Details about Luigi Bocola

Access statistics for papers by Luigi Bocola.

Last updated 2023-12-06. Update your information in the RePEc Author Service.

Short-id: pbo852

Working Papers

2024

1. Bond Market Views of the Fed
   NBER Working Papers, National Bureau of Economic Research, Inc

2023

2. The Macroeconomics of Trade Credit
   NBER Working Papers, National Bureau of Economic Research, Inc

2020

3. Risk Sharing Externalities
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   See also Journal Article Risk-Sharing Externalities, Journal of Political Economy, University of Chicago Press (2023) View citations (3) (2023)

2019

4. Imperfect Risk-Sharing and the Business Cycle
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
   See also Journal Article Imperfect Risk Sharing and the Business Cycle, The Quarterly Journal of Economics, President and Fellows of Harvard College (2023) View citations (5) (2023)

2018

5. Accounting for Heterogeneity
   2018 Meeting Papers, Society for Economic Dynamics View citations (1)
6. Quantitative Sovereign Default Models and the European Debt Crisis
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article Quantitative sovereign default models and the European debt crisis, Journal of International Economics, Elsevier (2019) View citations (23) (2019)
   Chapter Quantitative Sovereign Default Models and the European Debt Crisis, NBER Chapters, National Bureau of Economic Research, Inc (2018) (2018)
7. Risk Sharing and Financial Amplification
   2018 Meeting Papers, Society for Economic Dynamics

2017

8. A Model of Financial Crises in Open Economies
   2017 Meeting Papers, Society for Economic Dynamics View citations (5)
9. Exchange Rate Policies at the Zero Lower Bound
   Working Papers, Federal Reserve Bank of Minneapolis View citations (15)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (31)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (24)
   See also Journal Article Exchange Rate Policies at the Zero Lower Bound, The Review of Economic Studies, Review of Economic Studies Ltd (2020) View citations (37) (2020)
10. Financial Crises and Lending of Last Resort in Open Economies
    Staff Report, Federal Reserve Bank of Minneapolis View citations (9)
11. Financial Crises, Dollarization, and Lending of Last Resort in Open Economies
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
    See also Journal Article Financial Crises, Dollarization, and Lending of Last Resort in Open Economies, American Economic Review, American Economic Association (2020) View citations (37) (2020)
12. Optimal Reserve Management at the Zero Lower Bound
    2017 Meeting Papers, Society for Economic Dynamics
13. Sovereign Default Risk and Firm Heterogeneity
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (26)
14. Sovereign risk and firm heterogeneity
    Staff Report, Federal Reserve Bank of Minneapolis

2016

15. Private Leverage and Sovereign Default
    2016 Meeting Papers, Society for Economic Dynamics
16. Reverse Speculative Attacks
    Staff Report, Federal Reserve Bank of Minneapolis View citations (18)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (18)
    See also Journal Article Reverse speculative attacks, Journal of Economic Dynamics and Control, Elsevier (2016) View citations (18) (2016)
17. Self-Fulfilling Debt Crises: A Quantitative Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (46)
    Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (6)
    See also Journal Article Self-Fulfilling Debt Crises: A Quantitative Analysis, American Economic Review, American Economic Association (2019) View citations (58) (2019)

2015

18. Indeterminacy in Sovereign Debt Markets: An Empirical Investigation
    2015 Meeting Papers, Society for Economic Dynamics
19. 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 (69)
    See also Journal Article The Pass-Through of Sovereign Risk, Journal of Political Economy, University of Chicago Press (2016) View citations (251) (2016)

2013

20. Assessing DSGE Model Nonlinearities
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2013) View citations (12)
    See also Journal Article Assessing DSGE model nonlinearities, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (38) (2017)
21. Risk, economic growth and the value of U.S. corporations
    Working Papers, Federal Reserve Bank of Philadelphia View citations (3)

Journal Articles

2023

1. Imperfect Risk Sharing and the Business Cycle
   The Quarterly Journal of Economics, 2023, 138, (3), 1765-1815 View citations (5)
   See also Working Paper Imperfect Risk-Sharing and the Business Cycle, NBER Working Papers (2019) View citations (9) (2019)
2. Risk-Sharing Externalities
   Journal of Political Economy, 2023, 131, (3), 595 - 632 View citations (3)
   See also Working Paper Risk Sharing Externalities, NBER Working Papers (2020) View citations (4) (2020)

2020

3. Exchange Rate Policies at the Zero Lower Bound
   The Review of Economic Studies, 2020, 87, (4), 1605-1645 View citations (37)
   See also Working Paper Exchange Rate Policies at the Zero Lower Bound, Working Papers (2017) View citations (15) (2017)
4. Financial Crises, Dollarization, and Lending of Last Resort in Open Economies
   American Economic Review, 2020, 110, (8), 2524-57 View citations (37)
   See also Working Paper Financial Crises, Dollarization, and Lending of Last Resort in Open Economies, NBER Working Papers (2017) View citations (20) (2017)

2019

5. Quantitative sovereign default models and the European debt crisis
   Journal of International Economics, 2019, 118, (C), 20-30 View citations (23)
   See also Working Paper Quantitative Sovereign Default Models and the European Debt Crisis, NBER Working Papers (2018) (2018)
   Chapter Quantitative Sovereign Default Models and the European Debt Crisis, NBER Chapters, 2018, 20-30 (2018) (2018)
6. Self-Fulfilling Debt Crises: A Quantitative Analysis
   American Economic Review, 2019, 109, (12), 4343-77 View citations (58)
   See also Working Paper Self-Fulfilling Debt Crises: A Quantitative Analysis, NBER Working Papers (2016) View citations (46) (2016)

2017

7. Assessing DSGE model nonlinearities
   Journal of Economic Dynamics and Control, 2017, 83, (C), 34-54 View citations (38)
   See also Working Paper Assessing DSGE Model Nonlinearities, NBER Working Papers (2013) View citations (12) (2013)

2016

8. Reverse speculative attacks
   Journal of Economic Dynamics and Control, 2016, 72, (C), 125-137 View citations (18)
   See also Working Paper Reverse Speculative Attacks, Staff Report (2016) View citations (18) (2016)
9. The Pass-Through of Sovereign Risk
   Journal of Political Economy, 2016, 124, (4), 879 - 926 View citations (251)
   See also Working Paper The Pass-Through of Sovereign Risk, Working Papers (2015) View citations (13) (2015)

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 Journal Article Quantitative sovereign default models and the European debt crisis, Elsevier (2019) View citations (23) (2019)
   Working Paper Quantitative Sovereign Default Models and the European Debt Crisis, National Bureau of Economic Research, Inc (2018) (2018)