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Details about Luca Benati

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Homepage:https://sites.google.com/site/lucabenatiswebpage
Postal address:Department of Economics University of Bern Schanzeneckstrasse 1 CH-3001 Bern SWITZERLAND

Access statistics for papers by Luca Benati.

Last updated 2019-10-11. Update your information in the RePEc Author Service.

Short-id: pbe573


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Working Papers

2019

  1. International Evidence on Long-Run Money Demand
    Staff Report, Federal Reserve Bank of Minneapolis Downloads
    Also in Working Papers, Federal Reserve Bank of Minneapolis (2017) Downloads View citations (3)
    2017 Meeting Papers, Society for Economic Dynamics (2017) Downloads View citations (1)
    Working Papers, eSocialSciences (2016) Downloads View citations (7)
    NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (7)
  2. Online Appendix for: International Evidence on Long-Run Money Demand
    Staff Report, Federal Reserve Bank of Minneapolis Downloads
    Also in Working Papers, Federal Reserve Bank of Minneapolis (2017) Downloads View citations (3)

2018

  1. Cagan’s Paradox Revisited
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads
  2. Identifying Noise Shocks
    Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (1)
  3. Money and Credit: A Long-Term View
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads

2017

  1. Cointegration Tests and the Classical Dichotomy
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads
  2. Could the Bubble in U.S. House Prices Have Been Detected in Real Time?
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads
  3. Money Velocity and the Natural Rate of Interest
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads
  4. Money-Multiplier Shocks
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  5. What Drives Money Velocity?
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads

2015

  1. The Long-Run Phillips Curve: A Structural VAR Investigation
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (16)
    See also Journal Article in Journal of Monetary Economics (2015)

2013

  1. The time-varying Beveridge curve
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (1)

2012

  1. Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (5)
    Also in Working Paper, Federal Reserve Bank of Richmond (2012) Downloads View citations (5)

    See also Journal Article in Journal of Applied Econometrics (2014)
  2. Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
    Staff Working Papers, Bank of Canada Downloads View citations (17)
    See also Journal Article in International Journal of Central Banking (2013)

2011

  1. Would the bundesbank have prevented the great inflation in the United States?
    Post-Print, HAL Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2009) Downloads View citations (1)

    See also Journal Article in Journal of Economic Dynamics and Control (2011)

2010

  1. Are policy counterfactuals based on structural VAR's reliable?
    Working Paper Series, European Central Bank Downloads View citations (6)
  2. Evolving Phillips trade-off
    Working Paper Series, European Central Bank Downloads View citations (1)
  3. Unconventional monetary policy and the great recession - Estimating the impact of a compression in the yield spread at the zero lower bound
    Working Paper Series, European Central Bank Downloads View citations (57)

2009

  1. Are 'intrinsic inflation persistence' models structural in the sense of Lucas (1976)?
    Working Paper Series, European Central Bank Downloads View citations (8)
  2. Long run evidence on money growth and inflation
    Working Paper Series, European Central Bank Downloads View citations (44)

2008

  1. Investigating inflation persistence across monetary regimes
    Working Paper Series, European Central Bank Downloads View citations (229)
    See also Journal Article in The Quarterly Journal of Economics (2008)
  2. VAR analysis and the Great Moderation
    Working Paper Series, European Central Bank Downloads View citations (24)
    See also Journal Article in American Economic Review (2009)

2007

  1. Drift and breaks in labor productivity
    Working Paper Series, European Central Bank Downloads View citations (32)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (2)

    See also Journal Article in Journal of Economic Dynamics and Control (2007)
  2. Evolving U.S. monetary policy and the decline of inflation predictability
    Working Paper Series, European Central Bank Downloads View citations (4)
    See also Journal Article in Journal of the European Economic Association (2008)
  3. Investigating time-variation in the marginal predictive power of the yield spread
    Working Paper Series, European Central Bank Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2008)
  4. Joint estimation of the natural rate of interest, the natural rate of unemployment, expected inflation, and potential output
    Working Paper Series, European Central Bank Downloads View citations (10)
  5. The "Great Moderation" in the United Kingdom
    Working Paper Series, European Central Bank Downloads View citations (8)
    See also Journal Article in Journal of Money, Credit and Banking (2008)

