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Details about Matteo Iacoviello

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

Access statistics for papers by Matteo Iacoviello.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pia2


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Working Papers

2023

  1. The Inflationary Effects of Sectoral Reallocation
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)
  2. The International Spillovers of Synchronous Monetary Tightening
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads

2022

  1. Measuring Geopolitical Risk
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (236)
    Also in 2018 Meeting Papers, Society for Economic Dynamics (2018) Downloads View citations (312)

    See also Journal Article Measuring Geopolitical Risk, American Economic Review, American Economic Association (2022) Downloads View citations (240) (2022)
  2. The Effect of the War in Ukraine on Global Activity and Inflation
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (9)

2021

  1. The Global Recovery: Lessons from the Past
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. 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.) Downloads

2020

  1. 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.) Downloads View citations (1)
    See also Journal Article A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession, The Review of Financial Studies, Society for Financial Studies (2021) Downloads View citations (2) (2021)

2019

  1. Does Trade Policy Uncertainty Affect Global Economic Activity?
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (7)
  2. Likelihood Evaluation of Models with Occasionally Binding Constraints
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (19)
    See also Journal Article Likelihood evaluation of models with occasionally binding constraints, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) Downloads View citations (20) (2019)
  3. Oil Prices and Consumption across Countries and U.S. States
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    See also Journal Article Oil Prices and Consumption across Countries and U.S. States, International Journal of Central Banking, International Journal of Central Banking (2020) Downloads View citations (13) (2020)
  4. The Economic Effects of Trade Policy Uncertainty
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (25)
    See also Journal Article The economic effects of trade policy uncertainty, Journal of Monetary Economics, Elsevier (2020) Downloads View citations (117) (2020)

2018

  1. Foreign Effects of Higher U.S. Interest Rates
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (12)
    See also Journal Article Foreign effects of higher U.S. interest rates, Journal of International Money and Finance, Elsevier (2019) Downloads View citations (48) (2019)

2017

  1. Taxonomy of Global Risk, Uncertainty, and Volatility Measures
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (16)

2016

  1. Oil Price Elasticities and Oil Price Fluctuations
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (24)
    See also Journal Article Oil price elasticities and oil price fluctuations, Journal of Monetary Economics, Elsevier (2019) Downloads View citations (122) (2019)
  2. Optimal Macroprudential Policy: Frictions, Redistribution, and Politics
    2016 Meeting Papers, Society for Economic Dynamics View citations (2)
  3. Raising an Inflation Target: The Japanese Experience with Abenomics
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (38)
    See also Journal Article Raising an inflation target: The Japanese experience with Abenomics, European Economic Review, Elsevier (2016) Downloads View citations (36) (2016)

2015

  1. Collateral constraints and macroeconomic asymmetries
    NBP Working Papers, Narodowy Bank Polski Downloads View citations (23)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013) Downloads View citations (18)
    2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (5)

    See also Journal Article Collateral constraints and macroeconomic asymmetries, Journal of Monetary Economics, Elsevier (2017) Downloads View citations (171) (2017)
  2. Macroeconomic Effects of Banking Sector Losses across Structural Models
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (10)
    Also in BIS Working Papers, Bank for International Settlements (2015) Downloads View citations (18)

    See also Journal Article Macroeconomic Effects of Banking-Sector Losses across Structural Models, International Journal of Central Banking, International Journal of Central Banking (2019) Downloads View citations (13) (2019)

2014

  1. Financial Business Cycles
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (16)

    See also Journal Article Financial Business Cycles, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) Downloads View citations (193) (2015)
  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 (U.S.) Downloads View citations (17)
    Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) Downloads View citations (18)

    See also Journal Article OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily, Journal of Monetary Economics, Elsevier (2015) Downloads View citations (401) (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 (50)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads View citations (24)

    See also Chapter Banks, Sovereign Debt, and the International Transmission of Business Cycles, NBER Chapters, National Bureau of Economic Research, Inc (2012) Downloads View citations (46) (2012)
    Journal Article Banks, Sovereign Debt, and the International Transmission of Business Cycles, NBER International Seminar on Macroeconomics, University of Chicago Press (2013) Downloads View citations (15) (2013)

