Details about Michele Lenza
Access statistics for papers by Michele Lenza.
Last updated 2021-11-22. Update your information in the RePEc Author Service.
Short-id: ple337
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Working Papers
2021
- Economic predictions with big data: the illusion of sparsity
Working Paper Series, European Central Bank View citations (10)
Also in Liberty Street Economics, Federal Reserve Bank of New York (2018) View citations (15) Staff Reports, Federal Reserve Bank of New York (2018) View citations (16) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (19)
See also Journal Article in Econometrica (2021)
- How Does Monetary Policy Affect Income and Wealth Inequality? Evidence from Quantitative Easing in the Euro Area
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in Working Paper Series, European Central Bank (2018) View citations (40)
- Nowcasting with Large Bayesian Vector Autoregressions
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
Also in Working Paper Series, European Central Bank (2020) View citations (8)
2020
- How to Estimate a VAR after March 2020
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (38)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (74) Working Paper Series, European Central Bank (2020) View citations (74)
- What's up with the Phillips Curve?
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
Also in Liberty Street Economics, Federal Reserve Bank of New York (2020) View citations (1) NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (2) Working Paper Series, European Central Bank (2020) View citations (2)
2019
- Interbank rate uncertainty and bank lending
Working Paper Series, European Central Bank View citations (6)
- Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections
Working Paper Series, European Central Bank View citations (10)
See also Journal Article in International Journal of Forecasting (2019)
- Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?
Working Paper Series, European Central Bank View citations (5)
Also in Staff Reports, Federal Reserve Bank of New York (2019) View citations (3)
See also Journal Article in International Journal of Central Banking (2019)
2018
- Priors for the long run
Working Paper Series, European Central Bank View citations (12)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (5) Staff Reports, Federal Reserve Bank of New York (2017) View citations (2)
See also Journal Article in Journal of the American Statistical Association (2019)
2016
- An inflation-predicting measure of the output gap in the euro area
Working Paper Series, European Central Bank View citations (14)
See also Journal Article in Journal of Money, Credit and Banking (2018)
2015
- Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (11)
See also Chapter (2016)
2014
- Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (19)
Also in Working Paper Series, European Central Bank (2014) View citations (16) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (9)
See also Journal Article in International Journal of Forecasting (2015)
- The Financial and Macroeconomic Effects of OMT Announcements
Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (120)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (68) Working Paper Series, European Central Bank (2014) View citations (119) CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2014) View citations (116)
See also Journal Article in International Journal of Central Banking (2016)
2013
- Corporate finance and economic activity in the euro area
Occasional Paper Series, European Central Bank View citations (19)
2012
- Money, Credit, Monetary Policy and the Business Cycle in the Euro Area
Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (52)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (37)
- Prior Selection for Vector Autoregressions
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (45)
Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) View citations (102) NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (89) Working Paper Series, European Central Bank (2012) View citations (82)
See also Journal Article in The Review of Economics and Statistics (2015)
- The ECB and the Interbank Market
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (77)
Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) View citations (81) Working Paper Series, European Central Bank (2012) View citations (80)
See also Journal Article in Economic Journal (2012)
2011
- Market freedom and the global recession
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (69)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (32) Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) View citations (42)
See also Journal Article in IMF Economic Review (2011)
- Non-standard monetary policy measures and monetary developments
Working Paper Series, European Central Bank View citations (51)
Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) View citations (7) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (14) Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) View citations (9)
2010
- Monetary policy in exceptional times
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (186)
Also in Working Paper Series, European Central Bank (2010) View citations (233)
See also Journal Article in Economic Policy (2010)
- Prior Selection for Bayesian VARs
2010 Meeting Papers, Society for Economic Dynamics View citations (1)
- Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (60)
Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) View citations (59)
See also Journal Article in International Journal of Forecasting (2014)
2009
- Business Cycles in the Euro Area
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (42)
Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) View citations (53) NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (62)
See also Journal Article in Research Bulletin (2009) Chapter (2010)
- The Feldstein-Horioka Fact
Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (26)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (13) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (12) Working Paper Series, European Central Bank (2008) View citations (10)
See also Chapter (2010) Journal Article in NBER International Seminar on Macroeconomics (2010)
2008
- Explaining the Great Moderation: it is not the shocks
Working Paper Series, European Central Bank View citations (107)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (11) ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008) View citations (87)
See also Journal Article in Journal of the European Economic Association (2008)
2007
- Essays on monetary policy, saving and investment
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
- Monetary policy and core inflation
Working Paper Series, European Central Bank View citations (1)
Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2007) View citations (1)
Journal Articles
2021
- Economic Predictions With Big Data: The Illusion of Sparsity
Econometrica, 2021, 89, (5), 2409-2437 View citations (9)
See also Working Paper (2021)
2020
- Why has inflation in the United States been so stable since the 1990s?
