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Michele Lenza
Michele Lenza
Head of Section, European Central Bank
Verified email at ecb.europa.eu - Homepage
Title
Cited by
Cited by
Year
Prior Selection for Vector Autoregressions
D Giannone, M Lenza, GE Primiceri
9112012
Monetary policy in exceptional times
M Lenza, H Pill, L Reichlin
Economic Policy 62, 295-339, 2010
6122010
Monetary policy in exceptional times
M Lenza, H Pill, L Reichlin
Economic Policy 25 (62), 295-339, 2010
6122010
The financial and macroeconomic effects of OMT announcements
C Altavilla, D Giannone, M Lenza
ECB working paper, 2014
4962014
How to estimate a vector autoregression after March 2020
M Lenza, GE Primiceri
Journal of Applied Econometrics 37 (4), 688-699, 2022
341*2022
Business cycles in the euro area
D Giannone, M Lenza, L Reichlin
National Bureau of Economic Research, 2008
2842008
Economic predictions with big data: The illusion of sparsity
D Giannone, M Lenza, GE Primiceri
Econometrica 89 (5), 2409-2437, 2021
2712021
The ECB and the interbank market
D Giannone, M Lenza, H Pill, L Reichlin
The Economic Journal 122 (564), F467-F486, 2012
2502012
How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area
M Lenza, J Slacalek
Journal of Applied Econometrics, 2018
2342018
What’s up with the Phillips Curve?
M Del Negro, M Lenza, GE Primiceri, A Tambalotti
National Bureau of Economic Research, 2020
2242020
Explaining the great moderation: It is not the shocks
D Giannone, M Lenza, L Reichlin
Journal of the European Economic Association 6 (2‐3), 621-633, 2008
2212008
Market freedom and the global recession
D Giannone, M Lenza, L Reichlin
IMF Economic Review 59 (1), 111-135, 2010
2192010
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
M Bańbura, D Giannone, M Lenza
International Journal of forecasting 31 (3), 739-756, 2015
2152015
Non-standard monetary policy measures and monetary developments
D Giannone, M Lenza, H Pill, L Reichlin
Interest Rates, Prices and Liquidity: Lessons from the Financial Crisis, 195, 2011
1852011
Short-term inflation projections: A Bayesian vector autoregressive approach
D Giannone, M Lenza, D Momferatou, L Onorante
International journal of forecasting 30 (3), 635-644, 2014
1592014
The feldstein-horioka fact
D Giannone, M Lenza
National Bureau of Economic Research, 2009
1532009
An inflation‐predicting measure of the output gap in the euro area
M Jarociński, M Lenza
Journal of Money, Credit and Banking 50 (6), 1189-1224, 2018
1482018
Priors for the long run
D Giannone, M Lenza, GE Primiceri
Journal of the American Statistical Association 114 (526), 565-580, 2019
1112019
Money and monetary policy: The ECB experience 1999-2006
B Fischer, M Lenza, H Pill, L Reichlin
The Role of Money—Money and Monetary Policy in the Twenty-First Century …, 2006
962006
Money, credit, monetary policy and the business cycle in the euro area
D Giannone, M Lenza, L Reichlin
CEPR Discussion Paper No. DP8944, 2012
922012
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