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Details about Michele Lenza

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Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Michele Lenza.

Last updated 2019-10-21. Update your information in the RePEc Author Service.

Short-id: ple337


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Working Papers

2019

  1. Interbank rate uncertainty and bank lending
    Working Paper Series, European Central Bank Downloads
  2. Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections
    Working Paper Series, European Central Bank Downloads View citations (2)
  3. Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?
    Working Paper Series, European Central Bank Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2019) Downloads

2018

  1. Economic predictions with big data: the illusion of sparsity
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (7)
  2. How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area
    Working Paper Series, European Central Bank Downloads View citations (3)
  3. Priors for the long run
    Working Paper Series, European Central Bank Downloads View citations (5)
    Also in Staff Reports, Federal Reserve Bank of New York (2017) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (5)

    See also Journal Article in Journal of the American Statistical Association (2019)

2016

  1. An inflation-predicting measure of the output gap in the euro area
    Working Paper Series, European Central Bank Downloads View citations (11)
    See also Journal Article in Journal of Money, Credit and Banking (2018)

2015

  1. 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.) Downloads View citations (6)
    See also Chapter (2016)

2014

  1. Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (15)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (8)
    Working Paper Series, European Central Bank (2014) Downloads View citations (8)

    See also Journal Article in International Journal of Forecasting (2015)
  2. The Financial and Macroeconomic Effects of OMT Announcements
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (50)
    Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2014) Downloads View citations (59)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014) Downloads View citations (72)
    Working Paper Series, European Central Bank (2014) Downloads View citations (66)

    See also Journal Article in International Journal of Central Banking (2016)

2013

  1. Corporate finance and economic activity in the euro area
    Occasional Paper Series, European Central Bank Downloads View citations (17)

2012

  1. Money, Credit, Monetary Policy and the Business Cycle in the Euro Area
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (25)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (34)
  2. Prior Selection for Vector Autoregressions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (40)
    Also in Working Paper Series, European Central Bank (2012) Downloads View citations (38)
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (61)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) Downloads View citations (59)

    See also Journal Article in The Review of Economics and Statistics (2015)
  3. The ECB and the Interbank Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (63)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) Downloads View citations (48)
    Working Paper Series, European Central Bank (2012) Downloads View citations (45)

    See also Journal Article in Economic Journal (2012)

2011

  1. Market freedom and the global recession
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (21)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) Downloads View citations (32)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (32)

    See also Journal Article in IMF Economic Review (2011)
  2. Non-standard monetary policy measures and monetary developments
    Working Paper Series, European Central Bank Downloads View citations (33)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (14)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) Downloads

2010

  1. Monetary policy in exceptional times
    Working Paper Series, European Central Bank Downloads View citations (151)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (160)

    See also Journal Article in Economic Policy (2010)
  2. Prior Selection for Bayesian VARs
    2010 Meeting Papers, Society for Economic Dynamics Downloads
  3. Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (40)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) Downloads View citations (32)

    See also Journal Article in International Journal of Forecasting (2014)

2009

  1. Business Cycles in the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (39)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) Downloads View citations (34)
    NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (42)

    See also Journal Article in Research Bulletin (2009)
    Chapter (2010)
  2. The Feldstein-Horioka Fact
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (18)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (12)
    Working Paper Series, European Central Bank (2008) Downloads View citations (5)

    See also Journal Article in NBER International Seminar on Macroeconomics (2010)
    Chapter (2010)

2008

  1. Explaining the Great Moderation: it is not the shocks
    Working Paper Series, European Central Bank Downloads View citations (99)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (11)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008) Downloads View citations (2)

    See also Journal Article in Journal of the European Economic Association (2008)

2007

  1. Essays on monetary policy, saving and investment
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  2. Monetary policy and core inflation
    Working Paper Series, European Central Bank Downloads View citations (1)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2007) Downloads View citations (1)

