Discussion paper DP6746 Short-term Forecasts of Euro Area GDP Growth Lucrezia Reichlin Gonzalo Camba-Mendez Elena Angelini Gerhard Rünstler Domenico Giannone 31 Mar 2008 International Macroeconomics C33 C53 E52
Discussion paper DP6600 Explaining The Great Moderation: It Is Not The Shocks Lucrezia Reichlin Domenico Giannone Michele Lenza 14 Dec 2007 International Macroeconomics C32 C53 E32 E37
Discussion paper DP6326 Bayesian VARs with Large Panels Lucrezia Reichlin Domenico Giannone Marta Banbura 23 Jun 2007 International Macroeconomics C11 C13 C33 C53
Discussion paper DP6043 A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering Lucrezia Reichlin Catherine Doz Domenico Giannone 14 Jan 2007 International Macroeconomics C32 C33 C51
Discussion paper DP5829 Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? Lucrezia Reichlin Domenico Giannone Christine De Mol 8 Sep 2006 International Macroeconomics C11 C13 C33 C53
Discussion paper DP5724 A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models Lucrezia Reichlin Catherine Doz Domenico Giannone 16 Jun 2006 International Macroeconomics C32 C33 C51
Discussion paper DP5725 Does Information Help Recovering Structural Shocks from Past Observations? Lucrezia Reichlin Domenico Giannone 16 Jun 2006 International Macroeconomics C32 C33 E00 E32 O3
Discussion paper DP5178 Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases Lucrezia Reichlin Domenico Giannone David Small 23 Aug 2005 International Macroeconomics C33 C53 E52
Discussion paper DP4981 Monetary Policy in Real Time Lucrezia Reichlin Luca Sala Domenico Giannone 23 Mar 2005 International Macroeconomics C33 C53 E52 E58
Book The Euro Area Business Cycle: Stylized Facts and Measurement Issues Lucrezia Reichlin 7 Feb 2005
Discussion paper DP4133 Opening the Black Box: Structural Factor Models versus Structural VARs Marco Lippi Lucrezia Reichlin Mario Forni 23 Dec 2003 International Macroeconomics C10 E00
Discussion paper DP3550 Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited Lucrezia Reichlin Luca Sala Domenico Giannone 20 Sep 2002 International Macroeconomics C23 E52 E58