21
H index
28
i10 index
2674
Citations
European Central Bank | 21 H index 28 i10 index 2674 Citations RESEARCH PRODUCTION: 31 Articles 67 Papers 5 Chapters RESEARCH ACTIVITY: 20 years (2004 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ple337 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michele Lenza. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Research Bulletin | 8 |
International Journal of Forecasting | 3 |
International Journal of Central Banking | 2 |
Journal of Applied Econometrics | 2 |
Year | Title of citing document | |
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2023 | Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003. Full description at Econpapers || Download paper | |
2023 | Sparse 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 | |
2023 | Monitoring 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 | |
2023 | Sparse 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 | |
2023 | Forecasting 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 | |
2024 | Modelling 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 | |
2023 | Bayesian 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 | |
2024 | ddml: 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 | |
2023 | Hierarchical 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 | |
2023 | Out 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 | |
2023 | High-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 | |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
2024 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper | |
2023 | Factor-augmented sparse MIDAS regression for nowcasting. (2023). Striaukas, Jonas ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2306.13362. Full description at Econpapers || Download paper | |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper | |
2024 | Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity. (2023). Zhang, Boyuan ; Schorfheide, Frank ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:2310.13785. Full description at Econpapers || Download paper | |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper | |
2024 | Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper | |
2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper | |
2023 | Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Liao, Yuan ; Shi, Zhentao ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593. Full description at Econpapers || Download paper | |
2024 | Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671. Full description at Econpapers || Download paper | |
2024 | Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper | |
2024 | Partial 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | Risk Amplification Macro Model (RAMM). (2023). Tuzcuoglu, Kerem. In: Technical Reports. RePEc:bca:bocatr:123. Full description at Econpapers || Download paper | |
2023 | Supply 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 | |
2023 | Anchoring 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 | |
2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581. Full description at Econpapers || Download paper | |
2024 | Renewable Energy Shocks and Business Cycle Dynamics with Application to Brazil. (2024). Divino, Jose Angelo ; Kornelius, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:592. Full description at Econpapers || Download paper | |
2023 | Macroeconomic 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 | |
2023 | Tin the thick of it: an interim assessment of monetary policy transmission to credit conditions. (2023). Conti, Antonio M ; Bottero, Margherita. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_810_23. Full description at Econpapers || Download paper | |
2024 | There 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. Full description at Econpapers || Download paper | |
2023 | The effects of the pandemic on households financial savings: a Bayesian structural VAR analysis. (2023). Vercelli, Francesco ; Lilla, Francesca ; Infante, Luigi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1421_23. Full description at Econpapers || Download paper | |
2023 | Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1425_23. Full description at Econpapers || Download paper | |
2023 | Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23. Full description at Econpapers || Download paper | |
2023 | Inflation is not equal for all: the heterogenous effects of energy shocks. (2023). Riggi, Marianna ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1429_23. Full description at Econpapers || Download paper | |
2024 | Nowcasting 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. Full description at Econpapers || Download paper | |
2024 | Oil 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. Full description at Econpapers || Download paper | |
2023 | Effects 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 | |
2023 | Estimating 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 | |
2023 | Measuring 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 | |
2023 | Simulation 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 | |
2023 | gingado: 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 | |
2024 | Assessing 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 | |
2023 | A 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 | |
2023 | . Full description at Econpapers || Download paper | |
2023 | BAYESIAN 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 | |
2023 | Bayesian 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 | |
2023 | Integrating 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 | |
2023 | Quantitative 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 | |
2023 | Understanding 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 | |
2023 | One 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 | |
2023 | Is 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 | |
2024 | Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297. Full description at Econpapers || Download paper | |
2024 | Merging 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. Full description at Econpapers || Download paper | |
2024 | Posterior 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. Full description at Econpapers || Download paper | |
2023 | Conditional Forecasting With a Bayesian Vector Autoregression: Working Paper 2023-08. (2023). Yoo, Byoung Hark. In: Working Papers. RePEc:cbo:wpaper:59629. Full description at Econpapers || Download paper | |
2023 | UK 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 | |
