Michele Lenza : Citation Profile

European Central Bank

22

H index

29

i10 index

3072

Citations

RESEARCH PRODUCTION:

34

Articles

71

Papers

6

Chapters

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 146
   Journals where Michele Lenza has often published
   Relations with other researchers
   Recent citing documents: 356.    Total self citations: 53 (1.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple337
   Updated: 2025-12-20    RAS profile: 2025-10-23    
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Relations with other researchers

Works with:

Primiceri, Giorgio (12)

Del Negro, Marco (6)

Tambalotti, Andrea (6)

Giannone, Domenico (5)

Paredes, Joan (4)

Cimadomo, Jacopo (3)

Sokol, Andrej (3)

Monti, Francesca (3)

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 (75)

Reichlin, Lucrezia (69)

Huber, Florian (64)

Creel, Jerome (63)

Hubert, Paul (56)

Korobilis, Dimitris (53)

Caruso, Alberto (44)

Clark, Todd (41)

Labondance, Fabien (39)

Miranda-Agrippino, Silvia (39)

Cites to:

Giannone, Domenico (151)

Reichlin, Lucrezia (131)

Banbura, Marta (37)

Primiceri, Giorgio (28)

Pill, Huw (27)

Marcellino, Massimiliano (24)

Smets, Frank (18)

Peersman, Gert (18)

Clark, Todd (17)

Watson, Mark (16)

Gorodnichenko, Yuriy (14)

Main data

Where Michele Lenza has published?

Journals with more than one article published# docs
Research Bulletin8
International Journal of Forecasting3
Journal of Econometrics2
International Journal of Central Banking2
European Economic Review2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank21
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
Occasional Paper Series / European Central Bank2

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 ; Bayer, Christian ; Calderon, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351.

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

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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

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

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

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

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2025Factor-augmented sparse MIDAS regressions with an application to nowcasting. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2306.13362.

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

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2024Time-Varying Identification of Monetary Policy Shocks. (2024). 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. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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

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

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2025Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954.

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2025Macroeconomic Forecasting with Large Language Models. (2025). Shekhar, Shubhranshu ; Carriero, Andrea ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2407.00890.

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2024Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints. (2024). Poon, Aubrey ; Chan, Joshua ; Pettenuzzo, Davide ; Zhu, Dan. In: Papers. RePEc:arx:papers:2407.02262.

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2024Nowcasting R&D Expenditures: A Machine Learning Approach. (2024). de Rassenfosse, Ga'Etan ; Aboutorabi, Atin. In: Papers. RePEc:arx:papers:2407.11765.

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2024Bayesian modelling of VAR precision matrices using stochastic block networks. (2024). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Scheckel, Tobias. In: Papers. RePEc:arx:papers:2407.16349.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Econometric Inference for High Dimensional Predictive Regressions. (2024). Lee, Ji Hyung ; Mei, Ziwei ; Shi, Zhentao ; Gao, Zhan. In: Papers. RePEc:arx:papers:2409.10030.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; 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). Barigozzi, Matteo ; Trapin, Luca. In: Papers. RePEc:arx:papers:2502.04112.

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2025How Election Shocks Move Markets: Evidence from Sectoral Stock Prices. (2025). Amburgey, Aaron J. In: Papers. RePEc:arx:papers:2504.02731.

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2025Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning. (2025). Pawar, Amit ; Pratap, Bhanu ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2504.05350.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Forecasting Thai inflation from univariate Bayesian regression perspective. (2025). Arwatchanakarn, Popkarn ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2505.05334.

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2025Measuring the Euro Area Output Gap. (2025). Barigozzi, Matteo ; Luciani, Matteo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2505.05536.

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2025Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs. (2025). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2505.06649.

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2025Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

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2025A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Arias, Jonas E ; Rubio-Ram, Juan F ; Shin, Minchul. In: Papers. RePEc:arx:papers:2505.23542.

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2025Machine-learning Growth at Risk. (2025). Lee, Ji Hyung ; Dovi, Max-Sebastian ; Chen, Hongqi ; Adrian, Tobias. In: Papers. RePEc:arx:papers:2506.00572.

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2025Large Bayesian VARs for Binary and Censored Variables. (2025). Pfarrhofer, Michael ; Chan, Joshua. In: Papers. RePEc:arx:papers:2506.01422.

