Michele Lenza

Global rank #5483 93%

Institution: European Central Bank

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2009

Most Recent: 2025

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	Total
Last 5 Years	0.67	0.74	2.68	6.84
Last 10 Years	0.67	0.74	8.71	12.87
All Time	0.67	1.41	11.06	16.56

Publication Statistics

Raw Publications 19

Coauthorship-Adjusted Count 13.19

Publications (19)

Year	Article	Journal	Tier	Authors
2025	Machine Learning for Economic Policy	Journal of Econometrics	A	6
2025	Density forecasts of inflation: A quantile regression forest approach	European Economic Review	B	3
2024	How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area	Journal of Applied Econometrics	B	2
2023	Inflation and wage growth since the pandemic: A comment	European Economic Review	B	1
2022	Nowcasting with large Bayesian vector autoregressions	Journal of Econometrics	A	5
2022	How to estimate a vector autoregression after March 2020	Journal of Applied Econometrics	B	2
2021	Economic Predictions With Big Data: The Illusion of Sparsity	Econometrica	S	3
2020	What's Up with the Phillips Curve?	Brookings Papers on Economic Activity	B	4
2020	repec:bin:bpeajo:v:51:y:2020:i:2020-01:p:301-357	Brookings Papers on Economic Activity	B	1
2019	Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?	International Journal of Central Banking	B	3
2019	Priors for the Long Run	Journal of the American Statistical Association	B	3
2019	Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections	International Journal of Forecasting	B	4
2018	An Inflation‐Predicting Measure of the Output Gap in the Euro Area	Journal of Money, Credit, and Banking	B	2
2016	The Financial and Macroeconomic Effects of the OMT Announcements	International Journal of Central Banking	B	3
2015	Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections	International Journal of Forecasting	B	3
2015	Prior Selection for Vector Autoregressions	Review of Economics and Statistics	A	3
2014	Short-term inflation projections: A Bayesian vector autoregressive approach	International Journal of Forecasting	B	4
2010	On the effectiveness of the Federal Reserve’s new liquidity facilities	Economic Policy	B	3
2009	Monetary analysis and monetary policy in the euro area 1999-2006	Journal of International Money and Finance	B	4