2011

  1. Banks and Business Cycles
    2011 Meeting Papers, Society for Economic Dynamics
  2. Housing and Debt Over the Life Cycle and Over the Business Cycle
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (15)
    Also in Working Papers, Federal Reserve Bank of Boston (2009) Downloads View citations (6)
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2011) Downloads View citations (11)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2011) Downloads View citations (41)

    See also Journal Article Housing and debt over the life cycle and over the business cycle, Journal of Monetary Economics, Elsevier (2013) Downloads View citations (179) (2013)
  3. Housing wealth and consumption
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (20)

2010

  1. Foreign Lenders in Emerging Economies
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)
  2. Input and output inventories in general equilibrium
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (4)
    Also in Working Papers, Federal Reserve Bank of Boston (2007) Downloads View citations (6)
    Boston College Working Papers in Economics, Boston College Department of Economics (2009) Downloads

    See also Journal Article INPUT AND OUTPUT INVENTORIES IN GENERAL EQUILIBRIUM, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2011) Downloads View citations (24) (2011)

2009

  1. Housing Market Spillovers: Evidence from an Estimated DSGE Model
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (50)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2008) Downloads View citations (68)
    Working Paper Research, National Bank of Belgium (2008) Downloads View citations (66)

    See also Journal Article Housing Market Spillovers: Evidence from an Estimated DSGE Model, American Economic Journal: Macroeconomics, American Economic Association (2010) Downloads View citations (896) (2010)

2008

  1. Household Volatility, Household Debt and the Great Moderation
    2008 Meeting Papers, Society for Economic Dynamics Downloads

2007

  1. Household Debt and Income Inequality, 1963-2003
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (2)

    See also Journal Article Household Debt and Income Inequality, 1963-2003, Journal of Money, Credit and Banking, Blackwell Publishing (2008) View citations (126) (2008)
  2. 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

  1. Liquidity Cycles
    2006 Meeting Papers, Society for Economic Dynamics Downloads

2005

  1. Private Debt and Idiosyncratic Volatility: A Business Cycle Analysis
    2005 Meeting Papers, Society for Economic Dynamics Downloads

2004

  1. Consumption, House Prices and Collateral Constraints: A Structural Econometric Analysis
    2004 Meeting Papers, Society for Economic Dynamics View citations (137)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) Downloads View citations (139)
    Boston College Working Papers in Economics, Boston College Department of Economics (2004) Downloads View citations (128)

    See also Journal Article Consumption, house prices, and collateral constraints: a structural econometric analysis, Journal of Housing Economics, Elsevier (2004) Downloads View citations (129) (2004)
  2. House prices, borrowing constraints and monetary policy in the business cycle
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (18)
    See also Journal Article House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle, American Economic Review, American Economic Association (2005) Downloads View citations (1974) (2005)

2003

  1. Domestic and Foreign Lenders and International Business Cycles
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (4)
  2. The Credit Channel of Monetary Policy: Evidence from the Housing Market
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (18)
    See also Journal Article The credit channel of monetary policy: Evidence from the housing market, Journal of Macroeconomics, Elsevier (2008) Downloads View citations (161) (2008)

2002

  1. 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 Downloads View citations (10)
    See also Journal Article Financial Liberalization And The Sensitivity Of House Prices To Monetary Policy: Theory And Evidence, Manchester School, University of Manchester (2003) Downloads View citations (65) (2003)
  2. Hedging Housing Risk in London
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (4)
    Also in Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research Downloads View citations (1)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads View citations (1)
    FMG Discussion Papers, Financial Markets Group (2002) Downloads View citations (1)

    See also Journal Article Hedging Housing Risk in London, The Journal of Real Estate Finance and Economics, Springer (2003) Downloads View citations (25) (2003)
  3. House Prices and Business Cycles in Europe: a VAR Analysis
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (41)

2001

  1. Short-Term Forecasting: Projecting Italian GDPone Quarter to Two Years Ahead
    IMF Working Papers, International Monetary Fund Downloads View citations (2)

2000

  1. House prices and the macroeconomy in Europe: Results from a structural var analysis
    Working Paper Series, European Central Bank Downloads View citations (40)

1998

  1. Inequality Dynamics: Evidence from Some European Countries
    LIS Working papers, LIS Cross-National Data Center in Luxembourg Downloads View citations (1)

