Michele Lenza : Citation Profile


Are you Michele Lenza?

European Central Bank

19

H index

22

i10 index

2105

Citations

RESEARCH PRODUCTION:

25

Articles

65

Papers

5

Chapters

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 123
   Journals where Michele Lenza has often published
   Relations with other researchers
   Recent citing documents: 454.    Total self citations: 43 (2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple337
   Updated: 2022-07-02    RAS profile: 2021-11-22    
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Relations with other researchers


Works with:

Primiceri, Giorgio (17)

Giannone, Domenico (16)

Tambalotti, Andrea (5)

Del Negro, Marco (5)

Reichlin, Lucrezia (4)

Jarociński, Marek (3)

Slacalek, Jiri (2)

Sokol, Andrej (2)

Cimadomo, Jacopo (2)

Monti, Francesca (2)

Altavilla, Carlo (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 (81)

Koop, Gary (58)

Reichlin, Lucrezia (56)

Korobilis, Dimitris (46)

Huber, Florian (41)

Hubert, Paul (39)

Creel, Jerome (36)

Clark, Todd (34)

Miranda-Agrippino, Silvia (31)

Giannone, Domenico (31)

Labondance, Fabien (30)

Cites to:

Giannone, Domenico (103)

Reichlin, Lucrezia (99)

Banbura, Marta (24)

Pill, Huw (23)

Primiceri, Giorgio (17)

Hoerova, Marie (13)

Smets, Frank (13)

Watson, Mark (12)

Peersman, Gert (12)

Marcellino, Massimiliano (12)

Forni, Mario (11)

Main data


Where Michele Lenza has published?


Journals with more than one article published# docs
Research Bulletin7
International Journal of Forecasting3
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank19
CEPR Discussion Papers / C.E.P.R. Discussion Papers17
Working Papers ECARES / ULB -- Universite Libre de Bruxelles11
NBER Working Papers / National Bureau of Economic Research, Inc5
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles3
Staff Reports / Federal Reserve Bank of New York3
Liberty Street Economics / Federal Reserve Bank of New York2

Recent works citing Michele Lenza (2021 and 2020)


YearTitle of citing document
2020Exchange 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.

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2021Modelling and Estimating Large Macroeconomic Shocks During the Pandemic. (2021). Paolillo, Aldo ; Grassi, Stefano ; Corrado, Luisa. In: CREATES Research Papers. RePEc:aah:create:2021-08.

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2021Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15.

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2021The Transmission of Monetary Policy Shocks. (2021). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:3:p:74-107.

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2020Model 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.

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2021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002.

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2021Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004.

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2020Supporting 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.

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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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2020Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations. (2020). Pfarrhofer, Michael ; Koop, Gary ; Huber, Florian. In: Papers. RePEc:arx:papers:2002.10274.

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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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2020Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation. (2020). van Beek, Misha. In: Papers. RePEc:arx:papers:2004.09042.

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2020Bayesian 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.

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2021Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535.

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2020Dynamic shrinkage in time-varying parameter stochastic volatility in mean models. (2020). Pfarrhofer, Michael ; Huber, Florian. In: Papers. RePEc:arx:papers:2005.06851.

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2021The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

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2020A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2006.14110.

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2020How 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.

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2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. (2020). Pfarrhofer, Michael ; Huber, Florian ; Schreiner, Josef ; Onorante, Luca ; Koop, Gary. In: Papers. RePEc:arx:papers:2008.12706.

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2021Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2020Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

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2020Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2020On 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.

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2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2021On 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.

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2021A 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.

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2021Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

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2021COVID-19 and Estimation of Macroeconomic Factors. (2021). Ng, Serena. In: Papers. RePEc:arx:papers:2103.02732.

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2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

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2021Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804.

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2021Forecasting with a Panel Tobit Model. (2021). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Papers. RePEc:arx:papers:2110.14117.

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2021Its not always about the money, sometimes its about sending a message: Evidence of Informational Content in Monetary Policy Announcements. (2021). Capel, Nicholas ; Camara, Santiago ; Cai, Yong. In: Papers. RePEc:arx:papers:2111.06365.

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2021Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170.

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2022Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995.

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2022Shock Symmetry and Business Cycle Synchronization: Is Monetary Unification Feasible among CAPADR Countries?. (2021). Baca, Jafet. In: Papers. RePEc:arx:papers:2112.02063.

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2022Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Pellegrino, Filippo ; Hasenzagl, Thomas ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2201.05556.

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2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2022Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644.

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2022Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2203.11872.

