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Michele Lenza

Personal Details

First Name:Michele
Middle Name:
Last Name:Lenza
Suffix:
RePEc Short-ID:ple337
[This author has chosen not to make the email address public]
Terminal Degree:2007 European Centre for Advanced Research in Economics and Statistics (ECARES); Solvay Brussels School of Economics and Management; Université Libre de Bruxelles (from RePEc Genealogy)

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Lenza, Michele & Savoia, Ettore, 2024. "Do we need firm data to understand macroeconomic dynamics?," Working Paper Series 438, Sveriges Riksbank (Central Bank of Sweden).
  2. Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023. "Density forecasts of inflation: a quantile regression forest approach," CEPR Discussion Papers 18298, C.E.P.R. Discussion Papers.
  3. Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
  4. Lenza, Michele & Slacalek, Jirka, 2021. "How Does Monetary Policy Affect Income and Wealth Inequality? Evidence from Quantitative Easing in the Euro Area," CEPR Discussion Papers 16079, C.E.P.R. Discussion Papers.
  5. Primiceri, Giorgio & Lenza, Michele, 2020. "How to Estimate a VAR after March 2020," CEPR Discussion Papers 15245, C.E.P.R. Discussion Papers.
  6. Primiceri, Giorgio & Del Negro, Marco & Lenza, Michele & Tambalotti, Andrea, 2020. "What's up with the Phillips Curve?," CEPR Discussion Papers 14583, C.E.P.R. Discussion Papers.
  7. Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2019. "Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?," Working Paper Series 2226, European Central Bank.
  8. Altavilla, Carlo & Carboni, Giacomo & Lenza, Michele & Uhlig, Harald, 2019. "Interbank rate uncertainty and bank lending," Working Paper Series 2311, European Central Bank.
  9. Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019. "Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections," Working Paper Series 2227, European Central Bank.
  10. Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2017. "Economic Predictions with Big Data: The Illusion Of Sparsity," CEPR Discussion Papers 12256, C.E.P.R. Discussion Papers.
  11. Primiceri, Giorgio & Giannone, Domenico & Lenza, Michele, 2016. "Priors for the Long Run," CEPR Discussion Papers 11261, C.E.P.R. Discussion Papers.
  12. Lenza, Michele & Jarociński, Marek, 2016. "An inflation-predicting measure of the output gap in the euro area," Working Paper Series 1966, European Central Bank.
  13. Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2015. "Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models," Finance and Economics Discussion Series 2015-66, Board of Governors of the Federal Reserve System (U.S.).
  14. Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers 9931, C.E.P.R. Discussion Papers.
  15. Giannone, Domenico & Lenza, Michele & Altavilla, Carlo, 2014. "The Financial and Macroeconomic Effects of OMT Announcements," CEPR Discussion Papers 10025, C.E.P.R. Discussion Papers.
  16. De Fiore, Fiorella & Raudsaar, Taavi & McCann, Fergal & Carluccio, Juan & Horny, Guillaume & Finaldi Russo, Paolo & Caruana Briffa, Elaine & Metzemakers, Paul & van der Veer, Koen & Herman, Uroš & Kar, 2013. "Corporate finance and economic activity in the euro area," Occasional Paper Series 151, European Central Bank.
  17. Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2012. "The ECB and the Interbank Market," CEPR Discussion Papers 8844, C.E.P.R. Discussion Papers.
  18. Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012. "Prior Selection for Vector Autoregressions," CEPR Discussion Papers 8755, C.E.P.R. Discussion Papers.
  19. Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2012. "Money, credit, monetary policy and the business cycle in the euro area," CEPR Discussion Papers 8944, C.E.P.R. Discussion Papers.
  20. Reichlin, Lucrezia & Pill, Huw & Lenza, Michele, 2010. "Monetary policy in exceptional times," CEPR Discussion Papers 7669, C.E.P.R. Discussion Papers.
  21. Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2010. "Market freedom and the global recession," CEPR Discussion Papers 7884, C.E.P.R. Discussion Papers.
  22. Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne, 2010. "Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach," CEPR Discussion Papers 7746, C.E.P.R. Discussion Papers.
  23. Michele Lenza & Giorgio Primiceri & Domenico Giannone, 2010. "Prior Selection for Bayesian VARs," 2010 Meeting Papers 508, Society for Economic Dynamics.
  24. Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2010. "Non-standard Monetary Policy Measures and Monetary Developments," CEPR Discussion Papers 8125, C.E.P.R. Discussion Papers.
  25. Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2009. "Business Cycles in the Euro Area," CEPR Discussion Papers 7124, C.E.P.R. Discussion Papers.
  26. Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2007. "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers 6600, C.E.P.R. Discussion Papers.
  27. Michèle Lenza, 2007. "Essays on monetary policy, saving and investment," ULB Institutional Repository 2013/210659, ULB -- Universite Libre de Bruxelles.
  28. Lenza, Michele, 2007. "Monetary policy and core inflation," Working Paper Series 837, European Central Bank.
  29. Giannone, Domenico & Lenza, Michele, 2004. "The Feldstein-Horioka Fact," CEPR Discussion Papers 4610, C.E.P.R. Discussion Papers.

