Michele Lenza : Citation Profile


Are you Michele Lenza?

European Central Bank

14

H index

15

i10 index

1199

Citations

RESEARCH PRODUCTION:

20

Articles

53

Papers

5

Chapters

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 79
   Journals where Michele Lenza has often published
   Relations with other researchers
   Recent citing documents: 262.    Total self citations: 30 (2.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple337
   Updated: 2019-10-15    RAS profile: 2019-02-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Giannone, Domenico (20)

Primiceri, Giorgio (6)

Altavilla, Carlo (5)

Banbura, Marta (4)

Jarociński, Marek (3)

Slacalek, Jiri (2)

Reichlin, Lucrezia (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michele Lenza.

Is cited by:

Koop, Gary (38)

Ricco, Giovanni (37)

Korobilis, Dimitris (31)

Creel, Jerome (26)

Clark, Todd (24)

Hubert, Paul (24)

Miranda-Agrippino, Silvia (20)

Peersman, Gert (19)

Carriero, Andrea (18)

Labondance, Fabien (17)

Giannone, Domenico (16)

Cites to:

Giannone, Domenico (71)

Reichlin, Lucrezia (67)

Pill, Huw (19)

Banbura, Marta (18)

Marcellino, Massimiliano (12)

Momferatou, Daphne (10)

onorante, luca (10)

Watson, Mark (9)

Clark, Todd (9)

Hoerova, Marie (8)

Forni, Mario (8)

Main data


Where Michele Lenza has published?


Journals with more than one article published# docs
Research Bulletin6
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank14
Working Papers ECARES / ULB -- Universite Libre de Bruxelles11
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles3
Staff Reports / Federal Reserve Bank of New York3

Recent works citing Michele Lenza (2019 and 2018)


YearTitle of citing document
2017A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Economic Research Papers. RePEc:ags:uwarer:269087.

Full description at Econpapers || Download paper

2017Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif. In: Economic Research Papers. RePEc:ags:uwarer:269308.

Full description at Econpapers || Download paper

2017THE FINANCIAL CRISIS RESPONSE. COMPARATIVE ANALYSIS BETWEEN EUROPEAN UNION AND USA. (2017). Melnic, Florentina. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2017:j:19:melnicf.

Full description at Econpapers || Download paper

2019Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies. (2019). Bystrov, Victor ; Mizen, Paul ; Banerjee, Anindya . In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2019.

Full description at Econpapers || Download paper

2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

Full description at Econpapers || Download paper

2018Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373.

Full description at Econpapers || Download paper

2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

Full description at Econpapers || Download paper

2018Heterogeneous Effects of Unconventional Monetary Policy on Loan Demand and Supply. Insights from the Bank Lending Survey. (2018). Guth, Martin. In: Papers. RePEc:arx:papers:1807.04161.

Full description at Econpapers || Download paper

2018Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness. (2018). Hajargasht, Gholamreza ; Rao, Prasada . In: Papers. RePEc:arx:papers:1811.04197.

Full description at Econpapers || Download paper

2018Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2018). Lutkepohl, Helmut ; Wo, Tomasz. In: Papers. RePEc:arx:papers:1811.08167.

Full description at Econpapers || Download paper

2017Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores . In: Occasional Papers. RePEc:bde:opaper:1702.

Full description at Econpapers || Download paper

2017The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea, María ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana. In: Working Papers. RePEc:bde:wpaper:1705.

Full description at Econpapers || Download paper

2018Forecasting house prices in Italy. (2018). Loberto, Michele ; Guglielminetti, Elisa ; Emiliozzi, Simone . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_463_18.

Full description at Econpapers || Download paper

2019The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks. (2019). Siviero, Stefano ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_486_19.

Full description at Econpapers || Download paper

2017The CSPP at work: yield heterogeneity and the portfolio rebalancing channel. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1157_17.

Full description at Econpapers || Download paper

2018Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18.

Full description at Econpapers || Download paper

2017Common Factors of Commodity Prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working papers. RePEc:bfr:banfra:645.

Full description at Econpapers || Download paper

2018‘New Normal’ or ‘New Orthodoxy’? Elements of a Central Banking Framework for the After-Crisis. (2018). Pfister, Christian ; Christian, Natacha Valla. In: Working papers. RePEc:bfr:banfra:680.

Full description at Econpapers || Download paper

2019The Cost of Banking Crises: Does the Policy Framework Matter?. (2019). Lucotte, Yannick ; Pradines-Jobet, Florian ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:712.

Full description at Econpapers || Download paper

2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:717.

