Suchergebnisse - Reichlin, Lucrezia

Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?: [... presented at the 8th Bundesbank spring conference (May 2006) on "New developments in Economic Forecasting"]

von De Mol, Christine, Giannone, Domenico 1973-, Reichlin, Lucrezia

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Segmented trends and nonstationary time series

von Rappoport, Peter, Reichlin, Lucrezia

Do women cause unemployment?: evidence from eight OECD countries

von McCarthy, Mary R., Reichlin, Lucrezia

Bayesian VARs with large panels

von Bańbura, Marta, Giannone, Domenico 1973-, Reichlin, Lucrezia

Factor models in large cross-sections of time series

von Reichlin, Lucrezia

Tracking Greenspan: systematic and unsystematic monetary policy revisited

von Giannone, Domenico 1973-, Reichlin, Lucrezia, Sala, Luca 1972-

A measure of comovement for economic variables: theory and empirics

von Croux, Christophe, Forni, Mario, Reichlin, Lucrezia

National policies and local economies: Europe and the United States

von Forni, Mario, Reichlin, Lucrezia

Dynamic common factors in large cross-sections

von Forni, Mario, Reichlin, Lucrezia

Trends and cycles in labour productivity in the major OECD countries

von Nicoletti, Giuseppe, Reichlin, Lucrezia

Explaining the great moderation: it is not the shocks

von Giannone, Domenico 1973-, Lenza, Michele, Reichlin, Lucrezia

Nowcasting GDP and inflation: the real time informational content of macroeconomic data releases

von Giannone, Domenico 1973-, Reichlin, Lucrezia, Small, David H.

Monetary policy in real time

von Giannone, Domenico 1973-, Reichlin, Lucrezia, Sala, Luca 1972-

Opening the Black Box: structural factor models versus structural VARs

von Forni, Mario, Lippi, Marco, Reichlin, Lucrezia

Let's get real: a dynamic factor analytical approach to disaggregated business cycle

von Forni, Mario, Reichlin, Lucrezia

Information, forecasts and measurement of business cycle: an assessment

von Evans, George W. 1949-, Reichlin, Lucrezia

Financial variables as predictors of real growth vulnerability

von Reichlin, Lucrezia, Ricco, Giovanni, Hasenzagl, Thomas

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Business cycles in the Euro area

von Giannone, Domenico 1973-, Lenza, Michele, Reichlin, Lucrezia

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A two-step estimator for large approximate dynamic factor models based on Kalman filtering

von Doz, Catherine, Giannone, Domenico 1973-, Reichlin, Lucrezia

VARs, common factors and the empirical validation of equilibrium business cycle models

von Giannone, Domenico 1973-, Reichlin, Lucrezia, Sala, Luca 1972-