Details about Paolo Surico

Access statistics for papers by Paolo Surico.

Last updated 2012-12-26. Update your information in the RePEc Author Service.

Short-id: psu32

Working Papers

2011

1. A Century of Inflation Forecasts
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article in The Review of Economics and Statistics (2012)
2. Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
3. Heterogeneous Responses and Aggregate Impact of the 2001 Income Tax Rebates
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
4. Unemployment and productivity in the long run: The role of macroeconomic volatility
   wp.comunite, Department of Communication, University of Teramo
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (4)
   IMF Working Papers, International Monetary Fund (2010) View citations (4)
   NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (5)

2010

5. Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in MPRA Paper, University Library of Munich, Germany (2010)
   Discussion Papers, Monetary Policy Committee Unit, Bank of England (2010)
   See also Chapter (2012)

2009

6. A Historical Perspective on International Co-movements: 1821-2007
   2009 Meeting Papers, Society for Economic Dynamics
7. Dynamics of the term structure of UK interest rates
   Bank of England working papers, Bank of England View citations (6)
8. International Comovements, Business Cycle and Inflation: a Historical Perspective
   CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy View citations (2)
   Also in Discussion Papers, Monetary Policy Committee Unit, Bank of England (2009)
   See also Journal Article in Review of Economic Dynamics (2011)
9. Monetary Policy, Inflation Expectations and the Price Puzzle
   "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (3)
   Also in Research Discussion Papers, Bank of Finland (2009) View citations (5)
   See also Journal Article in Economic Journal (2010)

2008

10. Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Bank of England working papers, Bank of England (2008) View citations (10)
11. Household External Finance and Consumption
    Discussion Papers, Monetary Policy Committee Unit, Bank of England View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (2)
12. Monetary policies and low-frequency manifestations of the quantity theory
    Discussion Papers, Monetary Policy Committee Unit, Bank of England View citations (2)
13. Monetary policy shifts and inflation dynamics
    Bank of England working papers, Bank of England View citations (3)
14. Time-Varying Yield Curve Dynamics and Monetary Policy
    Discussion Papers, Monetary Policy Committee Unit, Bank of England
    See also Journal Article in Journal of Applied Econometrics (2009)
15. VAR analysis and the Great Moderation
    Working Paper Series, European Central Bank View citations (19)
    See also Journal Article in American Economic Review (2009)

2007

16. (Un)Predictability and Macroeconomic Stability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Working Paper Series, European Central Bank (2006) View citations (28)
    Research Technical Papers, Central Bank of Ireland (2006) View citations (8)
    Macroeconomics, EconWPA (2005) View citations (41)
17. Does global liquidity help to forecast US inflation?
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in Research Technical Papers, Central Bank of Ireland (2007) View citations (6)
    See also Journal Article in Journal of Money, Credit and Banking (2009)
18. Evolving U.S. monetary policy and the decline of inflation predictability
    Working Paper Series, European Central Bank View citations (2)
    See also Journal Article in Journal of the European Economic Association (2008)
19. Insiders versus Outsiders in Monetary Policy-Making
    Discussion Papers, Monetary Policy Committee Unit, Bank of England View citations (5)
    See also Journal Article in American Economic Review (2008)
20. Vector Autoregression Analysis and the Great Moderation
    Discussion Papers, Monetary Policy Committee Unit, Bank of England View citations (1)

2006

21. Fundamental inflation uncertainty
    Bank of England working papers, Bank of England View citations (2)
22. The Empirical Relevance of the Lucas Critique
    Computing in Economics and Finance 2006, Society for Computational Economics
23. The Lucas critique and the stability of empirical models
    Working Paper, Federal Reserve Bank of Richmond View citations (7)
    See also Journal Article in Journal of Applied Econometrics (2010)
24. The Price Puzzle: Fact or Artifact?
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (6)
    Also in Bank of England working papers, Bank of England (2006) View citations (13)
    Macroeconomics, EconWPA (2005) View citations (4)

2005

25. Monetary Policy Shifts, Indeterminacy and Inflation Dynamics
    Macroeconomics, EconWPA
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (1)
26. The Fed and the Stock Market
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (9)
    Also in Macroeconomics, EconWPA (2005) View citations (7)
27. The Price Puzzle and Indeterminacy
    Macroeconomics, EconWPA View citations (4)

2004

28. Inflation Targeting and Nonlinear Policy Rules: The Case of Asymmetric Preferences (new title: The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences)
    CESifo Working Paper Series, CESifo Group Munich View citations (8)
29. Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (14)
    Also in Econometric Society 2004 Latin American Meetings, Econometric Society (2004) View citations (12)
    Macroeconomics, EconWPA (2004)
30. Measuring the Time-Inconsistency of US Monetary Policy
    Macroeconomics, EconWPA View citations (8)
    Also in Working Paper Series, European Central Bank (2003) View citations (1)
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group (2004) View citations (2)
    See also Journal Article in Economica (2008)