Articles

  1. Michele Lenza & Jiri Slacalek, 2024. "How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 746-765, August.
  2. Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023. "Forecasting euro area inflation with machine-learning models," Research Bulletin, European Central Bank, vol. 112.
  3. Lenza, Michele, 2023. "Inflation and wage growth since the pandemic: A comment," European Economic Review, Elsevier, vol. 158(C).
  4. Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022. "Nowcasting with large Bayesian vector autoregressions," Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
  5. Michele Lenza & Giorgio E. Primiceri, 2022. "How to estimate a vector autoregression after March 2020," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 688-699, June.
  6. Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2021. "Economic Predictions With Big Data: The Illusion of Sparsity," Econometrica, Econometric Society, vol. 89(5), pages 2409-2437, September.
  7. Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What's Up with the Phillips Curve?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(1 (Spring), pages 301-373.
  8. Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio & Tambalotti, Andrea, 2020. "Why has inflation in the United States been so stable since the 1990s?," Research Bulletin, European Central Bank, vol. 74.
  9. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019. "Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 137-173, December.
  10. Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019. "Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1658-1668.
  11. Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2019. "Priors for the Long Run," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 565-580, April.
  12. Slacalek, Jiri & Lenza, Michele, 2019. "Quantitative easing did not increase inequality in the euro area," Research Bulletin, European Central Bank, vol. 54.
  13. Ehrmann, Michael & Ferrucci, Gianluigi & Lenza, Michele & O'Brien, Derry, 2018. "Measures of underlying inflation for the euro area," Economic Bulletin Articles, European Central Bank, vol. 4.
  14. Marek Jarociński & Michele Lenza, 2018. "An Inflation‐Predicting Measure of the Output Gap in the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1189-1224, September.
  15. A. Colangelo & D. Giannone & M. Lenza & H. Pill & L. Reichlin, 2017. "The national segmentation of euro area bank balance sheets during the financial crisis," Empirical Economics, Springer, vol. 53(1), pages 247-265, August.
  16. Jarociński, Marek & Lenza, Michele, 2016. "How large is the output gap in the euro area," Research Bulletin, European Central Bank, vol. 24.
  17. Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2015. "Prior Selection for Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 436-451, May.
  18. Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
  19. Michele Lenza, 2015. "The financial and macroeconomic effects of OMT announcements," Research Bulletin, European Central Bank, vol. 22, pages 12-16.
  20. Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca, 2014. "Short-term inflation projections: A Bayesian vector autoregressive approach," International Journal of Forecasting, Elsevier, vol. 30(3), pages 635-644.
  21. Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin, 2012. "The ECB and the Interbank Market," Economic Journal, Royal Economic Society, vol. 122(564), pages 467-486, November.
  22. Michele Lenza, 2011. "Revisiting the information content of core inflation," Research Bulletin, European Central Bank, vol. 14, pages 11-13.
  23. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2011. "Market Freedom and the Global Recession," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(1), pages 111-135, April.
  24. Lenza Michele & Warmedinger Thomas, 2011. "A Factor Model for Euro-area Short-term Inflation Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 50-62, February.
  25. Domenico Giannone & Michele Lenza, 2010. "The Feldstein-Horioka Fact," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 6(1), pages 103-117.
  26. Michele Lenza & Huw Pill & Lucrezia Reichlin, 2010. "Monetary policy in exceptional times [Preventing deflation: Lessons from Japan’s experience in the 1990s]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 25(62), pages 295-339.
  27. Gianni Amisano & Andreas Beyer & Michele Lenza, 2010. "Enhancing monetary analysis," Research Bulletin, European Central Bank, vol. 11, pages 2-6.
  28. Fischer, B. & Lenza, M. & Pill, H. & Reichlin, L., 2009. "Monetary analysis and monetary policy in the euro area 1999-2006," Journal of International Money and Finance, Elsevier, vol. 28(7), pages 1138-1164, November.
  29. Domenico Giannone & Michele Lenza, 2009. "Business cycles in the euro area," Research Bulletin, European Central Bank, vol. 8, pages 5-7.
  30. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Explaining The Great Moderation: It Is Not The Shocks," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 621-633, 04-05.

