Search Results for author: Lucrezia Reichlin

Found 2 papers, 1 papers with code

Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices

no code implementations14 Jan 2022 Thomas Hasenzagl, Filippo Pellegrino, Lucrezia Reichlin, Giovanni Ricco

We propose two specifications of a real-time mixed-frequency semi-structural time series model for evaluating the output potential, output gap, Phillips curve, and Okun's law for the US.

Time Series

A Model of the Fed's View on Inflation

1 code implementation25 Jun 2020 Thomas Hasenzagl, Filippo Pellegrino, Lucrezia Reichlin, Giovanni Ricco

We develop a medium-size semi-structural time series model of inflation dynamics that is consistent with the view - often expressed by central banks - that three components are important: a trend anchored by long-run expectations, a Phillips curve and temporary fluctuations in energy prices.

Time Series Time Series Analysis

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