Journal Articles

2022

  1. Measuring Geopolitical Risk
    American Economic Review, 2022, 112, (4), 1194-1225 Downloads View citations (240)
    See also Working Paper Measuring Geopolitical Risk, International Finance Discussion Papers (2022) Downloads View citations (236) (2022)

2021

  1. 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)
    The Review of Financial Studies, 2021, 34, (2), 864-906 Downloads View citations (2)
    See also Working Paper A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession, Finance and Economics Discussion Series (2020) Downloads View citations (1) (2020)

2020

  1. Oil Prices and Consumption across Countries and U.S. States
    International Journal of Central Banking, 2020, 16, (2), 3-43 Downloads View citations (13)
    See also Working Paper Oil Prices and Consumption across Countries and U.S. States, International Finance Discussion Papers (2019) Downloads View citations (2) (2019)
  2. The economic effects of trade policy uncertainty
    Journal of Monetary Economics, 2020, 109, (C), 38-59 Downloads View citations (117)
    See also Working Paper The Economic Effects of Trade Policy Uncertainty, International Finance Discussion Papers (2019) Downloads View citations (25) (2019)

2019

  1. Foreign effects of higher U.S. interest rates
    Journal of International Money and Finance, 2019, 95, (C), 232-250 Downloads View citations (48)
    See also Working Paper Foreign Effects of Higher U.S. Interest Rates, International Finance Discussion Papers (2018) Downloads View citations (12) (2018)
  2. Likelihood evaluation of models with occasionally binding constraints
    Journal of Applied Econometrics, 2019, 34, (7), 1073-1085 Downloads View citations (20)
    See also Working Paper Likelihood Evaluation of Models with Occasionally Binding Constraints, Finance and Economics Discussion Series (2019) Downloads View citations (19) (2019)
  3. Macroeconomic Effects of Banking-Sector Losses across Structural Models
    International Journal of Central Banking, 2019, 15, (3), 137-204 Downloads View citations (13)
    See also Working Paper Macroeconomic Effects of Banking Sector Losses across Structural Models, Finance and Economics Discussion Series (2015) Downloads View citations (10) (2015)
  4. Oil price elasticities and oil price fluctuations
    Journal of Monetary Economics, 2019, 103, (C), 1-20 Downloads View citations (122)
    See also Working Paper Oil Price Elasticities and Oil Price Fluctuations, International Finance Discussion Papers (2016) Downloads View citations (24) (2016)

2017

  1. Collateral constraints and macroeconomic asymmetries
    Journal of Monetary Economics, 2017, 90, (C), 28-49 Downloads View citations (171)
    See also Working Paper Collateral constraints and macroeconomic asymmetries, NBP Working Papers (2015) Downloads View citations (23) (2015)

2016

  1. Raising an inflation target: The Japanese experience with Abenomics
    European Economic Review, 2016, 88, (C), 67-87 Downloads View citations (36)
    See also Working Paper Raising an Inflation Target: The Japanese Experience with Abenomics, International Finance Discussion Papers (2016) Downloads View citations (38) (2016)

2015

  1. Financial Business Cycles
    Review of Economic Dynamics, 2015, 18, (1), 140-164 Downloads View citations (193)
    See also Working Paper Financial Business Cycles, International Finance Discussion Papers (2014) Downloads View citations (6) (2014)
    Software Item Code and data files for "Financial Business Cycles", Computer Codes (2014) Downloads (2014)
  2. OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily
    Journal of Monetary Economics, 2015, 70, (C), 22-38 Downloads View citations (401)
    See also Working Paper OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily, Finance and Economics Discussion Series (2014) Downloads View citations (17) (2014)

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 (15)
    See also Working Paper Banks, Sovereign Debt and the International Transmission of Business Cycles, NBER Working Papers (2012) Downloads View citations (50) (2012)
    Chapter Banks, Sovereign Debt, and the International Transmission of Business Cycles, NBER Chapters, 2012, 181-213 (2012) Downloads View citations (46) (2012)
  2. Housing and debt over the life cycle and over the business cycle
    Journal of Monetary Economics, 2013, 60, (2), 221-238 Downloads View citations (179)
    See also Working Paper Housing and Debt Over the Life Cycle and Over the Business Cycle, Boston College Working Papers in Economics (2011) Downloads View citations (15) (2011)