2006

  1. Affine term structure models for the foreign exchange risk premium
    Bank of England working papers, Bank of England Downloads View citations (3)
  2. The Great Moderation and the ‘Bernanke Conjecture’
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (2)
  3. UK monetary regimes and macroeconomic stylised facts
    Bank of England working papers, Bank of England Downloads View citations (21)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (5)

2004

  1. Evolving post-World War II UK economic performance
    Bank of England working papers, Bank of England Downloads View citations (56)
    Also in Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (20)
  2. Monetary Rules, Indeterminacy, and the Business-Cycle Stylised Facts
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads View citations (7)

2003

  1. Structural Breaks in Inflation Dynamics
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (17)

2001

  1. Band-pass filtering, cointegration, and business cycle analysis
    Bank of England working papers, Bank of England Downloads View citations (19)

Journal Articles

2015

  1. The long-run Phillips curve: A structural VAR investigation
    Journal of Monetary Economics, 2015, 76, (C), 15-28 Downloads View citations (16)
    See also Working Paper (2015)

2014

  1. Do TFP and the relative price of investment share a common I(1) component?
    Journal of Economic Dynamics and Control, 2014, 45, (C), 239-261 Downloads View citations (2)
  2. SALES, INVENTORIES AND REAL INTEREST RATES: A CENTURY OF STYLIZED FACTS
    Journal of Applied Econometrics, 2014, 29, (7), 1210-1222 Downloads View citations (9)
    See also Working Paper (2012)

2013

  1. Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
    International Journal of Central Banking, 2013, 9, (2), 165-212 Downloads View citations (150)
    See also Working Paper (2012)

2012

  1. Estimating the financial crisis’ impact on potential output
    Economics Letters, 2012, 114, (1), 113-119 Downloads View citations (6)

2011

  1. Would the Bundesbank have prevented the Great Inflation in the United States?
    Journal of Economic Dynamics and Control, 2011, 35, (7), 1106-1125 Downloads View citations (2)
    See also Working Paper (2011)

2009

  1. VAR Analysis and the Great Moderation
    American Economic Review, 2009, 99, (4), 1636-52 Downloads View citations (115)
    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 (45)
    See also Working Paper (2007)
  2. Investigating Inflation Persistence Across Monetary Regimes
    The Quarterly Journal of Economics, 2008, 123, (3), 1005-1060 Downloads View citations (256)
    See also Working Paper (2008)
  3. Investigating time-variation in the marginal predictive power of the yield spread
    Journal of Economic Dynamics and Control, 2008, 32, (4), 1236-1272 Downloads View citations (30)
    See also Working Paper (2007)
  4. The "Great Moderation" in the United Kingdom
    Journal of Money, Credit and Banking, 2008, 40, (1), 121-147 Downloads View citations (66)
    See also Working Paper (2007)

2007

  1. Drift and breaks in labor productivity
    Journal of Economic Dynamics and Control, 2007, 31, (8), 2847-2877 Downloads View citations (29)
    See also Working Paper (2007)
  2. The Time-Varying Phillips Correlation
    Journal of Money, Credit and Banking, 2007, 39, (5), 1275-1283 Downloads View citations (20)

2001

  1. Some empirical evidence on the 'discouraged worker' effect
    Economics Letters, 2001, 70, (3), 387-395 Downloads View citations (59)

Chapters

2010

  1. Monetary Policy Regimes and Economic Performance: The Historical Record, 1979-2008
    Chapter 21 in Handbook of Monetary Economics, 2010, vol. 3, pp 1159-1236 Downloads View citations (9)
 
Page updated 2019-11-19