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A quasi-maximum likelihood approach for large, approximate dynamic factor models
Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia - In: The review of economics and statistics 94 (2012) 4, pp. 1014-1024
Persistent link: https://www.econbiz.de/10009668442
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A measure of comovement for economic variables : theory and empirics
Croux, Christophe; Forni, Mario; Reichlin, Lucrezia - In: The review of economics and statistics 83 (2001) 2, pp. 232-241
Persistent link: https://www.econbiz.de/10001579515
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A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia - In: The review of economics and statistics 94 (2012) 4, pp. 1014-1025
Persistent link: https://www.econbiz.de/10010041769
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A MEASURE OF COMOVEMENT FOR ECONOMIC VARIABLES: THEORY AND EMPIRICS
Croux, Christophe; Forni, Mario; Reichlin, Lucrezia - In: The review of economics and statistics 83 (2001) 2, pp. 232-241
Persistent link: https://www.econbiz.de/10006379961
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THE GENERALIZED DYNAMIC-FACTOR MODEL: IDENTIFICATION AND ESTIMATION
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: The review of economics and statistics 82 (2000) 4, pp. 540-554
Persistent link: https://www.econbiz.de/10006382808
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A model of the Fed's view on inflation
Hasenzagl, Thomas; Pellegrino, Filippo; Reichlin, Lucrezia - In: The review of economics and statistics 104 (2022) 4, pp. 686-704
Persistent link: https://www.econbiz.de/10013402162