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A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia - 2007
Persistent link: https://www.econbiz.de/10003413769
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Factor models in large cross-sections of time series
Reichlin, Lucrezia - 2002
Persistent link: https://www.econbiz.de/10001657592
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A measure of comovement for economic variables : theory and empirics
Croux, Christophe - 1999
Persistent link: https://www.econbiz.de/10013422947
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Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo; Hasenzagl, Thomas; Reichlin, Lucrezia; … - In: International journal of forecasting 39 (2023) 1, pp. 298-313
Persistent link: https://www.econbiz.de/10014462781