Michele Lenza : Citation Profile

Are you Michele Lenza?

European Central Bank

13

H index

15

i10 index

1117

Citations

RESEARCH PRODUCTION:

19

Articles

50

Papers

5

Chapters

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 79
   Journals where Michele Lenza has often published
   Relations with other researchers
   Recent citing documents: 198.    Total self citations: 28 (2.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple337
   Updated: 2019-02-13    RAS profile: 2019-02-07    
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Relations with other researchers

Works with:

Giannone, Domenico (19)

Primiceri, Giorgio (6)

Altavilla, Carlo (5)

Banbura, Marta (4)

Jarociński, Marek (3)

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:

Ricco, Giovanni (36)

Korobilis, Dimitris (30)

Koop, Gary (29)

Creel, Jerome (26)

Hubert, Paul (24)

Clark, Todd (23)

Peersman, Gert (19)

Carriero, Andrea (18)

Miranda-Agrippino, Silvia (18)

Labondance, Fabien (17)

Marcellino, Massimiliano (16)

Cites to:

Giannone, Domenico (65)

Reichlin, Lucrezia (65)

Pill, Huw (19)

Banbura, Marta (17)

Marcellino, Massimiliano (10)

Watson, Mark (9)

onorante, luca (9)

Hoerova, Marie (8)

Momferatou, Daphne (8)

Heider, Florian (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 Paper Series / European Central Bank12
Working Papers ECARES / ULB -- Universite Libre de Bruxelles11
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles3
Staff Reports / Federal Reserve Bank of New York2

Recent works citing Michele Lenza (2018 and 2017)

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.

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

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

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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.

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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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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.

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

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

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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.

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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.

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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.

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

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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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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.

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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.

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

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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.

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

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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.

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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.

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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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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.

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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.

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2017Did Negative Interest Rates Impact Bank Lending?. (2017). Thornton, John ; Molyneux, Philip ; 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). Mizen, Paul ; Bystrov, Victor ; Banerjee, Anindya. 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). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. 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 ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. 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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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.

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

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

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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.

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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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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.

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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.

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

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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.

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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.

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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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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.

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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.

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2017Missing 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 ; Boucinha, Miguel ; Altavilla, Carlo ; 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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2018ALICE: A new inflation monitoring tool. (2018). Zekaite, Zivile ; de Bondt, Gabe ; Hahn, Elke. In: Working Paper Series. RePEc:ecb:ecbwps:20182175.

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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.

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

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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.

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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.

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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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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.

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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.

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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). 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.

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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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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.

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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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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.

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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.

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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.

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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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2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

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2019Representation, estimation and forecasting of the multivariate index-augmented autoregressive model. (2019). Guardabascio, Barbara ; Cubadda, Gianluca. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:67-79.

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2018Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation. (2018). Ginama, Isamu ; Kanmei, Takahiro ; Hayakawa, Kazuhiko. In: Japan and the World Economy. RePEc:eee:japwor:v:48:y:2018:i:c:p:11-21.

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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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2018The risk-taking channel of monetary policy transmission in the euro area. (2018). Neuenkirch, Matthias ; Nockel, Matthias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:71-91.

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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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2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

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2018The eurozone (expected) inflation: An options eyes view. (2018). Ibáñez, Alfredo ; Gimeno, Ricardo ; Ibaez, Alfredo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:70-92.

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2018Current account dynamics and the housing cycle in Spain. (2018). Rüth, Sebastian ; Mayer, Eric ; Ruth, Sebastian K ; Maas, Daniel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:22-43.

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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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2018The missing spillover of base expansion into monetary aggregates: Is there a puzzle?. (2018). Arnold, Ivo ; Soederhuizen, Beau. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:64-76.

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2017Monetary policy and balance sheets. (2017). Tamirisa, Natalia ; Nadal De Simone, Francisco ; Kabundi, Alain ; Igan, Deniz. 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). Arnold, 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). Macchiarelli, Corrado ; Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, 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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2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87393.

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2018When creativity strikes: news shocks and business cycle fluctuations. (2018). Hacioglu Hoke, Sinem ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90381.

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2018Monetary policy and the redistribution of net worth in the US. (2018). Albert, Juan-Francisco ; Gomez-Fernandez, Nerea. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:91320.

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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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2010Monetary policy in exceptional times In: Economic Policy.
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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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2014The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers.
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2014The Financial and Macroeconomic Effects of OMT Announcements.(2014) In: Working Papers ECARES.
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2015The financial and macroeconomic effects of OMT announcements.(2015) In: Research Bulletin.
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2014The financial and macroeconomic effects of OMT announcements.(2014) In: Working Paper Series.
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2016Priors for the Long Run In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2018Priors for the long run.(2018) In: Working Paper Series.
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This paper has another version. Agregated cites: 6		paper
2017Priors for the long run.(2017) In: Staff Reports.
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This paper has another version. Agregated cites: 6		paper
2017Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2018Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports.
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This paper has another version. Agregated cites: 2		paper
2004The Feldstein-Horioka Fact In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper37
2009The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES.
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2008The Feldstein-Horioka fact.(2008) In: Working Paper Series.
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2010The Feldstein-Horioka Fact.(2010) In: NBER Chapters.
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2009The Feldstein-Horioka fact.(2009) In: NBER Working Papers.
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2010The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics.
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2007Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper95
2008Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series.
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2008Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association.
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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: 95		paper
2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper95
2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 95		paper
2009Business cycles in the euro area.(2009) In: Research Bulletin.
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This paper has another version. Agregated cites: 95		article
2010Business Cycles in the Euro Area.(2010) In: NBER Chapters.
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This paper has another version. Agregated cites: 95		chapter
2008Business Cycles in the Euro Area.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 95		paper
2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper67
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: 67		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: 67		article
2010Market freedom and the global recession In: CEPR Discussion Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper47
2010Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES.
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2010Non‐Standard Monetary Policy Measures.(2010) In: Working Papers ECARES.
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2011Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47		paper
2012Prior Selection for Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper203
2012Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 203		paper
2012Prior selection for vector autoregressions.(2012) In: Working Paper Series.
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2012Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers.
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2015Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 203		article
2012The ECB and the Interbank Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper51
2012The ECB and the Interbank Market.(2012) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 51		paper
2012The ECB and the interbank market.(2012) In: Working Paper Series.
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2012The ECB and the Interbank Market.(2012) In: Economic Journal.
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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.
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2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper35
2014Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections.(2014) In: Working Papers ECARES.
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2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2014) In: Working Paper Series.
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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: 35		article
2018Measures of underlying inflation for the euro area In: Economic Bulletin Articles.
[Full Text][Citation analysis]		article0
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
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.
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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.
[Full Text][Citation analysis]		paper10
2018An Inflation‐Predicting Measure of the Output Gap in the Euro Area.(2018) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 10		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
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]		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
2016The Financial and Macroeconomic Effects of the OMT Announcements In: International Journal of Central Banking.
[Full Text][Citation analysis]		article61
2014The Financial and Macroeconomic Effects of the OMT Announcements.(2014) In: CSEF Working Papers.
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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

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