16
H index
20
i10 index
1445
Citations
European Central Bank | 16 H index 20 i10 index 1445 Citations RESEARCH PRODUCTION: 24 Articles 62 Papers 5 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michele Lenza. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Research Bulletin | 7 |
International Journal of Forecasting | 3 |
International Journal of Central Banking | 2 |
Year | Title of citing document | |
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2020 | Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19. Full description at Econpapers || Download paper | |
2020 | Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719. Full description at Econpapers || Download paper | |
2020 | Supporting innovative entrepreneurship: an evaluation of the Italian Start-up Act. (2020). Santoleri, Pietro ; Menon, Carlo ; Manaresi, Francesco. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:163. Full description at Econpapers || Download paper | |
2020 | A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. (2020). Huber, Florian ; Piribauer, Philipp ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2001.03935. Full description at Econpapers || Download paper | |
2020 | Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models. (2020). Huber, Florian ; Onorante, Luca ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2002.08760. Full description at Econpapers || Download paper | |
2020 | Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2004.04984. Full description at Econpapers || Download paper | |
2020 | Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation. (2020). van Beek, Misha. In: Papers. RePEc:arx:papers:2004.09042. Full description at Econpapers || Download paper | |
2020 | Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092. Full description at Econpapers || Download paper | |
2021 | Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535. Full description at Econpapers || Download paper | |
2020 | Dynamic shrinkage in time-varying parameter stochastic volatility in mean models. (2020). Pfarrhofer, Michael ; Huber, Florian. In: Papers. RePEc:arx:papers:2005.06851. Full description at Econpapers || Download paper | |
2020 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper | |
2020 | How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477. Full description at Econpapers || Download paper | |
2020 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃÂk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394. Full description at Econpapers || Download paper | |
2020 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2020 | On the effectiveness of the European Central Banks conventional and unconventional policies under uncertainty. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Stelzer, Anna. In: Papers. RePEc:arx:papers:2011.14424. Full description at Econpapers || Download paper | |
2020 | Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155. Full description at Econpapers || Download paper | |
2021 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649. Full description at Econpapers || Download paper | |
2021 | A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; Gonz, Graciela ; L'Opez, Jes'Us. In: Papers. RePEc:arx:papers:2101.10383. Full description at Econpapers || Download paper | |
2020 | The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339. Full description at Econpapers || Download paper | |
2020 | The use of BVARs in the analysis of emerging economies. (2020). Martinez-Martin, Jaime ; Kataryniuk, Ivan ; Guirola, Luis ; Estrada, Angel. In: Occasional Papers. RePEc:bde:opaper:2001. Full description at Econpapers || Download paper | |
2021 | Natural unemployment and activity rates: flow-based determinants and implications for price dynamics. (2021). De Philippis, Marta ; lo Bello, Salvatore ; Lobello, Salvatore ; Guglielminetti, Elisa ; D'Amuri, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_599_21. Full description at Econpapers || Download paper | |
2020 | Does the Liquidity Trap Exist?. (2020). Mojon, Benoit ; Rubio-Ramirez, Juan ; Lhuissier, Stephane. In: Working papers. RePEc:bfr:banfra:762. Full description at Econpapers || Download paper | |
2020 | The international dimension of a fragile EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Livio, Stracca ; Sole, Pagliari Maria ; Demosthenes, Ioannou. In: Working papers. RePEc:bfr:banfra:795. Full description at Econpapers || Download paper | |
2020 | Financial market development, monetary policy and financial stability in Brazil. (2020). Nechio, Fernanda ; Barata, Joo. In: BIS Papers chapters. RePEc:bis:bisbpc:113-04. Full description at Econpapers || Download paper | |
2020 | A Multi-Country BVAR Model for the External Sector. (2020). Korotkikh, Olga. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:4:p:98-112. Full description at Econpapers || Download paper | |
2020 | The Politicization of the European Central Bank: What Is It, and How to Study It?. (2020). Tortola, Pier Domenico . In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:58:y:2020:i:3:p:501-513. Full description at Econpapers || Download paper | |
2020 | ‘We Serve the People of Europe’: Reimagining the ECBs Political Master in the Wake of its Emergency Politics. (2020). Lokdam, Hjalte. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:58:y:2020:i:4:p:978-998. Full description at Econpapers || Download paper | |
2020 | Regime shifts in the effects of Japan’s unconventional monetary policies. (2020). Okimoto, Tatsuyoshi ; Miyao, Ryuzo. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:6:p:749-772. Full description at Econpapers || Download paper | |
2020 | Bank loan supply shocks and alternative financing of nonâ€financial corporations in the euro area. (2020). Mandler, Martin ; Scharnagl, Michael. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:126-150. Full description at Econpapers || Download paper | |
2020 | The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:50-85. Full description at Econpapers || Download paper | |
