Prior Selection for Vector Autoregressions D Giannone, M Lenza, GE Primiceri | 878 | 2012 |
Monetary policy in exceptional times M Lenza, H Pill, L Reichlin Economic Policy 62, 295-339, 2010 | 604 | 2010 |
Monetary policy in exceptional times M Lenza, H Pill, L Reichlin Economic Policy 25 (62), 295-339, 2010 | 604 | 2010 |
The financial and macroeconomic effects of OMT announcements C Altavilla, D Giannone, M Lenza ECB working paper, 2014 | 486 | 2014 |
Business cycles in the euro area D Giannone, M Lenza, L Reichlin National Bureau of Economic Research, 2008 | 279 | 2008 |
Economic predictions with big data: The illusion of sparsity D Giannone, M Lenza, GE Primiceri Econometrica 89 (5), 2409-2437, 2021 | 261 | 2021 |
The ECB and the interbank market D Giannone, M Lenza, H Pill, L Reichlin The Economic Journal 122 (564), F467-F486, 2012 | 247 | 2012 |
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 | 225 | 2018 |
Market freedom and the global recession D Giannone, M Lenza, L Reichlin IMF Economic Review 59 (1), 111-135, 2010 | 218 | 2010 |
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 | 217 | 2008 |
What’s up with the Phillips Curve? M Del Negro, M Lenza, GE Primiceri, A Tambalotti National Bureau of Economic Research, 2020 | 211 | 2020 |
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 | 209 | 2015 |
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 | 182 | 2011 |
How to Estimate a VAR after March 2020 M Lenza, GE Primiceri National Bureau of Economic Research, 2020 | 177 | 2020 |
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 | 152 | 2014 |
How to estimate a vector autoregression after March 2020 M Lenza, GE Primiceri Journal of Applied Econometrics 37 (4), 688-699, 2022 | 150 | 2022 |
The feldstein-horioka fact D Giannone, M Lenza National Bureau of Economic Research, 2009 | 150 | 2009 |
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 | 135 | 2018 |
Priors for the long run D Giannone, M Lenza, GE Primiceri Journal of the American Statistical Association, 2018 | 106 | 2018 |
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 | 96 | 2006 |