Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Michele Lenza : Citation Profile


Are you Michele Lenza?

European Central Bank

13

H index

14

i10 index

918

Citations

RESEARCH PRODUCTION:

16

Articles

46

Papers

5

Chapters

RESEARCH ACTIVITY:

   13 years (2004 - 2017). See details.
   Cites by year: 70
   Journals where Michele Lenza has often published
   Relations with other researchers
   Recent citing documents: 198.    Total self citations: 26 (2.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple337
   Updated: 2018-01-13    RAS profile: 2017-11-23    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Giannone, Domenico (26)

Primiceri, Giorgio (8)

Reichlin, Lucrezia (8)

Banbura, Marta (4)

Altavilla, Carlo (4)

Pill, Huw (4)

Jarociński, Marek (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 (27)

Korobilis, Dimitris (26)

Creel, Jerome (24)

Clark, Todd (23)

Hubert, Paul (22)

Peersman, Gert (19)

Labondance, Fabien (17)

Carriero, Andrea (16)

Krippner, Leo (14)

Marcellino, Massimiliano (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)

Smets, Frank (8)

Forni, Mario (8)

Momferatou, Daphne (8)

Hoerova, Marie (7)

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 Bruxelles2

Recent works citing Michele Lenza (2017 and 2016)


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.

Full description at Econpapers || Download paper

2016Measuring Uncertainty and Its Impact on the Economy. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1639.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Has the wage Phillips curve changed in the euro area?. (2016). Viviano, Eliana ; Bulligan, Guido . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_355_16.

Full description at Econpapers || Download paper

2016The bank lending channel of conventional and unconventional monetary policy. (2016). Signoretti, Federico ; Nobili, Andrea ; Albertazzi, Ugo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1094_16.

Full description at Econpapers || Download paper

2016The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending.. (2016). di Filippo, M. In: Working papers. RePEc:bfr:banfra:598.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Comments on Financial globalisation and monetary independence. (2016). Mizen, Paul . In: BIS Papers chapters. RePEc:bis:bisbpc:88-15.

Full description at Econpapers || Download paper

2016A comparative analysis of developments in central bank balance sheet composition. (2016). Pattipeilohy, Christiaan . In: BIS Working Papers. RePEc:bis:biswps:559.

Full description at Econpapers || Download paper

2016Unconventional monetary policies: a re-appraisal. (2016). BORIO, Claudio ; Zabai, Anna . In: BIS Working Papers. RePEc:bis:biswps:570.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Bayesian Vector Autoregressions. (2016). Woźniak, Tomasz ; Woniak, Tomasz . In: Australian Economic Review. RePEc:bla:ausecr:v:49:y:2016:i:3:p:365-380.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Tracking the slowdown in long-run GDP growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Bank of England working papers. RePEc:boe:boeewp:0587.

Full description at Econpapers || Download paper

2016QE: The Story so far.. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: Bank of England working papers. RePEc:boe:boeewp:0624.

Full description at Econpapers || Download paper

2016Alternative Bayesian compression in Vector Autoregressions and related models. (2016). Tsionas, Mike. In: Working Papers. RePEc:bog:wpaper:216.

Full description at Econpapers || Download paper

2016Alternatives to large VAR, VARMA and multivariate stochastic volatility models. (2016). Tsionas, Mike. In: Working Papers. RePEc:bog:wpaper:217.

Full description at Econpapers || Download paper

2016The Power of Banks and Governments. (2016). Raphael, Reinke . In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:6:y:2016:i:1:p:57-63:n:6.

Full description at Econpapers || Download paper

2016Does fiscal policy affect interest rates? Evidence from a factor-augmented panel. (2016). Sola, Sergio ; Salvatore, Dellerba . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:16:y:2016:i:2:p:395-437:n:9.

Full description at Econpapers || Download paper

2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103.

Full description at Econpapers || Download paper

2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103r.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017?Whatever 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.

Full description at Econpapers || Download paper

2016Understanding the Decline in the Price of Oil since June 2014. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5755.

Full description at Econpapers || Download paper

2016Forecasting the Brent Oil Price: Addressing Time-Variation in Forecast Performance. (2016). Van Robays, Ine ; Manescu, Cristiana. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6242.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016The Collateral Framework of the Eurosystem and Its Fiscal Implications. (2016). Eberl, Jakob Korbinian . In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:69.