    RePEc:bla:ecpoli:v:25:y:2010:i::p:295-339 is not listed on IDEAS
    RePEc:bin:bpeajo:v:51:y:2020:i:2020-01:p:301-357 is not listed on IDEAS

Chapters

  1. Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2016. "Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 569-594, Emerald Group Publishing Limited.
  2. Antonio Colangelo & Michele Lenza, 2013. "Cross-border banking transactions in the euro area," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 518-531, Bank for International Settlements.
  3. Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin, 2011. "Macroprudential Policy And Monetary Policy: Some Lessons From The Euro Area," World Scientific Book Chapters, in: Stijn Claessens & Douglas D Evanoff & George G Kaufman & Laura E Kodres (ed.), Macroprudential Regulatory Policies The New Road to Financial Stability?, chapter 8, pages 103-119, World Scientific Publishing Co. Pte. Ltd..
  4. Domenico Giannone & Michele Lenza, 2010. "The Feldstein-Horioka Fact," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 103-117, National Bureau of Economic Research, Inc.
  5. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010. "Business Cycles in the Euro Area," NBER Chapters, in: Europe and the Euro, pages 141-167, National Bureau of Economic Research, Inc.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  5. Number of Citations
  6. Number of Citations, Discounted by Citation Age
  7. Number of Citations, Weighted by Simple Impact Factor
  8. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Recursive Impact Factor
  10. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors
  12. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  17. h-index
  18. Number of Registered Citing Authors
  19. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  20. Number of Journal Pages, Weighted by Simple Impact Factor
  21. Number of Journal Pages, Weighted by Recursive Impact Factor
  22. Number of Abstract Views in RePEc Services over the past 12 months
  23. Number of Downloads through RePEc Services over the past 12 months
  24. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  25. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  26. Euclidian citation score
  27. Closeness measure in co-authorship network
  28. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 50 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (31) 2007-12-19 2008-03-25 2008-12-14 2008-12-14 2009-02-28 2009-10-17 2010-10-09 2011-01-23 2011-01-23 2012-02-08 2012-03-21 2012-03-28 2012-05-02 2014-01-24 2014-06-14 2014-12-08 2014-12-29 2016-03-06 2016-10-02 2017-12-03 2018-11-05 2019-02-04 2019-05-06 2020-05-04 2020-06-29 2020-08-24 2020-08-31 2020-09-28 2020-10-05 2021-05-10 2021-05-24. Author is listed
  2. NEP-CBA: Central Banking (22) 2007-12-19 2008-03-25 2008-12-14 2008-12-14 2009-02-28 2009-10-17 2009-11-21 2010-03-28 2010-10-09 2011-01-23 2011-01-23 2012-02-08 2012-03-28 2013-01-07 2014-06-14 2014-12-29 2018-11-05 2019-02-04 2019-05-06 2019-09-02 2020-08-24 2023-08-14. Author is listed
  3. NEP-MON: Monetary Economics (22) 2008-03-25 2010-03-28 2010-10-09 2011-01-23 2011-01-23 2012-02-08 2012-03-21 2012-03-28 2012-05-02 2013-01-07 2014-01-24 2014-06-14 2014-12-08 2014-12-29 2018-11-05 2019-02-04 2019-05-06 2019-09-02 2020-05-04 2020-08-24 2020-10-05 2023-08-14. Author is listed
  4. NEP-EEC: European Economics (19) 2008-12-14 2009-02-28 2010-03-28 2010-10-09 2011-01-23 2012-02-08 2012-03-21 2012-03-28 2012-05-02 2013-01-07 2014-01-24 2014-06-14 2014-12-08 2016-10-02 2018-11-05 2019-02-04 2019-05-06 2023-08-14 2024-08-19. Author is listed
  5. NEP-FOR: Forecasting (12) 2010-03-28 2012-03-28 2012-10-27 2013-01-07 2014-03-30 2014-06-02 2014-11-28 2016-03-06 2017-12-03 2020-08-31 2020-09-28 2021-05-10. Author is listed
  6. NEP-ETS: Econometric Time Series (11) 2012-01-25 2012-03-28 2012-10-27 2013-01-07 2014-03-30 2014-06-02 2014-11-28 2016-05-14 2020-08-31 2020-09-07 2021-05-10. Author is listed
  7. NEP-BAN: Banking (9) 2012-02-08 2012-03-21 2012-03-28 2012-05-02 2013-01-07 2019-02-04 2019-05-06 2019-09-02 2023-08-14. Author is listed
  8. NEP-BEC: Business Economics (6) 2007-12-19 2008-12-14 2009-02-28 2009-10-17 2009-11-21 2024-08-19. Author is listed
  9. NEP-BIG: Big Data (6) 2017-09-10 2018-04-30 2020-02-10 2020-08-31 2021-05-10 2023-08-14. Author is listed
  10. NEP-ECM: Econometrics (6) 2012-01-25 2014-03-30 2016-03-06 2017-12-03 2018-04-30 2020-09-07. Author is listed
  11. NEP-OPM: Open Economy Macroeconomics (6) 2008-12-14 2008-12-14 2009-02-28 2009-10-17 2009-11-21 2019-02-04. Author is listed
  12. NEP-DGE: Dynamic General Equilibrium (3) 2020-05-04 2020-06-29 2020-08-24
  13. NEP-ORE: Operations Research (3) 2017-12-03 2018-04-30 2021-05-10
  14. NEP-FDG: Financial Development and Growth (2) 2016-10-02 2019-02-04
  15. NEP-PAY: Payment Systems and Financial Technology (2) 2017-09-10 2018-04-30
  16. NEP-LAB: Labour Economics (1) 2009-10-17

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