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 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pia2

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Working Papers

2024

1. Lessons from the Co-movement of Inflation around the World
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2023

2. The Inflationary Effects of Sectoral Reallocation
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (14)
   See also Journal Article The inflationary effects of sectoral reallocation, Journal of Monetary Economics, Elsevier (2023) View citations (7) (2023)
3. The International Spillovers of Synchronous Monetary Tightening
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
   See also Journal Article The international spillovers of synchronous monetary tightening, Journal of Monetary Economics, Elsevier (2024) View citations (8) (2024)

2022

4. Measuring Geopolitical Risk
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (240)
   Also in 2018 Meeting Papers, Society for Economic Dynamics (2018) View citations (335)
   See also Journal Article Measuring Geopolitical Risk, American Economic Review, American Economic Association (2022) View citations (609) (2022)
5. 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 (15)

2021

6. The Global Recovery: Lessons from the Past
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
7. 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

8. 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 A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession, The Review of Financial Studies, Society for Financial Studies (2021) View citations (3) (2021)

2019

9. Does Trade Policy Uncertainty Affect Global Economic Activity?
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
10. 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 (19)
    See also Journal Article Likelihood evaluation of models with occasionally binding constraints, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (26) (2019)
11. 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 (3)
    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) View citations (14) (2020)
12. The Economic Effects of Trade Policy Uncertainty
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (28)
    See also Journal Article The economic effects of trade policy uncertainty, Journal of Monetary Economics, Elsevier (2020) View citations (117) (2020)

2018

13. 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 Foreign effects of higher U.S. interest rates, Journal of International Money and Finance, Elsevier (2019) View citations (48) (2019)

2017

14. Taxonomy of Global Risk, Uncertainty, and Volatility Measures
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (19)

2016

15. 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 Oil price elasticities and oil price fluctuations, Journal of Monetary Economics, Elsevier (2019) View citations (127) (2019)
16. Optimal Macroprudential Policy: Frictions, Redistribution, and Politics
    2016 Meeting Papers, Society for Economic Dynamics View citations (2)
17. 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 (38)
    See also Journal Article Raising an inflation target: The Japanese experience with Abenomics, European Economic Review, Elsevier (2016) View citations (41) (2016)

2015

18. Collateral constraints and macroeconomic asymmetries
    NBP Working Papers, Narodowy Bank Polski View citations (23)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013) View citations (18)
    2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (5)
    See also Journal Article Collateral constraints and macroeconomic asymmetries, Journal of Monetary Economics, Elsevier (2017) View citations (197) (2017)
19. Macroeconomic Effects of Banking Sector Losses across Structural Models
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
    Also in BIS Working Papers, Bank for International Settlements (2015) 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) View citations (14) (2019)

2014

20. 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 Financial Business Cycles, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) View citations (210) (2015)
21. OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily
    2014 Meeting Papers, Society for Economic Dynamics View citations (18)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014) View citations (17)
    See also Journal Article OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily, Journal of Monetary Economics, Elsevier (2015) View citations (429) (2015)

2012

22. Banks, Sovereign Debt and the International Transmission of Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (50)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012) 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) 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) View citations (18) (2013)

2011

23. Banks and Business Cycles
    2011 Meeting Papers, Society for Economic Dynamics
24. 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, Economics Department, Universitat Jaume I, Castellón (Spain) (2011) View citations (11)
    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)
    See also Journal Article Housing and debt over the life cycle and over the business cycle, Journal of Monetary Economics, Elsevier (2013) View citations (186) (2013)
25. Housing wealth and consumption
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (20)

2010

26. Foreign Lenders in Emerging Economies
    2010 Meeting Papers, Society for Economic Dynamics View citations (5)
27. Input and output inventories in general equilibrium
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
    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 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) View citations (26) (2011)

2009

28. 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 Housing Market Spillovers: Evidence from an Estimated DSGE Model, American Economic Journal: Macroeconomics, American Economic Association (2010) View citations (938) (2010)

2008

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

2007

30. 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 Household Debt and Income Inequality, 1963-2003, Journal of Money, Credit and Banking, Blackwell Publishing (2008) View citations (138) (2008)
31. 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

32. Liquidity Cycles
    2006 Meeting Papers, Society for Economic Dynamics

2005

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

2004

34. 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) View citations (143)
    Boston College Working Papers in Economics, Boston College Department of Economics (2004) View citations (128)
    See also Journal Article Consumption, house prices, and collateral constraints: a structural econometric analysis, Journal of Housing Economics, Elsevier (2004) View citations (129) (2004)
35. 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 House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle, American Economic Review, American Economic Association (2005) View citations (2041) (2005)