Full description at Econpapers || Download paper

2016Tracking the Slowdown in Long-Run GDP Growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Discussion Papers. RePEc:cfm:wpaper:1604.

Full description at Econpapers || Download paper

2016Sincronía internacional de los precios de la vivienda. (2016). Jara, Alejandro ; Romero, Nestor . In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:19:y:2016:i:1:p:76-91.

Full description at Econpapers || Download paper

2016The resilience of the Canadian textile industries and clusters to shocks, 2001-2013. (2016). Martin, Julien ; Boualam, Brahim ; Behrens, Kristian. In: CIRANO Project Reports. RePEc:cir:cirpro:2016rp-05.

Full description at Econpapers || Download paper

2016Dynamic Effects of Credit Shocks in a Data-Rich Environment. (2016). Stevanovic, Dalibor ; Giannoni, Marc ; Boivin, Jean . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-55.

Full description at Econpapers || Download paper

2016The Elusive Recovery. Independent Annual Growth Survey (iAGS) 2017. (2016). Timbeau, Xavier ; Dahl, Signe ; Watt, Andrew ; Feigl, Georg . In: Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft. RePEc:clr:mwugar:164.

Full description at Econpapers || Download paper

2016Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2016. (2016). Belling, Vojtech ; Solc, Jan ; Komarkova, Zlatuse ; Babecky, Jan ; Pfeifer, Lukas ; Kucharcukova, Oxana Babecka ; Pasalicova, Renata ; Arnostova, Katerina ; Matejkova, Lucie ; Holub, Tomas ; Novotny, Filip ; Gurtler, Martin ; Kubicova, Ivana ; Komarek, Lubos ; Kral, Petr ; Hromadkova, Eva ; Rusnak, Marek ; Ruzicka, Lubos ; Saxa, Branislav ; Bruha, Jan ; Vozar, Mario ; Snobl, Radek ; Benecka, Sona ; Vojta, Martin ; Soukup, Pavel . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as16.

Full description at Econpapers || Download 2016

Monetary Policy and Macroprudential Policy: Rivals or Teammates?. (2016). Malovana, Simona ; Frait, Jan. In: Working Papers. RePEc:cnb:wpaper:2016/06.

Full description at Econpapers || Download paper

2016MANAGING FINANCIAL STABILITY BY THE EUROPEAN CENTRAL BANK IN THE PERIOD 2008–2012. (2016). Ciukaj, Radosaw . In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:5:y:2016:i:2:p:57-72.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016QE: the story so far. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11691.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Effectiveness of the ECB Programme of Asset Purchases: Where Do We Stand? In-Depth Analysis. (2016). Bernoth, Kerstin ; Rieth, Malte ; Piffer, Michele ; Hachula, Michael . In: DIW Berlin: Politikberatung kompakt. RePEc:diw:diwpok:pbk113.

Full description at Econpapers || Download paper

2016Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances. (2016). Rieth, Malte ; Hachula, Michael ; Piffer, Michele . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1596.

Full description at Econpapers || Download paper

2016Restrictions Search for Panel VARs. (2016). Schnucker, Annika . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1612.

Full description at Econpapers || Download paper

2016A comparative analysis of developments in central bank balance sheet composition. (2016). Pattipeilohy, Christiaan . In: DNB Working Papers. RePEc:dnb:dnbwpp:510.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Business, housing and credit cycles. (2016). Rünstler, Gerhard ; Runstler, Gerhard ; Vlekke, Marente . In: Working Paper Series. RePEc:ecb:ecbwps:20161915.

Full description at Econpapers || Download paper

2016Bank capital structure and the credit channel of central bank asset purchases. (2016). Kok, Christoffer ; Halaj, Grzegorz ; DARRACQ PARIES, Matthieu ; Haaj, Grzegorz . In: Working Paper Series. RePEc:ecb:ecbwps:20161916.

Full description at Econpapers || Download paper

2016A portfolio demand approach for broad money in the euro area. (2016). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20161929.

Full description at Econpapers || Download paper

2016The BEAR toolbox. (2016). van Roye, Björn ; Dieppe, Alistair ; Legrand, Romain . In: Working Paper Series. RePEc:ecb:ecbwps:20161934.

