Short-term inflation projections: A Bayesian vector autoregressive approach
Giannone, Domenico, Lenza, Michele, Momferatou, Daphne, Onorante, Luca
Published in International journal of forecasting (01.07.2014)
Published in International journal of forecasting (01.07.2014)
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Journal Article
PRIOR SELECTION FOR VECTOR AUTOREGRESSIONS
Giannone, Domenico, Lenza, Michele, Primiceri, Giorgio E.
Published in The review of economics and statistics (01.05.2015)
Published in The review of economics and statistics (01.05.2015)
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Journal Article
How to estimate a vector autoregression after March 2020
Lenza, Michele, Primiceri, Giorgio E.
Published in Journal of applied econometrics (Chichester, England) (01.06.2022)
Published in Journal of applied econometrics (Chichester, England) (01.06.2022)
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Journal Article
Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo, Giannone, Domenico, Lenza, Michele, Monti, Francesca, Sokol, Andrej
Published in Journal of econometrics (01.12.2022)
Published in Journal of econometrics (01.12.2022)
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Journal Article
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
Bańbura, Marta, Giannone, Domenico, Lenza, Michele
Published in International journal of forecasting (01.07.2015)
Published in International journal of forecasting (01.07.2015)
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Journal Article
Priors for the Long Run
Giannone, Domenico, Lenza, Michele, Primiceri, Giorgio E.
Published in Journal of the American Statistical Association (03.04.2019)
Published in Journal of the American Statistical Association (03.04.2019)
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Journal Article
The ECB and the Interbank Market
Giannone, Domenico, Lenza, Michele, Pill, Huw, Reichlin, Lucrezia
Published in The Economic journal (London) (01.11.2012)
Published in The Economic journal (London) (01.11.2012)
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Journal Article
What’s Up with the Phillips Curve?
DEL NEGRO, MARCO, LENZA, MICHELE, PRIMICERI, GIORGIO E., TAMBALOTTI, ANDREA
Published in Brookings papers on economic activity (2020)
Published in Brookings papers on economic activity (2020)
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Journal Article
Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections
Angelini, Elena, Lalik, Magdalena, Lenza, Michele, Paredes, Joan
Published in International journal of forecasting (01.10.2019)
Published in International journal of forecasting (01.10.2019)
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Journal Article
Market Freedom and the Global Recession
GIANNONE, DOMENICO, LENZA, MICHELE, REICHLIN, LUCREZIA
Published in IMF economic review (01.04.2011)
Published in IMF economic review (01.04.2011)
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Journal Article
EXPLAINING THE GREAT MODERATION: IT IS NOT THE SHOCKS
Giannone, Domenico, Lenza, Michele, Reichlin, Lucrezia
Published in Journal of the European Economic Association (01.04.2008)
Published in Journal of the European Economic Association (01.04.2008)
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Journal Article
A Factor Model for Euro-area Short-term Inflation Analysis
Lenza, Michele, Warmedinger, Thomas
Published in Jahrbücher für Nationalökonomie und Statistik (01.02.2011)
Published in Jahrbücher für Nationalökonomie und Statistik (01.02.2011)
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Journal Article
Monetary analysis and monetary policy in the euro area 1999–2006
Fischer, B., Lenza, M., Pill, H., Reichlin, L.
Published in Journal of international money and finance (01.11.2009)
Published in Journal of international money and finance (01.11.2009)
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Journal Article
The Feldstein‐Horioka Fact
Giannone, Domenico, Lenza, Michele
Published in NBER International seminar on macroeconomics (01.01.2010)
Published in NBER International seminar on macroeconomics (01.01.2010)
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Journal Article