Michele Lenza : Citation Profile


Are you Michele Lenza?

European Central Bank

13

H index

14

i10 index

946

Citations

RESEARCH PRODUCTION:

16

Articles

47

Papers

5

Chapters

RESEARCH ACTIVITY:

   13 years (2004 - 2017). See details.
   Cites by year: 72
   Journals where Michele Lenza has often published
   Relations with other researchers
   Recent citing documents: 109.    Total self citations: 26 (2.67 %)

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   Permalink: http://citec.repec.org/ple337
   Updated: 2018-04-21    RAS profile: 2018-02-13    
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Relations with other researchers


Works with:

Giannone, Domenico (16)

Primiceri, Giorgio (4)

Banbura, Marta (4)

Altavilla, Carlo (4)

Jarociński, Marek (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 (29)

Korobilis, Dimitris (27)

Creel, Jerome (24)

Clark, Todd (23)

Hubert, Paul (22)

Peersman, Gert (19)

Labondance, Fabien (17)

Carriero, Andrea (16)

Marcellino, Massimiliano (15)

Krippner, Leo (14)

Blot, Christophe (13)

Cites to:

Reichlin, Lucrezia (65)

Giannone, Domenico (63)

Pill, Huw (23)

Banbura, Marta (18)

Marcellino, Massimiliano (10)

Watson, Mark (9)

onorante, luca (9)

Heider, Florian (8)

Smets, Frank (8)

Hoerova, Marie (8)

Forni, Mario (8)

Main data


Where Michele Lenza has published?


Journals with more than one article published# docs
Research Bulletin5
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers ECARES / ULB -- Universite Libre de Bruxelles11
Working Paper Series / European Central Bank10
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles3

Recent works citing Michele Lenza (2018 and 2017)


YearTitle of citing document
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.

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

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

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

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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.

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

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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.

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

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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.

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

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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.

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

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

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

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

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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.

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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.

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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.

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

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

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

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

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

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

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

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

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

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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.

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2017Forecasting broad money velocity. (2017). Jung, Alexander. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:421-432.

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

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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.

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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.

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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.

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

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

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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.

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2017Forecasting oil and stock returns with a Qual VAR using over 150years off data. (2017). Wohar, Mark ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186.

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2017The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Steeley, James ; Shogbuyi, Abiodun . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:281-291.

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2017If the Fed sneezes, who catches a cold?. (2017). Stracca, Livio ; Rivolta, Giulia ; Dedola, Luca. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:s1:p:s23-s41.

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2017Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries. (2017). Kouretas, Georgios ; Zarangas, Leonidas ; Stavroyiannis, Stavros ; Drakos, Anastassios A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:76-88.

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2017Forecasting inflation in emerging markets: An evaluation of alternative models. (2017). Mandalinci, Zeyyad. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1082-1104.

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2017Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives. (2017). Nguyen, Duc Khuong ; Paltalidis, Nikos ; Gounopoulos, Dimitrios ; Boubaker, Sabri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:35-52.

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2017Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis. (2017). Fratzscher, Marcel ; Ehrmann, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:26-44.

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2017Cross-border spillover effects of unconventional monetary policies on Swiss asset prices. (2017). Bernhard, Severin ; Ebner, Till . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:109-127.

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2017Credit cycle coherence in the eurozone: Was there a euro effect?. (2017). Samarina, Anna ; Bezemer, Dirk ; Zhang, LU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:77-98.

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2017The effectiveness of the ECB’s unconventional monetary policy: Comparative evidence from crisis and non-crisis Euro-area countries. (2017). Jäger, Jannik ; Grigoriadis, Theocharis ; Jager, Jannik . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:21-43.

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2018Liquidity provision as a monetary policy tool: The ECB’s non-standard measures after the financial crisis. (2018). Tristani, Oreste ; Quint, Dominic. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:15-34.

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2017Global banking and the conduct of macroprudential policy in a monetary union. (2017). Vermandel, Gauthier ; Poutineau, Jean-Christophe. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:306-331.

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2017Monetary policy and balance sheets. (2017). Tamirisa, Natalia ; Kabundi, Alain ; Igan, Deniz ; de Simone, Francisco Nadal . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:1:p:169-184.

