Michele Lenza : Citation Profile

European Central Bank

21

H index

28

i10 index

2871

Citations

RESEARCH PRODUCTION:

32

Articles

68

Papers

6

Chapters

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 143
   Journals where Michele Lenza has often published
   Relations with other researchers
   Recent citing documents: 213.    Total self citations: 51 (1.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple337
   Updated: 2025-03-08    RAS profile: 2024-10-08    
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Relations with other researchers

Works with:

Primiceri, Giorgio (12)

Del Negro, Marco (6)

Tambalotti, Andrea (6)

Giannone, Domenico (5)

Monti, Francesca (3)

Sokol, Andrej (3)

Cimadomo, Jacopo (3)

Paredes, Joan (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 (96)

Koop, Gary (76)

Reichlin, Lucrezia (69)

Creel, Jerome (63)

Huber, Florian (62)

Hubert, Paul (56)

Korobilis, Dimitris (51)

Caruso, Alberto (44)

Labondance, Fabien (39)

Clark, Todd (39)

Miranda-Agrippino, Silvia (39)

Cites to:

Giannone, Domenico (142)

Reichlin, Lucrezia (130)

Banbura, Marta (34)

Primiceri, Giorgio (27)

Pill, Huw (27)

Marcellino, Massimiliano (24)

Smets, Frank (18)

Clark, Todd (17)

Peersman, Gert (16)

Watson, Mark (16)

Forni, Mario (13)

Main data

Where Michele Lenza has published?

Journals with more than one article published# docs
Research Bulletin8
International Journal of Forecasting3
Journal of Applied Econometrics2
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank20
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
Staff Reports / Federal Reserve Bank of New York3
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles3
Liberty Street Economics / Federal Reserve Bank of New York2

Recent works citing Michele Lenza (2025 and 2024)

YearTitle of citing document
2024Assessing the impact of energy and macroeconomic shocks on the Romanian economy: a Bayesian VAR approach. (2024). Mihai, Georgian Dnu ; Plea, Georgiana ; Neacu, Andrei Costin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:109-118.

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2025Distributional Dynamics. (2025). Kuhn, Moritz ; Calderon, Luis ; Bayer, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351.

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2024A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2024Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2024ddml: Double/debiased machine learning in Stata. (2023). Schaffer, Mark ; Wiemann, Thomas ; Hansen, Christian B ; Ahrens, Achim. In: Papers. RePEc:arx:papers:2301.09397.

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2024Factor-augmented sparse MIDAS regression for nowcasting. (2023). Striaukas, Jonas ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2306.13362.

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2024Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity. (2023). Zhang, Boyuan ; Schorfheide, Frank ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:2310.13785.

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2024Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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2024Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goebel, Maximilian ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks. (2025). Shimizu, Kenichi ; Lu, Zhentong. In: Papers. RePEc:arx:papers:2501.02381.

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2025Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs. (2025). Wo, Tomasz ; Wang, Xiaolei. In: Papers. RePEc:arx:papers:2501.16711.

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2025Quasi maximum likelihood estimation of high-dimensional approximate dynamic matrix factor models via the EM algorithm. (2025). Trapin, Luca ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2502.04112.

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2024.

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2025.

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2024Renewable Energy Shocks and Business Cycle Dynamics with Application to Brazil. (2024). Divino, Jose Angelo ; Kornelius, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:592.

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2024There has been an awakening. The rise (and fall) of inflation in the euro area. (2024). Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_834_24.

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2024The recent weakness in the German manufacturing sector. (2024). Flaccadoro, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_902_24.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2024Oil price shocks in real time. (2024). Veronese, Giovanni ; Venditti, Fabrizio ; Gazzani, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

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2025Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach. (2025). Granados, Camilo ; Parra-Amado, Daniel. In: Borradores de Economia. RePEc:bdr:borrec:1295.

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2024.

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2024.

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2024Central bank communication and social media: From silence to Twitter. (2024). Romelli, Davide ; Peia, Oana ; Masciandaro, Donato. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:365-388.

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2024The Virtue of Complexity in Return Prediction. (2024). Zhou, Kangying ; Malamud, Semyon ; Kelly, Bryan. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:459-503.

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2024The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2024). Wright, Jonathan ; Lucca, David O. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085.

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2024Global Demand and Supply Sentiment: Evidence From Earnings Calls. (2024). Ruch, Franz ; Taskin, Temel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:2:p:314-334.

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2024A New Approach to Forecasting the Probability of Recessions after the COVID‐19 Pandemic. (2024). Camacho, Maximo ; Ruiz, Manuel ; Ramallo, Salvador. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:833-855.

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2024The evolving international effects of Chinas government spending. (2024). Zhang, Wen. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:5:p:1851-1869.

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2024Piecing the puzzle: real exchange rates and long-run fundamentals. (2024). Maffei-Faccioli, Nicolao ; Brubakk, Leif ; Eliassen, Peder ; Bjaornland, Hilde C ; Aag, Ruben. In: Working Papers. RePEc:bny:wpaper:0134.