2020 | Can trade openness affect the monetary transmission mechanism?. (2020). Zhang, Wen. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:2:p:341-364. Full description at Econpapers || Download paper | |
2020 | Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Papers. RePEc:bny:wpaper:0093. Full description at Econpapers || Download paper | |
2020 | Balance Sheet Policies in a Large Currency Union: A Primer on ECB Non-Standard Measures since 2014. (2020). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu ; Darracq-Paris, Matthieu. In: Revue d'économie politique. RePEc:cai:repdal:redp_302_0171. Full description at Econpapers || Download paper | |
2020 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃk, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp677. Full description at Econpapers || Download paper | |
2020 | The Euro Area Periphery Sovereigns Fiscal Positions and Unconventional Monetary Policy. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8041. Full description at Econpapers || Download paper | |
2020 | Nonlinear Business Cycle and Optimal Policy: A VSTAR Perspective. (2020). Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8060. Full description at Econpapers || Download paper | |
2020 | Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8178. Full description at Econpapers || Download paper | |
2020 | Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8282. Full description at Econpapers || Download paper | |
2020 | Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8788. Full description at Econpapers || Download paper | |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
2020 | ifoCAST: Der neue Prognosestandard des ifo Instituts. (2020). Wollmershäuser, Timo ; Lehmann, Robert ; Wollmershauser, Timo ; Reif, Magnus. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:11:p:31-39. Full description at Econpapers || Download paper | |
2020 | ifo Konjunkturprognose Winter 2020: Das Coronavirus schlägt zurück – erneuter Shutdown bremst Konjunktur ein zweites Mal aus. (2020). Link, Sebastian ; Lehmann, Robert ; Göttert, Marcell ; Grimme, Christian ; Gottert, Marcell ; Sandqvist, Pauliina ; Wollmershauser, Timo ; Reif, Magnus ; Rathje, Ann-Christin ; Mohrle, Sascha ; Menkhoff, Manuel ; Sauer, Stefan ; Wolf, Anna ; Lautenbacher, Stefan ; Stockli, Marc. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:sonderausgabe:p:03-61. Full description at Econpapers || Download 2020 | Global Footprints of Monetary Policy. (2020). Rey, Helene ; Nenova, Tsvetelina ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:2004. Full description at Econpapers || Download paper |
2020 | Is Monetary Policy Gender Neutral? Evidence from the Stock Market. (2020). Kim, Chi Hyun ; Grazzini, Caterina Forti . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1841. Full description at Econpapers || Download paper | |
2020 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-11. Full description at Econpapers || Download paper | |
2020 | The case for central bank independence: a review of key issues in the international debate. (2020). Arnold, Katrin ; Fehlker, Christian ; Vonessen, Benjamin ; Mas, Rodolfo Dallorto. In: Occasional Paper Series. RePEc:ecb:ecbops:2020248. Full description at Econpapers || Download paper | |
2020 | PCCI – a data-rich measure of underlying inflation in the euro area. (2020). BOBEICA, Elena ; Banbura, Marta ; Babura, Marta. In: Statistics Paper Series. RePEc:ecb:ecbsps:202038. Full description at Econpapers || Download paper | |
2020 | Price dividend ratio and long-run stock returns: a score driven state space model. (2020). Petrella, Ivan ; Delle Monache, Davide ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202369. Full description at Econpapers || Download paper | |
2020 | Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378. Full description at Econpapers || Download paper | |
2020 | Debt rule design in theory and practice: the SGP’s debt benchmark revisited. (2020). Kamps, Christophe ; Hauptmeier, Sebastian. In: Working Paper Series. RePEc:ecb:ecbwps:20202379. Full description at Econpapers || Download paper | |
2020 | The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202400. Full description at Econpapers || Download paper | |
2020 | Interest rate setting and communication at the ECB. (2020). Jung, Alexander ; Cour-Thimann, Philippine. In: Working Paper Series. RePEc:ecb:ecbwps:20202443. Full description at Econpapers || Download paper | |
2020 | The international dimension of an incomplete EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes . In: Working Paper Series. RePEc:ecb:ecbwps:20202459. Full description at Econpapers || Download paper | |
2020 | Macroeconomic risks across the globe due to the Spanish Flu. (2020). van der Veken, Wouter ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20202466. Full description at Econpapers || Download paper | |
2020 | Money markets, central bank balance sheet and regulation. (2020). Sigaux, Jean-David ; Hoerova, Marie ; Eisenschmidt, Jens ; Schepens, Glenn ; Linzert, Tobias ; Corradin, Stefano. In: Working Paper Series. RePEc:ecb:ecbwps:20202483. Full description at Econpapers || Download paper | |
2020 | Spillover effects in international business cycles. (2020). Pacce, MatÃas ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Working Paper Series. RePEc:ecb:ecbwps:20202484. Full description at Econpapers || Download paper | |
2020 | Nowcasting business cycle turning points with stock networks and machine learning. (2020). Hirschbühl, Dominik ; Azqueta-Gavaldon, Andres ; Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20202494. Full description at Econpapers || Download paper | |
2020 | Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area. (2020). Sokol, Andrej ; Chalmoviansk, Jakub ; Porqueddu, Mario. In: Working Paper Series. RePEc:ecb:ecbwps:20202501. Full description at Econpapers || Download paper | |
2021 | Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2021). Schreiner, Josef ; Pfarrhofer, Michael ; Onorante, Luca ; Koop, Gary ; Huber, Florian. In: Working Paper Series. RePEc:ecb:ecbwps:20212510. Full description at Econpapers || Download paper | |
