Discussion paper DP19784 Word2Prices: Embedding Central Bank Communications for Inflation Prediction Douglas Araujo Nikola Bokan Fabio Comazzi Michele Lenza 18 Dec 2024 Monetary Economics and Fluctuations E31 E37 E58
Discussion paper DP18298 Density forecasts of inflation: a quantile regression forest approach Michele Lenza Inès Moutachaker Joan Paredes 15 Jul 2023 Monetary Economics and Fluctuations C52 C53 E31 E37
Discussion paper DP16079 How Does Monetary Policy Affect Income and Wealth Inequality? Evidence from Quantitative Easing in the Euro Area Michele Lenza Jiri Slacalek 28 Apr 2021 Monetary Economics and Fluctuations D14 D31 E44 E52 E58
Discussion paper DP15854 Nowcasting with Large Bayesian Vector Autoregressions Jacopo Cimadomo Domenico Giannone Michele Lenza Francesca Monti Andrej Sokol 26 Feb 2021 Monetary Economics and Fluctuations E32 E37 C01 C33 C53
Discussion paper DP15245 How to Estimate a VAR after March 2020 Michele Lenza Giorgio Primiceri 1 Sep 2020 Monetary Economics and Fluctuations C32 E32 E37 C11
Discussion paper DP14583 What's up with the Phillips Curve? Marco Del Negro Michele Lenza Giorgio Primiceri Andrea Tambalotti 8 Apr 2020 Monetary Economics and Fluctuations E31 E32 E37 E52
Discussion paper DP12256 Economic Predictions with Big Data: The Illusion Of Sparsity Domenico Giannone Michele Lenza Giorgio Primiceri 31 Aug 2017 Monetary Economics and Fluctuations
Discussion paper DP11261 Priors for the Long Run Domenico Giannone Michele Lenza Giorgio Primiceri 5 May 2016 Monetary Economics and Fluctuations
Discussion paper DP10025 The Financial and Macroeconomic Effects of OMT Announcements Domenico Giannone Michele Lenza Carlo Altavilla 15 Jun 2014 International Macroeconomics C54 E47 E58
Discussion paper DP9931 Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections Domenico Giannone Marta Bańbura Michele Lenza 13 Apr 2014 International Macroeconomics C11 C13 C33 C53
Discussion paper DP8944 Money, credit, monetary policy and the business cycle in the euro area Lucrezia Reichlin Domenico Giannone Michele Lenza 1 Apr 2012 International Macroeconomics C32 C51 E32 E51 E52
Discussion paper DP8844 The ECB and the Interbank Market Lucrezia Reichlin Huw Pill Domenico Giannone Michele Lenza 1 Feb 2012 International Macroeconomics E5 E58