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2025An AI-powered Tool for Central Bank Business Liaisons: Quantitative Indicators and On-demand Insights from Firms. (2025). Windsor, Callan ; Lattimore, Finn ; Gray, Nicholas ; McLoughlin, Kate. In: Papers. RePEc:arx:papers:2506.18505.

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2025Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

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2025How weak are weak factors? Uniform inference for signal strength in signal plus noise models. (2025). Sodin, Sasha ; Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2507.18554.

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2025A Relaxation Approach to Synthetic Control. (2025). Zheng, Yapeng ; Shi, Zhentao ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2508.01793.

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2025Macroeconomic Forecasting and Machine Learning. (2025). Giannone, Domenico ; Ghigliazza, Raffaele M ; Fan, Ting-Han ; Chi, Ta-Chung. In: Papers. RePEc:arx:papers:2510.11008.

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2025L2-relaxation for Economic Prediction. (2025). Wang, Yishu ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2510.12183.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stephane. In: Working Papers. RePEc:bbh:wpaper:24-01.

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2025Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition. (2025). Stevanovic, Dalibor ; Guay, Alain. In: Working Papers. RePEc:bbh:wpaper:25-03.

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2025España | Los cortos retardos de la política monetaria. (2025). Ortiz, Alvaro ; Duarte, Joao ; Corsetti, Giancarlo ; Carvalho, Vasco ; Buda, Gergely ; Hansen, Stephen ; da Silva, Afonso Pereira ; Rodrguez, Jos V ; Rodrigo, Tomasa. In: Working Papers. RePEc:bbv:wpaper:2502.

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2025España | Los breves desfases de la Política Monetaria. (2025). Research, Bbva. In: Working Papers. RePEc:bbv:wpaper:2508.

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2025Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks. (2025). Shimizu, Kenichi ; Lu, Zhentong. In: Staff Working Papers. RePEc:bca:bocawp:25-10.

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2025Risk Scenarios and Macroeconomic Forecasts. (2025). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: Staff Working Papers. RePEc:bca:bocawp:25-28.

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

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2025The Not So Quiet Revolution: signal and noise in central bank communication. (2025). Ferreira, Leonardo ; Monteiro, Victor ; Lima, Antnio ; Guillen, Diogo ; Garzeri, Caio. In: Working Papers Series. RePEc:bcb:wpaper:635.

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2024Heterogeneity in macroeconomic models: A review of theory and computation. (2024). Pascal, Julien. In: BCL working papers. RePEc:bcl:bclwop:bclwp185.

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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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2024Bank lending in an unprecedented monetary tightening cycle: evidence from the euro area. (2024). Conti, Antonio ; Auer, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_856_24.

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2024Credit strikes back: the macroeconomic impact of the 2022-23 ECB monetary tightening and the role of lending rates. (2024). Notarpietro, Alessandro ; Neri, Stefano ; Conti, Antonio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_884_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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2025Energy price shocks and their effects on the main macroeconomic variables: a Bayesian SVAR analysis. (2025). Lilla, Francesca ; Infante, Luigi ; Pasetto, Michela E. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_926_25.

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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). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

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2024Detecting excessive credit growth: An approach based on structural counterfactuals. (2024). Sass, Magnus. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0046.

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

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2025Quantifying Uncertainty in France’s Debt Trajectory: A VAR Based Analysis. (2025). Cochard, Marion ; Baret, KA ; Bec, Frdrique. In: Working papers. RePEc:bfr:banfra:1019.

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2024Global Value Chains and the Phillips Curve: a Challenge for Monetary Policy. (2024). Siena, Daniele ; Florio, Anna ; Zago, Riccardo. In: Working papers. RePEc:bfr:banfra:970.

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2025Keeping the momentum: how finance can continue to support growth in EMEs. (2025). Wooldridge, Philip ; Kohlscheen, Emanuel ; Goel, Tirupam ; Dong, Yingwei. In: BIS Papers chapters. RePEc:bis:bisbpc:157-01.

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2025Monetary policy transmission in Mexico: an overview and banking channels insights using granular data. (2025). de Mexico, Banco. In: BIS Papers chapters. RePEc:bis:bisbpc:157-14.

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2024Stablecoins, money market funds and monetary policy. (2024). Gambacorta, Leonardo ; Cornelli, Giulio ; Aldasoro, Iñaki ; Habib, Maurizio Michael ; Minesso, Massimo Ferrari. In: BIS Working Papers. RePEc:bis:biswps:1219.

