Michele Lenza : Citation Profile

Are you Michele Lenza?

European Central Bank

20

H index

28

i10 index

2543

Citations

RESEARCH PRODUCTION:

27

Articles

64

Papers

5

Chapters

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 141
   Journals where Michele Lenza has often published
   Relations with other researchers
   Recent citing documents: 342.    Total self citations: 47 (1.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple337
   Updated: 2023-11-04    RAS profile: 2023-04-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Primiceri, Giorgio (15)

Giannone, Domenico (12)

Del Negro, Marco (5)

Tambalotti, Andrea (5)

Cimadomo, Jacopo (3)

Sokol, Andrej (3)

Reichlin, Lucrezia (3)

Monti, Francesca (2)

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 (95)

Koop, Gary (67)

Reichlin, Lucrezia (63)

Creel, Jerome (61)

Huber, Florian (56)

Hubert, Paul (55)

Korobilis, Dimitris (51)

Caruso, Alberto (44)

Labondance, Fabien (39)

Clark, Todd (39)

Miranda-Agrippino, Silvia (36)

Cites to:

Giannone, Domenico (130)

Reichlin, Lucrezia (123)

Banbura, Marta (28)

Pill, Huw (27)

Primiceri, Giorgio (25)

Smets, Frank (21)

Marcellino, Massimiliano (18)

Peersman, Gert (16)

Watson, Mark (15)

Clark, Todd (14)

Wouters, Raf (13)

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 Bruxelles10
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 (2023 and 2022)

YearTitle of citing document
2022Financial Risk Management and Transmission Mechanism of Monetary Policy: An Empirical Evidence from Pakistan. (2022). Mehmood, Muhammad Tariq ; Shahab, Sadaf ; Munir, Nasir. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:2:p:75-82.

Full description at Econpapers || Download paper

2022The Decline of the Labor Share: New Empirical Evidence. (2022). Maffei-Faccioli, Nicolo ; Furlanetto, Francesco ; Bergholt, Drago . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:3:p:163-98.

Full description at Econpapers || Download paper

2022THE RELATION BETWEEN INNOVATIVE POLICY INSTRUMENTS AND SMES RESILIENCE: CONCEPTUAL ANALYSIS. (2022). Ez-Zarzari, Zakaria ; Chati, Adam ; Cheikh, Mohsine Ait ; Msady, Adil. In: Eastern European Journal for Regional Studies (EEJRS). RePEc:aem:journl:v:8:y:2022:i:2:p:50-67.

Full description at Econpapers || Download paper

2022The importance of demand, uncertainty and monetary policy shocks from the euro area for the Romanian economy. (2022). Anton, George. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:25-38.

Full description at Econpapers || Download paper

2022High 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.

Full description at Econpapers || Download paper

2022Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092.

Full description at Econpapers || Download paper

2022Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

Full description at Econpapers || Download paper

2023Sparse 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.

Full description at Econpapers || Download paper

2022On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649.

Full description at Econpapers || Download paper

2022Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

Full description at Econpapers || Download paper

2022Forecasting with a Panel Tobit Model. (2021). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Papers. RePEc:arx:papers:2110.14117.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Monitoring 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

Full description at Econpapers || Download paper

2022Forecasting euro area inflation using a huge panel of survey expectations. (2022). Pfarrhofer, Michael ; onorante, luca ; Huber, Florian. In: Papers. RePEc:arx:papers:2207.12225.

Full description at Econpapers || Download paper

2022A penalized two-pass regression to predict stock returns with time-varying risk premia. (2022). Scaillet, Olivier ; Guerrier, St'Ephane ; Bakalli, Gaetan. In: Papers. RePEc:arx:papers:2208.00972.

Full description at Econpapers || Download paper

2022Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). , Joshua. In: Papers. RePEc:arx:papers:2208.13255.

Full description at Econpapers || Download paper

2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910.

Full description at Econpapers || Download paper

2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

Full description at Econpapers || Download paper

2023ddml: Double/debiased machine learning in Stata. (2023). Schaffer, Mark ; Wiemann, Thomas ; Hansen, Christian B ; Ahrens, Achim. In: Papers. RePEc:arx:papers:2301.09397.

Full description at Econpapers || Download paper

2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

Full description at Econpapers || Download paper

2023Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates. (2023). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2302.02866.

Full description at Econpapers || Download paper

2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

Full description at Econpapers || Download paper

2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

Full description at Econpapers || Download paper

2023Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

Full description at Econpapers || Download paper

2023Factor-augmented sparse MIDAS regression for nowcasting. (2023). Striaukas, Jonas ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2306.13362.