Full description at Econpapers || Download paper

2017Safety, Liquidity, and the Natural Rate of Interest. (2017). Tambalotti, Andrea ; Giannone, Domenico ; Del Negro, Marco ; Giannoni, Marc P. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:48:y:2017:i:2017-01:p:235-316.

Full description at Econpapers || Download paper

2017Monetary policy and bank lending in a low interest rate environment: diminishing effectiveness?. (2017). Gambacorta, Leonardo ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:612.

Full description at Econpapers || Download paper

2018Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691.

Full description at Econpapers || Download paper

2018Macro-financial linkages: the role of liquidity dependence. (2018). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: BIS Working Papers. RePEc:bis:biswps:716.

Full description at Econpapers || Download paper

2018Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild. In: BIS Working Papers. RePEc:bis:biswps:721.

Full description at Econpapers || Download paper

2018Euro area unconventional monetary policy and bank resilience. (2018). mamatzakis, emmanuel ; Avalos, Fernando. In: BIS Working Papers. RePEc:bis:biswps:754.

Full description at Econpapers || Download paper

2018The Folk Theorem of Decreasing Effectiveness of Monetary Policy: What Do the Data Say?. (2018). Wyplosz, Charles ; Panizza, Ugo. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:1:p:71-107.

Full description at Econpapers || Download paper

2018Forecasting for the Russian Economy Using Small-Scale DSGE Models. (2018). Kreptsev, Dmitry ; Seleznev, Sergei. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:2:p:51-67.

Full description at Econpapers || Download paper

2017Macro-financial linkages: the role of liquidity dependence. (2017). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps24.

Full description at Econpapers || Download paper

2018Forecasting the implications of foreign exchange reserve accumulation with an agent-based model. (2018). Ponomarenko, Alexey ; Seleznev, Sergei ; Khabibullin, Ramis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps37.

Full description at Econpapers || Download paper

2018On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy. (2018). Conti, Antonio ; Barigozzi, Matteo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:4:p:755-787.

Full description at Econpapers || Download paper

2018Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound. (2018). Kaufmann, Daniel ; Baeurle, Gregor ; Baurle, Gregor. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:6:p:1243-1266.

Full description at Econpapers || Download paper

2017Did Negative Interest Rates Impact Bank Lending?. (2017). Thornton, John ; Molyneux, Philip ; Reghezza, Alessio ; Xie, Rue . In: Working Papers. RePEc:bng:wpaper:17002.

Full description at Econpapers || Download paper

2017Financial imbalances, crisis probability and monetary policy in Norway. (2017). Alstadheim, Ragna ; Vonen, Nikka Husom ; Robstad, Orjan. In: Working Paper. RePEc:bno:worpap:2017_21.

Full description at Econpapers || Download paper

2019When creativity strikes: news shocks and business cycle fluctuations. (2019). Hacioglu Hoke, Sinem ; Bluwstein, Kristina ; Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0788.

Full description at Econpapers || Download paper

2019Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_013.

Full description at Econpapers || Download paper

2019Forecasting in the euro area: The role of the US long rate. (2019). Zakipour-Saber, Shayan. In: Economic Letters. RePEc:cbi:ecolet:5/el/19.

Full description at Econpapers || Download paper

2017Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies. (2017). Mizen, Paul ; Bystrov, Victor ; Banerjee, Anindya. In: Working Papers in Economics. RePEc:cbt:econwp:17/07.

Full description at Econpapers || Download paper

2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12.

Full description at Econpapers || Download paper

2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691.

Full description at Econpapers || Download paper

2018The Estimation of Reaction Functions under Tax Competition. (2018). Rivolta, Giulia ; Panteghini, Paolo ; Miniaci, Raffaele . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6928.

Full description at Econpapers || Download paper

2018Central Bank Policies and Financial Markets: Lessons from the Euro Crisis. (2018). Mody, Ashoka ; Nedeljkovic, Milan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7400.

Full description at Econpapers || Download paper

2019Fiscal-Financial Vulnerabilities. (2019). Schuknecht, Ludger. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7776.

Full description at Econpapers || Download paper

2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

Full description at Econpapers || Download paper

2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808.

Full description at Econpapers || Download paper

2018When Creativity Strikes: News Shocks and Business Cycle Fluctuations. (2018). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Discussion Papers. RePEc:cfm:wpaper:1823.

