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Details about Matteo Iacoviello

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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 2021-01-23. Update your information in the RePEc Author Service.

Short-id: pia2


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Working Papers

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)

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 (6)
  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 (11)
    See also Journal Article in Journal of Applied Econometrics (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
    See also Journal Article in International Journal of Central Banking (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 (15)
    See also Journal Article in Journal of Monetary Economics (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 (10)
  2. Measuring Geopolitical Risk
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (82)
    Also in 2018 Meeting Papers, Society for Economic Dynamics (2018) Downloads View citations (77)

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 (13)

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 (20)
    See also Journal Article in Journal of Monetary Economics (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 (29)
    See also Journal Article in European Economic Review (2016)

2015

  1. Collateral constraints and macroeconomic asymmetries
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (10)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013) Downloads View citations (19)
    2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (1)

    See also Journal Article in Journal of Monetary Economics (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 (9)
    Also in BIS Working Papers, Bank for International Settlements (2015) Downloads View citations (11)

    See also Journal Article in International Journal of Central Banking (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 (6)

    See also Journal Article in Review of Economic Dynamics (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 (15)
    Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) Downloads View citations (8)

    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 (22)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads View citations (24)

    See also Chapter (2012)
    Journal Article in NBER International Seminar on Macroeconomics (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 (8)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2011) Downloads View citations (41)
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2011) Downloads View citations (3)
    Working Papers, Federal Reserve Bank of Boston (2009) Downloads View citations (6)

    See also Journal Article in Journal of Monetary Economics (2013)
  3. Housing wealth and consumption
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (15)

2010

  1. Foreign Lenders in Emerging Economies
    2010 Meeting Papers, Society for Economic Dynamics Downloads
  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 (3)
    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 in International Economic Review (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 (46)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2008) Downloads View citations (37)
    Working Paper Research, National Bank of Belgium (2008) Downloads View citations (21)

    See also Journal Article in American Economic Journal: Macroeconomics (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 in Journal of Money, Credit and Banking (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 (4)

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 (102)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) Downloads View citations (115)
    Boston College Working Papers in Economics, Boston College Department of Economics (2004) Downloads View citations (104)

    See also Journal Article in Journal of Housing Economics (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 (12)
    See also Journal Article in American Economic Review (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 (17)
    See also Journal Article in Journal of Macroeconomics (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 (9)
    See also Journal Article in Manchester School (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
    FMG Discussion Papers, Financial Markets Group (2002) Downloads View citations (1)

    See also Journal Article in The Journal of Real Estate Finance and Economics (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 (22)

2000

  1. The credit channel of monetary policy and housing markets: International empirical evidence
    Research Discussion Papers, Bank of Finland Downloads View citations (1)

1998

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

Journal Articles

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 (5)
    See also Working Paper (2019)
  2. The economic effects of trade policy uncertainty
    Journal of Monetary Economics, 2020, 109, (C), 38-59 Downloads View citations (43)
    See also Working Paper (2019)

2019

  1. Likelihood evaluation of models with occasionally binding constraints
    Journal of Applied Econometrics, 2019, 34, (7), 1073-1085 Downloads View citations (9)
    See also Working Paper (2019)
  2. Macroeconomic Effects of Banking-Sector Losses across Structural Models
    International Journal of Central Banking, 2019, 15, (3), 137-204 Downloads View citations (11)
    See also Working Paper (2015)
  3. Oil price elasticities and oil price fluctuations
    Journal of Monetary Economics, 2019, 103, (C), 1-20 Downloads View citations (51)
    See also Working Paper (2016)

2017

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

2016

  1. Raising an inflation target: The Japanese experience with Abenomics
    European Economic Review, 2016, 88, (C), 67-87 Downloads View citations (15)
    See also Working Paper (2016)

2015

  1. Financial Business Cycles
    Review of Economic Dynamics, 2015, 18, (1), 140-164 Downloads View citations (131)
    See also Software Item (2014)
    Working Paper (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 (222)
    See also Working Paper (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 (8)
    See also Working Paper (2012)
    Chapter (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 (118)
    See also Working Paper (2011)

2011

  1. INPUT AND OUTPUT INVENTORIES IN GENERAL EQUILIBRIUM
    International Economic Review, 2011, 52, (4), 1179-1213 Downloads View citations (8)
    See also Working Paper (2010)

2010

  1. Housing Market Spillovers: Evidence from an Estimated DSGE Model
    American Economic Journal: Macroeconomics, 2010, 2, (2), 125-64 Downloads View citations (655)
    See also Working Paper (2009)

2008

  1. Household Debt and Income Inequality, 1963-2003
    Journal of Money, Credit and Banking, 2008, 40, (5), 929-965 View citations (94)
    Also in Journal of Money, Credit and Banking, 2008, 40, (5), 929-965 (2008) Downloads View citations (7)

    See also Working Paper (2007)
  2. The credit channel of monetary policy: Evidence from the housing market
    Journal of Macroeconomics, 2008, 30, (1), 69-96 Downloads View citations (128)
    See also Working Paper (2003)

2007

  1. An Equilibrium Model of Lumpy Housing Investment
    Rivista di Politica Economica, 2007, 97, (2), 15-44 Downloads View citations (5)

2006

  1. International business cycles with domestic and foreign lenders
    Journal of Monetary Economics, 2006, 53, (8), 2267-2282 Downloads View citations (81)

2005

  1. House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle
    American Economic Review, 2005, 95, (3), 739-764 Downloads View citations (1291)
    See also Working Paper (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 (97)
    See also Working Paper (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 (52)
    See also Working Paper (2002)
  2. Hedging Housing Risk in London
    The Journal of Real Estate Finance and Economics, 2003, 27, (2), 191-209 Downloads View citations (23)
    See also Working Paper (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 (22)
    See also Working Paper (2012)
    Journal Article in NBER International Seminar on Macroeconomics (2013)

Software Items

2014

  1. Code and data files for "Financial Business Cycles"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (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
 
Page updated 2021-10-20