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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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2022Evaluating the Effectiveness of Quantitative Easing Measures of the Federal Reserve and the European Central Bank. (2022). Mulaahmetovic, Inda. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:v:12:y:2022:i:3:p:141-163:id:4436.

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2021Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21160.

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2020Monetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis. (2020). Swarbrick, Jonathan ; Blattner, Tobias . In: Staff Working Papers. RePEc:bca:bocawp:20-34.

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2021Blurred Crystal Ball: investigating the forecasting challenges after a great exogenous shock. (2021). , Marcelo. In: Working Papers Series. RePEc:bcb:wpaper:549.

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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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2021La evolución cíclica de la economía española en el contexto europeo. (2021). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomezloscos, Ana ; Gadea, Dolores M. In: Occasional Papers. RePEc:bde:opaper:2103.

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2021A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2021). Molina, Luis ; Campos, Rodolfo ; Berganza, Juan Carlos ; Andres-Escayola, Erik. In: Occasional Papers. RePEc:bde:opaper:2114.

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2021The impact of heterogeneous unconventional monetary policies on the expectations of market crashes. (2021). Alonso Alvarez, Irma ; Vaello-Sebastia, Antoni ; Serrano, Pedro. In: Working Papers. RePEc:bde:wpaper:2127.

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2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

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2021Natural unemployment and activity rates: flow-based determinants and implications for price dynamics. (2021). De Philippis, Marta ; D'Amuri, Francesco ; lo Bello, Salvatore ; Lobello, Salvatore ; Guglielminetti, Elisa. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_599_21.

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2021Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21.

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2022An Epidemic Model for SARS-CoV-2 with Self-Adaptive Containment Measures. (2022). Poletti, Piero ; Guzzetta, Giorgio ; Ilardi, Giuseppe ; Conteduca, Francesco Paolo ; Brusaferro, Silvio ; Borin, Alessandro ; Brandolini, Andrea ; Marchetti, Sabina ; Merler, Stefano ; Riccardo, Flavia ; Stefanelli, Paola ; Bella, Antonino ; Pezzotti, Patrizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_681_22.

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2021From SMP to PEPP: a further look at the risk endogeneity of the Central Bank. (2021). Scalia, Antonio ; Palazzo, Gerardo ; Gariano, Giulio ; Fruzzetti, Marco. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_011_21.

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2020Does the Liquidity Trap Exist?. (2020). Mojon, Benoit ; Rubio-Ramirez, Juan ; Lhuissier, Stephane. In: Working papers. RePEc:bfr:banfra:762.

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2020The 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.

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2021The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806.

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2021Job Polarization and the Flattening of the Price Phillips Curve. (2021). Siena, Daniele ; Riccardo, Zago. In: Working papers. RePEc:bfr:banfra:819.

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2021Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829.

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2020Financial market development, monetary policy and financial stability in Brazil. (2020). Nechio, Fernanda ; Barata, Joo. In: BIS Papers chapters. RePEc:bis:bisbpc:113-04.

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2021Changing patterns of capital flows. (2021). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:66.

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2020Does the liquidity trap exist?. (2020). Mojon, Benoit ; Lhuissier, Stéphane ; Rubio-Ramirez, Juan. In: BIS Working Papers. RePEc:bis:biswps:855.

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2021The natural interest rate in China. (2021). Rees, Daniel ; Sun, Guofeng. In: BIS Working Papers. RePEc:bis:biswps:949.

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2020A 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.

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2021A Phillips curve for the euro area. (2021). Mazumder, Sandeep ; Ball, Laurence. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:1:p:2-17.

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2020The 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.

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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.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2021Turning point and oscillatory cycles: Concepts, measurement, and use. (2021). pagan, adrian ; Kulish, Mariano. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:4:p:977-1006.

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2020UK regional nowcasting using a mixed frequency vector auto?regressive model with entropic tilting. (2020). Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:1:p:91-119.

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2020Regime 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.

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2020Bank loan supply shocks and alternative financing of non‐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.

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2020The 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.

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2021Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175.

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2021The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869.

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2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400.

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2020Can 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.

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2021Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297.

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2020The United Kingdom and the stability of the Euro area: From Maastricht to Brexit. (2020). Macchiarelli, Corrado ; Campos, Nauro. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1792-1808.

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2020Norges Bank Output Gap Estimates: Forecasting Properties, Reliability and Cyclical Sensitivity. (2020). Furlanetto, Francesco ; Robstad, Orjan ; Hansen, Frank ; Hagelund, Kre. In: Working Paper. RePEc:bno:worpap:2020_07.