2023 | Model Averaging with Ridge Regularization. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp758. Full description at Econpapers || Download paper | |
2023 | Instrumental 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 | |
2023 | Drivers 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 | |
2023 | Government 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 | |
2024 | Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03. Full description at Econpapers || Download paper | |
2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers. RePEc:crs:wpaper:2023-04. Full description at Econpapers || Download paper | |
2023 | The 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 | |
2023 | Global Risk and the Dollar. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2057. Full description at Econpapers || Download paper | |
2023 | Dollar Trinity and the Global Financial Cycle. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2058. Full description at Econpapers || Download paper | |
2024 | Detecting turning points in the inflation cycle. (2024). van den End, Jan Willem ; Hoeberichts, Marco. In: Working Papers. RePEc:dnb:dnbwpp:808. Full description at Econpapers || Download paper | |
2023 | The 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 | |
2023 | Is 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 | |
2023 | Changing the inflation target in emerging markets: the reward of reducing risk. (2023). Viegi, Nicola ; Pirozhkova, Ekaterina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00337. Full description at Econpapers || Download paper | |
2024 | ECB 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. Full description at Econpapers || Download 2023 | DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768. Full description at Econpapers || Download paper |
2023 | Monetary policy and local industry structure. (2023). Steininger, Lea ; Popov, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232778. Full description at Econpapers || Download paper | |
2023 | The asymmetric effects of weather shocks on euro area inflation. (2023). Hernandez, Catalina Martinez ; Kuik, Friderike ; Ciccarelli, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20232798. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2020 | Whats Up with the Phillips Curve? In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 14 |
2020 | Whats up with the Phillips Curve?.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2020 | What’s up with the Phillips Curve?.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2020 | What’s Up with the Phillips Curve?.(2020) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2020 | What’s up with the Phillips Curve?.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2013 | Cross-border banking transactions in the euro area In: IFC Bulletins chapters. [Full Text][Citation analysis] | chapter | 9 |
In: . [Full Text][Citation analysis] | article | 0 | |
2014 | The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 255 |
2014 | The Financial and Macroeconomic Effects of OMT Announcements.(2014) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 255 | paper | |
2015 | The financial and macroeconomic effects of OMT announcements.(2015) In: Research Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 255 | article | |
2014 | The financial and macroeconomic effects of OMT announcements.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 255 | paper | |
2016 | The Financial and Macroeconomic Effects of the OMT Announcements.(2016) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 255 | article | |
2014 | The Financial and Macroeconomic Effects of the OMT Announcements.(2014) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 255 | paper | |
2016 | Priors for the Long Run In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 66 |
2018 | Priors for the long run.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2017 | Priors for the long run.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2019 | Priors for the Long Run.(2019) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
2017 | Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 103 |
2021 | Economic predictions with big data: the illusion of sparsity.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
2018 | Economic Predictions with Big Data: The Illusion of Sparsity.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
2018 | Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
2021 | Economic Predictions With Big Data: The Illusion of Sparsity.(2021) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | article | |
2020 | How to Estimate a VAR after March 2020 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 157 |
2020 | How to estimate a VAR after March 2020.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 157 | paper | |
2020 | How to Estimate a VAR after March 2020.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 157 | paper | |
2021 | Nowcasting with Large Bayesian Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
2020 | Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2022 | Nowcasting with large Bayesian vector autoregressions.(2022) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2004 | The Feldstein-Horioka Fact In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 52 |
2009 | The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2008 | The Feldstein-Horioka fact.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2010 | The Feldstein-Horioka Fact.(2010) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | chapter | |
2009 | The Feldstein-Horioka fact.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2010 | The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
2007 | Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 119 |
2008 | Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2008 | Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | article | |
2008 | Explaining the great moderation: it is not the shocks.(2008) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2009 | Business Cycles in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 178 |
2008 | Business Cycles in the euro Area.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 178 | paper | |
2009 | Business cycles in the euro area.(2009) In: Research Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 178 | article | |
2010 | Business Cycles in the Euro Area.(2010) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 178 | chapter | |