Research Bulletin, 2020, 74
2019
- Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections
International Journal of Forecasting, 2019, 35, (4), 1658-1668 View citations (9)
See also Working Paper (2019)
- Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?
International Journal of Central Banking, 2019, 15, (5), 137-173 View citations (4)
See also Working Paper (2019)
- Priors for the Long Run
Journal of the American Statistical Association, 2019, 114, (526), 565-580 View citations (19)
See also Working Paper (2018)
- Quantitative easing did not increase inequality in the euro area
Research Bulletin, 2019, 54 View citations (2)
2018
- An Inflation‐Predicting Measure of the Output Gap in the Euro Area
Journal of Money, Credit and Banking, 2018, 50, (6), 1189-1224 View citations (59)
See also Working Paper (2016)
- Measures of underlying inflation for the euro area
Economic Bulletin Articles, 2018, 4 View citations (9)
2017
- The national segmentation of euro area bank balance sheets during the financial crisis
Empirical Economics, 2017, 53, (1), 247-265 View citations (13)
2016
- How large is the output gap in the euro area
Research Bulletin, 2016, 24 View citations (1)
- The Financial and Macroeconomic Effects of the OMT Announcements
International Journal of Central Banking, 2016, 12, (3), 29-57 View citations (78)
Also in Research Bulletin, 2015, 22, 12-16 (2015) View citations (2)
See also Working Paper (2014)
2015
- Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
International Journal of Forecasting, 2015, 31, (3), 739-756 View citations (87)
See also Working Paper (2014)
- Prior Selection for Vector Autoregressions
The Review of Economics and Statistics, 2015, 97, (2), 436-451 View citations (334)
See also Working Paper (2012)
2014
- Short-term inflation projections: A Bayesian vector autoregressive approach
International Journal of Forecasting, 2014, 30, (3), 635-644 View citations (69)
See also Working Paper (2010)
2012
- The ECB and the Interbank Market
Economic Journal, 2012, 122, (564), F467-F486 View citations (81)
See also Working Paper (2012)
2011
- A Factor Model for Euro-area Short-term Inflation Analysis
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2011, 231, (1), 50-62 View citations (5)
- Market Freedom and the Global Recession
IMF Economic Review, 2011, 59, (1), 111-135 View citations (75)
See also Working Paper (2011)
- Revisiting the information content of core inflation
Research Bulletin, 2011, 14, 11-13 View citations (1)
2010
- Enhancing monetary analysis
Research Bulletin, 2010, 11, 2-6 View citations (4)
- Monetary policy in exceptional times
(Preventing deflation: Lessons from Japan’s experience in the 1990s)
Economic Policy, 2010, 25, (62), 295-339 View citations (191)
See also Working Paper (2010)
- The Feldstein-Horioka Fact
NBER International Seminar on Macroeconomics, 2010, 6, (1), 103 - 117 View citations (14)
See also Working Paper (2009) Chapter (2010)
2009
- Business cycles in the euro area
Research Bulletin, 2009, 8, 5-7 View citations (40)
See also Working Paper (2009) Chapter (2010)
- Monetary analysis and monetary policy in the euro area 1999-2006
Journal of International Money and Finance, 2009, 28, (7), 1138-1164 View citations (26)
2008
- Explaining The Great Moderation: It Is Not The Shocks
Journal of the European Economic Association, 2008, 6, (2-3), 621-633 View citations (95)
See also Working Paper (2008)
Chapters
2016
- Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models
A chapter in Dynamic Factor Models, 2016, vol. 35, pp 569-594 View citations (12)
See also Working Paper (2015)
2013
- Cross-border banking transactions in the euro area
A chapter in Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., 2013, vol. 36, pp 518-531 View citations (11)
2011
- MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA
Chapter 8 in Macroprudential Regulatory Policies The New Road to Financial Stability?, 2011, pp 103-119
2010
- Business Cycles in the Euro Area
A chapter in Europe and the Euro, 2010, pp 141-167 View citations (80)
See also Working Paper (2009) Journal Article in Research Bulletin (2009)
- The Feldstein-Horioka Fact
A chapter in NBER International Seminar on Macroeconomics 2009, 2010, pp 103-117 View citations (14)
See also Journal Article in NBER International Seminar on Macroeconomics (2010) Working Paper (2009)
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