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Details about Luca Guerrieri

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Homepage:http://www.lguerrieri.com
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Luca Guerrieri.

Last updated 2019-04-09. Update your information in the RePEc Author Service.

Short-id: pgu134


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Working Papers

2016

  1. Interpreting Shocks to the Relative Price of Investment with a Two-Sector Model
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads
  2. The Effects of Foreign Shocks when Interest Rates are at Zero
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (24)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (18)

    See also Journal Article in Canadian Journal of Economics (2017)

2015

  1. Collateral constraints and macroeconomic asymmetries
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (10)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (1)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013) Downloads View citations (18)

    See also Journal Article in Journal of Monetary Economics (2017)
  2. Macroeconomic Effects of Banking Sector Losses across Structural Models
    BIS Working Papers, Bank for International Settlements Downloads View citations (10)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2015) Downloads View citations (7)

2014

  1. Macroeconomic Policy Games
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (19)
    See also Journal Article in Journal of Monetary Economics (2019)
  2. OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (15)
    See also Journal Article in Journal of Monetary Economics (2015)

2012

  1. Banks, Sovereign Debt and the International Transmission of Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads View citations (20)

    See also Journal Article in NBER International Seminar on Macroeconomics (2013)
    Chapter (2012)
  2. Can macro variables used in stress testing forecast the performance of banks?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (8)
  3. Monetary policy responses to oil price fluctuations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (77)
    See also Journal Article in IMF Economic Review (2012)
  4. Oil Efficiency, Demand, and Prices: a Tale of Ups and Downs
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2011) Downloads View citations (8)

2010

  1. Interpreting investment-specific technology shocks
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (13)
  2. Oil shocks and the zero bound on nominal interest rates
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)
    See also Journal Article in Journal of International Money and Finance (2013)

2009

  1. Did easy money in the dollar bloc fuel the global commodity boom?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
  2. International Competition and Inflation: A New Keynesian Perspective
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008) Downloads View citations (10)

    See also Journal Article in American Economic Journal: Macroeconomics (2010)

2008

  1. Oil Shocks and External Adjustment
    2008 Meeting Papers, Society for Economic Dynamics Downloads
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007) Downloads View citations (23)

    See also Journal Article in Journal of International Economics (2011)
  2. On the application of automatic differentiation to the likelihood function for dynamic general equilibrium models
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)
  3. Optimal monetary policy with distinct core and headline inflation rates
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (77)
    See also Journal Article in Journal of Monetary Economics (2008)

2006

  1. SIGMA: A New Open Economy Model for Policy Analysis
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (256)
    See also Journal Article in International Journal of Central Banking (2006)
  2. Trade Adjustment and the Composition of Trade
    2006 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006) Downloads View citations (14)

    See also Journal Article in Journal of Economic Dynamics and Control (2008)

2005

  1. Expansionary Fiscal Shocks and the Trade Deficit
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads View citations (49)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2005) Downloads View citations (80)

    See also Journal Article in International Finance (2005)
  2. Investment-Specific and Multifactor Productivity in Multi-Sector Open Economies:Data and Analysis
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads View citations (7)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2005) Downloads View citations (10)

2004

  1. Can Long-Run Restrictions Identify Technology Shocks?
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads View citations (36)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2004) Downloads View citations (24)

    See also Journal Article in Journal of the European Economic Association (2005)
  2. Productivity Growth and the Trade Balance in the 1990s: the Role of Evolving Perceptions
    2004 Meeting Papers, Society for Economic Dynamics View citations (3)

2002

  1. The inflation persistence of staggered contracts
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (19)
    See also Journal Article in Journal of Money, Credit and Banking (2006)

2001

  1. Inflation dynamics
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (9)

Journal Articles

2019

  1. Macroeconomic policy games
    Journal of Monetary Economics, 2019, 101, (C), 64-81 Downloads
    See also Working Paper (2014)