2008 | Business Cycles in the Euro Area.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 178 | paper | |
2010 | Monetary policy in exceptional times In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 242 |
2010 | Monetary policy in exceptional times.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 242 | paper | |
2010 | Monetary policy in exceptional times.(2010) In: Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 242 | article | |
2010 | Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 139 |
2010 | Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 139 | paper | |
2014 | Short-term inflation projections: A Bayesian vector autoregressive approach.(2014) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 139 | article | |
2010 | Market freedom and the global recession In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 120 |
2010 | Market Freedom and the Global Recession.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | paper | |
2011 | Market Freedom and the Global Recession.(2011) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | article | |
2011 | Market freedom and the global recession.(2011) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 120 | paper | |
2010 | Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
2010 | Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2011 | Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2012 | Prior Selection for Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 546 |
2012 | Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 546 | paper | |
2012 | Prior selection for vector autoregressions.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 546 | paper | |
2012 | Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 546 | paper | |
2015 | Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 546 | article | |
2012 | The ECB and the Interbank Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 97 |
2012 | The ECB and the Interbank Market.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | paper | |
2012 | The ECB and the interbank market.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | paper | |
2012 | The ECB and the Interbank Market.(2012) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | article | |
2012 | Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 56 |
2012 | Money, Credit, Monetary Policy and the Business Cycle in the Euro Area.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2014 | Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 118 |
2014 | Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections.(2014) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
2014 | Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
2015 | Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | article | |
2018 | Measures of underlying inflation for the euro area In: Economic Bulletin Articles. [Full Text][Citation analysis] | article | 20 |
2013 | Corporate finance and economic activity in the euro area In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 21 |
2010 | Enhancing monetary analysis In: Research Bulletin. [Full Text][Citation analysis] | article | 2 |
2011 | Revisiting the information content of core inflation In: Research Bulletin. [Full Text][Citation analysis] | article | 1 |
2016 | How large is the output gap in the euro area In: Research Bulletin. [Full Text][Citation analysis] | article | 2 |
2019 | Quantitative easing did not increase inequality in the euro area In: Research Bulletin. [Full Text][Citation analysis] | article | 4 |
2020 | Why has inflation in the United States been so stable since the 1990s? In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2023 | Forecasting euro area inflation with machine-learning models In: Research Bulletin. [Full Text][Citation analysis] | article | 1 |
2007 | Monetary policy and core inflation In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2007 | Monetary policy and core inflation.(2007) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2016 | An inflation-predicting measure of the output gap in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
2018 | How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 75 |
2024 | How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area.(2024) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | article | |
2019 | Money, 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] | paper | 16 |
2019 | Money, 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 nother version. Agregated cites: 16 | paper | |
2019 | Money, 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 nother version. Agregated cites: 16 | article | |
2019 | Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections In: Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2019 | Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections.(2019) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2019 | Interbank rate uncertainty and bank lending In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2023 | Density forecasts of inflation: a quantile regression forest approach In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2024 | Density forecasts of inflation : a quantile regression forest approach.(2024) In: Documents de Travail de l'Insee - INSEE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2023 | Inflation and wage growth since the pandemic: A comment In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
2009 | Monetary analysis and monetary policy in the euro area 1999-2006 In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 22 |
2016 | Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 21 |
2015 | Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2024 | Do we need firm data to understand macroeconomic dynamics? In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2011 | A Factor Model for Euro-area Short-term Inflation Analysis In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 6 |
2010 | Prior Selection for Bayesian VARs In: 2010 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | The national segmentation of euro area bank balance sheets during the financial crisis In: Empirical Economics. [Full Text][Citation analysis] | article | 16 |
2007 | Essays on monetary policy, saving and investment In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2022 | How to estimate a vector autoregression after March 2020 In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 59 |
2011 | MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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