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2025Monetary policy and earnings inequality: inflation dependencies. (2025). Rottner, Matthias ; Merikll, Jaanika. In: BIS Working Papers. RePEc:bis:biswps:1271.

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2025Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291.

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2024DYFARUS: Dynamic Factor Model to Forecast GDP by Output Using Input-Output Tables. (2024). Kryzhanovskij, Oleg ; Shuvalova, Zhanna ; Murashov, Yaroslav ; Kryzhanovskiy, Oleg ; Mogilat, Anastasia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:2:p:3-25.

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2024New Approaches to Measuring, Analysing, and Forecasting Prices: A Review of the Bank of Russia, NES, and HSE University Workshop. (2024). Grishchenko, Vadim ; Krylov, Ivan. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:2:p:92-111.

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2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

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2024Did COVID‐19 induce a reallocation wave?. (2024). Petroulakis, Filippos ; Consolo, Agostino. In: Economica. RePEc:bla:econom:v:91:y:2024:i:364:p:1349-1390.

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2024Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86.

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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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2024Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations. (2024). Cross, Jamie ; Bjørnland, Hilde ; Olsen, Helene ; Aastveit, Knut Are ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0132.

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

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2025Re-visiting the Relationship Between Oil Prices and Monetary Policy. (2025). Bjørnland, Hilde ; Haolz, Jonas ; Cross, Jamie L ; Bjaornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0139.

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2025Geopolitical risk shocks: when size matters. (2025). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Bank of England working papers. RePEc:boe:boeewp:1118.

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

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2025Assortative Matching, Interbank Markets, and Monetary Policy. (2025). Saidi, Farzad ; Jamilov, Rustam ; Bittner, Christian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_642.

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2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Piersanti, Fabio Massimo ; onorante, luca ; Martinez-Martin, Jaime ; 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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2025Gini in the Taylor Rule: Should the Fed Care About Inequality?. (2025). Ma, Eunseong ; Kwangyong, Park. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:25:y:2025:i:1:p:241-285:n:1005.

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2024Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Ramírez Hassan, Andrés ; Andres, Ramirez-Hassan ; Nhung, Nghiem ; Fung, Kwok Chun ; Liana, Jacobi. 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). Ortiz, Alvaro ; Duarte, Joao ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; Rodrigo, T ; da Silva, Alves G ; Rodraiguez, J V ; Moura, A S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2509.

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2025Forecasting Macro with Finance. (2025). Schmitz, N ; Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2574.

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2025The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Moura, A S ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; da Silva, Alves G ; Rodraiguez, J V ; Rodrigo, T. In: Janeway Institute Working Papers. RePEc:cam:camjip:2504.

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2025Beyond Aggregates: A Dual Lens on Eurozone Trend Inflation. (2025). Yakut, Dilan Aydin. In: Research Technical Papers. RePEc:cbi:wpaper:3/rt/25.

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2024Inclusive Monetary Policy in a Model with Heterogeneous Workers. (2024). Ravenna, Federico ; Walshy, Carl E. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:734.

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2024Commodity Price Shocks and Global Cycles: Monetary Policy Matters. (2024). Peersman, Gert ; Castelnuovo, Efrem ; Mori, Lorenzo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11140.

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2024Sudden Stop: Supply and Demand Shocks in the German Natural Gas Market. (2024). Wolters, Maik ; Reif, Magnus ; Güntner, Jochen ; Guntner, Jochen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11191.

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2025Evaluating the Effects of the German Debt Brake: A Synthetic Control Approach. (2025). Nientiedt, Daniel ; Feld, Lars ; Langer, Maximilian ; Hassib, Joshua. In: CESifo Working Paper Series. RePEc:ces:ceswps:_119333.

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2025Identifying Macroeconomic Shocks Using Firm-Level Data: Material Shortages in The German Manufacturing Sector. (2025). Zarges, Lara ; Fourn, Friederike. In: ifo Working Paper Series. RePEc:ces:ifowps:_418.

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2024Fiscal Consolidations in Commodity-Exporting Countries: A DSGE Perspective. (2024). Guerra-Salas, Juan ; González-Astudillo, Manuel ; Gonzalez-Astudillo, Manuel ; Lipton, Avi. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1015.

