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An Area-Wide Real-Time Database for the Euro Area
Giannone, Domenico; Henry, Jérôme; Lalik, Magdalena; … - In: The review of economics and statistics 94 (2012) 4, pp. 1000-1014
Persistent link: https://www.econbiz.de/10010041768
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An area-wide real-time database for the euro area
Giannone, Domenico; Henry, Jérôme; Lalik, Magdalena; … - In: The review of economics and statistics 94 (2012) 4, pp. 1000-1013
Persistent link: https://www.econbiz.de/10009668444
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A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia - In: The review of economics and statistics 94 (2012) 4, pp. 1014-1025
Persistent link: https://www.econbiz.de/10010041769
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A quasi-maximum likelihood approach for large, approximate dynamic factor models
Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia - In: The review of economics and statistics 94 (2012) 4, pp. 1014-1024
Persistent link: https://www.econbiz.de/10009668442
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Prior selection for vector autoregressions
Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - In: The review of economics and statistics 97 (2015) 2, pp. 436-451
Persistent link: https://www.econbiz.de/10011333148
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A MEASURE OF COMOVEMENT FOR ECONOMIC VARIABLES: THEORY AND EMPIRICS
Croux, Christophe; Forni, Mario; Reichlin, Lucrezia - In: The review of economics and statistics 83 (2001) 2, pp. 232-241
Persistent link: https://www.econbiz.de/10006379961
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THE GENERALIZED DYNAMIC-FACTOR MODEL: IDENTIFICATION AND ESTIMATION
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: The review of economics and statistics 82 (2000) 4, pp. 540-554
Persistent link: https://www.econbiz.de/10006382808
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A measure of comovement for economic variables : theory and empirics
Croux, Christophe; Forni, Mario; Reichlin, Lucrezia - In: The review of economics and statistics 83 (2001) 2, pp. 232-241
Persistent link: https://www.econbiz.de/10001579515
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A model of the Fed's view on inflation
Hasenzagl, Thomas; Pellegrino, Filippo; Reichlin, Lucrezia - In: The review of economics and statistics 104 (2022) 4, pp. 686-704
Persistent link: https://www.econbiz.de/10013402162