Full description at Econpapers || Download paper

2017Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2017. (2017). Komarek, Lubos ; Arnostova, Katerina ; Saxa, Branislav ; Hromadkova, Eva ; Ruzicka, Lubos ; Holub, Tomas ; Pfeifer, Lukas ; Hledik, Tibor ; Pasalicova, Renata ; Gurtler, Martin ; Vozar, Mario ; Matejkova, Lucie ; Bruha, Jan ; Vojta, Martin ; Mala, Barbora ; Benecka, Sona ; Vlcek, Jan ; Novotny, Filip ; Belling, Vojtech ; Solc, Jan ; Kubicova, Ivana ; Babecky, Jan ; Snobl, Radek ; Kral, Petr ; Kucharcukova, Oxana Babecka ; Soukup, Pavel ; Komarkova, Zlatuse ; Adam, Tomas ; Siuda, Vojtech. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as17.

Full description at Econpapers || Download 2017

Barriers to expansive fiscal policy against the background of the macroeconomic situation of the euro area. (2017). Malinowski, Dariusz . In: Ekonomia i Prawo. RePEc:cpn:umkeip:v:16:y:2017:i:1:p:87-105.

Full description at Econpapers || Download paper

2017Whatever it takes: The Real Effects of Unconventional Monetary Policy. (2017). Acharya, Viral V ; Hirsch, Christian ; Eufinger, Christian ; Eisert, Tim . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12005.

Full description at Econpapers || Download paper

2017Man vs. Machine in Predicting Successful Entrepreneurs: Evidence from a Business Plan Competition in Nigeria. (2017). Sansone, Dario ; McKenzie, David. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12523.

Full description at Econpapers || Download paper

2018A Model of the Feds View on Inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12564.

Full description at Econpapers || Download paper

2018Common Factors of Commodity Prices. (2018). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12767.

Full description at Econpapers || Download paper

2018Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different. (2018). Ricco, Giovanni ; Caruso, Alberto ; Reichlin, Lucrezia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13016.

Full description at Econpapers || Download paper

2019Fundamental Moments. (2019). Pauwels, Laurent ; Imbs, Jean. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13662.

Full description at Econpapers || Download paper

2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working Papers. RePEc:crs:wpaper:2019-04.

Full description at Econpapers || Download paper

2019Have we been measuring monetary policy correctly? Analysing the Federal Reserve’s policies over the last century. (2019). Pavon-Prado, David. In: IFCS - Working Papers in Economic History.WH. RePEc:cte:whrepe:28342.

Full description at Econpapers || Download paper

2019On the Credit and Exchange Rate Channels of Central Bank Asset Purchases in a Monetary Union. (2019). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu. In: Working Papers. RePEc:cyb:wpaper:2019-2.

Full description at Econpapers || Download paper

2017Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2017). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1707.

Full description at Econpapers || Download paper

2019The impact of size, composition and duration of the central bank balance sheet on inflation expectations and market prices. (2019). van den End, Jan Willem ; Titzck, Stephanie. In: DNB Working Papers. RePEc:dnb:dnbwpp:627.

Full description at Econpapers || Download paper

2019Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels. In: DNB Working Papers. RePEc:dnb:dnbwpp:636.

Full description at Econpapers || Download paper

2019The euro area labour market through the lens of the Beveridge curve. (2019). Sokol, Andrej ; Bobeica, Elena ; da Silva, Antonio Dias ; Consolo, Agostino. In: Economic Bulletin Articles. RePEc:ecb:ecbart:2019:0004:1.

Full description at Econpapers || Download paper

2017Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181.

Full description at Econpapers || Download paper

2017A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Lang, Jan Hannes ; Klaus, Benjamin ; Detken, Carsten ; Kusmierczyk, Piotr ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne ; lo Duca, Marco. In: Occasional Paper Series. RePEc:ecb:ecbops:2017194.

Full description at Econpapers || Download paper

2018Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Perez Quiros, Gabriel ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Scharnagl, Michael ; Hindrayanto, Irma ; Rannenberg, Ansgar ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Dewachter, Hans ; Papageorgiou, Dimitris ; de Backer, Bruno ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry . In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

Full description at Econpapers || Do

2017Missing disinflation and missing inflation: the puzzles that arent. (2017). Jarociński, Marek ; BOBEICA, Elena ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20172000.

Full description at Econpapers || Download paper

2017Low inflation and monetary policy in the euro area. (2017). Nobili, Andrea ; Neri, Stefano ; Conti, Antonio. In: Working Paper Series. RePEc:ecb:ecbwps:20172005.

Full description at Econpapers || Download paper

2017If the Fed sneezes, who catches a cold?. (2017). Stracca, Livio ; Rivolta, Giulia ; Dedola, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20172050.

Full description at Econpapers || Download paper

2017Monetary policy and bank profitability in a low interest rate environment. (2017). Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlo ; Carlo Altavilla , . In: Working Paper Series. RePEc:ecb:ecbwps:20172105.