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

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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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This paper has nother version. Agregated cites: 22		paper
2013Cross-border banking transactions in the euro area In: IFC Bulletins chapters.
[Full Text][Citation analysis]		chapter9
2025Word2Prices: embedding central bank communications for inflation prediction In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2025Word2Prices: embedding central bank communications for inflation prediction.(2025) In: Working Paper Series.
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In: .
[Full Text][Citation analysis]		article10
2014The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper272
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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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: 272		paper
2016Priors for the Long Run In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper68
2018Priors for the long run.(2018) In: Working Paper Series.
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This paper has nother version. Agregated cites: 68		paper
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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This paper has nother version. Agregated cites: 68		article
2017Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper133
2021Economic predictions with big data: the illusion of sparsity.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 133		paper
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: 133		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: 133		paper
2021Economic Predictions With Big Data: The Illusion of Sparsity.(2021) In: Econometrica.
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This paper has nother version. Agregated cites: 133		article
2020How to Estimate a VAR after March 2020 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper170
2020How to estimate a VAR after March 2020.(2020) In: Working Paper Series.
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2020How to Estimate a VAR after March 2020.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 170		paper
2021Nowcasting with Large Bayesian Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper40
2020Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series.
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This paper has nother version. Agregated cites: 40		paper
2022Nowcasting with large Bayesian vector autoregressions.(2022) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 40		article
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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This paper has nother version. Agregated cites: 53		paper
2008The Feldstein-Horioka fact.(2008) In: Working Paper Series.
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This paper has nother version. Agregated cites: 53		paper
2010The Feldstein-Horioka Fact.(2010) In: NBER Chapters.
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This paper has nother version. Agregated cites: 53		chapter
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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This paper has nother version. Agregated cites: 53		article
2007Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper123
2008Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 123		paper
2008Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
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2008Explaining the great moderation: it is not the shocks.(2008) In: ULB Institutional Repository.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 123		paper
2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper180
2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 180		paper
2009Business cycles in the euro area.(2009) In: Research Bulletin.
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This paper has nother version. Agregated cites: 180		article
2010Business Cycles in the Euro Area.(2010) In: NBER Chapters.
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This paper has nother version. Agregated cites: 180		chapter
2008Business Cycles in the Euro Area.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 180		paper
2010Monetary policy in exceptional times In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper250
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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This paper has nother version. Agregated cites: 250		article
2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper145
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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This paper has nother version. Agregated cites: 145		article
2010Market freedom and the global recession In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper121
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.
[Citation analysis]
This paper has nother version. Agregated cites: 121		paper
2010Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper71
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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This paper has nother version. Agregated cites: 71		paper
2012Prior Selection for Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper620
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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This paper has nother version. Agregated cites: 620		paper
2012Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 620		paper
2015Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 620		article
2012The ECB and the Interbank Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper103
2012The ECB and the Interbank Market.(2012) In: Working Papers ECARES.
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This paper has nother version. Agregated cites: 103		paper
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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This paper has nother version. Agregated cites: 103		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.
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This paper has nother 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]		paper132
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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This paper has nother version. Agregated cites: 132		article
2018Measures of underlying inflation for the euro area In: Economic Bulletin Articles.
[Full Text][Citation analysis]		article24
2013Corporate finance and economic activity in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper21
2025A strategic view on the economic and inflation environment in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper0
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]		article1
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
2023Forecasting euro area inflation with machine-learning models In: Research Bulletin.
[Full Text][Citation analysis]		article2
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.
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This paper has nother 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]		paper107
2018An Inflation‐Predicting Measure of the Output Gap in the Euro Area.(2018) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 107		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]		paper88
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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This paper has nother version. Agregated cites: 88		article
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]		paper18
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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This paper has nother version. Agregated cites: 18		article
2019Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2019Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections.(2019) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 15		article
2019Interbank rate uncertainty and bank lending In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2023Density forecasts of inflation: a quantile regression forest approach In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2025Density forecasts of inflation: A quantile regression forest approach.(2025) In: European Economic Review.
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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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This paper has nother version. Agregated cites: 7		paper
2025Machine Learning for Economic Policy In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2023Inflation and wage growth since the pandemic: A comment In: European Economic Review.
[Full Text][Citation analysis]		article0
2009Monetary analysis and monetary policy in the euro area 1999-2006 In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article22
2024Forecasting inflation in the US and in the euro area In: Chapters.
[Full Text][Citation analysis]		chapter2
2016Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter20
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.
[Full Text][Citation analysis]		paper3
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]		article7
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.
[Full Text][Citation analysis]		article16
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.
[Full Text][Citation analysis]		article116
2011MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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