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Details about Paolo Surico

E-mail:
Homepage:https://sites.google.com/site/paolosurico/
Postal address:Department of Economics, London Business School, Regent's Park, London NW1 4SA
Workplace:Department of Economics, London Business School (LBS), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Paolo Surico.

Last updated 2013-12-26. Update your information in the RePEc Author Service.

Short-id: psu32


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Working Papers

2013

  1. Bank lending and monetary transmission in the euro area
    Working Paper Series, European Central Bank Downloads
    See also Journal Article in Economic Policy (2013)
  2. Consumption, Income Changes and Heterogeneity: Evidence from Two Fiscal Stimulus Programmes
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
  3. Policy Uncertainty and Aggregate Fluctuations
    Working Papers, Queen Mary, University of London, School of Economics and Finance Downloads

2011

  1. A Century of Inflation Forecasts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads 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 Downloads
  3. Heterogeneous Responses and Aggregate Impact of the 2001 Income Tax Rebates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
  4. Unemployment and productivity in the long run: The role of macroeconomic volatility
    wp.comunite, Department of Communication, University of Teramo Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (7)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (6)

2010

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

    See also Chapter (2012)
    Journal Article in NBER Macroeconomics Annual (2013)
  2. Unemployment and Productivity in the Long Run
    IMF Working Papers, International Monetary Fund Downloads View citations (5)

2009

  1. A Historical Perspective on International Co-movements: 1821-2007
    2009 Meeting Papers, Society for Economic Dynamics Downloads
  2. Dynamics of the term structure of UK interest rates
    Bank of England working papers, Bank of England Downloads View citations (12)
  3. International Comovements, Business Cycle and Inflation: a Historical Perspective
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads View citations (3)
    Also in Discussion Papers, Monetary Policy Committee Unit, Bank of England (2009) Downloads

    See also Journal Article in Review of Economic Dynamics (2011)
  4. Monetary Policy, Inflation Expectations and the Price Puzzle
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (6)
    Also in Research Discussion Papers, Bank of Finland (2009) Downloads View citations (5)

    See also Journal Article in Economic Journal (2010)

2008

  1. Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in Bank of England working papers, Bank of England (2008) Downloads View citations (14)
  2. Household External Finance and Consumption
    Discussion Papers, Monetary Policy Committee Unit, Bank of England Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (2)
  3. Monetary policies and low-frequency manifestations of the quantity theory
    Discussion Papers, Monetary Policy Committee Unit, Bank of England Downloads View citations (6)
  4. Monetary policy shifts and inflation dynamics
    Bank of England working papers, Bank of England Downloads View citations (4)
  5. Time-Varying Yield Curve Dynamics and Monetary Policy
    Discussion Papers, Monetary Policy Committee Unit, Bank of England Downloads View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2009)
  6. VAR analysis and the Great Moderation
    Working Paper Series, European Central Bank Downloads View citations (20)
    See also Journal Article in American Economic Review (2009)

2007

  1. (Un)Predictability and Macroeconomic Stability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (32)
    Research Technical Papers, Central Bank of Ireland (2006) Downloads View citations (8)
    Macroeconomics, EconWPA (2005) Downloads View citations (38)
  2. Does global liquidity help to forecast US inflation?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    Also in Research Technical Papers, Central Bank of Ireland (2007) Downloads View citations (8)

    See also Journal Article in Journal of Money, Credit and Banking (2009)
  3. Evolving U.S. monetary policy and the decline of inflation predictability
    Working Paper Series, European Central Bank Downloads View citations (2)
    See also Journal Article in Journal of the European Economic Association (2008)
  4. Insiders versus Outsiders in Monetary Policy-Making
    Discussion Papers, Monetary Policy Committee Unit, Bank of England Downloads View citations (5)
    See also Journal Article in American Economic Review (2008)
  5. Vector Autoregression Analysis and the Great Moderation
    Discussion Papers, Monetary Policy Committee Unit, Bank of England Downloads View citations (2)

2006

  1. Fundamental inflation uncertainty
    Bank of England working papers, Bank of England Downloads View citations (2)
  2. The Empirical Relevance of the Lucas Critique
    Computing in Economics and Finance 2006, Society for Computational Economics
  3. The Lucas critique and the stability of empirical models
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (7)
    See also Journal Article in Journal of Applied Econometrics (2010)
  4. The Price Puzzle: Fact or Artifact?
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (8)
    Also in Macroeconomics, EconWPA (2005) Downloads View citations (6)
    Bank of England working papers, Bank of England (2006) Downloads View citations (14)

2005

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

2004

  1. 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 Downloads View citations (8)
  2. Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads View citations (17)
    Also in Econometric Society 2004 Latin American Meetings, Econometric Society (2004) Downloads View citations (12)
    Macroeconomics, EconWPA (2004) Downloads
  3. Measuring the Time-Inconsistency of US Monetary Policy
    Macroeconomics, EconWPA Downloads View citations (8)
    Also in Working Paper Series, European Central Bank (2003) Downloads View citations (1)
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group (2004) Downloads View citations (2)