2021 | A multivariate unobserved components model to estimate potential output in the euro area: a production function based approach. (2021). Toth, Mate. In: Working Paper Series. RePEc:ecb:ecbwps:20212523. Full description at Econpapers || Download paper | |
2020 | Bureaucratic integration and synchronization of regional economic growth: Evidence from China. (2020). Liu, Junyi ; He, Qing ; Zhou, Shaojie ; Xue, Chang. In: China Economic Review. RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x19300719. Full description at Econpapers || Download paper | |
2020 | Structural learning of contemporaneous dependencies in graphical VAR models. (2020). Consonni, Guido ; Paci, Lucia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s016794731930235x. Full description at Econpapers || Download paper | |
2020 | Sequential Bayesian inference for vector autoregressions with stochastic volatility. (2020). Zito, John ; Bognanni, Mark. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s016518892030021x. Full description at Econpapers || Download paper | |
2020 | Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity. (2020). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300324. Full description at Econpapers || Download paper | |
2020 | Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area. (2020). Tristani, Oreste ; Slacalek, Jiri ; Violante, Giovanni L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:115:y:2020:i:c:s0165188920300488. Full description at Econpapers || Download paper | |
2021 | Market stability with machine learning agents. (2021). Pereira, Javier ; Georges, Christophre . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302001. Full description at Econpapers || Download paper | |
2020 | Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach. (2020). Swamy, Vighneswara. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:126-150. Full description at Econpapers || Download paper | |
2020 | The value of understanding central bank communication. (2020). Girard, Alexandre ; Beaupain, Renaud. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:154-165. Full description at Econpapers || Download paper | |
2020 | Political incentives and local government spending multiplier: Evidence for Chinese provinces (1978–2016). (2020). Zhang, Wen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:59-71. Full description at Econpapers || Download paper | |
2020 | On the credit and exchange rate channels of central bank asset purchases in a monetary union. (2020). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:502-533. Full description at Econpapers || Download paper | |
2020 | Trends and cycles under changing economic conditions. (2020). Maria, José ; Duarte, Cláudia ; Sazedj, Sharmin. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:126-146. Full description at Econpapers || Download paper | |
2020 | The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559. Full description at Econpapers || Download paper | |
2020 | Reducing the state space dimension in a large TVP-VAR. (2020). Strachan, Rodney ; Eisenstat, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:105-118. Full description at Econpapers || Download paper | |
2020 | Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects. (2020). Zinde-Walsh, Victoria ; Galbraith, John W. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:609-632. Full description at Econpapers || Download paper | |
2020 | The transmission mechanism of credit support policies in the euro area. (2020). Peersman, Gert ; de Sola, Maite ; Boeckx, Jef. In: European Economic Review. RePEc:eee:eecrev:v:124:y:2020:i:c:s0014292120300350. Full description at Econpapers || Download paper | |
2020 | Monetary policy and wealth inequality over the great recession in the UK. An empirical analysis. (2020). Theophilopoulou, Angeliki ; Mumtaz, Haroon. In: European Economic Review. RePEc:eee:eecrev:v:130:y:2020:i:c:s0014292120302282. Full description at Econpapers || Download paper | |
2020 | The role of carry trades on the effectiveness of Japans quantitative easing. (2020). Chuffart, Thomas ; Dell'Eva, Cyril. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:30-40. Full description at Econpapers || Download paper | |
2020 | Business cycles, bilateral trade and financial integration: Evidence from Economic Community of West African States (ECOWAS). (2020). Zouri, Stephane. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:25-43. Full description at Econpapers || Download paper | |
2020 | Liquidity connectedness and output synchronisation. (2020). Inekwe, John. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925. Full description at Econpapers || Download paper | |
2020 | Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398. Full description at Econpapers || Download paper | |
2020 | Nowcasting in real time using popularity priors. (2020). Monokroussos, George ; Zhao, Yongchen. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1173-1180. Full description at Econpapers || Download paper | |
2020 | Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity. (2020). Poon, Aubrey ; Hou, Chenghan ; Cross, Jamie L. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:899-915. Full description at Econpapers || Download paper | |
2020 | International effects of a compression of euro area yield curves. (2020). Huber, Florian ; Feldkircher, Martin ; Gruber, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s037842661930072x. Full description at Econpapers || Download paper | |
2020 | Macroeconomic forecasting using factor models and machine learning: an application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:58:y:2020:i:c:s0889158320300411. Full description at Econpapers || Download paper | |
2020 | Financial frictions and changing macroeconomic volatility. (2020). Higgins, Charles. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419302629. Full description at Econpapers || Download paper | |
2020 | Reliable real-time estimates of the euro-area output gap. (2020). Burlon, Lorenzo ; Dimperio, Paolo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419303362. Full description at Econpapers || Download paper | |
