← All authors Lucrezia Reichlin London Business School (from arXiv:2201.05556, 2022) · OpenAlex
74 papers in scope · 73 published · 1 on the econ.EM arXiv · 11,379 citations · h-index 33 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Thomas Hasenzagl Filippo Pellegrino G. Ricco Carlos Vladimir Rodríguez-Caballero Ignacio Garrón Claudio Lissona Esther Ruiz Matteo Luciani Matteo Barigozzi Philippe Goulet Coulombe Mike West Alessandro Morico Domenico Giannone Tobias Adrian Lorenzo Tonni Ovidijus Stauskas Pilar Poncela Diego Fresoli Mikael Frenette Karin Klieber Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 74)
The Macroeconomic Causes and Consequences of Inflation
published 2026 · Quarterly Review
with Donald L. Kohn, Guido Lorenzoni, Mark Watson
Comment
published 2026 · NBER Macroeconomics Annual
The Asymptotic Equivalence of Ridge and Principal Component Regression with Many Predictors
published 2024 · Econometrics and Statistics · 3 citations
A Fed for Our Times: A Review Essay on 21st Century Monetary Policy by Ben Bernanke
published 2023 · Journal of Economic Literature · 3 citations
Monetary–fiscal crosswinds in the European Monetary Union
published 2022 · European Economic Review · 7 citations
working paper 2022 · arXiv
Chaire européenne (chaire annuelle 2018-2019)
published 2022 · L’annuaire du Collège de France
Nowcasting German GDP: Foreign factors, financial markets, and model averaging
published 2021 · International Journal of Forecasting · 15 citations
published 2020 · The Review of Economics and Statistics · 63 citations · first circulated 2017
When Is Growth at Risk?
published 2020 · Brookings Papers on Economic Activity · 93 citations
Managing crisis
published 2019 · London Business School Review
Financial and fiscal interaction in the Euro Area crisis: This time was different
published 2019 · European Economic Review · 18 citations · first circulated 2018
Comments and Discussion
published 2018 · Brookings Papers on Economic Activity
with Lorenzo Bini Smaghi
IN FAVOUR OF FORECASTING
published 2017 · London Business School Review
EUROPE AT THE CROSSROADS
published 2017 · London Business School Review
with Hélène Rey
The national segmentation of euro area bank balance sheets during the financial crisis
published 2017 · Empirical Economics · 7 citations
Comments and Discussion
published 2017 · Brookings Papers on Economic Activity · 9 citations
with Robert Barro
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data
published 2016 · Journal of Applied Econometrics · 11 citations · first circulated 2010
EUROZONE IN PERIL
published 2015 · London Business School Review
with Richard Portes
Monetary Policy and Banks in the Euro Area: The Tale of Two Crises
published 2013 · Journal of Macroeconomics · 77 citations
The ECB and the Interbank Market
published 2012 · The Economic Journal · 168 citations
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
published 2011 · The Review of Economics and Statistics · 538 citations · first circulated 2006
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
published 2011 · Journal of Econometrics · 493 citations · first circulated 2007
Comments and Discussion
published 2011 · Brookings Papers on Economic Activity · 2 citations
with Jonathan H. Wright
Short‐term forecasts of euro area GDP growth
published 2011 · Econometrics Journal · 245 citations · first circulated 2008
Macroprudential Policy and Monetary Policy: Some Lessons from the Euro Area
published 2011 · World Scientific Book Chapters · 1 citations
Market Freedom and the Global Recession
published 2010 · IMF Economic Review · 123 citations
Monetary policy in exceptional times
published 2010 · Economic Policy · 327 citations
with Michèle Lenza, Huw Pill, Morten O. Ravn
Large Bayesian vector auto regressions
published 2009 · Journal of Applied Econometrics · 1166 citations
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators
published 2009 · National Institute Economic Review · 50 citations
Comments on “Forecasting economic and financial variables with global VARs”
published 2009 · International Journal of Forecasting · 9 citations
Monetary analysis and monetary policy in the euro area 1999–2006
published 2009 · Journal of International Money and Finance · 52 citations
with Bruno Brandão Fischer, Michèle Lenza, Huw Pill
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
published 2009 · Econometric Theory · 401 citations · first circulated 2007
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
published 2008 · Journal of Econometrics · 527 citations · first circulated 2006
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases
published 2008 · Journal of Monetary Economics · 1170 citations · first circulated 2005
Explaining The Great Moderation: It Is Not The Shocks
published 2008 · Journal of the European Economic Association · 171 citations
Comment
published 2008 · NBER Macroeconomics Annual
Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott
published 2007 · Journal of Economic Dynamics and Control · 5 citations
Does Information Help Recovering Structural Shocks from Past Observations?