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2017Government purchases reloaded: Informational insufficiency and heterogeneity in fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:13-27.

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2017Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets. (2017). Zietz, Joachim ; Markmann, Holger. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:314-327.

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2017Estimating the effects of FX-related macroprudential policies in Korea. (2017). Kim, Kyung Min ; Lee, Joo Yong . In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:23-48.

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2018Bank stability and refinancing operations during the crisis: Which way causality?. (2018). , Ivo ; Soederhuizen, Beau. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:79-89.

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2017Fundamentals versus market sentiments in the euro bond markets: implications for QE. (2017). DeGrauwe, Paul ; Macchiarelli, Corrado ; Ji, Yuemei ; de Grauwe, Paul. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85127.

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2017The transmission of monetary policy shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86163.

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2017The transmission of monetary policy shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1715.

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2017Eurozone bond market dynamics, ECB monetary policy and financial stress. (2017). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1718.

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2018A model of FEDS view on inflation. (2018). Ricco, Giovanni ; Pellegrino, Filippo ; Reichlin, Lucrezia ; Hasenzagl, Thomas. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1803.

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2017Non-Stationary Dynamic Factor Models for Large Datasets. (2017). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-24.

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2017Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111.

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2017An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts. (2017). McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2017-040.

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2017Vulnerable growth. (2017). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias. In: Staff Reports. RePEc:fip:fednsr:794.

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2017Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Caratelli, Daniele ; Bok, Brandyn. In: Staff Reports. RePEc:fip:fednsr:830.

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2017Factor Models for Non-Stationary Series: Estimates of Monthly U.S. GDP. (2017). Hengge, Martina ; Leonard, Seton . In: IHEID Working Papers. RePEc:gii:giihei:heidwp13-2017.

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2017Conditional FAVAR and scenario analysis for a large data: case of Tunisia. (2017). ben Romdhane, Hajer ; ben Tanfous, Nahed . In: IHEID Working Papers. RePEc:gii:giihei:heidwp15-2017.

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2017Common correlated effects and international risk sharing. (2017). Ventura, Luigi ; Fuleky, Peter ; Zhao, Qianxue . In: Working Papers. RePEc:hae:wpaper:2017-5r.

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2018Is the US Phillips Curve Stable? Evidence from Bayesian VARs. (2018). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2018_005.

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2017Effects of euro area monetary policy on institutional sectors: the case of Portugal. (2017). Silva, Jorge ; Afonso, Antonio. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp152017.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Working Papers REM. RePEc:ise:remwps:wp0022017.

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2017Central Bank Balance Sheet Policies and Inflation Expectations. (2017). End, Jan Willem ; Pattipeilohy, Christiaan . In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:3:d:10.1007_s11079-016-9426-8.

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2017Directed Graphs and Variable Selection in Large Vector Autoregressive Models. (2017). Kascha, Christian ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1706.

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2017Effectiveness of Unconventional Monetary Policy in the Euro Area: An Assessment Based on a Literature Survey. (2017). Wolters, Maik ; Jannsen, Nils ; Hanisch, Nils Jannsen ; Fiedler, Salomon . In: Credit and Capital Markets. RePEc:kuk:journl:v:50:y:2017:i:4:p:455-488.

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2017Macroprudential Policy Coordination in a Currency Union. (2017). Agénor, Pierre-Richard ; Jia, Pengfei ; Agenor, Pierre-Richard. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:235.

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2018Forecasting Deflation Probability in the EA: A Combinatoric Approach. (2018). Brugnolini, Luca. In: CBM Working Papers. RePEc:mlt:wpaper:0118.

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2017The symmetry of demand and supply shocks in the European Monetary Union. (2017). Bk, Henryk ; Maciejewski, Sebastian . In: Bank i Kredyt. RePEc:nbp:nbpbik:v:48:y:2017:i:1:p:1-44.

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2017Joint Forecast Combination of Macroeconomic Aggregates and Their Components. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76556.

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2017Aggregate Density Forecasting from Disaggregate Components Using Large VARs. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76849.

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2017Global Banking and the Conduct of Macroprudential Policy in a Monetary Union. (2017). Vermandel, Gauthier ; Poutineau, Jean-Christophe. In: MPRA Paper. RePEc:pra:mprapa:81367.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2017Forecasting Economic Aggregates Using Dynamic Component Grouping. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:81585.

