Professor Lucrezia Reichlin
Designing econometric models for large panels of time series and developing solutions for the so-called `curse of dimensionality problem'; economic forecasting in real time (now-casting); monetary policy and its effect on financial intermediation
- Business and management, Economics
Lucrezia Reichlin is Professor of Economics at the London Business School, non-executive director of UniCredit Banking Group, and Ageas Insurance Group, as well as a trustee of the Center for European Policy Research. She is Chair of the Scientific Council at the Brussels based think-tank Bruegel and she is in the advisory board of several research and policy institutions. Between March 2005 and September 2008 she served as Director General of Research at the European Central Bank. She is a co-founder and director of Now-Casting Economics ltd. She is a columnist for the Italian daily paper Il Corriere della Sera. Reichlin is an expert in forecasting and monetary policy and she has published widely in international academic journals. She is a Fellow of the British Academy, a Fellow of the European Economic Association, and was a member of the council of the Royal Economic Society. She won the 2016 Birgit Grodal prize awarded by the European Economic Association. She is Grande Ufficiale of the Italian Republic. Reichlin has been a consultant for several Central Banks around the world, including the Board of Governors of the Federal Reserve.
Forecasting with a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? Journal of Econometrics 2008
A maximum likelihood approach to dynamic factor analysis in large panels Review of economics and Statistics 2012
Large Bayesian VARS Journal of Applied Econometrics 2010
Nowcasting GDP and inflation:the realtime informational content of macroeconomic data releases Journal of Monetary Economics 2008
Let’s get real:a factor analytical approach to disaggregated business cycle dynamics Review of Economic Studies 1998, Vol 65, No 3
The generalised dynamic factor model: identification and destimation The review of Economics and Statistics 2000, Vol 82, No 4
Professor Michael Lipton
Economics, Demography, Epidemiology and Health, Agricultural Economics, South Africa, South Asia, Bangladesh, India, Sierra Leone and Sri Lanka.