Lucrezia Reichlin

Available identifiers

Publication	Date of Publication	Type
The generalized dynamic factor model: identification and estimation	2021-02-06	Paper
The generalized dynamic factor model: consistency and rates	2021-02-06	Paper
The generalized dynamic factor model: one-sided estimation and forecasting	2021-02-06	Paper
Structural change and unit root econometrics	2017-11-09	Paper
A two-step estimator for large approximate dynamic factor models based on Kalman filtering	2016-08-12	Paper
Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?	2016-06-22	Paper
VARs, common factors and the empirical validation of equilibrium business cycle models	2016-06-10	Paper
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS	2014-04-23	Paper
The generalized dynamic factor model consistency and rates	2014-03-07	Paper
A two-step estimator for large approximate dynamic factor models based on Kalman filtering	2011-09-01	Paper
Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott	2010-01-19	Paper
The Generalized Dynamic Factor Model	2007-08-20	Paper
Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics	1999-02-14	Paper
VAR analysis, nonfundamental representations, Blaschke matrices	1995-06-18	Paper
https://portal.mardi4nfdi.de/entity/Q3030098	1987-01-01	Paper

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