Full description at Econpapers || Download paper

2016The effectiveness of non-standard monetary policy measures: evidence from survey data. (2016). Giannone, Domenico ; Altavilla, Carlo ; Carlo Altavilla , . In: Working Paper Series. RePEc:ecb:ecbwps:20161951.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Forecasting city arrivals with Google Analytics. (2016). Gunter, Ulrich ; Onder, Irem . In: Annals of Tourism Research. RePEc:eee:anture:v:61:y:2016:i:c:p:199-212.

Full description at Econpapers || Download paper

2016Is the US quantitative easing more effective than Chinas? A second thought. (2016). Deng, Kaihua ; Todd, Walker . In: China Economic Review. RePEc:eee:chieco:v:38:y:2016:i:c:p:11-23.

Full description at Econpapers || Download paper

2016Forecasting Chinas economic growth and inflation. (2016). Zha, Tao ; Zhong, Wenna ; Higgins, Patrick . In: China Economic Review. RePEc:eee:chieco:v:41:y:2016:i:c:p:46-61.

Full description at Econpapers || Download paper

2016Prior selection for panel vector autoregressions. (2016). Korobilis, Dimitris. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:110-120.

Full description at Econpapers || Download paper

2016Uncertainty shocks, banking frictions and economic activity. (2016). van Roye, Björn ; Bonciani, Dario. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:200-219.

Full description at Econpapers || Download paper

2016What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. (2016). Masih, Abul ; Mansur, A ; Dewandaru, Ginanjar . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:981-996.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Large Bayesian VARMAs. (2016). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:374-390.

Full description at Econpapers || Download paper

2016The resilience of oil-rich economies to the global financial crisis: Evidence from Kuwaiti financial and real sectors. (2016). Mirzaei, Ali ; Farhan, Ritab Salem . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:93-108.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Did established Early Warning Signals predict the 2008 crises?. (2016). Papageorgiou, Chris ; Eicher, Theo ; Christofides, Charis . In: European Economic Review. RePEc:eee:eecrev:v:81:y:2016:i:c:p:103-114.

Full description at Econpapers || Download paper

2016Model uncertainty in Panel Vector Autoregressive models. (2016). Koop, Gary ; Korobilis, Dimitris. In: European Economic Review. RePEc:eee:eecrev:v:81:y:2016:i:c:p:115-131.

Full description at Econpapers || Download paper

2016Dynamic model averaging in large model spaces using dynamic Occam׳s window. (2016). onorante, luca ; Raftery, Adrian E. In: European Economic Review. RePEc:eee:eecrev:v:81:y:2016:i:c:p:2-14.

Full description at Econpapers || Download paper

2016Sovereign risk, interbank freezes, and aggregate fluctuations. (2016). Große Steffen, Christoph ; Engler, Philipp. In: European Economic Review. RePEc:eee:eecrev:v:87:y:2016:i:c:p:34-61.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016A tractable interest rate model with explicit monetary policy rates. (2016). Renne, Jean-Paul. In: European Journal of Operational Research. RePEc:eee:ejores:v:251:y:2016:i:3:p:873-887.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Credit market freedom and cost efficiency in US state banking. (2016). Chortareas, Georgios ; Ventouri, Alexia ; Kapetanios, George . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:173-185.

Full description at Econpapers || Download paper

2016The European sovereign debt crisis: What have we learned?. (2016). Stefanova, Denitsa ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:363-373.

Full description at Econpapers || Download paper

2016The geography of the great rebalancing in euro area bond markets during the sovereign debt crisis. (2016). Gräb, Johannes ; Georgiadis, Georgios ; Beck, Roland ; Grab, Johannes . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:449-460.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Global financial market impact of the announcement of the ECBs asset purchase programme. (2016). Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:257-265.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016New evidence on the (de)synchronisation of business cycles: Reshaping the European business cycle. (2016). Grigoras, Veaceslav ; Stanciu, Irina Eusignia . In: International Economics. RePEc:eee:inteco:v:147:y:2016:i:c:p:27-52.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts. (2016). Jansen, W. Jos ; de Winter, Jasper ; Jin, Xiaowen . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:411-436.

