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Details about Pierlauro Lopez

E-mail:
Homepage:https://sites.google.com/site/pierlaurolopez/
Workplace:Federal Reserve Bank of Cleveland, (more information at EDIRC)

Access statistics for papers by Pierlauro Lopez.

Last updated 2023-12-16. Update your information in the RePEc Author Service.

Short-id: plo368


Jump to Journal Articles Software Items

Working Papers

2023

  1. A DSGE Model Including Trend Information and Regime Switching at the ZLB
    Working Papers, Federal Reserve Bank of Cleveland Downloads
  2. Nominal Rigidities and the Term Structures of Equity and Bond Returns
    Working Papers, Federal Reserve Bank of Cleveland Downloads
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015) Downloads View citations (19)
  3. Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?
    Working Papers, Federal Reserve Bank of Cleveland Downloads View citations (1)

2022

  1. Accounting for Risk in a Linearized Solution: How to Approximate the Risky Steady State and Around It
    Working Papers, Federal Reserve Bank of Cleveland Downloads View citations (1)
  2. Asset Prices and Unemployment Fluctuations: A Resolution of the Unemployment Volatility Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article Asset Prices and Unemployment Fluctuations: A Resolution of the Unemployment Volatility Puzzle*, The Review of Economic Studies, Review of Economic Studies Ltd (2023) Downloads (2023)

2020

  1. Asset Prices and Unemployment Fluctuations
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (3)
    Also in Working Papers, Federal Reserve Bank of Cleveland (2020) Downloads View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (11)
    2018 Meeting Papers, Society for Economic Dynamics (2018) Downloads View citations (6)
  2. Credit Frictions in the Great Recession
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (4)
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2020) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (6)
  3. On the Importance of Household versus Firm Credit Frictions in the Great Recession
    Working Papers, Federal Reserve Bank of Cleveland Downloads View citations (4)
    See also Journal Article On the Importance of Household versus Firm Credit Frictions in the Great Recession, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) Downloads View citations (6) (2020)

2018

  1. Risk-Adjusted Linearizations of Dynamic Equilibrium Models
    Working papers, Banque de France Downloads View citations (7)

2017

  1. Online Appendix to "A New Keynesian Q Theory and the Link Between Inflation and the Stock Market"
    Online Appendices, Review of Economic Dynamics Downloads
    See also Journal Article A New Keynesian Q Theory and the Link Between Inflation and the Stock Market, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2018) Downloads View citations (2) (2018)

2016

  1. Welfare Implications of the Term Structure of Returns: Should Central Banks Fill Gaps or Remove Volatility?
    2016 Meeting Papers, Society for Economic Dynamics Downloads

2015

  1. Macro-Finance Separation by Force of Habit
    2015 Meeting Papers, Society for Economic Dynamics Downloads

2014

  1. The Term Structure of the Welfare Cost of Uncertainty
    Working papers, Banque de France Downloads View citations (4)

Journal Articles

2024

  1. Understanding Post-Pandemic Surprises in Inflation and the Labor Market
    Economic Commentary, 2024, 2024, (11), 6 Downloads

2023

  1. Asset Prices and Unemployment Fluctuations: A Resolution of the Unemployment Volatility Puzzle*
    The Review of Economic Studies, 2023, 90, (3), 1304-1357 Downloads
    See also Working Paper Asset Prices and Unemployment Fluctuations: A Resolution of the Unemployment Volatility Puzzle, NBER Working Papers (2022) Downloads View citations (4) (2022)

2020

  1. On the Importance of Household versus Firm Credit Frictions in the Great Recession
    Review of Economic Dynamics, 2020, 37 Supplement 1, S34-S67 Downloads View citations (6)
    See also Software Item Code and data files for "On the Importance of Household versus Firm Credit Frictions in the Great Recession", Computer Codes (2020) Downloads (2020)
    Working Paper On the Importance of Household versus Firm Credit Frictions in the Great Recession, Working Papers (2020) Downloads View citations (4) (2020)

2018

  1. A New Keynesian Q Theory and the Link Between Inflation and the Stock Market
    Review of Economic Dynamics, 2018, 29, 85-105 Downloads View citations (2)
    See also Software Item Code and data files for "A New Keynesian Q Theory and the Link Between Inflation and the Stock Market", Computer Codes (2017) Downloads (2017)
    Working Paper Online Appendix to "A New Keynesian Q Theory and the Link Between Inflation and the Stock Market", Online Appendices (2017) Downloads (2017)

Software Items

2020

  1. Code and data files for "On the Importance of Household versus Firm Credit Frictions in the Great Recession"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article On the Importance of Household versus Firm Credit Frictions in the Great Recession, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) Downloads View citations (6) (2020)

2017

  1. Code and data files for "A New Keynesian Q Theory and the Link Between Inflation and the Stock Market"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article A New Keynesian Q Theory and the Link Between Inflation and the Stock Market, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2018) Downloads View citations (2) (2018)
 
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