Full description at Econpapers || Download paper

2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Income Inequality in Canada. (2022). Terajima, Yaz ; Wilkins, Carolyn A ; Burkinshaw, Sarah. In: Discussion Papers. RePEc:bca:bocadp:22-16.

Full description at Econpapers || Download paper

2023Risk Amplification Macro Model (RAMM). (2023). Tuzcuoglu, Kerem. In: Technical Reports. RePEc:bca:bocatr:123.

Full description at Econpapers || Download paper

2023Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19.

Full description at Econpapers || Download paper

2023Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574.

Full description at Econpapers || Download paper

2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint. (2023). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio ; Corneli, Flavia. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_772_23.

Full description at Econpapers || Download paper

2022Real-time ineuqalities and policies during the pandemic in the US. (2022). Giglioli, Simona ; Fantozzi, Daniela ; Corrado, Luisa. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1396_22.

Full description at Econpapers || Download paper

2023Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03.

Full description at Econpapers || Download paper

2022Sudden Yield Reversals and Financial Intermediation in Emerging Markets. (2022). Sarmiento, Miguel. In: Borradores de Economia. RePEc:bdr:borrec:1210.

Full description at Econpapers || Download paper

2023Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1249.

Full description at Econpapers || Download paper

2022The Conditional Path of Central Bank Asset Purchases. (2022). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Working papers. RePEc:bfr:banfra:885.

Full description at Econpapers || Download paper

2023Measuring and Comparing Consumption Inequality between France and the United States. (2023). Jude, Cristina ; Penalver, Adrian ; Herbert, Sylverie ; Accardo, Aliocha. In: Working papers. RePEc:bfr:banfra:904.

Full description at Econpapers || Download paper

2023Simulation stochastique du modèle FR-BDF et évaluation de lincertitude entourant les prévisions conditionnelles. (2023). Matthieu, Lemoine ; Anastasia, Zhutova ; Harry, Turunen. In: Working papers. RePEc:bfr:banfra:920.

Full description at Econpapers || Download paper

2022Un nouvel indicateur possible pour mesurer l’inflation sous-jacente en zone euro. (2022). Robert, Pierre-Antoine ; Lalliard, Antoine. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2022:240:01.

Full description at Econpapers || Download paper

2022Monetary Policy, Labor Income Redistribution and the Credit Channel: Evidence from Matched Employer-Employee and Credit Registers. (2022). Supera, Dominik ; Peydro, Jose-Luis ; Panetti, Ettore ; Mendicino, Caterina ; Jaova, Martina. In: Working Papers. RePEc:bge:wpaper:1338.

Full description at Econpapers || Download paper

2023gingado: a machine learning library focused on economics and finance. (2023). Godoy, Douglas Kiarelly. In: BIS Working Papers. RePEc:bis:biswps:1122.

Full description at Econpapers || Download paper

2022Assessing public debt sustainability under COVID?19 uncertainty: Evidence from Côte dIvoire. (2022). Napo, Sassire. In: African Development Review. RePEc:bla:afrdev:v:34:y:2022:i:s1:p:s141-s160.

Full description at Econpapers || Download paper

2023A Demand Systems Approach to Understanding Medium?Term Post?Pandemic Consumption Trends. (2023). Smith, Brett ; Martinus, Kirsten ; Vo, Long Hai. In: Economic Papers. RePEc:bla:econpa:v:42:y:2023:i:2:p:183-199.

Full description at Econpapers || Download paper

2023The stock market and NO2 emissions effects of COVID?19 around the world. (2023). Klose, Jens ; Tillmann, Peter. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:2:p:556-594.

Full description at Econpapers || Download paper

2022Monetary policy or macroprudential policies: What can tame the cycles?. (2022). Vollmer, Uwe. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:5:p:1510-1538.

Full description at Econpapers || Download paper

2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

Full description at Econpapers || Download paper

2023Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557.

Full description at Econpapers || Download paper

2023Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Monetary Policy and Corporate Debt Structure. (2022). Szczerbowicz, Urszula ; Lhuissier, Stephane. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:497-515.

Full description at Econpapers || Download paper

2022Euro Area Periphery Countries Fiscal Policy and Monetary Policy Surprises. (2022). Rottmann, Horst ; Hülsewig, Oliver ; Hulsewig, Oliver. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:544-568.

