Concepedia

Lucrezia Reichlin

LR

Statistics

Publications

86

Citations

13.4K

H-Index

46

Active since

1989

Affiliations

London Business School(Current)

Université Libre de Bruxelles

Centre for Economic Policy Research

European Central Bank

Amazon (Germany)

Lucrezia Reichlin is an author at London Business School specializing in economics, social sciences, and macroeconomics.

Publications per year

1989–2021

86

Publications

86

The Generalized Dynamic-Factor Model: Identification and Estimation

Mario Forni, Marc Hallin, Marco Lippi et al. · The Review of Economics and Statistics · 2000 · 1.8K citations · Full text

, , +14

Nowcasting: The real-time informational content of macroeconomic data

Domenico Giannone, Lucrezia Reichlin, David H. Small · Journal of Monetary Economics · 2008 · 1.2K citations

, , +14

Large Bayesian vector auto regressions

Marta Bańbura, Domenico Giannone, Lucrezia Reichlin · Journal of Applied Econometrics · 2009 · 1.2K citations

, , +17

The Generalized Dynamic Factor Model

Mario Forni, Marc Hallin, Marco Lippi et al. · Journal of the American Statistical Association · 2005 · 858 citations

, , +17

A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models

Catherine Doz, Domenico Giannone, Lucrezia Reichlin · The Review of Economics and Statistics · 2011 · 535 citations

, , +15

1–5 of 86