2011

  1. INPUT AND OUTPUT INVENTORIES IN GENERAL EQUILIBRIUM
    International Economic Review, 2011, 52, (4), 1179-1213 Downloads View citations (24)
    See also Working Paper Input and output inventories in general equilibrium, International Finance Discussion Papers (2010) Downloads View citations (4) (2010)

2010

  1. Housing Market Spillovers: Evidence from an Estimated DSGE Model
    American Economic Journal: Macroeconomics, 2010, 2, (2), 125-64 Downloads View citations (896)
    See also Working Paper Housing Market Spillovers: Evidence from an Estimated DSGE Model, Boston College Working Papers in Economics (2009) Downloads View citations (50) (2009)

2008

  1. Household Debt and Income Inequality, 1963-2003
    Journal of Money, Credit and Banking, 2008, 40, (5), 929-965 View citations (126)
    Also in Journal of Money, Credit and Banking, 2008, 40, (5), 929-965 (2008) Downloads View citations (31)

    See also Working Paper Household Debt and Income Inequality, 1963-2003, Boston College Working Papers in Economics (2007) Downloads (2007)
  2. The credit channel of monetary policy: Evidence from the housing market
    Journal of Macroeconomics, 2008, 30, (1), 69-96 Downloads View citations (161)
    See also Working Paper The Credit Channel of Monetary Policy: Evidence from the Housing Market, Boston College Working Papers in Economics (2003) Downloads View citations (18) (2003)

2007

  1. An Equilibrium Model of Lumpy Housing Investment
    Rivista di Politica Economica, 2007, 97, (2), 15-44 Downloads View citations (7)

2006

  1. International business cycles with domestic and foreign lenders
    Journal of Monetary Economics, 2006, 53, (8), 2267-2282 Downloads View citations (90)

2005

  1. House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle
    American Economic Review, 2005, 95, (3), 739-764 Downloads View citations (1974)
    See also Working Paper House prices, borrowing constraints and monetary policy in the business cycle, Boston College Working Papers in Economics (2004) Downloads View citations (18) (2004)

2004

  1. Consumption, house prices, and collateral constraints: a structural econometric analysis
    Journal of Housing Economics, 2004, 13, (4), 304-320 Downloads View citations (129)
    See also Working Paper Consumption, House Prices and Collateral Constraints: A Structural Econometric Analysis, 2004 Meeting Papers (2004) View citations (137) (2004)

2003

  1. Financial Liberalization And The Sensitivity Of House Prices To Monetary Policy: Theory And Evidence
    Manchester School, 2003, 71, (1), 20-34 Downloads View citations (65)
    See also Working Paper Financial Liberalisation and the Sensitivity of House Prices to Monetary Policy: Theory and Evidence, Boston College Working Papers in Economics (2002) Downloads View citations (10) (2002)
  2. Hedging Housing Risk in London
    The Journal of Real Estate Finance and Economics, 2003, 27, (2), 191-209 Downloads View citations (25)
    See also Working Paper Hedging Housing Risk in London, Boston College Working Papers in Economics (2002) Downloads View citations (4) (2002)

Chapters

2014

  1. Macroeconomics of housing
    Chapter 2 in The Global Financial Crisis and Housing, 2014, pp 21-39 Downloads

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 (46)
    See also Working Paper Banks, Sovereign Debt and the International Transmission of Business Cycles, National Bureau of Economic Research, Inc (2012) Downloads View citations (50) (2012)
    Journal Article Banks, Sovereign Debt, and the International Transmission of Business Cycles, University of Chicago Press (2013) Downloads View citations (15) (2013)

Software Items

2014

  1. Code and data files for "Financial Business Cycles"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article Financial Business Cycles, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) Downloads View citations (193) (2015)

2004

  1. 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 Downloads
  2. Cash in advance model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  3. Credit cycle model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  4. Dynamic new-Keynesian model with lags
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  5. Full dynamic new-Keynesian model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  6. Model of interaction between monetary and fiscal policy
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  7. Optimal interest rate rule model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  8. Reduced form dynamic new-Keynesian model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  9. Sidrauski money in utility function model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  10. Sticky information model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
 
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