Michele Lenza : Citation Profile


Are you Michele Lenza?

European Central Bank

14

H index

16

i10 index

1271

Citations

RESEARCH PRODUCTION:

23

Articles

55

Papers

5

Chapters

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 84
   Journals where Michele Lenza has often published
   Relations with other researchers
   Recent citing documents: 287.    Total self citations: 31 (2.38 %)

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   Permalink: http://citec.repec.org/ple337
   Updated: 2020-05-16    RAS profile: 2020-05-14    
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Relations with other researchers


Works with:

Giannone, Domenico (23)

Primiceri, Giorgio (8)

Altavilla, Carlo (6)

Reichlin, Lucrezia (4)

Banbura, Marta (4)

Jarociński, Marek (3)

Slacalek, Jiri (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 (43)

Koop, Gary (38)

Korobilis, Dimitris (32)

Reichlin, Lucrezia (31)

Clark, Todd (26)

Carriero, Andrea (22)

Miranda-Agrippino, Silvia (21)

Creel, Jerome (20)

Hubert, Paul (19)

Peersman, Gert (19)

Marcellino, Massimiliano (18)

Cites to:

Giannone, Domenico (75)

Reichlin, Lucrezia (70)

Pill, Huw (20)

Banbura, Marta (19)

Peersman, Gert (13)

Marcellino, Massimiliano (13)

Smets, Frank (10)

Momferatou, Daphne (10)

onorante, luca (10)

Hoerova, Marie (9)

Clark, Todd (9)

Main data


Where Michele Lenza has published?


Journals with more than one article published# docs
Research Bulletin6
Staff Reports3
International Journal of Forecasting3
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank15
Working Papers ECARES / ULB -- Universite Libre de Bruxelles11
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles3

Recent works citing Michele Lenza (2019 and 2018)


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

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

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2019Inference for Impulse Responses under Model Uncertainty. (2019). 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). Rao, D.S. Prasada ; Hajargasht, Gholamreza. In: Papers. RePEc:arx:papers:1811.04197.

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

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2019Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140.

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2019High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151.

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2019Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data. (2019). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Papers. RePEc:arx:papers:1912.09702.

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2019Bayesian estimation of large dimensional time varying VARs using copulas. (2019). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: Papers. RePEc:arx:papers:1912.12527.

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2020A 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.

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2020Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models. (2020). Huber, Florian ; Onorante, Luca ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2002.08760.

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2020Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2004.04984.

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2020The 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.

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2019Banco de España macroeconomic projections: comparison with an econometric model. (2019). Ganics, Gergely ; Ortega, Eva. In: Economic Bulletin. RePEc:bde:journl:y:2019:i:9:d:aa:n:26.

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2020The 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.

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2019Bayesian VAR forecasts, survey information and structural change in the euro area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working Papers. RePEc:bde:wpaper:1948.

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

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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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2018Firms’ investments during two crises. (2018). Sette, Enrico ; De Socio, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1173_18.

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

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2019Urban agglomerations and firm access to credit. (2019). D'Ignazio, Alessio ; Demma, Cristina ; de Blasio, Guido ; Carmignani, Amanda . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1222_19.

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

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

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2019Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733.

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2018Corporate debt structure and economic recoveries: a cross-country analysis. (2018). Tripier, Fabien ; Szczerbowicz, Urszula ; Grjebine, Thomas. In: Rue de la Banque. RePEc:bfr:rueban:2018:63.

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2019Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:63.

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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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2019Central banking in challenging times. (2019). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:829.

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

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2019Truncated priors for tempered hierarchical Dirichlet process vector autoregression. (2019). Seleznev, Sergei. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps47.

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2019What measures of real economic activity slack are helpful for forecasting Russian inflation?. (2019). Khabibullin, Ramis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps50.

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

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

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2019Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro. In: Working Papers. RePEc:bny:wpaper:0073.

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

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2019Macroeconomic effects of political risk shocks. (2019). Hacioglu Hoke, Sinem. In: Bank of England working papers. RePEc:boe:boeewp:0841.

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

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

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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). Nedeljkovic, Milan ; Mody, Ashoka. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7400.

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

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2020The 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.

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2020Nonlinear Business Cycle and Optimal Policy: A VSTAR Perspective. (2020). Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8060.

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2020Unconventional 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.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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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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2020Global Footprints of Monetary Policy. (2020). Rey, Helene ; Nenova, Tsvetelina ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:2004.

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2019Trend, Seasonal, and Sectoral Inflation in the Euro Area. (2019). Watson, Mark W ; Stock, James H. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:847.

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2019How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-22.

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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.

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

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2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model. (2019). Venditti, Fabrizio ; Petrella, Ivan ; delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14107.

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2019Central bank tone and the dispersion of views within monetary policy committees. (2019). Labondance, Fabien ; Hubert, Paul. In: Working Papers. RePEc:crb:wpaper:2019-08.

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

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

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

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2020Is 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.

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2019Inflation in the euro area since the Global Financial Crisis. (2019). Samarina, Anna ; Galati, Gabriele ; Bonam, Dennis ; Stanga, Irina ; Hoeberichts, Marco ; Hindrayanto, Irma. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1703.

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

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

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

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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 ; Rannenberg, Ansgar ; Perez Quiros, Gabriel ; Papageorgiou, Dimitris ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Dewachter, Hans ; De Backer, Bruno ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry ; Scharnagl, Michael ; Hindrayanto, Irma. In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

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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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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). Ongena, Steven ; Altavilla, Carlo ; 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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2019Do public wages in the euro area explain private wage developments? An empirical investigation. (2019). Berardini, Francesco ; Palazzo, Alessandra Anna ; Attinasi, Maria Grazia. In: Working Paper Series. RePEc:ecb:ecbwps:20192231.

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2019Credit, financial conditions and the business cycle in China. (2019). Soudan, Michel ; Lodge, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192244.

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

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

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

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

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2019The impact of central bank liquidity support on banks’ balance sheets. (2019). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem ; Holton, Sarah. In: Working Paper Series. RePEc:ecb:ecbwps:20192326.

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2019Firms’ expectations on the availability of credit since the financial crisis. (2019). Preuss, Carsten ; Ganoulis, Ioannis ; Ferrando, Annalisa. In: Working Paper Series. RePEc:ecb:ecbwps:20192341.

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2019A tale of two decades: the ECB’s monetary policy at 20. (2019). Rostagno, Massimo ; Altavilla, Carlo ; Yiangou, Jonathan ; Guilhem, Arthur Saint ; Motto, Roberto ; Lemke, Wolfgang ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20192346.

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2020Price 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.

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2020Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378.

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2020Debt 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.

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

Works by Michele Lenza:


YearTitleTypeCited
2013Cross-border banking transactions in the euro area In: IFC Bulletins chapters.
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chapter0
2010Monetary policy in exceptional times In: Economic Policy.
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article187
2010Monetary policy in exceptional times.(2010) In: CEPR Discussion Papers.
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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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2008Explaining the great moderation: it is not the shocks.(2008) In: ULB Institutional Repository.
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2010Non‐Standard Monetary Policy Measures.(2010) In: Working Papers ECARES.
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2012Prior selection for vector autoregressions.(2012) In: Working Paper Series.
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2015Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics.
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2012The ECB and the Interbank Market.(2012) In: Economic Journal.
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2014Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections.(2014) In: Working Papers ECARES.
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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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