Full description at Econpapers || Download paper

2016Density forecasting using Bayesian global vector autoregressions with stochastic volatility. (2016). Huber, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:818-837.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Credit and liquidity in interbank rates: A quadratic approach. (2016). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Dubecq, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:29-46.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme. (2016). Schwaab, Bernd ; Eser, Fabian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:1:p:147-167.

Full description at Econpapers || Download paper

2016Do capital flows change domestic credit allocation?. (2016). Samarina, Anna ; Bezemer, Dirk . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:62:y:2016:i:c:p:98-121.

Full description at Econpapers || Download paper

2016Quantitative easing and related capital flows into Brazil: Measuring its effects and transmission channels through a rigorous counterfactual evaluation. (2016). Pereira da Silva, Luiz Awazu ; Barroso, João ; Barata, Joo ; Sales, Adriana Soares . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:102-122.

Full description at Econpapers || Download paper

2016Capital and credit market integration and real economic contagion during the global financial crisis. (2016). Pyun, Ju Hyun ; Hyun, JU ; An, Jiyoun . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:172-193.

Full description at Econpapers || Download paper

2016Determinants of global spillovers from US monetary policy. (2016). Georgiadis, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:41-61.

Full description at Econpapers || Download paper

2016The interest rate pass-through in the euro area during the sovereign debt crisis. (2016). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:386-402.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Works by Michele Lenza:


YearTitleTypeCited
2013Cross-border banking transactions in the euro area In: IFC Bulletins chapters.
[Full Text][Citation analysis]
chapter0
2010Monetary policy in exceptional times In: Economic Policy.
[Full Text][Citation analysis]
article155
2010Monetary policy in exceptional times.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 155
paper
2010Monetary policy in exceptional times.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 155
paper
2014The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper56
2014The Financial and Macroeconomic Effects of OMT Announcements.(2014) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
paper
2015The financial and macroeconomic effects of OMT announcements.(2015) In: Research Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
article
2014The financial and macroeconomic effects of OMT announcements.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
paper
2016Priors for the Long Run In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2017Priors for the long run.(2017) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2004The Feldstein-Horioka Fact In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper31
2009The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2008The Feldstein-Horioka fact.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2010The Feldstein-Horioka Fact.(2010) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
chapter
2009The Feldstein-Horioka fact.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2010The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
article
2007Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper83
2008Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83
paper
2008Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83
article
2013Explaining the great moderation: it is not the shocks.(2013) In: ULB Institutional Repository.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83
paper
2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper85
2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85
paper
2009Business cycles in the euro area.(2009) In: Research Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85
article
2010Business Cycles in the Euro Area.(2010) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85
chapter
2008Business Cycles in the Euro Area.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85
paper
2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper56
2010Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
paper
2014Short-term inflation projections: A Bayesian vector autoregressive approach.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
article
2010Market freedom and the global recession In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper90
2010Market Freedom and the Global Recession.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90
paper
2011Market Freedom and the Global Recession.(2011) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90
article
2010Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper44
2010Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
2010Non‐Standard Monetary Policy Measures.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
2011Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
2012Prior Selection for Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper148
2012Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148
paper
2012Prior selection for vector autoregressions.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148
paper
2012Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148
paper
2015Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148
article
2012The ECB and the Interbank Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper39
2012The ECB and the Interbank Market.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2012The ECB and the interbank market.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2012The ECB and the Interbank Market.(2012) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
article
2012Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper31
2012Money, Credit, Monetary Policy and the Business Cycle in the Euro Area.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper23
2014Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections.(2014) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
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]
article0
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016An inflation-predicting measure of the output gap in the euro area In: Working Paper Series.
[Full Text][Citation analysis]
paper6
2009Monetary analysis and monetary policy in the euro area 1999-2006 In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article11
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.
[Full Text][Citation analysis]
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).
[Full Text][Citation analysis]
article3
2010Prior Selection for Bayesian VARs In: 2010 Meeting Papers.
[Full Text][Citation analysis]
paper0
2014The Financial and Macroeconomic Effects of the OMT Announcements In: CSEF Working Papers.
[Full Text][Citation analysis]
paper46
2017The national segmentation of euro area bank balance sheets during the financial crisis In: Empirical Economics.
[Full Text][Citation analysis]
article0
2007Essays on monetary policy, saving and investment In: ULB Institutional Repository.
[Full Text][Citation analysis]
paper0
2011MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 12 2018. Contact: CitEc Team