Full description at Econpapers || Download paper

2022Loans to Different Groups and Economic Activity at Times of Crisis and Growth. (2022). Cafiso, Gianluca. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:594-623.

Full description at Econpapers || Download paper

2023Quantitative Easing and Wealth Inequality: The Asset Price Channel. (2023). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:638-670.

Full description at Econpapers || Download paper

2023Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893.

Full description at Econpapers || Download paper

2023One size may not fit all: Financial fragmentation and European monetary policies. (2023). Gimet, Céline ; Gagnon, Mariehelene. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:305-340.

Full description at Econpapers || Download paper

2023Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314.

Full description at Econpapers || Download paper

2022Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration. (2022). Yasutomo, MURASAWA . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:26:y:2022:i:3:p:387-415:n:4.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023UK Monetary Policy in An Estimated DSGE Model with State-Dependent Price and Wage Contracts. (2023). Minford, Patrick ; Meenagh, David ; Mai, Vo Phuong ; Chen, Haixia. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/22.

Full description at Econpapers || Download paper

2023Model Averaging with Ridge Regularization. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp758.

Full description at Econpapers || Download paper

2023Instrumental Variable Estimation with Many Instruments Using Elastic-Net IV. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp759.

Full description at Econpapers || Download paper

2023Estimation of the TFP Gap for the Largest Five EMU Countries. (2023). Rossian, Thies ; Kiessner, Felix ; Carstensen, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10245.

Full description at Econpapers || Download paper

2023Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10590.

Full description at Econpapers || Download paper

2022The Euro Area Government Spending Multiplier in Demand- and Supply-Driven Recessions. (2022). Melina, Giovanni ; Gasteiger, Emanuel ; Fragetta, Matteo ; di Serio, Mario. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9678.

Full description at Econpapers || Download paper

2022Forecasting Regional Industrial Production with High-Frequency Electricity Consumption Data. (2022). Mohrle, Sascha ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9917.

Full description at Econpapers || Download paper

2023Government Purchases, the Labor Earnings Gap, andConsumption Dynamics. (2023). Giarda, Mario. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:972.

Full description at Econpapers || Download paper

2022Assessment of the Nature of the Pandemic Shock: Implications for Monetary Policy. (2022). Tonner, Jaromir ; Motl, Martin ; Kral, Petr ; Bruha, Jan ; Kucharcukova, Oxana Babecka. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2022/01.

Full description at Econpapers || Download paper

2022Addressing Unemployment Rate Forecast Errors in Relation to the Business Cycle. (2022). Scheer, Bas. In: CPB Discussion Paper. RePEc:cpb:discus:434.

Full description at Econpapers || Download paper

2022Forecasting World Trade Using Big Data and Machine Learning Techniques. (2022). Kattenberg, Mark ; Hendriks, Bram ; Elbourne, Adam ; Dubovik, Andrei. In: CPB Discussion Paper. RePEc:cpb:discus:441.

Full description at Econpapers || Download paper

2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers. RePEc:crs:wpaper:2023-04.

Full description at Econpapers || Download paper

2023The COVID-19 recession on both sides of the Atlantic: A model-based comparison. (2023). Vogel, Lukas ; Ratto, Marco ; Pfeiffer, Philipp ; Cardani, Roberta. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2023014.

Full description at Econpapers || Download paper

2023The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15.

Full description at Econpapers || Download paper

2023Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process. (2023). Saadaoui, Jamel ; Roderweis, Philipp ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-17.

Full description at Econpapers || Download paper

2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2022Striking a bargain: narrative identification of wage bargaining shocks. (2022). Sokol, Andrej ; Porqueddu, Mario ; Budrys, Ymantas. In: Research Bulletin. RePEc:ecb:ecbrbu:2022:0098:.

Full description at Econpapers || Download paper

2022Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640.

Full description at Econpapers || Download paper

2022Monetary policy, macroprudential policy and financial stability. (2022). Mendicino, Caterina ; Maddaloni, Angela ; Laeven, Luc. In: Working Paper Series. RePEc:ecb:ecbwps:20222647.

Full description at Econpapers || Download paper

2022One scheme fits all: a central fiscal capacity for the EMU targeting eurozone, national and regional shocks. (2022). van Spronsen, Josha ; Cimadomo, Jacopo ; Beetsma, Roel. In: Working Paper Series. RePEc:ecb:ecbwps:20222666.