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2025Distributional Dynamics. (2025). Bayer, Christian ; Calderon, Luis ; Kuhn, Moritz. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_625.

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2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.

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2024Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Andres, Ramirez-Hassan ; Fung, Kwok Chun ; Liana, Jacobi ; Nhung, Nghiem. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10.

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2025The Short Lags of Monetary Policy. (2025). Rodrigo, T ; da Silva, Alves G ; Rodraiguez, J V ; Ortiz, A ; Moura, A S ; Hansen, S ; Duarte, J B ; Corsetti, G ; Carvalho, V M ; Buda, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2509.

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2025.

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2024Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03.

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2024Detecting turning points in the inflation cycle. (2024). van den End, Jan Willem ; Hoeberichts, Marco. In: Working Papers. RePEc:dnb:dnbwpp:808.

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2024Fiscal Policy and Inflation in the Euro Area. (2024). Ascari, Guido ; Bonam, Dennis ; Smadu, Andra ; Mori, Lorenzo. In: Working Papers. RePEc:dnb:dnbwpp:820.

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2024ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344.

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Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks. (2024). Ma, Jun ; Luo, Sui ; Liao, Wenting ; Huang, Yu-Fan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000630.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024Estimating the output gap after COVID: How to address unprecedented macroeconomic variations. (2024). Parra-Amado, Daniel ; Granados, Camilo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000671.

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2024Monetary policy rules and the inequality-augmented Phillips curve. (2024). Rolim, Lilian ; Carvalho, Laura ; Lang, Dany. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001366.

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2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

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2024Trends and cycles during the COVID-19 pandemic period. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001871.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024The effect of monetary policies on inflation: A fiscal perspective. (2024). Jiang, Shifu. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002891.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024Bayesian estimation of cluster covariance matrices of unknown form. (2024). Kim, Jaeho ; Creal, Drew. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s030440762400071x.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024Conventional monetary interventions through the credit channel and the rise of non-bank institutions. (2024). Rivolta, Giulia ; Cafiso, Gianluca. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000894.

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2024The international impact of a fragile EMU. (2024). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002751.

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2024One scheme fits all: A central fiscal capacity for the EMU targeting eurozone, national and regional shocks. (2024). Cimadomo, Jacopo ; van Spronsen, Josha. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000503.

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2024Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466.

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2024Labour market skills, endogenous productivity and business cycles. (2024). Consolo, Agostino ; Abbritti, Mirko. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124002022.

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2025Navigating the housing channel of monetary policy across euro area regions. (2025). Hackmann, Angelina ; Battistini, Niccolò ; Roma, Moreno ; Falagiarda, Matteo. In: European Economic Review. RePEc:eee:eecrev:v:171:y:2025:i:c:s0014292124002265.

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2025Persistent slumps: Innovation and the credit channel of monetary policy. (2025). Cao, Qingqing ; Beqiraj, Elton ; Tarquini, Giulio ; Minetti, Raoul. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002757.

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2024Inflationary oil shocks, fiscal policy, and debt dynamics: New evidence from oil-importing OECD economies. (2024). Banerjee, Joshua J. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007478.

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2024Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Theilen, Bernd ; Herwartz, Helmut. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968.

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2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

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2024Unravelling the credit market shocks and investment dynamics: A theoretical and empirical perspective. (2024). Verbič, Miroslav ; Zabavnik, Darja. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002151.

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2024Public debt determinants: A time-varying analysis of core and peripheral Euro area countries. (2024). di Serio, Mario. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011309.

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2024“Thank me later”: Why is (macro)prudence desirable?. (2024). Roulund, Rasmus Pank ; Kuchler, Andreas ; Gerba, Eddie ; Cokayne, Graeme. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000123.

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2024Sowing the seeds of financial imbalances: The role of macroeconomic performance. (2024). Modugno, Michele ; Afanasyeva, Elena ; Lee, Seung Jung ; Jerow, Sam. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s157230892030142x.

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

Works by Michele Lenza:

