Details about Matteo Iacoviello
Access statistics for papers by Matteo Iacoviello.
Last updated 2022-05-31. Update your information in the RePEc Author Service.
Short-id: pia2
Jump to Journal Articles Chapters Software Items
Working Papers
2022
- Measuring Geopolitical Risk
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)  View citations (141)
Also in 2018 Meeting Papers, Society for Economic Dynamics (2018) View citations (242)
See also Journal Article in American Economic Review (2022)
- The Effect of the War in Ukraine on Global Activity and Inflation
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
2021
- The Global Recovery: Lessons from the Past
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
- What Did we Learn from 2 billion jabs? Early Cross-Country Evidence on the Effect of COVID-19 Vaccinations on Deaths, Mobility, and Economic Activity
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
2020
- A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
See also Journal Article in Review of Financial Studies (2021)
2019
- Does Trade Policy Uncertainty Affect Global Economic Activity?
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (7)
- Likelihood Evaluation of Models with Occasionally Binding Constraints
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (18)
See also Journal Article in Journal of Applied Econometrics (2019)
- Oil Prices and Consumption across Countries and U.S. States
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
See also Journal Article in International Journal of Central Banking (2020)
- The Economic Effects of Trade Policy Uncertainty
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (21)
See also Journal Article in Journal of Monetary Economics (2020)
2018
- Foreign Effects of Higher U.S. Interest Rates
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (12)
See also Journal Article in Journal of International Money and Finance (2019)
2017
- Taxonomy of Global Risk, Uncertainty, and Volatility Measures
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (15)
2016
- Oil Price Elasticities and Oil Price Fluctuations
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (24)
See also Journal Article in Journal of Monetary Economics (2019)
- Optimal Macroprudential Policy: Frictions, Redistribution, and Politics
2016 Meeting Papers, Society for Economic Dynamics View citations (2)
- Raising an Inflation Target: The Japanese Experience with Abenomics
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (35)
See also Journal Article in European Economic Review (2016)
2015
- Collateral constraints and macroeconomic asymmetries
NBP Working Papers, Narodowy Bank Polski View citations (22)
Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (5)
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013) View citations (18)
See also Journal Article in Journal of Monetary Economics (2017)
- Macroeconomic Effects of Banking Sector Losses across Structural Models
BIS Working Papers, Bank for International Settlements View citations (18)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015) View citations (10)
See also Journal Article in International Journal of Central Banking (2019)
2014
- Financial Business Cycles
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (16)
See also Journal Article in Review of Economic Dynamics (2015)
- 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 (U.S.) View citations (16)
Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (16)
See also Journal Article in Journal of Monetary Economics (2015)
2012
- Banks, Sovereign Debt and the International Transmission of Business Cycles
NBER Working Papers, National Bureau of Economic Research, Inc View citations (48)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012) View citations (24)
See also Journal Article in NBER International Seminar on Macroeconomics (2013)
Chapter (2012)
2011
- Banks and Business Cycles
2011 Meeting Papers, Society for Economic Dynamics
- Housing and Debt Over the Life Cycle and Over the Business Cycle
Boston College Working Papers in Economics, Boston College Department of Economics View citations (15)
Also in Working Papers, Federal Reserve Bank of Boston (2009) View citations (6)
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2011) View citations (41)
Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2011) View citations (11)
See also Journal Article in Journal of Monetary Economics (2013)
- Housing wealth and consumption
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (19)
2010
- Foreign Lenders in Emerging Economies
2010 Meeting Papers, Society for Economic Dynamics View citations (5)
- Input and output inventories in general equilibrium
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
Also in Working Papers, Federal Reserve Bank of Boston (2007) View citations (6)