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2020Climate risk and commodity currencies. (2020). Larsen, Vegard H ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Paper. RePEc:bno:worpap:2020_18.

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2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Papers. RePEc:bny:wpaper:0093.

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2020Has monetary policy made you happier?. (2020). HALDANE, ANDREW ; Pugh, Alice ; Bunn, Philip. In: Bank of England working papers. RePEc:boe:boeewp:0880.

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2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Sustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0914.

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2021Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2021The transmission of Keynesian supply shocks. (2021). Ferrero, Andrea ; Cesa-Bianchi, Ambrogio. In: Bank of England working papers. RePEc:boe:boeewp:0934.

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2022Mainly employment: survey-based news and the business cycle. (2022). Masolo, Riccardo M.. In: Bank of England working papers. RePEc:boe:boeewp:0958.

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2021Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_001.

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2022Monetary policy and inequality : The Finnish case. (2022). Gulan, Adam ; Silvo, Aino ; Maki-Franti, Petri ; Kilponen, Juha. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_003.

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2020Differential Effects of Monetary Policy on Household Consumption: The Case of Israel. (2020). Ribon, Sigal. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2020.12.

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2021Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks. (2021). Marsi, Antonio ; Fanelli, Luca. In: Working Papers. RePEc:bol:bodewp:wp1164.

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2021Monetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis. (2021). Swarbrick, Jonathan ; Jonathan, Swarbrick ; Tobias, Blattner. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:1:p:323-368:n:9.

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2021The European growth synchronization through crises and structural changes. (2021). Remzi, Uctum ; Merih, Uctum ; Chu-Ping, Vijverberg. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:17:n:6.

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2021Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7.

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2020Balance 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.

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2020Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?. (2020). Cristea, R G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20108.

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2022Monetary Policy Communication: Perspectives from Former Policy Makers at the ECB. (2022). Ehrmann, Michael ; Phelan, Gillian ; Kedan, Danielle ; Holton, Sarah. In: Research Technical Papers. RePEc:cbi:wpaper:1/rt/22.

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2020Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp677.