2003

31. How does the ECB target inflation?
    Macroeconomics, EconWPA View citations (18)
    Also in Working Paper Series, European Central Bank (2003) View citations (14)
32. US Monetary Policy Rules: the Case for Asymmetric Preferences
    Royal Economic Society Annual Conference 2003, Royal Economic Society View citations (5)

2002

33. Uncovering Policy Makers' Loss Function
    Macroeconomics, EconWPA View citations (1)

Undated

34. Unemployment and productivity in long-run: the role of macroeconomic volatility
    Working Papers, Department of the Treasury, Ministry of the Economy and of Finance

Journal Articles

2012

1. A Century of Inflation Forecasts
   The Review of Economics and Statistics, 2012, 94, (4), 1097-1106
   See also Working Paper (2011)
2. EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS
   Journal of the European Economic Association, 2012, 10, (4), 716-734 View citations (13)

2011

3. International Comovements, Business Cycle and Inflation: a Historical Perspective
   Review of Economic Dynamics, 2011, 14, (1), 176-198 View citations (7)
   See also Working Paper (2009)
   Software Item (2010)
4. Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals
   American Economic Review, 2011, 101, (1), 109-28 View citations (8)

2010

5. Monetary Policy, Inflation Expectations and The Price Puzzle
   Economic Journal, 2010, 120, (549), 1262-1283 View citations (10)
   See also Working Paper (2009)
6. The Lucas critique and the stability of empirical models
   Journal of Applied Econometrics, 2010, 25, (1), 177-194 View citations (1)
   See also Working Paper (2006)

2009

7. Does Global Liquidity Help to Forecast U.S. Inflation?
   Journal of Money, Credit and Banking, 2009, 41, (2-3), 479-489 View citations (10)
   See also Working Paper (2007)
8. The Transmission of International Shocks: A Factor-Augmented VAR Approach
   Journal of Money, Credit and Banking, 2009, 41, (s1), 71-100 View citations (18)
9. The great moderation of the term structure of UK interest rates
   Journal of Monetary Economics, 2009, 56, (6), 856-871 View citations (8)
10. Time-varying yield curve dynamics and monetary policy
    Journal of Applied Econometrics, 2009, 24, (6), 895-913 View citations (2)
    See also Working Paper (2008)
11. VAR Analysis and the Great Moderation
    American Economic Review, 2009, 99, (4), 1636-52 View citations (24)
    See also Working Paper (2008)

2008

12. Evolving U.S. Monetary Policy and The Decline of Inflation Predictability
    Journal of the European Economic Association, 2008, 6, (2-3), 634-646 View citations (10)
    See also Working Paper (2007)
13. Insiders versus Outsiders in Monetary Policymaking
    American Economic Review, 2008, 98, (2), 218-23 View citations (20)
    See also Working Paper (2007)
14. International influences on domestic prices and activities: a FAVAR approach to open economy
    Proceedings, 2008
15. Measuring the Time Inconsistency of US Monetary Policy
    Economica, 2008, 75, (297), 22-38 View citations (5)
    See also Working Paper (2004)
16. THE COST CHANNEL OF MONETARY POLICY AND INDETERMINACY
    Macroeconomic Dynamics, 2008, 12, (05), 724-735 View citations (9)

2007

17. The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences
    Journal of Economic Dynamics and Control, 2007, 31, (1), 305-324 View citations (23)
18. The Monetary Policy of the European Central Bank
    Scandinavian Journal of Economics, 2007, 109, (1), 115-135 View citations (14)

2004

19. Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed
    Scottish Journal of Political Economy, 2004, 51, (1), 105-126 View citations (18)

2003

20. Asymmetric Reaction Functions for the Euro Area
    Oxford Review of Economic Policy, 2003, 19, (1), 44-57 View citations (32)
21. Geographic Concentration and Increasing Returns
    Journal of Economic Surveys, 2003, 17, (5), 693-708 View citations (2)
22. The Agglomeration Dilemma: "Should I Stay or Should I Go?"
    Growth and Change, 2003, 34, (3), 261-275
23. What does Monetary Policy Reveal about a Central Bank's Preferences?
    Economic Notes, 2003, 32, (3), 335-359 View citations (7)

Chapters

2012

1. Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market
   A chapter in NBER Macroeconomics Annual 2012, Volume 27, 2012, pp 375-419
   See also Working Paper (2010)

Software Items

2010

1. Code and data files for "International Comovements, Business Cycle and Inflation: A Historical Perspective"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2011)