Boston College Working Papers in Economics, Boston College Department of Economics (2009)
See also Journal Article in International Economic Review (2011)
2009
- Housing Market Spillovers: Evidence from an Estimated DSGE Model
Boston College Working Papers in Economics, Boston College Department of Economics View citations (50)
Also in Working Paper Research, National Bank of Belgium (2008) View citations (66)
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2008) View citations (68)
See also Journal Article in American Economic Journal: Macroeconomics (2010)
2008
- Household Volatility, Household Debt and the Great Moderation
2008 Meeting Papers, Society for Economic Dynamics
2007
- Household Debt and Income Inequality, 1963-2003
Boston College Working Papers in Economics, Boston College Department of Economics
Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (2)
See also Journal Article in Journal of Money, Credit and Banking (2008)
- The Role of Housing Collateral in an Estimated Two-Sector Model of the US Economy
2007 Meeting Papers, Society for Economic Dynamics View citations (13)
2006
- Liquidity Cycles
2006 Meeting Papers, Society for Economic Dynamics
2005
- Private Debt and Idiosyncratic Volatility: A Business Cycle Analysis
2005 Meeting Papers, Society for Economic Dynamics
2004
- Consumption, House Prices and Collateral Constraints: A Structural Econometric Analysis
2004 Meeting Papers, Society for Economic Dynamics View citations (127)
Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (133)
Boston College Working Papers in Economics, Boston College Department of Economics (2004) View citations (124)
See also Journal Article in Journal of Housing Economics (2004)
- House prices, borrowing constraints and monetary policy in the business cycle
Boston College Working Papers in Economics, Boston College Department of Economics View citations (18)
See also Journal Article in American Economic Review (2005)
2003
- Domestic and Foreign Lenders and International Business Cycles
Boston College Working Papers in Economics, Boston College Department of Economics View citations (4)
- The Credit Channel of Monetary Policy: Evidence from the Housing Market
Boston College Working Papers in Economics, Boston College Department of Economics View citations (17)
See also Journal Article in Journal of Macroeconomics (2008)
2002
- Financial Liberalisation and the Sensitivity of House Prices to Monetary Policy: Theory and Evidence
Boston College Working Papers in Economics, Boston College Department of Economics View citations (10)
See also Journal Article in Manchester School (2003)
- Hedging Housing Risk in London
Boston College Working Papers in Economics, Boston College Department of Economics View citations (4)
Also in Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research View citations (1)
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) View citations (1)
FMG Discussion Papers, Financial Markets Group (2002) View citations (1)
See also Journal Article in The Journal of Real Estate Finance and Economics (2003)
- House Prices and Business Cycles in Europe: a VAR Analysis
Boston College Working Papers in Economics, Boston College Department of Economics View citations (40)
2001
- Short-Term Forecasting: Projecting Italian GDPone Quarter to Two Years Ahead
IMF Working Papers, International Monetary Fund View citations (1)
2000
- House prices and the macroeconomy in Europe: Results from a structural var analysis
Working Paper Series, European Central Bank View citations (38)
1998
- Inequality Dynamics: Evidence from Some European Countries
LIS Working papers, LIS Cross-National Data Center in Luxembourg View citations (1)
Journal Articles
2022
- Measuring Geopolitical Risk
American Economic Review, 2022, 112, (4), 1194-1225 View citations (44)
See also Working Paper (2022)
2021
- A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession
(Synthetic control methods for comparative case studies: Estimating the effect of California’s tobacco control program)
Review of Financial Studies, 2021, 34, (2), 864-906 View citations (1)
See also Working Paper (2020)
2020
- Oil Prices and Consumption across Countries and U.S. States
International Journal of Central Banking, 2020, 16, (2), 3-43 View citations (9)
See also Working Paper (2019)
- The economic effects of trade policy uncertainty
Journal of Monetary Economics, 2020, 109, (C), 38-59 View citations (92)
See also Working Paper (2019)
2019
- Foreign effects of higher U.S. interest rates
Journal of International Money and Finance, 2019, 95, (C), 232-250 View citations (34)
See also Working Paper (2018)
- Likelihood evaluation of models with occasionally binding constraints
Journal of Applied Econometrics, 2019, 34, (7), 1073-1085 View citations (16)
See also Working Paper (2019)