YearTitleTypeCited
2020Whats Up with the Phillips Curve? In: Brookings Papers on Economic Activity.
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2020Whats up with the Phillips Curve?.(2020) In: CEPR Discussion Papers.
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2020What’s up with the Phillips Curve?.(2020) In: Working Paper Series.
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2020What’s Up with the Phillips Curve?.(2020) In: Liberty Street Economics.
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2020What’s up with the Phillips Curve?.(2020) In: NBER Working Papers.
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2013Cross-border banking transactions in the euro area In: IFC Bulletins chapters.
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In: .
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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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This paper has nother version. Agregated cites: 260		article
2014The financial and macroeconomic effects of OMT announcements.(2014) In: Working Paper Series.
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2016The Financial and Macroeconomic Effects of the OMT Announcements.(2016) In: International Journal of Central Banking.
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2014The Financial and Macroeconomic Effects of the OMT Announcements.(2014) In: CSEF Working Papers.
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This paper has nother version. Agregated cites: 260		paper
2016Priors for the Long Run In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper67
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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2019Priors for the Long Run.(2019) In: Journal of the American Statistical Association.
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2017Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper113
2021Economic predictions with big data: the illusion of sparsity.(2021) In: Working Paper Series.
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2018Economic Predictions with Big Data: The Illusion of Sparsity.(2018) In: Liberty Street Economics.
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This paper has nother version. Agregated cites: 113		paper
2018Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports.
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This paper has nother version. Agregated cites: 113		paper
2021Economic Predictions With Big Data: The Illusion of Sparsity.(2021) In: Econometrica.
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This paper has nother version. Agregated cites: 113		article
2020How to Estimate a VAR after March 2020 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper159
2020How to estimate a VAR after March 2020.(2020) In: Working Paper Series.
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This paper has nother version. Agregated cites: 159		paper
2020How to Estimate a VAR after March 2020.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 159		paper
2021Nowcasting with Large Bayesian Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper35
2020Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series.
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2022Nowcasting with large Bayesian vector autoregressions.(2022) In: Journal of Econometrics.
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2004The Feldstein-Horioka Fact In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper53
2009The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES.
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2008The Feldstein-Horioka fact.(2008) In: Working Paper Series.
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2010The Feldstein-Horioka Fact.(2010) In: NBER Chapters.
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2009The Feldstein-Horioka fact.(2009) In: NBER Working Papers.
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2010The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics.
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2007Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper122
2008Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series.
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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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2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
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2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
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2009Business cycles in the euro area.(2009) In: Research Bulletin.
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2010Business Cycles in the Euro Area.(2010) In: NBER Chapters.
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2008Business Cycles in the Euro Area.(2008) In: NBER Working Papers.
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2010Monetary policy in exceptional times In: CEPR Discussion Papers.
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2010Monetary policy in exceptional times.(2010) In: Working Paper Series.
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2010Monetary policy in exceptional times.(2010) In: Economic Policy.
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2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
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2010Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES.
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2014Short-term inflation projections: A Bayesian vector autoregressive approach.(2014) In: International Journal of Forecasting.
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2010Market freedom and the global recession In: CEPR Discussion Papers.
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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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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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2012Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES.
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2012Prior selection for vector autoregressions.(2012) In: Working Paper Series.
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2012Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers.
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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 In: CEPR Discussion Papers.
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2012The ECB and the Interbank Market.(2012) In: Working Papers ECARES.
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2012The ECB and the interbank market.(2012) In: Working Paper Series.
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2012The ECB and the Interbank Market.(2012) In: Economic Journal.
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2012Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers.
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2012Money, Credit, Monetary Policy and the Business Cycle in the Euro Area.(2012) In: Working Papers ECARES.
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2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers.
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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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2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2014) In: Working Paper Series.
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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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2018Measures of underlying inflation for the euro area In: Economic Bulletin Articles.
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2013Corporate finance and economic activity in the euro area In: Occasional Paper Series.
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2010Enhancing monetary analysis In: Research Bulletin.
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2011Revisiting the information content of core inflation In: Research Bulletin.
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2016How large is the output gap in the euro area In: Research Bulletin.
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2019Quantitative easing did not increase inequality in the euro area In: Research Bulletin.
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2020Why has inflation in the United States been so stable since the 1990s? In: Research Bulletin.
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2023Forecasting euro area inflation with machine-learning models In: Research Bulletin.
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2007Monetary policy and core inflation In: Working Paper Series.
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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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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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2024How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area.(2024) In: Journal of Applied Econometrics.
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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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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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2019Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections.(2019) In: International Journal of Forecasting.
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2019Interbank rate uncertainty and bank lending In: Working Paper Series.
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2023Density forecasts of inflation: a quantile regression forest approach In: Working Paper Series.
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2024Density forecasts of inflation : a quantile regression forest approach.(2024) In: Documents de Travail de l'Insee - INSEE Working Papers.
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2023Inflation and wage growth since the pandemic: A comment In: European Economic Review.
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2009Monetary analysis and monetary policy in the euro area 1999-2006 In: Journal of International Money and Finance.
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2024Forecasting inflation in the US and in the euro area In: Chapters.
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2016Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics.
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2015Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models.(2015) In: Finance and Economics Discussion Series.
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2024Do we need firm data to understand macroeconomic dynamics? In: Working Paper Series.
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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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2010Prior Selection for Bayesian VARs In: 2010 Meeting Papers.
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2017The national segmentation of euro area bank balance sheets during the financial crisis In: Empirical Economics.
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2007Essays on monetary policy, saving and investment In: ULB Institutional Repository.
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2022How to estimate a vector autoregression after March 2020 In: Journal of Applied Econometrics.
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2011MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA In: World Scientific Book Chapters.
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