2003

36. Domestic and Foreign Lenders and International Business Cycles
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (4)
37. The Credit Channel of Monetary Policy: Evidence from the Housing Market
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (18)
    See also Journal Article The credit channel of monetary policy: Evidence from the housing market, Journal of Macroeconomics, Elsevier (2008) View citations (163) (2008)

2002

38. 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 Financial Liberalization And The Sensitivity Of House Prices To Monetary Policy: Theory And Evidence, Manchester School, University of Manchester (2003) View citations (67) (2003)
39. Hedging Housing Risk in London
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (4)
    Also in FMG Discussion Papers, Financial Markets Group (2002) View citations (1)
    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)
    See also Journal Article Hedging Housing Risk in London, The Journal of Real Estate Finance and Economics, Springer (2003) View citations (25) (2003)
40. House Prices and Business Cycles in Europe: a VAR Analysis
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (43)

2001

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

2000

42. House prices and the macroeconomy in Europe: Results from a structural var analysis
    Working Paper Series, European Central Bank View citations (40)
43. The credit channel of monetary policy and housing markets: International empirical evidence
    Bank of Finland Research Discussion Papers, Bank of Finland

1998

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

Journal Articles

2024

1. The international spillovers of synchronous monetary tightening
   Journal of Monetary Economics, 2024, 141, (C), 127-152 View citations (8)
   See also Working Paper The International Spillovers of Synchronous Monetary Tightening, International Finance Discussion Papers (2023) View citations (1) (2023)

2023

2. The inflationary effects of sectoral reallocation
   Journal of Monetary Economics, 2023, 140, (S), S64-S81 View citations (7)
   See also Working Paper The Inflationary Effects of Sectoral Reallocation, International Finance Discussion Papers (2023) View citations (14) (2023)

2022

3. Measuring Geopolitical Risk
   American Economic Review, 2022, 112, (4), 1194-1225 View citations (609)
   See also Working Paper Measuring Geopolitical Risk, International Finance Discussion Papers (2022) View citations (240) (2022)

2021

4. 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 View citations (3)
   See also Working Paper A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession, Finance and Economics Discussion Series (2020) View citations (1) (2020)

2020

5. Oil Prices and Consumption across Countries and U.S. States
   International Journal of Central Banking, 2020, 16, (2), 3-43 View citations (14)
   See also Working Paper Oil Prices and Consumption across Countries and U.S. States, International Finance Discussion Papers (2019) View citations (3) (2019)
6. The economic effects of trade policy uncertainty
   Journal of Monetary Economics, 2020, 109, (C), 38-59 View citations (117)
   See also Working Paper The Economic Effects of Trade Policy Uncertainty, International Finance Discussion Papers (2019) View citations (28) (2019)

2019

7. Foreign effects of higher U.S. interest rates
   Journal of International Money and Finance, 2019, 95, (C), 232-250 View citations (48)
   See also Working Paper Foreign Effects of Higher U.S. Interest Rates, International Finance Discussion Papers (2018) View citations (12) (2018)
8. Likelihood evaluation of models with occasionally binding constraints
   Journal of Applied Econometrics, 2019, 34, (7), 1073-1085 View citations (26)
   See also Working Paper Likelihood Evaluation of Models with Occasionally Binding Constraints, Finance and Economics Discussion Series (2019) View citations (19) (2019)
9. Macroeconomic Effects of Banking-Sector Losses across Structural Models
   International Journal of Central Banking, 2019, 15, (3), 137-204 View citations (14)
   See also Working Paper Macroeconomic Effects of Banking Sector Losses across Structural Models, Finance and Economics Discussion Series (2015) View citations (10) (2015)
10. Oil price elasticities and oil price fluctuations
    Journal of Monetary Economics, 2019, 103, (C), 1-20 View citations (127)
    See also Working Paper Oil Price Elasticities and Oil Price Fluctuations, International Finance Discussion Papers (2016) View citations (24) (2016)

2017

11. Collateral constraints and macroeconomic asymmetries
    Journal of Monetary Economics, 2017, 90, (C), 28-49 View citations (197)
    See also Working Paper Collateral constraints and macroeconomic asymmetries, NBP Working Papers (2015) View citations (23) (2015)