- Macroeconomic Effects of Banking-Sector Losses across Structural Models
International Journal of Central Banking, 2019, 15, (3), 137-204 View citations (12)
See also Working Paper (2015)
- Oil price elasticities and oil price fluctuations
Journal of Monetary Economics, 2019, 103, (C), 1-20 View citations (106)
See also Working Paper (2016)
2017
- Collateral constraints and macroeconomic asymmetries
Journal of Monetary Economics, 2017, 90, (C), 28-49 View citations (142)
See also Working Paper (2015)
2016
- Raising an inflation target: The Japanese experience with Abenomics
European Economic Review, 2016, 88, (C), 67-87 View citations (31)
See also Working Paper (2016)
2015
- Financial Business Cycles
Review of Economic Dynamics, 2015, 18, (1), 140-164 View citations (169)
See also Working Paper (2014)
Software Item (2014)
- OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily
Journal of Monetary Economics, 2015, 70, (C), 22-38 View citations (330)
See also Working Paper (2014)
2013
- Banks, Sovereign Debt, and the International Transmission of Business Cycles
NBER International Seminar on Macroeconomics, 2013, 9, (1), 181 - 213 View citations (15)
See also Working Paper (2012)
Chapter (2012)
- Housing and debt over the life cycle and over the business cycle
Journal of Monetary Economics, 2013, 60, (2), 221-238 View citations (166)
See also Working Paper (2011)
2011
- INPUT AND OUTPUT INVENTORIES IN GENERAL EQUILIBRIUM
International Economic Review, 2011, 52, (4), 1179-1213 View citations (20)
See also Working Paper (2010)
2010
- Housing Market Spillovers: Evidence from an Estimated DSGE Model
American Economic Journal: Macroeconomics, 2010, 2, (2), 125-64 View citations (851)
See also Working Paper (2009)
2008
- Household Debt and Income Inequality, 1963-2003
Journal of Money, Credit and Banking, 2008, 40, (5), 929-965 View citations (119)
Also in Journal of Money, Credit and Banking, 2008, 40, (5), 929-965 (2008) View citations (24)
See also Working Paper (2007)
- The credit channel of monetary policy: Evidence from the housing market
Journal of Macroeconomics, 2008, 30, (1), 69-96 View citations (153)
See also Working Paper (2003)
2007
- An Equilibrium Model of Lumpy Housing Investment
Rivista di Politica Economica, 2007, 97, (2), 15-44 View citations (7)
2006
- International business cycles with domestic and foreign lenders
Journal of Monetary Economics, 2006, 53, (8), 2267-2282 View citations (86)
2005
- House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle
American Economic Review, 2005, 95, (3), 739-764 View citations (1669)
See also Working Paper (2004)
2004
- Consumption, house prices, and collateral constraints: a structural econometric analysis
Journal of Housing Economics, 2004, 13, (4), 304-320 View citations (126)
See also Working Paper (2004)
2003
- Financial Liberalization And The Sensitivity Of House Prices To Monetary Policy: Theory And Evidence
Manchester School, 2003, 71, (1), 20-34 View citations (64)
See also Working Paper (2002)
- Hedging Housing Risk in London
The Journal of Real Estate Finance and Economics, 2003, 27, (2), 191-209 View citations (25)
See also Working Paper (2002)
Chapters
2014
- Macroeconomics of housing
Chapter 2 in The Global Financial Crisis and Housing, 2014, pp 21-39
2012
- Banks, Sovereign Debt, and the International Transmission of Business Cycles
A chapter in NBER International Seminar on Macroeconomics 2012, 2012, pp 181-213 View citations (46)
See also Journal Article in NBER International Seminar on Macroeconomics (2013)
Working Paper (2012)
Software Items
2014
- Code and data files for "Financial Business Cycles"
Computer Codes, Review of Economic Dynamics
See also Journal Article in Review of Economic Dynamics (2015)
2004
- Asset prices in real business cycle models rbcfull.m (which calls rbcfull_go.m file and the rbcfull_sim.m file). This program uses Harald Uhlig's Toolkit
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- Cash in advance model
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- Credit cycle model
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- Dynamic new-Keynesian model with lags
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- Full dynamic new-Keynesian model
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- Model of interaction between monetary and fiscal policy
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- Optimal interest rate rule model
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- Reduced form dynamic new-Keynesian model
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- Sidrauski money in utility function model
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- Sticky information model
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|
EconPapers is hosted by the
Örebro University School of Business.