Full description at Econpapers || Download paper

2017Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112.

Full description at Econpapers || Download paper

2018ALICE: A new inflation monitoring tool. (2018). Zekaite, Zivile ; de Bondt, Gabe ; Hahn, Elke. In: Working Paper Series. RePEc:ecb:ecbwps:20182175.

Full description at Econpapers || Download paper

2018Credit supply and demand in unconventional times. (2018). Altavilla, Carlo ; Ongena, Steven ; Holton, Sarah ; Boucinha, Miguel ; Carlo Altavilla , . In: Working Paper Series. RePEc:ecb:ecbwps:20182202.

Full description at Econpapers || Download paper

2018The first twenty years of the European Central Bank: monetary policy. (2018). Hartmann, Philipp ; Smets, Frank. In: Working Paper Series. RePEc:ecb:ecbwps:20182219.

Full description at Econpapers || Download paper

2019Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis. (2019). Miescu, Mirela S ; Lodge, David ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192248.

Full description at Econpapers || Download paper

2019On the credit and exchange rate channels of central bank asset purchases in a monetary union. (2019). DARRACQ PARIES, Matthieu ; Papadopoulou, Niki. In: Working Paper Series. RePEc:ecb:ecbwps:20192259.

Full description at Econpapers || Download paper

2019Monetary policy shocks and the health of banks. (2019). Jung, Alexander ; Uhlig, Harald. In: Working Paper Series. RePEc:ecb:ecbwps:20192303.

Full description at Econpapers || Download paper

2019ECB corporate QE and the loan supply to bank-dependent firms. (2019). De Santis, Roberto A ; Betz, Frank . In: Working Paper Series. RePEc:ecb:ecbwps:20192314.

Full description at Econpapers || Download paper

2018Investigating Saving and Investment Relationship: Evidence from an Autoregressive Distributed Lag Bounds Testing Approach in Liberia. (2018). Greaves, Joe Garmondyu. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-12.

Full description at Econpapers || Download paper

2019The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

Full description at Econpapers || Download paper

2017Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Kutan, Ali ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11.

Full description at Econpapers || Download paper

2018Capital mobility in OECD countries: A multi-level factor approach to saving–investment correlations. (2018). Ho, Sun ; Kim, Yun Jung. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:150-159.

Full description at Econpapers || Download paper

2018Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area. (2018). Giri, Federico. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:10-22.

Full description at Econpapers || Download paper

2019On the asymmetric impact of macro–variables on volatility. (2019). Amendola, Alessandra ; Gallo, Giampiero M ; Candila, Vincenzo. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:135-152.

Full description at Econpapers || Download paper

2019Impacts of Chinas crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. (2019). Huo, Rui ; Ahmed, Abdullahi D. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:28-46.

Full description at Econpapers || Download paper

2018Determinants of the real impact of banking crises: A review and new evidence. (2018). de Haan, Jakob ; Swank, Job ; Wilms, Philip . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:54-70.

Full description at Econpapers || Download paper

2017Has the FED Fallen behind the Curve? Evidence from VAR models. (2017). Conti, Antonio. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:164-168.

Full description at Econpapers || Download paper

2018Econometrics with system priors. (2018). Plašil, Miroslav ; Plail, Miroslav ; Andrle, Michal. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:134-137.

Full description at Econpapers || Download paper

2019Model averaging based on leave-subject-out cross-validation for vector autoregressions. (2019). Zou, Guohua ; Zhang, Xinyu ; Zong, Xianpeng ; Liao, Jun. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:1:p:35-60.

Full description at Econpapers || Download paper

2019Priors about observables in vector autoregressions. (2019). Jarociński, Marek ; Marcet, Albert ; Jarociski, Marek. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:238-255.

Full description at Econpapers || Download paper

2019Bayesian compressed vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:135-154.

Full description at Econpapers || Download paper

2019Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior. (2019). Yu, Cindy ; Follett, Lendie . In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:130-144.

Full description at Econpapers || Download paper

2017The 2012 eurozone crisis and the ECB’s OMT program: A debt-overhang banking and sovereign crisis interpretation. (2017). Occhino, Filippo. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:337-363.

Full description at Econpapers || Download paper

2018Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries. (2018). Galesi, Alessandro ; Burriel, Pablo. In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:210-229.

Full description at Econpapers || Download paper

2018Corporate debt structure and economic recoveries. (2018). Tripier, Fabien ; Szczerbowicz, Urszula ; Grjebine, Thomas. In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:77-100.

Full description at Econpapers || Download paper

2017The impact of monetary policy on inequality in the UK. An empirical analysis. (2017). Theophilopoulou, Angeliki ; mumtaz, haroon. In: European Economic Review. RePEc:eee:eecrev:v:98:y:2017:i:c:p:410-423.

