Michèle Lenza

3.8k total citations · 2 hit papers
48 papers, 1.9k citations indexed

About

Michèle Lenza is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Michèle Lenza has authored 48 papers receiving a total of 1.9k indexed citations (citations by other indexed papers that have themselves been cited), including 36 papers in General Economics, Econometrics and Finance, 31 papers in Economics and Econometrics and 26 papers in Finance. Recurrent topics in Michèle Lenza's work include Monetary Policy and Economic Impact (35 papers), Global Financial Crisis and Policies (20 papers) and Italy: Economic History and Contemporary Issues (9 papers). Michèle Lenza is often cited by papers focused on Monetary Policy and Economic Impact (35 papers), Global Financial Crisis and Policies (20 papers) and Italy: Economic History and Contemporary Issues (9 papers). Michèle Lenza collaborates with scholars based in Germany, United Kingdom and United States. Michèle Lenza's co-authors include Domenico Giannone, Giorgio E. Primiceri, Lucrezia Reichlin, Huw Pill, Jiří Slačálek, Marek Jarociński, Carlo Altavilla, Daphné Momferatou, Luca Onorante and Marco Del Negro and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and The Economic Journal.

In The Last Decade

Michèle Lenza

44 papers receiving 1.7k citations

Hit Papers

Prior Selection for Vector Autoregressions 2014 2026 2018 2022 2014 2022 100 200 300

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Michèle Lenza Germany 20 1.3k 1.2k 960 171 101 48 1.9k
Śılvia Gonçalves Canada 20 745 0.6× 1000 0.9× 801 0.8× 175 1.0× 331 3.3× 48 1.7k
Albert K. Tsui Singapore 14 525 0.4× 1.1k 1.0× 1.1k 1.1× 95 0.6× 106 1.0× 46 1.4k
Marta Bańbura Germany 10 939 0.7× 927 0.8× 392 0.4× 231 1.4× 108 1.1× 16 1.3k
Elena Andreou Cyprus 13 562 0.4× 825 0.7× 696 0.7× 162 0.9× 140 1.4× 38 1.2k
Robert Engle United States 11 526 0.4× 1.3k 1.1× 1.4k 1.4× 155 0.9× 56 0.6× 13 1.7k
Jean Boivin Canada 15 1.5k 1.1× 1.4k 1.2× 687 0.7× 81 0.5× 49 0.5× 50 1.8k
Enrique Sentana Spain 24 1.1k 0.8× 2.0k 1.7× 2.2k 2.3× 203 1.2× 229 2.3× 81 2.8k
Yiu‐Kuen Tse Singapore 13 429 0.3× 1.1k 0.9× 1.1k 1.1× 107 0.6× 92 0.9× 32 1.4k
Luca Gambetti Spain 21 1.4k 1.1× 1.5k 1.2× 728 0.8× 71 0.4× 34 0.3× 50 1.8k
Andrea Carriero United Kingdom 19 999 0.8× 995 0.8× 487 0.5× 255 1.5× 115 1.1× 54 1.4k

Countries citing papers authored by Michèle Lenza

Since Specialization
Citations

This map shows the geographic impact of Michèle Lenza's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Michèle Lenza with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michèle Lenza more than expected).

Fields of papers citing papers by Michèle Lenza

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Michèle Lenza. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Michèle Lenza. The network helps show where Michèle Lenza may publish in the future.

Co-authorship network of co-authors of Michèle Lenza

This figure shows the co-authorship network connecting the top 25 collaborators of Michèle Lenza. A scholar is included among the top collaborators of Michèle Lenza based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Michèle Lenza. Michèle Lenza is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Haghighi, Manouchehr, Andreas Joseph, George Kapetanios, et al.. (2025). Machine Learning for Economic Policy. Journal of Econometrics. 249. 105970–105970. 1 indexed citations
2.
Lenza, Michèle & Jiří Slačálek. (2024). How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area. Journal of Applied Econometrics. 39(5). 746–765. 8 indexed citations
3.
Lenza, Michèle, et al.. (2023). Density Forecasts of Inflation: A Quantile Regression Forest Approach. SSRN Electronic Journal. 8 indexed citations
4.
Lenza, Michèle & Giorgio E. Primiceri. (2022). How to estimate a vector autoregression after March 2020. Journal of Applied Econometrics. 37(4). 688–699. 112 indexed citations breakdown →
5.
Giannone, Domenico, Michèle Lenza, & Giorgio E. Primiceri. (2021). Economic Predictions with Big Data: The Illusion of Sparsity. SSRN Electronic Journal. 14 indexed citations
6.
Negro, Marco Del, Michèle Lenza, Giorgio E. Primiceri, & Andrea Tambalotti. (2020). Why has inflation in the United States been so stable since the 1990s. ETS Research Bulletin Series. 74(74).
7.
Lenza, Michèle, et al.. (2020). What's Up with the Phillips Curve?. SSRN Electronic Journal. 21 indexed citations
8.
Slačálek, Jiří & Michèle Lenza. (2019). Quantitative easing did not increase inequality in the euro area. ETS Research Bulletin Series. 54(54). 3 indexed citations
9.
Giannone, Domenico, Michèle Lenza, & Lucrezia Reichlin. (2019). Money, Credit, Monetary Policy and the Business Cycle in the Euro Area: What Has Changed since the Crisis?. International journal of central banking. 15(5). 137–173. 8 indexed citations
10.
Jarociński, Marek & Michèle Lenza. (2018). An Inflation‐Predicting Measure of the Output Gap in the Euro Area. Journal of money credit and banking. 50(6). 1189–1224. 61 indexed citations
11.
Giannone, Domenico, et al.. (2017). The national segmentation of euro area bank balance sheets during the financial crisis. Empirical Economics. 53(1). 247–265. 5 indexed citations
12.
Jarociński, Marek & Michèle Lenza. (2016). How large is the output gap in the euro area. ETS Research Bulletin Series. 24. 1 indexed citations
13.
Giannone, Domenico, Michèle Lenza, & Giorgio E. Primiceri. (2014). Prior Selection for Vector Autoregressions. The Review of Economics and Statistics. 97(2). 436–451. 374 indexed citations breakdown →
14.
Giannone, Domenico, Michèle Lenza, Daphné Momferatou, & Luca Onorante. (2013). Short-term inflation projections: A Bayesian vector autoregressive approach. International Journal of Forecasting. 30(3). 635–644. 68 indexed citations
15.
Lenza, Michèle. (2011). Revisiting the information content of core inflation. ETS Research Bulletin Series. 14. 11–13. 3 indexed citations
16.
Amisano, Gianni, Andreas Beyer, & Michèle Lenza. (2010). Enhancing monetary analysis. ETS Research Bulletin Series. 11. 2–6. 38 indexed citations
17.
Lenza, Michèle, Huw Pill, & Lucrezia Reichlin. (2010). Monetary policy in exceptional times. Economic Policy. 25(62). 295–339. 207 indexed citations
18.
Giannone, Domenico, Michèle Lenza, & Lucrezia Reichlin. (2009). Business Cycles in the Euro Area. SSRN Electronic Journal. 16 indexed citations
19.
Giannone, Domenico, Michèle Lenza, & Lucrezia Reichlin. (2008). Explaining The Great Moderation: It Is Not The Shocks. Journal of the European Economic Association. 6(2-3). 621–633. 102 indexed citations
20.
Lenza, Michèle. (2007). Monetary Policy and Core Inflation. SSRN Electronic Journal. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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