Details about Matteo Iacoviello

Access statistics for papers by Matteo Iacoviello.

Last updated 2013-02-19. Update your information in the RePEc Author Service.

Short-id: pia2

Working Papers

2012

1. Banks, Sovereign Debt and the International Transmission of Business Cycles
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012)
   See also Chapter (2012)

2011

2. Banks and Business Cycles
   2011 Meeting Papers, Society for Economic Dynamics
3. Housing and Debt Over the Life Cycle and Over the Business Cycle
   Boston College Working Papers in Economics, Boston College Department of Economics View citations (4)
   Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2011)
   Working Papers, Federal Reserve Bank of Boston (2009) View citations (3)
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2011) View citations (10)
4. Housing wealth and consumption
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2010

5. Financial Business Cycles
   2010 Meeting Papers, Society for Economic Dynamics
6. Foreign Lenders in Emerging Economies
   2010 Meeting Papers, Society for Economic Dynamics View citations (1)
7. Input and output inventories in general equilibrium
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
   Also in Working Papers, Federal Reserve Bank of Boston (2007) View citations (3)
   Boston College Working Papers in Economics, Boston College Department of Economics (2009)
   See also Journal Article in International Economic Review (2011)

2009

8. Housing Market Spillovers: Evidence from an Estimated DSGE Model
   Boston College Working Papers in Economics, Boston College Department of Economics View citations (46)
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2008) View citations (22)
   Working Paper Research, National Bank of Belgium (2008) View citations (21)
   See also Journal Article in American Economic Journal: Macroeconomics (2010)

2008

9. Household Volatility, Household Debt and the Great Moderation
   2008 Meeting Papers, Society for Economic Dynamics

2007

10. Household Debt and Income Inequality, 1963-2003
    Boston College Working Papers in Economics, Boston College Department of Economics
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (2)
    See also Journal Article in Journal of Money, Credit and Banking (2008)
11. The Role of Housing Collateral in an Estimated Two-Sector Model of the US Economy
    2007 Meeting Papers, Society for Economic Dynamics View citations (7)

2006

12. Liquidity Cycles
    2006 Meeting Papers, Society for Economic Dynamics View citations (1)

2005

13. Private Debt and Idiosyncratic Volatility: A Business Cycle Analysis
    2005 Meeting Papers, Society for Economic Dynamics

2004

14. Consumption, House Prices and Collateral Constraints: A Structural Econometric Analysis
    2004 Meeting Papers, Society for Economic Dynamics View citations (18)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2004) View citations (18)
    2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (29)
    See also Journal Article in Journal of Housing Economics (2004)
15. House prices, borrowing constraints and monetary policy in the business cycle
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (11)
    See also Journal Article in American Economic Review (2005)

2003

16. Domestic and Foreign Lenders and International Business Cycles
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
17. The Credit Channel of Monetary Policy: Evidence from the Housing Market
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (15)
    See also Journal Article in Journal of Macroeconomics (2008)

2002

18. Financial Liberalisation and the Sensitivity of House Prices to Monetary Policy: Theory and Evidence
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (10)
    See also Journal Article in Manchester School (2003)
19. Hedging Housing Risk in London
    FMG Discussion Papers, Financial Markets Group View citations (1)
    Also in Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research View citations (1)
    Boston College Working Papers in Economics, Boston College Department of Economics (2002) View citations (4)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2003)
20. House Prices and Business Cycles in Europe: a VAR Analysis
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (14)

2001

21. Short-Term Forecasting: Projecting Italian GDP, One Quarter to Two Years Ahead
    IMF Working Papers, International Monetary Fund

2000

22. House prices and the macroeconomy in Europe: results from a structural VAR analysis
    Working Paper Series, European Central Bank View citations (17)
23. The Credit Channel of Monetary Policy and Housing Markets: International Empirical Evidence
    Research Discussion Papers, Bank of Finland View citations (4)

Journal Articles

2011

1. INPUT AND OUTPUT INVENTORIES IN GENERAL EQUILIBRIUM
   International Economic Review, 2011, 52, (4), 1179-1213
   See also Working Paper (2010)

2010

2. Housing Market Spillovers: Evidence from an Estimated DSGE Model
   American Economic Journal: Macroeconomics, 2010, 2, (2), 125-64 View citations (65)
   See also Working Paper (2009)

2008

3. Household Debt and Income Inequality, 1963-2003
   Journal of Money, Credit and Banking, 2008, 40, (5), 929-965 View citations (4)
   See also Working Paper (2007)
4. The credit channel of monetary policy: Evidence from the housing market
   Journal of Macroeconomics, 2008, 30, (1), 69-96 View citations (20)
   See also Working Paper (2003)

2007

5. An Equilibrium Model of Lumpy Housing Investment
   Rivista di Politica Economica, 2007, 97, (2), 15-44

2006

6. International business cycles with domestic and foreign lenders
   Journal of Monetary Economics, 2006, 53, (8), 2267-2282 View citations (28)

2005

7. House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle
   American Economic Review, 2005, 95, (3), 739-764 View citations (251)
   See also Working Paper (2004)

2004

8. Consumption, house prices, and collateral constraints: a structural econometric analysis
   Journal of Housing Economics, 2004, 13, (4), 304-320 View citations (18)
   See also Working Paper (2004)

2003

9. Financial Liberalization And The Sensitivity Of House Prices To Monetary Policy: Theory And Evidence
   Manchester School, 2003, 71, (1), 20-34 View citations (11)
   See also Working Paper (2002)
10. Hedging Housing Risk in London
    The Journal of Real Estate Finance and Economics, 2003, 27, (2), 191-209 View citations (13)
    See also Working Paper (2002)

Chapters

2012

1. Banks, Sovereign Debt and the International Transmission of Business Cycles
   A chapter in NBER International Seminar on Macroeconomics 2012, 2012
   See also Working Paper (2012)

Software Items

2004

1. Asset prices in real business cycle models rbcfull.m (which calls rbcfull_go.m file and the rbcfull_sim.m file). This program uses Harald Uhlig's Toolkit
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
2. Cash in advance model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
3. Credit cycle model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
4. Dynamic new-Keynesian model with lags
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
5. Full dynamic new-Keynesian model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
6. Model of interaction between monetary and fiscal policy
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
7. Optimal interest rate rule model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
8. Reduced form dynamic new-Keynesian model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
9. Sidrauski money in utility function model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
10. Sticky information model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles