Details about Matteo Iacoviello

Access statistics for papers by Matteo Iacoviello.

Last updated 2009-04-24. Update your information in the RePEc Author Service.

Short-id: pia2

Working Papers

2009

1. Housing Market Spillovers: Evidence from an Estimated DSGE Model
   Boston College Working Papers in Economics, Boston College Department of Economics View citations
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department (2008) View citations
   Research series, National Bank of Belgium (2008) View citations
2. Housing and Debt Over the Life Cycle and Over the Business Cycle
   Boston College Working Papers in Economics, Boston College Department of Economics
3. Input and Output Inventories in General Equilibrium
   Boston College Working Papers in Economics, Boston College Department of Economics
   Also in Working Papers, Federal Reserve Bank of Boston (2007)

2007

4. 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)
   See also Journal Article in Journal of Money, Credit and Banking (2008)

2006

5. Liquidity Cycles
   2006 Meeting Papers, Society for Economic Dynamics View citations

2005

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

2004

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

2003

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

2002

11. 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
    See also Journal Article in Manchester School (2003)
12. Hedging Housing Risk in London
    FMG Discussion Papers, Financial Markets Group
    Also in Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research
    Boston College Working Papers in Economics, Boston College Department of Economics (2002) View citations
    See also Journal Article in The Journal of Real Estate Finance and Economics (2003)
13. House Prices and Business Cycles in Europe: a VAR Analysis
    Boston College Working Papers in Economics, Boston College Department of Economics View citations

2001

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

2000

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

Journal Articles

2008

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

2007

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

2006

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

2005

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

2004

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

2003

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

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