CEPR) and London Business School
Downloads 87 (498,707)
Citation 5

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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 Centre for Economic Policy Research (CEPR)
Downloads 13 (986,037)
Citation 2
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Identification, information, invertibility, structural VAR

21.

Exploiting the Monthly Data Flow in Structural Forecasting

Downloads 52 (454,931)
Citation 6

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
Centre for Economic Policy Research (CEPR), Bank of England and London Business School
Downloads 52 (662,133)

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

22.

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

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 (709,308)
Citation 91
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Dynamic factor models, principal components, time series, large cross-sections, panel data, forecasting

23.

Opening the Black Box: Structural Factor Models Versus Structural Vars

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 (773,312)
Citation 3
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Dynamic factor models, structural VARs, identification

24.

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

Number of pages: 49 Posted: 15 Jan 2002
Filippo Altissimo, Antonio Bassanetti, Riccardo Cristadoro, Mario Forni, Marc Hallin, Marco Lippi, Lucrezia Reichlin and Giovanni Veronese
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 (773,312)
Citation 2
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Business cycle, dynamic factor model

25.

Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited

Number of pages: 47 Posted: 25 Oct 2002
Domenico Giannone, Lucrezia Reichlin and Luca Sala
Centre for Economic Policy Research (CEPR), London Business School and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 29 (804,754)
Citation 2
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Monetary policy, Taylor rules, monetary shocks, signal extraction, dynamic factor models

26.

Factor Models in Large Cross-Sections of Time Series

Number of pages: 48 Posted: 24 Apr 2002
Lucrezia Reichlin
London Business School
Downloads 27 (821,150)
Citation 1
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Factor analysis, panel data, business cycles

27.

A Measure of Comovement for Economic Variables: Theory and Empirics

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 (829,727)
Citation 18
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Business cycle, coherence, comovements, geography

28.

A Core Inflation Index for the Euro Area

Number of pages: 40 Posted: 08 Jan 2002
Riccardo Cristadoro, Mario Forni, Lucrezia Reichlin and Giovanni Veronese
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 (838,196)
Citation 8
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Core inflation, dynamic factor model, inflation forecast, monetary policy

29.

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

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 (846,965)
Citation 6
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Dynamic factor models, principal components, business cycle, forecasting, financial variables

30.

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, Centre for Economic Policy Research (CEPR) and London Business School
Downloads 9 (990,133)
Citation 3
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Bayesian VAR, forecasting, large cross-sections, monetary VAR

31.

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, Centre for Economic Policy Research (CEPR) and London Business School
Downloads 9 (990,133)
Citation 75
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Factor Models, Kalman filter, large cross-sections, principal components

32.

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 (1,036,209)
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33.

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
Centre for Economic Policy Research (CEPR), European Central Bank (ECB) and London Business School
Downloads 3 (1,036,209)
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euro area, loans, monetary policy, Money, non-financial corporations

34.

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

CEPR Discussion Paper No. DP17111
Number of pages: 30 Posted: 29 Mar 2022
Thomas Hasenzagl, Filippo Pellegrino, Lucrezia Reichlin and Giovanni Ricco
University of Minnesota, London School of Economics & Political Science (LSE), London Business School and University of Warwick
Downloads 2 (1,043,074)
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Bayesian estimation, Output gap, Phillips curve, Real-time forecasting, semi-structural models

35.

A Model of the Fed's View on Inflation

CEPR Discussion Paper No. DP12564
Number of pages: 31 Posted: 08 Jan 2018
Thomas Hasenzagl, Filippo Pellegrino, Lucrezia Reichlin and Giovanni Ricco
Now-Casting Economics, London School of Economics & Political Science (LSE), London Business School and University of Warwick - Department of Economics
Downloads 2 (1,043,074)
Citation 2
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Expectations, inflation, oil prices, Phillips curve

36.

Nowcasting German GDP

CEPR Discussion Paper No. DP14323
Number of pages: 27 Posted: 29 Jan 2020
Paolo Andreini, Charlotte Charlotte Senftleben-König, Thomas Hasenzagl, Lucrezia Reichlin and Till Strohsal
University of Rome Tor Vergata, Free University of Berlin (FUB), Now-Casting Economics, London Business School and Free University of Berlin (FUB) - Division of Economics
Downloads 1 (1,050,673)
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37.

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 (1,050,673)
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banks, monetary policy, recession

38.

Monetary-Fiscal Crosswinds in the European Monetary Union

CEPR Discussion Paper No. DP16138
Number of pages: 57 Posted: 14 May 2021
Lucrezia Reichlin, Giovanni Ricco and Matthieu Tarbé
London Business School, University of Warwick - Department of Economics and London Business School
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39.

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, Alberto Caruso, Lucrezia Reichlin and Giovanni Ricco
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)Confindustria, Centro Studi, London Business School and University of Warwick - Department of Economics
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Euro Area, Government Debt, Recessions