Details about Luigi Bocola

Access statistics for papers by Luigi Bocola.

Last updated 2018-02-07. Update your information in the RePEc Author Service.

Short-id: pbo852

Working Papers

2019

1. Imperfect Risk-Sharing and the Business Cycle
   NBER Working Papers, National Bureau of Economic Research, Inc

2018

2. Quantitative Sovereign Default Models and the European Debt Crisis
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Chapter (2018)

2017

3. A Model of Financial Crises in Open Economies
   2017 Meeting Papers, Society for Economic Dynamics View citations (3)
4. Exchange Rate Policies at the Zero Lower Bound
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (7)
   Working Papers, Federal Reserve Bank of Minneapolis (2017) View citations (7)
5. Financial Crises and Lending of Last Resort in Open Economies
   Staff Report, Federal Reserve Bank of Minneapolis View citations (6)
6. Financial Crises, Dollarization, and Lending of Last Resort in Open Economies
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
7. Optimal Reserve Management at the Zero Lower Bound
   2017 Meeting Papers, Society for Economic Dynamics
8. Sovereign Default Risk and Firm Heterogeneity
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
9. Sovereign risk and firm heterogeneity
   Staff Report, Federal Reserve Bank of Minneapolis

2016

10. Private Leverage and Sovereign Default
    2016 Meeting Papers, Society for Economic Dynamics
11. Reverse Speculative Attacks
    Staff Report, Federal Reserve Bank of Minneapolis View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (8)
    See also Journal Article in Journal of Economic Dynamics and Control (2016)
12. Self-Fulfilling Debt Crises: A Quantitative Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (26)
    Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (2)

2015

13. Indeterminacy in Sovereign Debt Markets: An Empirical Investigation
    2015 Meeting Papers, Society for Economic Dynamics
14. The Pass-Through of Sovereign Risk
    Working Papers, Federal Reserve Bank of Minneapolis View citations (13)
    Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (61)
    See also Journal Article in Journal of Political Economy (2016)

2013

15. Assessing DSGE Model Nonlinearities
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2013) View citations (9)
    See also Journal Article in Journal of Economic Dynamics and Control (2017)
16. Risk, economic growth and the value of U.S. corporations
    Working Papers, Federal Reserve Bank of Philadelphia View citations (2)

2011

17. Identifying Technology Shocks in Models with Heterogeneous Inputs
    2011 Meeting Papers, Society for Economic Dynamics View citations (1)

2010

18. The Dynamic Effects of Aggregate Demand and Supply Disturbances in Models with Heterogeneous Inputs
    2010 Meeting Papers, Society for Economic Dynamics View citations (1)

Journal Articles

2017

1. Assessing DSGE model nonlinearities
   Journal of Economic Dynamics and Control, 2017, 83, (C), 34-54 View citations (9)
   See also Working Paper (2013)

2016

2. Reverse speculative attacks
   Journal of Economic Dynamics and Control, 2016, 72, (C), 125-137 View citations (8)
   See also Working Paper (2016)
3. The Pass-Through of Sovereign Risk
   Journal of Political Economy, 2016, 124, (4), 879 - 926 View citations (78)
   See also Working Paper (2015)

2006

4. Trade and Business-Cycle Comovement: Evidence from the EU
   Rivista di Politica Economica, 2006, 96, (6), 25-62 View citations (1)

Chapters

2018

1. Quantitative Sovereign Default Models and the European Debt Crisis
   A chapter in NBER International Seminar on Macroeconomics 2018, 2018, pp 20-30
   See also Working Paper (2018)