    See also Journal Article in Economica (2008)

2003

  1. How does the ECB target inflation?
    Macroeconomics, EconWPA Downloads View citations (19)
    Also in Working Paper Series, European Central Bank (2003) Downloads View citations (15)
  2. US Monetary Policy Rules: the Case for Asymmetric Preferences
    Royal Economic Society Annual Conference 2003, Royal Economic Society Downloads View citations (9)

2002

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

Undated

  1. Unemployment and productivity in long-run: the role of macroeconomic volatility
    Working Papers, Department of the Treasury, Ministry of the Economy and of Finance Downloads View citations (2)

Journal Articles

2013

  1. Bank lending and monetary transmission in the euro area
    Economic Policy, 2013, 28, (75), 423-457 Downloads
    See also Working Paper (2013)
  2. Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market
    NBER Macroeconomics Annual, 2013, 27, (1), 375 - 419 Downloads
    See also Chapter (2012)
    Working Paper (2010)

2012

  1. A Century of Inflation Forecasts
    The Review of Economics and Statistics, 2012, 94, (4), 1097-1106 Downloads
    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 Downloads View citations (32)

2011

  1. International Comovements, Business Cycle and Inflation: a Historical Perspective
    Review of Economic Dynamics, 2011, 14, (1), 176-198 Downloads View citations (12)
    See also Working Paper (2009)
    Software Item (2010)
  2. Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals
    American Economic Review, 2011, 101, (1), 109-28 Downloads View citations (24)

2010

  1. Monetary Policy, Inflation Expectations and The Price Puzzle
    Economic Journal, 2010, 120, (549), 1262-1283 Downloads View citations (18)
    See also Working Paper (2009)
  2. The Lucas critique and the stability of empirical models
    Journal of Applied Econometrics, 2010, 25, (1), 177-194 Downloads View citations (5)
    See also Working Paper (2006)

2009

  1. Does Global Liquidity Help to Forecast U.S. Inflation?
    Journal of Money, Credit and Banking, 2009, 41, (2-3), 479-489 Downloads View citations (21)
    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 Downloads View citations (29)
  3. The great moderation of the term structure of UK interest rates
    Journal of Monetary Economics, 2009, 56, (6), 856-871 Downloads View citations (16)
  4. Time-varying yield curve dynamics and monetary policy
    Journal of Applied Econometrics, 2009, 24, (6), 895-913 Downloads View citations (6)
    See also Working Paper (2008)
  5. VAR Analysis and the Great Moderation
    American Economic Review, 2009, 99, (4), 1636-52 Downloads View citations (37)
    See also Working Paper (2008)

2008

  1. Evolving U.S. Monetary Policy and The Decline of Inflation Predictability
    Journal of the European Economic Association, 2008, 6, (2-3), 634-646 Downloads View citations (19)
    See also Working Paper (2007)
  2. Insiders versus Outsiders in Monetary Policymaking
    American Economic Review, 2008, 98, (2), 218-23 Downloads View citations (35)
    See also Working Paper (2007)
  3. International influences on domestic prices and activities: a FAVAR approach to open economy
    Proceedings, 2008 Downloads
  4. Measuring the Time Inconsistency of US Monetary Policy
    Economica, 2008, 75, (297), 22-38 Downloads View citations (11)
    See also Working Paper (2004)
  5. THE COST CHANNEL OF MONETARY POLICY AND INDETERMINACY
    Macroeconomic Dynamics, 2008, 12, (05), 724-735 Downloads View citations (11)

2007

  1. 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 Downloads View citations (44)
  2. The Monetary Policy of the European Central Bank
    Scandinavian Journal of Economics, 2007, 109, (1), 115-135 Downloads View citations (21)

2004

  1. Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed
    Scottish Journal of Political Economy, 2004, 51, (1), 105-126 Downloads View citations (21)

2003

  1. Asymmetric Reaction Functions for the Euro Area
    Oxford Review of Economic Policy, 2003, 19, (1), 44-57 View citations (39)
  2. Geographic Concentration and Increasing Returns
    Journal of Economic Surveys, 2003, 17, (5), 693-708 Downloads View citations (3)
  3. The Agglomeration Dilemma: "Should I Stay or Should I Go?"
    Growth and Change, 2003, 34, (3), 261-275 Downloads
  4. What does Monetary Policy Reveal about a Central Bank's Preferences?
    Economic Notes, 2003, 32, (3), 335-359 Downloads View citations (9)

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 Downloads
    See also Working Paper (2010)
    Journal Article in NBER Macroeconomics Annual (2013)

Software Items

2010

  1. Code and data files for "International Comovements, Business Cycle and Inflation: A Historical Perspective"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2011)
 
Page updated 2014-07-31