2017

  1. Collateral constraints and macroeconomic asymmetries
    Journal of Monetary Economics, 2017, 90, (C), 28-49 Downloads View citations (22)
    See also Working Paper (2015)
  2. The effects of foreign shocks when interest rates are at zero
    Canadian Journal of Economics, 2017, 50, (3), 660-684 Downloads View citations (1)
    See also Working Paper (2016)

2015

  1. OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily
    Journal of Monetary Economics, 2015, 70, (C), 22-38 Downloads View citations (124)
    See also Working Paper (2014)

2014

  1. MODELING INVESTMENT‐SECTOR EFFICIENCY SHOCKS: WHEN DOES DISAGGREGATION MATTER?
    International Economic Review, 2014, 55, 891-917 Downloads View citations (6)

2013

  1. Banks, Sovereign Debt, and the International Transmission of Business Cycles
    NBER International Seminar on Macroeconomics, 2013, 9, (1), 181 - 213 Downloads View citations (8)
    See also Chapter (2012)
    Working Paper (2012)
  2. Oil shocks and the zero bound on nominal interest rates
    Journal of International Money and Finance, 2013, 32, (C), 941-967 Downloads View citations (34)
    See also Working Paper (2010)

2012

  1. Monetary Policy Responses to Oil Price Fluctuations
    IMF Economic Review, 2012, 60, (4), 470-504 Downloads View citations (77)
    See also Working Paper (2012)

2011

  1. Did Easy Money in the Dollar Bloc Fuel the Oil Price Run-Up?
    International Journal of Central Banking, 2011, 7, (1), 131-160 Downloads View citations (11)
  2. Oil shocks and external adjustment
    Journal of International Economics, 2011, 83, (2), 168-184 Downloads View citations (113)
    See also Working Paper (2008)

2010

  1. International Competition and Inflation: A New Keynesian Perspective
    American Economic Journal: Macroeconomics, 2010, 2, (4), 247-80 Downloads View citations (18)
    See also Working Paper (2009)

2008

  1. Optimal monetary policy with distinct core and headline inflation rates
    Journal of Monetary Economics, 2008, 55, (Supplement 1), S18-S33 Downloads View citations (55)
    See also Working Paper (2008)
  2. Trade adjustment and the composition of trade
    Journal of Economic Dynamics and Control, 2008, 32, (8), 2622-2650 Downloads View citations (27)
    Also in Proceedings, 2005 (2005) Downloads

    See also Working Paper (2006)

2006

  1. SIGMA: A New Open Economy Model for Policy Analysis
    International Journal of Central Banking, 2006, 2, (1) Downloads View citations (265)
    See also Working Paper (2006)
  2. The Inflation Persistence of Staggered Contracts
    Journal of Money, Credit and Banking, 2006, 38, (2), 483-494 Downloads View citations (18)
    See also Working Paper (2002)

2005

  1. Can Long-Run Restrictions Identify Technology Shocks?
    Journal of the European Economic Association, 2005, 3, (6), 1237-1278 Downloads View citations (114)
    See also Working Paper (2004)
  2. Expansionary Fiscal Shocks and the US Trade Deficit
    International Finance, 2005, 8, (3), 363-397 Downloads View citations (95)
    See also Working Paper (2005)

2004

  1. Comments on "Monetary policy rules and exchange rate flexibility in a simple dynamic general equilibrium model"
    Journal of Macroeconomics, 2004, 26, (2), 315-317 Downloads View citations (1)

2002

  1. Persistent Issues in Inflation Persistence
    Review on Economic Cycles, 2002, 5, (1) Downloads View citations (2)

Chapters

2012

  1. Banks, Sovereign Debt, and the International Transmission of Business Cycles
    A chapter in NBER International Seminar on Macroeconomics 2012, 2012, pp 181-213 Downloads View citations (18)
    See also Journal Article in NBER International Seminar on Macroeconomics (2013)
    Working Paper (2012)
 
Page updated 2019-08-24