2020 | Unconventional monetary policy in the Euro Area: Shadow rate and light effets. (2020). Lubochinsky, Catherine ; Boucher, Christophe ; Ouerk, Salima. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301452. Full description at Econpapers || Download paper | |
2020 | Mending the broken link: Heterogeneous bank lending rates and monetary policy pass-through. (2020). Altavilla, Carlo ; Carlo Altavilla , ; Ciccarelli, Matteo ; Canova, Fabio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:110:y:2020:i:c:p:81-98. Full description at Econpapers || Download paper | |
2020 | The empirical properties of euro area M3, 1980-2017. (2020). Carcel, Hector ; Villanova, Hector Carcel ; Jung, Alexander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:37-49. Full description at Econpapers || Download paper | |
2020 | The effects of monetary policy on income and wealth inequality in the U.S. Exploring different channels. (2020). Perez-Bernabeu, Alberto ; Pealver, Antonio ; Albert, Juan-Francisco. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:55:y:2020:i:c:p:88-106. Full description at Econpapers || Download paper | |
2020 | Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90. Full description at Econpapers || Download paper | |
2020 | Are We More Accurate? Revisiting the European Commission’s Macroeconomic Forecasts. (2020). Vkrabka, Milan ; Lamproye, Sebastien ; Chabin, Andras. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:128. Full description at Econpapers || Download paper | |
2020 | Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2002. Full description at Econpapers || Download paper | |
2020 | No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:88748. Full description at Econpapers || Download paper | |
2020 | Monetary Policy, Self-Fulfilling Expectations and the U.S. Business Cycle. (2020). Nicolo, Giovanni. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-35. Full description at Econpapers || Download paper | |
2020 | Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR. (2015). Sekhposyan, Tatevik ; Owyang, Michael ; McCracken, Michael. In: Working Papers. RePEc:fip:fedlwp:2015-030. Full description at Econpapers || Download paper | |
2020 | FRED-SD: A Real-Time Database for State-Level Data with Forecasting Applications. (2020). Owyang, Michael ; Kliesen, Kevin ; jackson, laura ; Bokun, Kathryn. In: Working Papers. RePEc:fip:fedlwp:88720. Full description at Econpapers || Download paper | |
2020 | Global Robust Bayesian Analysis in Large Models. (2020). Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:88432. Full description at Econpapers || Download paper | |
2020 | Sustainable Approach to the Normalization Process of the UK’s Monetary Policy. (2020). Noco, Aleksandra . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:9229-:d:440854. Full description at Econpapers || Download paper | |
2020 | The Impact of Monetary Policies on the Sustainable Economic and Financial Development in the Euro Area Countries. (2020). Onuferova, Erika ; Filip, Paulina ; Kiseakova, Dana ; Valentiny, Toma. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9367-:d:443289. Full description at Econpapers || Download paper | |
2020 | Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: Working Papers. RePEc:gla:glaewp:2020_08. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2013 | Cross-border banking transactions in the euro area In: IFC Bulletins chapters. [Full Text][Citation analysis] | chapter | 1 |
2014 | The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 134 |
2014 | The Financial and Macroeconomic Effects of OMT Announcements.(2014) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | paper | |
2015 | The financial and macroeconomic effects of OMT announcements.(2015) In: Research Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | article | |
2014 | The financial and macroeconomic effects of OMT announcements.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | paper | |
2016 | The Financial and Macroeconomic Effects of the OMT Announcements.(2016) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | article | |
2014 | The Financial and Macroeconomic Effects of the OMT Announcements.(2014) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | paper | |
2016 | Priors for the Long Run In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
2018 | Priors for the long run.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2017 | Priors for the long run.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2019 | Priors for the Long Run.(2019) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
2017 | Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
2018 | Economic Predictions with Big Data: The Illusion of Sparsity.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2018 | Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2020 | Whats up with the Phillips Curve? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | What’s up with the Phillips Curve?.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2020 | What’s Up with the Phillips Curve?.(2020) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2020 | What’s up with the Phillips Curve?.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2004 | The Feldstein-Horioka Fact In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
2009 | The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2008 | The Feldstein-Horioka fact.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2010 | The Feldstein-Horioka Fact.(2010) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | chapter | |
2009 | The Feldstein-Horioka fact.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2010 | The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | article | |
2007 | Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 103 |
2008 | Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
2008 | Explaining 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: 103 | article | |
2008 | Explaining the great moderation: it is not the shocks.(2008) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
2009 | Business Cycles in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 103 |
