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Michele Lenza


Functions:

  • Head of Section

Fields of interest:

  • Monetary economics
  • Macroeconometrics
  • Open macroeconomics

Education:

  • PhD in Economics and Statistics, Université Libre de Bruxelles, 2007
  • Master in Economics and Statistics, Université Libre de Bruxelles, 2000
  • B.A. in Economics, Bocconi University, 1998

Professional experience:

  • Head of Section, European Central Bank, DGR/Monetary Policy Research Division, Macroeconomics Section 2017-present
  • Professor of Graduate Econometrics 3, Université Libre de Bruxelles, 2014-2016
  • Professor of Graduate Macroeconomics 3, Université Libre de Bruxelles, 2011-2014
  • Principal Economist, European Central Bank, DGR/Monetary Policy Research Division, 2013-2016
  • Senior Economist, European Central Bank, DGR/Monetary Policy Research Division, 2011-2013
  • Economist, European Central Bank, DGR/Econometric Modelling Division, 2004-2010
  • Internship, EU countries division, ECB, summer 2004
  • Internship, EAM division, ECB, fall 2003
  • Teaching Assistant (Graduate Macroeconomics, Graduate Econometrics, Seminaire d'Econometrie), Université Libre de Bruxelles 2000-2004

Teaching experience:

  • Graduate Econometrics 3, Université Libre de Bruxelles, 2014-2016
  • Graduate Macroeconomics 3, Université Libre de Bruxelles, 2011-2014
  • Invited lectures, Graduate Econometrics 3; Université Libre de Bruxelles
  • Macroeconomic tools and techniques: reduced form and structural models; Central Bank of Ireland - Dublin (with A. D'Agostino, D. Giannone and G. Primiceri); 2009
  • Graduate Macroeconomics 1; Universite' Libre de Bruxelles (TA, Prof. P. Weil); 2000-2003
  • Graduate Econometrics 2; Universite' Libre de Bruxelles (TA, Prof. L. Reichlin); 2000-2004
  • Seminaires d'Econometrie; Universite' Libre de Bruxelles (TA, Prof. L. Reichlin); 2000-2004
Title Authors Where Date
The national segmentation of euro area bank balance sheets during the financial crisis A. Colangelo; D. Giannone; M. Lenza; H. Pill and L. Reichlin Empirical Economics, forthcoming --
The financial and macroeconomic effects of the OMT announcements C. Altavilla; D. Giannone and M. Lenza International Journal of Central Banking, vol. 12(3), pp. 29-57, 2016 --
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections M. Banbura, D. Giannone and M. Lenza International Journal of Forecasting, vol. 31(3), pp. 739-756, 2015 --
Prior selection for vector autoregressions D. Giannone, M. Lenza and G. Primiceri Review of Economics and Statistics, vol. 97(2), pp. 436-451, 2015 --
Short-term inflation projections: a bayesian vector-autoregressive approach D. Giannone; M. Lenza;, D. Momferatou and L. Onorante International Journal of Forecasting, vol. 30, pp. 635-644, 2014 --
Nowcasting business cycles: a bayesian approach to dynamic heterogeneous factor models A. D'Agostino; D. Giannone; M. Lenza and M. Modugno Advances in Econometrics, Vol. 35, Dynamic factor models, pp. 569-594, 2014 --
The ECB and the interbank market D. Giannone, M. Lenza, H. Pill and L. Reichlin The Economic Journal, vol. 122, F467-F486, 2012 --
Non-standard monetary policy measures and monetary developments D. Giannone, M. Lenza, H. Pill and L. Reichlin Interest rates, prices and liquidity - J.S. Chadha and S. Holly - Cambridge University Press 2011-09-01
Market Freedom and the Great Recession D. Giannone, M. Lenza and L. Reichlin IMF Economic Review, Vol. 59; pages 111-135; 2011 --
A factor model for euro area short-term inflation analysis M. Lenza and T. Warmedinger Journal of Economics and Statistics, vol. 231; pages 50-62; 2011 --
Monetary Policy in exceptional times M. Lenza; H. Pill and L. Reichlin Economic Policy, vol. 62; pages 295-339; 2010 2010-04-01
The Feldstein-Horioka Fact D. Giannone and M. Lenza NBER International Seminars On Macroeconomics 2009 - L. Reichlin and K. West eds; pages 103-117; 2010 2009-09-16
The ECB and the bond market. A discussion D. Giannone; M. Lenza and L. Reichlin The euro. The first decade - M. Buti, S. Deroose and V. Gaspar, eds., pp. 305-314; 2010 2008-07-16
Monetary analysis and monetary policy in the euro area 1999-2006 B. Fischer; M. Lenza; H. Pill and L. Reichlin Journal of International Money and Finance, vol. 28(7), pages 1138-1164; 2009 2009-11-16
Business cycles in the euro area D. Giannone; M. Lenza and L. Reichlin Europe and the EMU - A. Alesina and F. Giavazzi eds; pages. 141-167; 2009 2009-01-16
Explaining the Great Moderation: it's not the shocks! D. Giannone; M. Lenza and L. Reichlin Journal of European Economic Association, vol. 6(2-3), pages 621-633; 2008 2008-05-16