Lucrezia Reichlin

Institution: London Business School (LBS)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.lucreziareichlin.eu

First Publication: 1989

Most Recent: 2023

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	1.01	1.08	0.00	2.09	57%
Last 10 Years	0.00	2.35	2.93	0.00	5.28	73%
All Time	12.11	19.51	13.35	1.01	45.98	98%

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