Journal Articles

2019

  1. Priors for the Long Run
    Journal of the American Statistical Association, 2019, 114, (526), 565-580 Downloads View citations (3)
    See also Working Paper (2018)
  2. Quantitative easing did not increase inequality in the euro area
    Research Bulletin, 2019, 54 Downloads

2018

  1. An Inflation‐Predicting Measure of the Output Gap in the Euro Area
    Journal of Money, Credit and Banking, 2018, 50, (6), 1189-1224 Downloads View citations (15)
    See also Working Paper (2016)
  2. Measures of underlying inflation for the euro area
    Economic Bulletin Articles, 2018, 4 Downloads View citations (3)

2017

  1. The national segmentation of euro area bank balance sheets during the financial crisis
    Empirical Economics, 2017, 53, (1), 247-265 Downloads View citations (6)

2016

  1. The Financial and Macroeconomic Effects of the OMT Announcements
    International Journal of Central Banking, 2016, 12, (3), 29-57 Downloads View citations (19)
    Also in Research Bulletin, 2015, 22, 12-16 (2015) Downloads

    See also Working Paper (2014)

2015

  1. Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
    International Journal of Forecasting, 2015, 31, (3), 739-756 Downloads View citations (39)
    See also Working Paper (2014)
  2. Prior Selection for Vector Autoregressions
    The Review of Economics and Statistics, 2015, 97, (2), 436-451 Downloads View citations (173)
    See also Working Paper (2012)

2014

  1. Short-term inflation projections: A Bayesian vector autoregressive approach
    International Journal of Forecasting, 2014, 30, (3), 635-644 Downloads View citations (42)
    See also Working Paper (2010)

2012

  1. The ECB and the Interbank Market
    Economic Journal, 2012, 122, (564), F467-F486 Downloads View citations (47)
    See also Working Paper (2012)

2011

  1. 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 Downloads View citations (4)
  2. Market Freedom and the Global Recession
    IMF Economic Review, 2011, 59, (1), 111-135 Downloads View citations (60)
    See also Working Paper (2011)
  3. Revisiting the information content of core inflation
    Research Bulletin, 2011, 14, 11-13 Downloads

2010

  1. Enhancing monetary analysis
    Research Bulletin, 2010, 11, 2-6 Downloads View citations (2)
  2. Monetary policy in exceptional times
    Economic Policy, 2010, 25, 295-339 Downloads View citations (189)
    See also Working Paper (2010)
  3. The Feldstein-Horioka Fact
    NBER International Seminar on Macroeconomics, 2010, 6, (1), 103 - 117 Downloads View citations (6)
    See also Chapter (2010)
    Working Paper (2009)

2009

  1. Business cycles in the euro area
    Research Bulletin, 2009, 8, 5-7 Downloads View citations (4)
    See also Working Paper (2009)
    Chapter (2010)
  2. Monetary analysis and monetary policy in the euro area 1999-2006
    Journal of International Money and Finance, 2009, 28, (7), 1138-1164 Downloads View citations (16)

2008

  1. Explaining The Great Moderation: It Is Not The Shocks
    Journal of the European Economic Association, 2008, 6, (2-3), 621-633 Downloads View citations (68)
    See also Working Paper (2008)

Chapters

2016

  1. Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models
    A chapter in Dynamic Factor Models, 2016, vol. 35, pp 569-594 Downloads View citations (4)
    See also Working Paper (2015)

2013

  1. 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 Downloads

2011

  1. 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 Downloads

2010

  1. Business Cycles in the Euro Area
    A chapter in Europe and the Euro, 2010, pp 141-167 Downloads View citations (18)
    See also Journal Article in Research Bulletin (2009)
    Working Paper (2009)
  2. The Feldstein-Horioka Fact
    A chapter in NBER International Seminar on Macroeconomics 2009, 2010, pp 103-117 Downloads View citations (6)
    See also Working Paper (2009)
    Journal Article in NBER International Seminar on Macroeconomics (2010)
 
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