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Lucrezia Reichlin

Global rank #1709 98%

Institution: London Business School (LBS)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.lucreziareichlin.eu

First Publication: 1989

Most Recent: 2023

RePEc ID: pre102 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.50 1.07 0.00 2.08
Last 10 Years 0.00 1.17 2.92 0.00 5.26
All Time 3.02 9.72 13.31 0.00 45.81

Publication Statistics

Raw Publications 33
Coauthorship-Adjusted Count 28.17

Publications (33)

Year Article Journal Tier Authors
2023 Monetary–fiscal crosswinds in the European Monetary Union European Economic Review B 3
2023 Nowcasting German GDP: Foreign factors, financial markets, and model averaging International Journal of Forecasting B 5
2022 A Model of the Fed's View on Inflation Review of Economics and Statistics A 4
2020 When Is Growth at Risk? Brookings Papers on Economic Activity B 4
2019 Financial and fiscal interaction in the Euro Area crisis: This time was different European Economic Review B 3
2019 Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? International Journal of Central Banking B 3
2016 Exploiting the monthly data flow in structural forecasting Journal of Monetary Economics A 3
2012 A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models Review of Economics and Statistics A 3
2011 A two-step estimator for large approximate dynamic factor models based on Kalman filtering Journal of Econometrics A 3
2010 Large Bayesian vector auto regressions Journal of Applied Econometrics B 3
2010 On the effectiveness of the Federal Reserve’s new liquidity facilities Economic Policy B 3
2009 OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS Econometric Theory B 4
2009 Comments on "Forecasting economic and financial variables with global VARs" International Journal of Forecasting B 2
2009 Monetary analysis and monetary policy in the euro area 1999-2006 Journal of International Money and Finance B 4
2008 Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? Journal of Econometrics A 3
2008 Nowcasting: The real-time informational content of macroeconomic data Journal of Monetary Economics A 3
2008 Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott Journal of Economic Dynamics and Control B 1
2006 VARs, common factors and the empirical validation of equilibrium business cycle models Journal of Econometrics A 3
2004 The generalized dynamic factor model consistency and rates Journal of Econometrics A 4
2003 Do financial variables help forecasting inflation and real activity in the euro area? Journal of Monetary Economics A 4
2001 Federal policies and local economies: Europe and the US European Economic Review B 2
2001 A Measure Of Comovement For Economic Variables: Theory And Empirics Review of Economics and Statistics A 3
2000 The Generalized Dynamic-Factor Model: Identification And Estimation Review of Economics and Statistics A 4
1999 Risk and potential insurance in Europe European Economic Review B 2
1998 Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics Review of Economic Studies S 2
1994 Information, forecasts, and measurement of the business cycle Journal of Monetary Economics A 2
1994 VAR analysis, nonfundamental representations, blaschke matrices Journal of Econometrics A 2
1994 Common and uncommon trends and cycles European Economic Review B 2
1994 Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle Review of Economic Studies S 2
1993 The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment. American Economic Review S 2
1992 On persistence of shocks to economic variables : A common misconception Journal of Monetary Economics A 2
1991 Real business cycle under test; A multi-country, multi-sector exercise : by Horst Entorf European Economic Review B 1
1989 Structural change and unit root econometrics Economics Letters C 1