Full description at Econpapers || Download paper

2017From bond yield to macroeconomic instability: A parsimonious affine model. (2017). Tedeschi, Gabriele ; Recchioni, Maria Cristina . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:3:p:1116-1135.

Full description at Econpapers || Download paper

2017The role of oil prices in the forecasts of South African interest rates: A Bayesian approach. (2017). Kotze, Kevin ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:270-278.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Michele Lenza:


YearTitleTypeCited
2013Cross-border banking transactions in the euro area In: IFC Bulletins chapters.
[Full Text][Citation analysis]
chapter0
2010Monetary policy in exceptional times In: Economic Policy.
[Full Text][Citation analysis]
article180
2010Monetary policy in exceptional times.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 180
paper
2010Monetary policy in exceptional times.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 180
paper
2014The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper77
2014The Financial and Macroeconomic Effects of OMT Announcements.(2014) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77
paper
2015The financial and macroeconomic effects of OMT announcements.(2015) In: Research Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77
article
2014The financial and macroeconomic effects of OMT announcements.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77
paper
2016Priors for the Long Run In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper8
2018Priors for the long run.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2017Priors for the long run.(2017) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2017Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper5
2018Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2004The Feldstein-Horioka Fact In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper38
2010The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
article
2009The Feldstein-Horioka fact.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2009The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2008The Feldstein-Horioka fact.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2010The Feldstein-Horioka Fact.(2010) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
chapter
2007Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper99
2008Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
paper
2008Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
article
2008Explaining the great moderation: it is not the shocks.(2008) In: ULB Institutional Repository.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
paper
2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper96
2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96
paper
2009Business cycles in the euro area.(2009) In: Research Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96
article
2010Business Cycles in the Euro Area.(2010) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96
chapter
2008Business Cycles in the Euro Area.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96
paper
2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper71
2010Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
paper
2014Short-term inflation projections: A Bayesian vector autoregressive approach.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
article
2010Market freedom and the global recession In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper99
2010Market Freedom and the Global Recession.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
paper
2011Market Freedom and the Global Recession.(2011) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
article
2011Market freedom and the global recession.(2011) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 99
paper
2010Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper50
2010Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
2010Non‐Standard Monetary Policy Measures.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
2011Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
2012Prior Selection for Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper222
2012Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 222
paper
2012Prior selection for vector autoregressions.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 222
paper
2012Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 222
paper
2015Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 222
article
2012The ECB and the Interbank Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper56
2012The ECB and the Interbank Market.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
paper
2012The ECB and the interbank market.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
paper
2012The ECB and the Interbank Market.(2012) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
article
2012Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper34
2012Money, Credit, Monetary Policy and the Business Cycle in the Euro Area.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper41
2014Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections.(2014) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
article
2018Measures of underlying inflation for the euro area In: Economic Bulletin Articles.
[Full Text][Citation analysis]
article1
2013Corporate finance and economic activity in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]
paper2
2010Enhancing monetary analysis In: Research Bulletin.
[Full Text][Citation analysis]
article1
2011Revisiting the information content of core inflation In: Research Bulletin.
[Full Text][Citation analysis]
article0
2016How large is the output gap in the euro area In: Research Bulletin.
[Full Text][Citation analysis]
article0
2019Quantitative easing did not increase inequality in the euro area In: Research Bulletin.
[Full Text][Citation analysis]
article0
2007Monetary policy and core inflation In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2007Monetary policy and core inflation.(2007) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016An inflation-predicting measure of the output gap in the euro area In: Working Paper Series.
[Full Text][Citation analysis]
paper19
2018An Inflation‐Predicting Measure of the Output Gap in the Euro Area.(2018) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2018How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2019Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2019Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2009Monetary analysis and monetary policy in the euro area 1999-2006 In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article12
2016Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics.
[Full Text][Citation analysis]
chapter7
2015Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2016The Financial and Macroeconomic Effects of the OMT Announcements In: International Journal of Central Banking.
[Full Text][Citation analysis]
article69
2014The Financial and Macroeconomic Effects of the OMT Announcements.(2014) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
paper
2011A Factor Model for Euro-area Short-term Inflation Analysis In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
article4
2010Prior Selection for Bayesian VARs In: 2010 Meeting Papers.
[Full Text][Citation analysis]
paper0
2017The national segmentation of euro area bank balance sheets during the financial crisis In: Empirical Economics.
[Full Text][Citation analysis]
article5
2007Essays on monetary policy, saving and investment In: ULB Institutional Repository.
[Citation analysis]
paper0
2011MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team