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2018Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:84275.

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2018Targeting financial stress as opposed to the exchange rate. (2018). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:84865.

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2017Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research. (2017). Beyer, Andreas ; Mendicino, Caterina ; Coeure, Benoit. In: Économie et Statistique. RePEc:prs:ecstat:estat_0336-1454_2017_num_494_1_10781.

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2017Should Unconventional Monetary Policies Become Conventional?. (2017). Rabanal, Pau ; Quint, Dominic. In: 2017 Meeting Papers. RePEc:red:sed017:526.

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2017External Imbalances, Gross Capital Flows and Sovereign Debt Crises. (2017). de Ferra, Sergio. In: 2017 Meeting Papers. RePEc:red:sed017:726.

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2017Safety, Liquidity, and the Natural Rate of Interest. (2017). Tambalotti, Andrea ; Giannone, Domenico ; Giannoni, Marc ; Del Negro, Marco. In: 2017 Meeting Papers. RePEc:red:sed017:803.

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2018A model of the FEDs view on inflation. (2018). Ricco, Giovanni ; Pellegrino, Filippo ; Reichlin, Lucrezia ; Hasenzagl, Thomas. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/784ilbkihi9tkblnh7q2514823.

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2017Eurozone bond market dynamics, ECB monetary policy and financial stress. (2017). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/8vns9so6b9pnqfo7eebjgfann.

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2018The fall and rise of business cycle co-movements in Imperial Austria’s regions. (2018). Missiaia, Anna ; Ciccarelli, Carlo. In: The Annals of Regional Science. RePEc:spr:anresc:v:60:y:2018:i:1:d:10.1007_s00168-017-0850-5.

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2017Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs. (2017). Louzis, Dimitrios. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1128-y.

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2017The importance of the financial system for the real economy. (2017). Ankargren, Sebastian ; Shahnazarian, Hovick ; Bjellerup, Mrten. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1175-4.

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2017Has the wage Phillips curve changed in the euro area?. (2017). Viviano, Eliana ; Bulligan, Guido. In: IZA Journal of Labor Policy. RePEc:spr:izalpo:v:6:y:2017:i:1:d:10.1186_s40173-017-0087-z.

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2017Macroeconomic Modelling and Bayesian Methods. (2017). Dua, Pami. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:15:y:2017:i:2:d:10.1007_s40953-017-0077-4.

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2017GDP nowcasting: application and constraints in a small open developing economy. (2017). Madhou, Ashwin ; Ramiah, Vikash ; Moosa, Imad ; Sewak, Tayushma. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:38:p:3880-3890.

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2017A Bayesian Infinite Hidden Markov Vector Autoregressive Model. (2017). van der Wel, Michel ; Nibbering, Didier ; Paap, Richard. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160107.

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2017Benefits of EMU Participation : Estimates using the Synthetic Control Method. (2017). van Groezen, Bas ; Meijdam, Lex ; Verstegen, Loes. In: Discussion Paper. RePEc:tiu:tiucen:505ae6bb-8e7a-4d71-9f44-eb5ae32331f1.

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2017Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models. (2017). Warne, Anders ; Coenen, Günter ; Christoffel, Kai . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:32:y:2017:i:1:p:103-119.

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2017Assessing the Macroeconomic Effects of LTROs during the Great Recession. (2017). Sahuc, Jean-Guillaume ; Matheron, Julien ; Cahn, Christophe. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:7:p:1443-1482.

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2017Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1138.

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2017A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Pellegrino, Filippo ; Reichlin, Lucrezia ; Hasenzagl, Thomas. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1145.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1159.

