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
Discussion paper DP3432 The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting Marco Lippi Lucrezia Reichlin Marc Hallin Mario Forni 20 Jun 2002 International Macroeconomics C13 C33 C43
Discussion paper DP3285 Factor Models in Large Cross-Sections of Time Series Lucrezia Reichlin 20 Mar 2002 International Macroeconomics C22 C23 E32 E37
Discussion paper DP3701 VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models Lucrezia Reichlin Luca Sala Domenico Giannone 28 Jan 2002 International Macroeconomics C33 C52 E32