Details about Matteo Falagiarda

Access statistics for papers by Matteo Falagiarda.

Last updated 2023-01-13. Update your information in the RePEc Author Service.

Short-id: pfa281

Working Papers

2022

1. Do Lenders Price the Brown Factor in Car Loans? Evidence from Diesel Cars
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
2. Navigating the housing channel of monetary policy across euro area regions
   Working Paper Series, European Central Bank
3. Quantitative Easing and Credit Rating Agencies
   IMF Working Papers, International Monetary Fund

2021

4. The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area
   Occasional Paper Series, European Central Bank

2019

5. Credit Rating Dynamics: Evidence from a Natural Experiment
   ECMI Papers, Centre for European Policy Studies View citations (6)
   Also in Working Paper Series, European Central Bank (2019) View citations (5)

2018

6. How repayments manipulate our perceptions about loan dynamics after a boom
   Working Paper Series, European Central Bank View citations (6)
   See also Journal Article in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) (2020)

2017

7. Forecasting euro area inflation using targeted predictors: is money coming back?
   Working Paper Series, European Central Bank View citations (3)

2015

8. Domestic and Multilateral Effects of Capital Controls in Emerging Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)
   Also in Staff Working Papers, Bank of Canada (2015) View citations (29)
   Working Paper Series, European Central Bank (2015) View citations (34)
   See also Journal Article in Journal of International Economics (2018)
9. Spillovers from the ECB's non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis
   Working Paper Series, European Central Bank View citations (62)
10. The impact of fiscal policy announcements by the Italian government on the sovereign spread: a comparative analysis
    Working Paper Series, European Central Bank View citations (12)
    Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2014)
    See also Journal Article in European Journal of Political Economy (2015)

2014

11. Credit supply dynamics and economic activity in euro area countries: a time-varying parameter VAR analysis
    Working Paper Series, European Central Bank View citations (22)

2013

12. Announcements of ECB unconventional programs: Implications for the sovereign risk of Italy
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (15)
13. Credit, Endogenous Collateral and Risky Assets: A DSGE Model
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (4)
    See also Journal Article in International Review of Economics & Finance (2017)
14. Evaluating Quantitative Easing: A DSGE Approach
    MPRA Paper, University Library of Munich, Germany View citations (13)

2012

15. A DSGE model with Endogenous Term Structure
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (10)

Journal Articles

2021

1. The euro area housing market during the COVID-19 pandemic
   Economic Bulletin Articles, 2021, 7 View citations (2)

2020

2. Assessing bank lending to corporates in the euro area since 2014
   Economic Bulletin Articles, 2020, 1 View citations (1)
3. Drivers of firms’ loan demand in the euro area – what has changed during the COVID-19 pandemic?
   Economic Bulletin Boxes, 2020, 5
4. How Repayments Manipulate Our Perceptions about Loan Dynamics after a Boom
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2020, 240, (6), 697-742
   See also Working Paper (2018)
5. Public loan guarantees and bank lending in the COVID-19 period
   Economic Bulletin Boxes, 2020, 6 View citations (5)

2018

6. Developments in mortgage loan origination in the euro area
   Economic Bulletin Boxes, 2018, 5
7. Domestic and multilateral effects of capital controls in emerging markets
   Journal of International Economics, 2018, 115, (C), 48-58 View citations (34)
   See also Working Paper (2015)

2017

8. Credit, Endogenous Collateral and Risky Assets: A DSGE Model
   International Review of Economics & Finance, 2017, 49, (C), 125-148 View citations (7)
   See also Working Paper (2013)

2015

9. Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries
   Journal of International Money and Finance, 2015, 53, (C), 276-295 View citations (98)
10. The impact of fiscal policy announcements by the Italian government on the sovereign spread: A comparative analysis
    European Journal of Political Economy, 2015, 39, (C), 288-304 View citations (11)
    See also Working Paper (2015)
11. The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?
    Journal of International Money and Finance, 2015, 54, (C), 93-115 View citations (53)

2009

12. Are East African Countries Ready for a Common Currency? A Structural Vector Autoregression Analysis
    Rivista di Politica Economica, 2009, 99, (4), 153-204