Lucrezia Reichlin

Available identifiers

zbMath Open reichlin.lucreziaMaRDI QIDQ291640

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5149175	2021-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q5149178	2021-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q5149179	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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Lucrezia Reichlin