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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.
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chapter0
2010Monetary policy in exceptional times In: Economic Policy.
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article158
2010Monetary policy in exceptional times.(2010) In: CEPR Discussion Papers.
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2010Monetary policy in exceptional times.(2010) In: Working Paper Series.
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paper
2014The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers.
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paper55
2014The Financial and Macroeconomic Effects of OMT Announcements.(2014) In: Working Papers ECARES.
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paper
2015The financial and macroeconomic effects of OMT announcements.(2015) In: Research Bulletin.
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This paper has another version. Agregated cites: 55
article
2014The financial and macroeconomic effects of OMT announcements.(2014) In: Working Paper Series.
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This paper has another version. Agregated cites: 55
paper
2016Priors for the Long Run In: CEPR Discussion Papers.
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paper2
2017Priors for the long run.(2017) In: Staff Reports.
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This paper has another version. Agregated cites: 2
paper
2017Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers.
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paper1
2004The Feldstein-Horioka Fact In: CEPR Discussion Papers.
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paper32
2009The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES.
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paper
2008The Feldstein-Horioka fact.(2008) In: Working Paper Series.
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paper
2010The Feldstein-Horioka Fact.(2010) In: NBER Chapters.
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chapter
2009The Feldstein-Horioka fact.(2009) In: NBER Working Papers.
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paper
2010The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics.
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This paper has another version. Agregated cites: 32
article
2007Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers.
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paper87
2008Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series.
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paper
2008Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association.
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This paper has another version. Agregated cites: 87
article
2013Explaining the great moderation: it is not the shocks.(2013) In: ULB Institutional Repository.
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This paper has another version. Agregated cites: 87
paper
2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
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paper86
2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 86
paper
2009Business cycles in the euro area.(2009) In: Research Bulletin.
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This paper has another version. Agregated cites: 86
article
2010Business Cycles in the Euro Area.(2010) In: NBER Chapters.
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This paper has another version. Agregated cites: 86
chapter
2008Business Cycles in the Euro Area.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 86
paper
2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
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paper58
2010Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 58
paper
2014Short-term inflation projections: A Bayesian vector autoregressive approach.(2014) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 58
article
2010Market freedom and the global recession In: CEPR Discussion Papers.
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paper93
2010Market Freedom and the Global Recession.(2010) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 93
paper
2011Market Freedom and the Global Recession.(2011) In: IMF Economic Review.
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This paper has another version. Agregated cites: 93
article
2011Market freedom and the global recession.(2011) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 93
paper
2010Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers.
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paper45
2010Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 45
paper
2010Non‐Standard Monetary Policy Measures.(2010) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 45
paper
2011Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series.
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This paper has another version. Agregated cites: 45
paper
2012Prior Selection for Vector Autoregressions In: CEPR Discussion Papers.
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paper156
2015Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 156
article
2012Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 156
paper
2012Prior selection for vector autoregressions.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 156
paper
2012Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 156
paper
2012The ECB and the Interbank Market In: CEPR Discussion Papers.
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paper40
2012The ECB and the Interbank Market.(2012) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 40
paper
2012The ECB and the interbank market.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 40
paper
2012The ECB and the Interbank Market.(2012) In: Economic Journal.
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This paper has another version. Agregated cites: 40
article
2012Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers.
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paper31
2012Money, Credit, Monetary Policy and the Business Cycle in the Euro Area.(2012) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 31
paper
2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers.
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paper24
2014Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections.(2014) In: Working Papers ECARES.
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paper
2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2014) In: Working Paper Series.
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paper
2015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2015) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 24
article
2013Corporate finance and economic activity in the euro area In: Occasional Paper Series.
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paper2
2010Enhancing monetary analysis In: Research Bulletin.
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article1
2011Revisiting the information content of core inflation In: Research Bulletin.
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article0
2016How large is the output gap in the euro area In: Research Bulletin.
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article0
2007Monetary policy and core inflation In: Working Paper Series.
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paper1
2007Monetary policy and core inflation.(2007) In: Discussion Paper Series 1: Economic Studies.
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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.
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paper7
2009Monetary analysis and monetary policy in the euro area 1999-2006 In: Journal of International Money and Finance.
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article11
2016Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics.
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chapter6
2015Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models.(2015) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 6
paper
2011A Factor Model for Euro-area Short-term Inflation Analysis In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article3
2010Prior Selection for Bayesian VARs In: 2010 Meeting Papers.
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paper0
2014The Financial and Macroeconomic Effects of the OMT Announcements In: CSEF Working Papers.
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paper46
2017The national segmentation of euro area bank balance sheets during the financial crisis In: Empirical Economics.
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article1
2007Essays on monetary policy, saving and investment In: ULB Institutional Repository.
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paper0
2011MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA In: World Scientific Book Chapters.
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