Lucrezia Reichlin

Lucrezia Reichlin

London Business School - London / United Kingdom
Economics & Econometrics / Economics
AD Scientific Index ID: 1124582
person_outline Lucrezia Reichlin's MOST POPULAR ARTICLES
1-) Nowcasting: The real-time informational content of macroeconomic data Journal of monetary economics 55 (4), 665-676, 2008
2-) The generalized dynamic factor model: one-sided estimation and forecasting Journal of the American statistical association 100 (471), 830-840, 2005
3-) A quasi–maximum likelihood approach for large, approximate dynamic factor models Review of economics and statistics 94 (4), 1014-1024, 2012
4-) A two-step estimator for large approximate dynamic factor models based on Kalman filtering Journal of Econometrics 164 (1), 188-205, 2011
5-) Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? Journal of Econometrics 146 (2), 318-328, 2008