Details about Paolo Surico

Access statistics for papers by Paolo Surico.

Last updated 2009-11-13. Update your information in the RePEc Author Service.

Short-id: psu32

Working Papers

2009

1. Dynamics of the term structure of UK interest rates
   Bank of England working papers, Bank of England View citations
2. International Comovements, Business Cycle and Inflation: a Historical Perspective
   CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy
3. Monetary Policy, Inflation Expectations and the Price Puzzle
   "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"

2008

4. Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Bank of England working papers, Bank of England View citations
5. Household External Finance and Consumption
   Discussion Papers, Monetary Policy Committee Unit, Bank of England
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
6. Monetary policies and low-frequency manifestations of the quantity theory
   Discussion Papers, Monetary Policy Committee Unit, Bank of England View citations
7. 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)
8. VAR analysis and the Great Moderation
   Working Paper Series, European Central Bank View citations

2007

9. (Un)Predictability and Macroeconomic Stability
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Working Paper Series, European Central Bank (2006) View citations
   Research Technical Papers, Central Bank & Financial Services Authority of Ireland (CBFSAI) (2006) View citations
   Macroeconomics, EconWPA (2005) View citations
10. Does global liquidity help to forecast US inflation?
    Research Technical Papers, Central Bank & Financial Services Authority of Ireland (CBFSAI)
    Also in MPRA Paper, University Library of Munich, Germany (2007)
    See also Journal Article in Journal of Money, Credit and Banking (2009)
11. Evolving U.S. monetary policy and the decline of inflation predictability
    Working Paper Series, European Central Bank View citations
    See also Journal Article in Journal of the European Economic Association (2008)
12. Insiders versus Outsiders in Monetary Policy-Making
    Discussion Papers, Monetary Policy Committee Unit, Bank of England View citations
    See also Journal Article in American Economic Review (2008)
13. Vector Autoregression Analysis and the Great Moderation
    Discussion Papers, Monetary Policy Committee Unit, Bank of England View citations

2006

14. The Empirical Relevance of the Lucas Critique
    Computing in Economics and Finance 2006, Society for Computational Economics
15. The Lucas critique and the stability of empirical models
    Working Paper, Federal Reserve Bank of Richmond View citations
16. The Price Puzzle: Fact or Artifact?
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations
    Also in Bank of England working papers, Bank of England View citations
    Macroeconomics, EconWPA (2005) View citations

2005

17. Monetary Policy Shifts, Indeterminacy and Inflation Dynamics
    Macroeconomics, EconWPA
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations
18. The Fed and the Stock Market
    Computing in Economics and Finance 2005, Society for Computational Economics View citations
    Also in Macroeconomics, EconWPA (2005) View citations
19. The Price Puzzle and Indeterminacy
    Macroeconomics, EconWPA View citations

2004

20. Inflation Targeting and Nonlinear Policy Rules: The Case of Asymmetric Preferences
    CESifo Working Paper Series, CESifo Group Munich View citations
    Also in Econometric Society 2004 Latin American Meetings, Econometric Society (2004) View citations
    Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations
    Macroeconomics, EconWPA (2004)
21. Measuring the Time-Inconsistency of US Monetary Policy
    Macroeconomics, EconWPA View citations
    Also in Working Paper Series, European Central Bank (2003)
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group (2004) View citations
    See also Journal Article in Economica (2008)

2003

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

2002

24. Uncovering Policy Makers' Loss Function
    Macroeconomics, EconWPA View citations

Undated

25. Fundamental inflation uncertainty
    Bank of England working papers, Bank of England
26. Monetary policy shifts and inflation dynamics
    Bank of England working papers, Bank of England View citations

Journal Articles

2009

1. Does Global Liquidity Help to Forecast U.S. Inflation?
   Journal of Money, Credit and Banking, 2009, 41, (2-3), 479-489 View citations
   See also Working Paper (2007)
2. The Transmission of International Shocks: A Factor-Augmented VAR Approach
   Journal of Money, Credit and Banking, 2009, 41, (s1), 71-100 View citations
3. Time-varying yield curve dynamics and monetary policy
   Journal of Applied Econometrics, 2009, 24, (6), 895-913
   See also Working Paper (2008)

2008

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

2007

9. 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
10. The Monetary Policy of the European Central Bank
    Scandinavian Journal of Economics, 2007, 109, (1), 115-135 View citations

2004

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

2003

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