published 2006 · Journal of the European Economic Association · 33 citations · first circulated 2005
The Thirteenth International Conference "Financial Markets and the Real Economy in a Low Interest Rate Environment," Concluding Panel Discussion: Financial Markets and the Real Economy in a Low Interest Rate Environment
published 2006 · Monetary and and Economic Studies · 1 citations
with Stefan Ingves, Christine M. Cumming, Masaaki Shirakawa, Bennett T. McCallum, Maurice Obstfeld
no link
What are shocks capturing in DSGE modelling? Structure versus misspecification
published 2006 · Computing in Economics and Finance
no link
Dynamic Portfolio Optimization Using Generalized Dynamic Conditional Heteroskedastic Factor Models
published 2005 · Journal of the American Statistical Association · 859 citations
VARs, common factors and the empirical validation of equilibrium business cycle models
published 2005 · Journal of Econometrics · 20 citations · first circulated 2004
A Core Inflation Indicator for the Euro Area
published 2005 · Journal of money credit and banking · 229 citations
with Riccardo Cristadoro, Mario Forni, Giovanni Veronese
Monetary Policy in Real Time
published 2004 · NBER Macroeconomics Annual · 217 citations
Do financial variables help forecasting inflation and real activity in the euro area?
published 2003 · Journal of Monetary Economics · 58 citations
The generalized dynamic factor model consistency and rates
published 2003 · Journal of Econometrics · 311 citations
Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle
published 2003 · Computing in Economics and Finance · 87 citations · first circulated 2001
with Mario Forno, Marco Lippi, Filippo Altissimo, Antonio Bassanetti, Riccardo Cristadoro, Mario Forni, Giovanni Veronese
no link
A Measure of Comovement for Economic Variables: Theory and Empirics
published 2001 · The Review of Economics and Statistics · 353 citations · first circulated 1999
with Christophe Croux, Mario Forni
Coincident and Leading Indicators for the Euro Area
published 2001 · The Economic Journal · 205 citations
Federal policies and local economies: Europe and the US
published 2001 · European Economic Review · 155 citations
with Mario Forni
The Generalized Dynamic-Factor Model: Identification and Estimation
published 2000 · The Review of Economics and Statistics · 1756 citations · first circulated 1999
Risk and potential insurance in Europe
published 1999 · European Economic Review · 40 citations
with Mario Forni
Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
published 1998 · The Review of Economic Studies · 403 citations · first circulated 1995
with Mario Forni
Dynamic common factors in large cross-sections
published 1996 · Empirical Economics · 74 citations
with Mario Rorni, Mario Forni
VAR analysis, nonfundamental representations, blaschke matrices
published 1994 · Journal of Econometrics · 206 citations
with Marco Lippi
Information, forecasts, and measurement of the business cycle
published 1994 · Journal of Monetary Economics · 127 citations · first circulated 1993
with George W. Evans
Common and uncommon trends and cycles
published 1994 · European Economic Review · 20 citations
with Marco Lippi
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle
published 1994 · The Review of Economic Studies · 9 citations
Convergences nominale et réelle parmi les pays de la CE et de l'AELE
published 1993 · Revue de l OFCE · 9 citations
with Rahim Loufir
On persistence of shocks to economic variables
published 1992 · Journal of Monetary Economics · 56 citations
with Marco Lippi
Les effets du taux d'intérêt réel sur l'activité en France
published 1992 · Revue de l OFCE · 1 citations
with Alexandre Mathis
Real business cycle under test; A multi-country, multi-sector exercise
published 1991 · European Economic Review
Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter?
published 1991 · The Economic Journal · 11 citations
Mesure de la productivité et fluctuations économiques
published 1991 · Revue de l OFCE · 4 citations
with Catherine Bruno, Catherine Joye-Bruno
Prix des matières premières : un test sur l'hypothèse d'efficience des marchés
published 1991 · Revue de l OFCE · 3 citations
with Alexandre Mathis
Tchécoslovaquie
published 1990 · Revue de l'OFCE/La Revue de l'OFCE
Structural change and unit root econometrics
published 1989 · Economics Letters · 25 citations
Segmented Trends and Non-Stationary Time Series
published 1989 · The Economic Journal · 337 citations
with Peter Rappoport
Fluctuations et croissance en Europe : une analyse empirique
published 1989 · Revue de l OFCE · 7 citations
Taux de change et prix des importations : le cas des automobiles en Europe
published 1989 · Revue de l OFCE · 6 citations
with Jacques Le Cacheux
Chômage et croissance en France et aux États-Unis. Une analyse de longue période
published 1989 · Revue de l OFCE · 3 citations
with Catherine Guillemineau
Comment
published 1989 · Econometric Reviews
Do Women Cause Unemployment? Evidence from Eight OECD Countries
published 1988 · Labour
with Mary McCarthy
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