The following pages link to Lucrezia Reichlin (Q291640):
Displaying 8 items.
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering (Q58366) (← links)
- VARs, common factors and the empirical validation of equilibrium business cycle models (Q291642) (← links)
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225) (← links)
- Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott (Q844726) (← links)
- VAR analysis, nonfundamental representations, Blaschke matrices (Q1341215) (← links)
- Structural change and unit root econometrics (Q1676623) (← links)
- The generalized dynamic factor model consistency and rates (Q2439043) (← links)
- (Q3030098) (← links)