2008 | Business Cycles in the euro Area.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
2009 | Business cycles in the euro area.(2009) In: Research Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | article | |
2010 | Business Cycles in the Euro Area.(2010) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | chapter | |
2008 | Business Cycles in the Euro Area.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
2010 | Monetary policy in exceptional times In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 163 |
2010 | Monetary policy in exceptional times.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 163 | paper | |
2010 | Monetary policy in exceptional times.(2010) In: Economic Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 163 | article | |
2010 | Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 101 |
2010 | Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
2014 | Short-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: 101 | article | |
2010 | Market freedom and the global recession In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 107 |
2010 | Market Freedom and the Global Recession.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
2011 | Market Freedom and the Global Recession.(2011) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | article | |
2011 | Market freedom and the global recession.(2011) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
2010 | Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 51 |
2010 | Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2010 | Non?Standard Monetary Policy Measures.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2011 | Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2012 | Prior Selection for Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 289 |
2012 | Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 289 | paper | |
2012 | Prior selection for vector autoregressions.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 289 | paper | |
2012 | Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 289 | paper | |
2015 | Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 289 | article | |
2012 | The ECB and the Interbank Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 63 |
2012 | The ECB and the Interbank Market.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2012 | The ECB and the interbank market.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2012 | The ECB and the Interbank Market.(2012) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
2012 | Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
2012 | Money, 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: 38 | paper | |
2014 | Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 62 |
2014 | Conditional 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: 62 | paper | |
2014 | Conditional 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: 62 | paper | |
2015 | Conditional 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: 62 | article | |
2018 | Measures of underlying inflation for the euro area In: Economic Bulletin Articles. [Full Text][Citation analysis] | article | 5 |
2013 | Corporate finance and economic activity in the euro area In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 20 |
2010 | Enhancing monetary analysis In: Research Bulletin. [Full Text][Citation analysis] | article | 1 |
2011 | Revisiting the information content of core inflation In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2016 | How large is the output gap in the euro area In: Research Bulletin. [Full Text][Citation analysis] | article | 1 |
2019 | Quantitative easing did not increase inequality in the euro area In: Research Bulletin. [Full Text][Citation analysis] | article | 1 |
2020 | Why has inflation in the United States been so stable since the 1990s? In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2007 | Monetary policy and core inflation In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2007 | Monetary 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 | |
2016 | An inflation-predicting measure of the output gap in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 44 |
2018 | An Inflationâ€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: 44 | article | |
2018 | How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2019 | Money, 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] | paper | 0 |
2019 | Money, 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 | |
2019 | Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?.(2019) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2019 | Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2019 | Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections.(2019) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2019 | Interbank rate uncertainty and bank lending In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2020 | Nowcasting with large Bayesian vector autoregressions In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | How to estimate a VAR after March 2020 In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2020 | How to Estimate a VAR after March 2020.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2009 | Monetary analysis and monetary policy in the euro area 1999-2006 In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 15 |
2016 | Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 12 |
2015 | Nowcasting 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: 12 | paper | |
2011 | A Factor Model for Euro-area Short-term Inflation Analysis In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 4 |
2010 | Prior Selection for Bayesian VARs In: 2010 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | The national segmentation of euro area bank balance sheets during the financial crisis In: Empirical Economics. [Full Text][Citation analysis] | article | 10 |
2007 | Essays on monetary policy, saving and investment In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2011 | MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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