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]		chapter9
2014The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper249
2014The Financial and Macroeconomic Effects of OMT Announcements.(2014) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 249		paper
2015The financial and macroeconomic effects of OMT announcements.(2015) In: Research Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 249		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: 249		paper
2016The Financial and Macroeconomic Effects of the OMT Announcements.(2016) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 249		article
2014The Financial and Macroeconomic Effects of the OMT Announcements.(2014) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 249		paper
2016Priors for the Long Run In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper58
2018Priors for the long run.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58		paper
2017Priors for the long run.(2017) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58		paper
2019Priors for the Long Run.(2019) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58		article
2017Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper83
2021Economic predictions with big data: the illusion of sparsity.(2021) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83		paper
2018Economic Predictions with Big Data: The Illusion of Sparsity.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83		paper
2018Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83		paper
2021Economic Predictions With Big Data: The Illusion of Sparsity.(2021) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83		article
2020Whats up with the Phillips Curve? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper13
2020What’s up with the Phillips Curve?.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2020What’s Up with the Phillips Curve?.(2020) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2020What’s up with the Phillips Curve?.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2020How to Estimate a VAR after March 2020 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper140
2020How to estimate a VAR after March 2020.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 140		paper
2020How to Estimate a VAR after March 2020.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 140		paper
2021Nowcasting with Large Bayesian Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper17
2020Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2022Nowcasting with large Bayesian vector autoregressions.(2022) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		article
2004The Feldstein-Horioka Fact In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper50
2009The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		paper
2008The Feldstein-Horioka fact.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		paper
2010The Feldstein-Horioka Fact.(2010) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		chapter
2009The Feldstein-Horioka fact.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		paper
2010The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		article
2007Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper118
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: 118		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: 118		article
2008Explaining the great moderation: it is not the shocks.(2008) In: ULB Institutional Repository.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 118		paper
2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper176
2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		paper
2009Business cycles in the euro area.(2009) In: Research Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		article
2010Business Cycles in the Euro Area.(2010) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		chapter
2008Business Cycles in the Euro Area.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		paper
2010Monetary policy in exceptional times In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper240
2010Monetary policy in exceptional times.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 240		paper
2010Monetary policy in exceptional times.(2010) In: Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 240		article
2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper132
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: 132		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: 132		article
2010Market freedom and the global recession In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper120
2010Market Freedom and the Global Recession.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120		paper
2011Market Freedom and the Global Recession.(2011) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120		article
2011Market freedom and the global recession.(2011) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 120		paper
2010Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper59
2010Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		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: 59		paper
2012Prior Selection for Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper499
2012Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 499		paper
2012Prior selection for vector autoregressions.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 499		paper
2012Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 499		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: 499		article
2012The ECB and the Interbank Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper96
2012The ECB and the Interbank Market.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96		paper
2012The ECB and the interbank market.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96		paper
2012The ECB and the Interbank Market.(2012) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96		article
2012Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper56
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: 56		paper
2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper105
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: 105		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: 105		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: 105		article
2018Measures of underlying inflation for the euro area In: Economic Bulletin Articles.
[Full Text][Citation analysis]		article14
2013Corporate finance and economic activity in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper21
2010Enhancing monetary analysis In: Research Bulletin.
[Full Text][Citation analysis]		article2
2011Revisiting the information content of core inflation In: Research Bulletin.
[Full Text][Citation analysis]		article2
2016How large is the output gap in the euro area In: Research Bulletin.
[Full Text][Citation analysis]		article2
2019Quantitative easing did not increase inequality in the euro area In: Research Bulletin.
[Full Text][Citation analysis]		article4
2020Why has inflation in the United States been so stable since the 1990s? 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]		paper98
2018An Inflation?Predicting Measure of the Output Gap in the Euro Area.(2018) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		article
2018How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper61
2019Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? In: Working Paper Series.
[Full Text][Citation analysis]		paper11
2019Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2019Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2019Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections.(2019) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2019Interbank rate uncertainty and bank lending In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2009Monetary analysis and monetary policy in the euro area 1999-2006 In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article21
2016Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter18
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: 18		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]		article5
2010Prior Selection for Bayesian VARs In: 2010 Meeting Papers.
[Full Text][Citation analysis]		paper1
2017The national segmentation of euro area bank balance sheets during the financial crisis In: Empirical Economics.
[Full Text][Citation analysis]		article16
2007Essays on monetary policy, saving and investment In: ULB Institutional Repository.
[Citation analysis]		paper0
2022How to estimate a vector autoregression after March 2020 In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article26
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 November, 3 2023. Contact: CitEc Team