The generalized dynamic-factor model: Identification and estimation M Forni, M Hallin, M Lippi, L Reichlin Review of Economics and statistics 82 (4), 540-554, 2000 | 2408 | 2000 |
Large Bayesian vector auto regressions M Bańbura, D Giannone, L Reichlin Journal of applied Econometrics 25 (1), 71-92, 2010 | 1605 | 2010 |
Nowcasting: The real-time informational content of macroeconomic data D Giannone, L Reichlin, D Small Journal of monetary economics 55 (4), 665-676, 2008 | 1486 | 2008 |
The generalized dynamic factor model: one-sided estimation and forecasting M Forni, M Hallin, M Lippi, L Reichlin Journal of the American statistical association 100 (471), 830-840, 2005 | 1195 | 2005 |
Now-casting and the real-time data flow M Bańbura, D Giannone, M Modugno, L Reichlin Handbook of economic forecasting 2, 195-237, 2013 | 926* | 2013 |
A quasi–maximum likelihood approach for large, approximate dynamic factor models C Doz, D Giannone, L Reichlin Review of economics and statistics 94 (4), 1014-1024, 2012 | 720 | 2012 |
A two-step estimator for large approximate dynamic factor models based on Kalman filtering C Doz, D Giannone, L Reichlin Journal of Econometrics 164 (1), 188-205, 2011 | 675 | 2011 |
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? C De Mol, D Giannone, L Reichlin Journal of Econometrics 146 (2), 318-328, 2008 | 627 | 2008 |
Monetary policy in exceptional times M Lenza, H Pill, L Reichlin Economic Policy 25 (62), 295-339, 2010 | 610 | 2010 |
Let's get real: a factor analytical approach to disaggregated business cycle dynamics M Forni, L Reichlin The Review of Economic Studies 65 (3), 453-473, 1998 | 591 | 1998 |
A measure of comovement for economic variables: Theory and empirics C Croux, M Forni, L Reichlin Review of Economics and Statistics 83 (2), 232-241, 2001 | 525 | 2001 |
Opening the black box: Structural factor models with large cross sections M Forni, D Giannone, M Lippi, L Reichlin Econometric Theory 25 (5), 1319-1347, 2009 | 489 | 2009 |
Segmented trends and non-stationary time series P Rappoport, L Reichlin The Economic Journal 99 (395), 168-177, 1989 | 477 | 1989 |
Monetary policy in real time D Giannone, L Reichlin, L Sala NBER macroeconomics annual 19, 161-200, 2004 | 455 | 2004 |
Do financial variables help forecasting inflation and real activity in the euro area? M Forni, M Hallin, M Lippi, L Reichlin Journal of Monetary Economics 50 (6), 1243-1255, 2003 | 421 | 2003 |
The generalized dynamic factor model consistency and rates M Forni, M Hallin, M Lippi, L Reichlin Journal of Econometrics 119 (2), 231-255, 2004 | 411 | 2004 |
Short‐term forecasts of euro area GDP growth E Angelini, G Camba‐Mendez, D Giannone, L Reichlin, G Rünstler The Econometrics Journal 14 (1), C25-C44, 2011 | 381 | 2011 |
The dynamic effects of aggregate demand and supply disturbances: Comment M Lippi, L Reichlin The American Economic Review 83 (3), 644-652, 1993 | 321 | 1993 |
Coincident and leading indicators for the euro area M Forni, M Hallin, M Lippi, L Reichlin The economic journal 111 (471), 62-85, 2001 | 311 | 2001 |
VAR analysis, nonfundamental representations, Blaschke matrices M Lippi, L Reichlin Journal of Econometrics 63 (1), 307-325, 1994 | 286 | 1994 |