2016

12. Raising an inflation target: The Japanese experience with Abenomics
    European Economic Review, 2016, 88, (C), 67-87 View citations (41)
    See also Working Paper Raising an Inflation Target: The Japanese Experience with Abenomics, International Finance Discussion Papers (2016) View citations (38) (2016)

2015

13. Financial Business Cycles
    Review of Economic Dynamics, 2015, 18, (1), 140-164 View citations (210)
    See also Software Item Code and data files for "Financial Business Cycles", Computer Codes (2014) (2014)
    Working Paper Financial Business Cycles, International Finance Discussion Papers (2014) View citations (6) (2014)
14. OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily
    Journal of Monetary Economics, 2015, 70, (C), 22-38 View citations (429)
    See also Working Paper OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily, 2014 Meeting Papers (2014) View citations (18) (2014)

2013

15. Banks, Sovereign Debt, and the International Transmission of Business Cycles
    NBER International Seminar on Macroeconomics, 2013, 9, (1), 181 - 213 View citations (18)
    See also Working Paper Banks, Sovereign Debt and the International Transmission of Business Cycles, NBER Working Papers (2012) View citations (50) (2012)
    Chapter Banks, Sovereign Debt, and the International Transmission of Business Cycles, NBER Chapters, 2012, 181-213 (2012) View citations (46) (2012)
16. Housing and debt over the life cycle and over the business cycle
    Journal of Monetary Economics, 2013, 60, (2), 221-238 View citations (186)
    See also Working Paper Housing and Debt Over the Life Cycle and Over the Business Cycle, Boston College Working Papers in Economics (2011) View citations (15) (2011)

2011

17. INPUT AND OUTPUT INVENTORIES IN GENERAL EQUILIBRIUM
    International Economic Review, 2011, 52, (4), 1179-1213 View citations (26)
    See also Working Paper Input and output inventories in general equilibrium, International Finance Discussion Papers (2010) View citations (4) (2010)

2010

18. Housing Market Spillovers: Evidence from an Estimated DSGE Model
    American Economic Journal: Macroeconomics, 2010, 2, (2), 125-64 View citations (938)
    See also Working Paper Housing Market Spillovers: Evidence from an Estimated DSGE Model, Boston College Working Papers in Economics (2009) View citations (50) (2009)

2008

19. Household Debt and Income Inequality, 1963-2003
    Journal of Money, Credit and Banking, 2008, 40, (5), 929-965 View citations (138)
    Also in Journal of Money, Credit and Banking, 2008, 40, (5), 929-965 (2008) View citations (43)
    See also Working Paper Household Debt and Income Inequality, 1963-2003, Boston College Working Papers in Economics (2007) (2007)
20. The credit channel of monetary policy: Evidence from the housing market
    Journal of Macroeconomics, 2008, 30, (1), 69-96 View citations (163)
    See also Working Paper The Credit Channel of Monetary Policy: Evidence from the Housing Market, Boston College Working Papers in Economics (2003) View citations (18) (2003)

2007

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

2006

22. International business cycles with domestic and foreign lenders
    Journal of Monetary Economics, 2006, 53, (8), 2267-2282 View citations (91)

2005

23. House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle
    American Economic Review, 2005, 95, (3), 739-764 View citations (2041)
    See also Working Paper House prices, borrowing constraints and monetary policy in the business cycle, Boston College Working Papers in Economics (2004) View citations (18) (2004)

2004

24. Consumption, house prices, and collateral constraints: a structural econometric analysis
    Journal of Housing Economics, 2004, 13, (4), 304-320 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

25. Financial Liberalization And The Sensitivity Of House Prices To Monetary Policy: Theory And Evidence
    Manchester School, 2003, 71, (1), 20-34 View citations (67)
    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) View citations (10) (2002)
26. 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 Hedging Housing Risk in London, Boston College Working Papers in Economics (2002) View citations (4) (2002)

Chapters

2014

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

2012

2. 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 Banks, Sovereign Debt, and the International Transmission of Business Cycles, University of Chicago Press (2013) View citations (18) (2013)
   Working Paper Banks, Sovereign Debt and the International Transmission of Business Cycles, National Bureau of Economic Research, Inc (2012) View citations (50) (2012)

Software Items

2014

1. Code and data files for "Financial Business Cycles"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Financial Business Cycles, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) View citations (210) (2015)

2004

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