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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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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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chapter9
2014The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers.
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2014The Financial and Macroeconomic Effects of OMT Announcements.(2014) In: Working Papers ECARES.
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2015The financial and macroeconomic effects of OMT announcements.(2015) In: Research Bulletin.
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2014The financial and macroeconomic effects of OMT announcements.(2014) In: Working Paper Series.
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paper
2016The Financial and Macroeconomic Effects of the OMT Announcements.(2016) In: International Journal of Central Banking.
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article
2014The Financial and Macroeconomic Effects of the OMT Announcements.(2014) In: CSEF Working Papers.
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paper
2016Priors for the Long Run In: CEPR Discussion Papers.
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paper37
2018Priors for the long run.(2018) In: Working Paper Series.
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2017Priors for the long run.(2017) In: Staff Reports.
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paper
2019Priors for the Long Run.(2019) In: Journal of the American Statistical Association.
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article
2017Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers.
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paper46
2021Economic predictions with big data: the illusion of sparsity.(2021) In: Working Paper Series.
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paper
2018Economic Predictions with Big Data: The Illusion of Sparsity.(2018) In: Liberty Street Economics.
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paper
2018Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports.
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paper
2021Economic Predictions With Big Data: The Illusion of Sparsity.(2021) In: Econometrica.
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article
2020Whats up with the Phillips Curve? In: CEPR Discussion Papers.
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paper5
2020What’s up with the Phillips Curve?.(2020) In: Working Paper Series.
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paper
2020What’s Up with the Phillips Curve?.(2020) In: Liberty Street Economics.
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paper
2020What’s up with the Phillips Curve?.(2020) In: NBER Working Papers.
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paper
2020How to Estimate a VAR after March 2020 In: CEPR Discussion Papers.
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paper76
2020How to estimate a VAR after March 2020.(2020) In: Working Paper Series.
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paper
2020How to Estimate a VAR after March 2020.(2020) In: NBER Working Papers.
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paper
2021Nowcasting with Large Bayesian Vector Autoregressions In: CEPR Discussion Papers.
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paper10
2020Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series.
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paper
2004The Feldstein-Horioka Fact In: CEPR Discussion Papers.
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paper48
2009The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES.
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paper
2008The Feldstein-Horioka fact.(2008) In: Working Paper Series.
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paper
2010The Feldstein-Horioka Fact.(2010) In: NBER Chapters.
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chapter
2009The Feldstein-Horioka fact.(2009) In: NBER Working Papers.
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paper
2010The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics.
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article
2007Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers.
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paper108
2008Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series.
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paper
2008Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association.
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article
2008Explaining the great moderation: it is not the shocks.(2008) In: ULB Institutional Repository.
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paper
2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
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paper172
2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
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paper
2009Business cycles in the euro area.(2009) In: Research Bulletin.
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article
2010Business Cycles in the Euro Area.(2010) In: NBER Chapters.
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chapter
2008Business Cycles in the Euro Area.(2008) In: NBER Working Papers.
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paper
2010Monetary policy in exceptional times In: CEPR Discussion Papers.
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paper219
2010Monetary policy in exceptional times.(2010) In: Working Paper Series.
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paper
2010Monetary policy in exceptional times.(2010) In: Economic Policy.
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article
2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
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paper117
2010Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES.
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paper
2014Short-term inflation projections: A Bayesian vector autoregressive approach.(2014) In: International Journal of Forecasting.
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article
2010Market freedom and the global recession In: CEPR Discussion Papers.
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paper115
2010Market Freedom and the Global Recession.(2010) In: Working Papers ECARES.
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2011Market Freedom and the Global Recession.(2011) In: IMF Economic Review.
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2011Market freedom and the global recession.(2011) In: ULB Institutional Repository.
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2010Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers.
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paper67
2010Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES.
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2010Non?Standard Monetary Policy Measures.(2010) In: Working Papers ECARES.
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2011Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series.
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2012Prior Selection for Vector Autoregressions In: CEPR Discussion Papers.
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paper411
2012Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES.
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paper
2012Prior selection for vector autoregressions.(2012) In: Working Paper Series.
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paper
2012Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers.
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paper
2015Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics.
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article
2012The ECB and the Interbank Market In: CEPR Discussion Papers.
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paper83
2012The ECB and the Interbank Market.(2012) In: Working Papers ECARES.
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paper
2012The ECB and the interbank market.(2012) In: Working Paper Series.
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paper
2012The ECB and the Interbank Market.(2012) In: Economic Journal.
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article
2012Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers.
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paper56
2012Money, Credit, Monetary Policy and the Business Cycle in the Euro Area.(2012) In: Working Papers ECARES.
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paper
2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers.
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paper89
2014Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections.(2014) In: Working Papers ECARES.
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paper
2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2014) In: Working Paper Series.
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paper
2015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2015) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 89
article
2018Measures of underlying inflation for the euro area In: Economic Bulletin Articles.
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article9
2013Corporate finance and economic activity in the euro area In: Occasional Paper Series.
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paper21
2010Enhancing monetary analysis In: Research Bulletin.
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article2
2011Revisiting the information content of core inflation In: Research Bulletin.
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article1
2016How large is the output gap in the euro area In: Research Bulletin.
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article1
2019Quantitative easing did not increase inequality in the euro area In: Research Bulletin.
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article2
2020Why has inflation in the United States been so stable since the 1990s? In: Research Bulletin.
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article0
2007Monetary policy and core inflation In: Working Paper Series.
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paper1
2007Monetary policy and core inflation.(2007) In: Discussion Paper Series 1: Economic Studies.
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2016An inflation-predicting measure of the output gap in the euro area In: Working Paper Series.
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paper75
2018An Inflation?Predicting Measure of the Output Gap in the Euro Area.(2018) In: Journal of Money, Credit and Banking.
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2018How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area In: Working Paper Series.
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paper38
2019Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? In: Working Paper Series.
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paper4
2019Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?.(2019) In: Staff Reports.
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2019Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?.(2019) In: International Journal of Central Banking.
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2019Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections In: Working Paper Series.
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paper9
2019Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections.(2019) In: International Journal of Forecasting.
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article
2019Interbank rate uncertainty and bank lending In: Working Paper Series.
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paper7
2009Monetary analysis and monetary policy in the euro area 1999-2006 In: Journal of International Money and Finance.
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article20
2016Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics.
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chapter16
2015Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models.(2015) In: Finance and Economics Discussion Series.
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paper
2011A Factor Model for Euro-area Short-term Inflation Analysis In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article5
2010Prior Selection for Bayesian VARs In: 2010 Meeting Papers.
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paper1
2017The national segmentation of euro area bank balance sheets during the financial crisis In: Empirical Economics.
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article13
2007Essays on monetary policy, saving and investment In: ULB Institutional Repository.
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paper0
2011MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA In: World Scientific Book Chapters.
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