Details about Salvatore Nisticò

Access statistics for papers by Salvatore Nisticò.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pni67

Working Papers

2023

1. Optimal Monetary Policy and Rational Asset Bubbles
   Working Papers, University of Milano-Bicocca, Department of Economics
   See also Journal Article Optimal monetary policy and rational asset bubbles, European Economic Review, Elsevier (2024) (2024)

2022

2. Heterogeneity, Bubbles and Monetary Policy
   Working Papers, Sapienza University of Rome, DISS
3. The Economics of Helicopter Money
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
   Also in Working Papers, Sapienza University of Rome, DISS (2020) View citations (3)
   Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli (2020)
4. Unconventional Policy and Idiosyncratic Risk
   Working Papers, Sapienza University of Rome, DISS View citations (2)

2019

5. Criptovalute, Sovranismo e Sistema Monetario
   Working Papers, Sapienza University of Rome, DISS

2017

6. Non-Neutrality of Open Market Operations
   2017 Meeting Papers, Society for Economic Dynamics View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (23)
   See also Journal Article Non-neutrality of Open-Market Operations, American Economic Journal: Macroeconomics, American Economic Association (2020) View citations (18) (2020)

2015

7. Government spending and the exchange rate
   Working Papers, Sapienza University of Rome, DISS View citations (1)
   See also Journal Article Government spending and the exchange rate, International Review of Economics & Finance, Elsevier (2018) View citations (11) (2018)
8. Learning, Monetary Policy and Asset Prices
   IMF Working Papers, International Monetary Fund View citations (14)
   Also in Working Papers, Sapienza University of Rome, DISS (2014)
   School of Economics Working Paper Series, LeBow College of Business, Drexel University (2012) View citations (16)
   See also Journal Article Learning, Monetary Policy, and Asset Prices, Journal of Money, Credit and Banking, Blackwell Publishing (2015) View citations (23) (2015)

2014

9. Fiscal shocks and the exchange rate
   Working Papers, Sapienza University of Rome, DISS
10. Optimal monetary policy and financial stability in a non-Ricardian economy
    Working Papers, Sapienza University of Rome, DISS
    See also Journal Article OPTIMAL MONETARY POLICY AND FINANCIAL STABILITY IN A NON-RICARDIAN ECONOMY, Journal of the European Economic Association, European Economic Association (2016) View citations (28) (2016)

2013

11. Safe Assets, Liquidity and Monetary Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    See also Journal Article Safe Assets, Liquidity, and Monetary Policy, American Economic Journal: Macroeconomics, American Economic Association (2017) View citations (20) (2017)

2012

12. Monetary Policy and Stock-Price Dynamics in a DSGE Framework
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy View citations (27)
    See also Journal Article Monetary policy and stock-price dynamics in a DSGE framework, Journal of Macroeconomics, Elsevier (2012) View citations (55) (2012)

2011

13. Optimal Monetary Policy and Stock-Prices Dynamics in a Non-Ricardian DSGE Model
    Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli View citations (1)
14. Productivity Shocks, Stabilization Policies and the Dynamics of Net Foreign Assets
    Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli View citations (4)
    Also in Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli (2010) View citations (1)
    See also Journal Article Productivity shocks, stabilization policies and the dynamics of net foreign assets, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (14) (2013)
15. Risk, Monetary Policy and the Exchange Rate
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)
    See also Journal Article Risk, Monetary Policy, and the Exchange Rate, NBER Macroeconomics Annual, University of Chicago Press (2012) View citations (57) (2012)
    Chapter Risk, Monetary Policy and the Exchange Rate, NBER Chapters, National Bureau of Economic Research, Inc (2011) View citations (23) (2011)
16. Second Order Approximation of Dynamic Models with Time-Varying Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)
    FMG Discussion Papers, Financial Markets Group (2011)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2010) View citations (11)
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2010) View citations (15)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (14)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2010)
    See also Journal Article Second-order approximation of dynamic models with time-varying risk, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (18) (2013)

2010

17. Stock Market Conditions and Monetary Policy in a DSGE Model for the U.S
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (90)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2010) View citations (11)
    Post-Print, HAL (2010) View citations (101)
    See also Journal Article Stock market conditions and monetary policy in a DSGE model for the U.S, Journal of Economic Dynamics and Control, Elsevier (2010) View citations (92) (2010)

2009

18. International Portfolio Allocation under Model Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)
    See also Journal Article International Portfolio Allocation under Model Uncertainty, American Economic Journal: Macroeconomics, American Economic Association (2012) View citations (36) (2012)

Journal Articles

2024

1. Optimal monetary policy and rational asset bubbles
   European Economic Review, 2024, 170, (C)
   See also Working Paper Optimal Monetary Policy and Rational Asset Bubbles, Working Papers (2023) (2023)

2020

2. Non-neutrality of Open-Market Operations
   American Economic Journal: Macroeconomics, 2020, 12, (3), 175-226 View citations (18)
   See also Working Paper Non-Neutrality of Open Market Operations, 2017 Meeting Papers (2017) View citations (1) (2017)

2018

3. Government spending and the exchange rate
   International Review of Economics & Finance, 2018, 54, (C), 55-73 View citations (11)
   See also Working Paper Government spending and the exchange rate, Working Papers (2015) View citations (1) (2015)

2017

4. Safe Assets, Liquidity, and Monetary Policy
   American Economic Journal: Macroeconomics, 2017, 9, (2), 182-227 View citations (20)
   See also Working Paper Safe Assets, Liquidity and Monetary Policy, CEPR Discussion Papers (2013) View citations (6) (2013)

2016

5. OPTIMAL MONETARY POLICY AND FINANCIAL STABILITY IN A NON-RICARDIAN ECONOMY
   Journal of the European Economic Association, 2016, 14, (5), 1225-1252 View citations (28)
   Also in Journal of the European Economic Association, 2016, 14, (5), 1225-1252 (2016) View citations (28)
   See also Working Paper Optimal monetary policy and financial stability in a non-Ricardian economy, Working Papers (2014) (2014)

2015

6. Fiscal Shocks and the Exchange Rate in a Generalized Redux Model
   Economic Notes, 2015, 44, (3), 419-436 View citations (4)
7. Learning, Monetary Policy, and Asset Prices
   Journal of Money, Credit and Banking, 2015, 47, (7), 1273-1307 View citations (23)
   See also Working Paper Learning, Monetary Policy and Asset Prices, IMF Working Papers (2015) View citations (14) (2015)

2013

8. Productivity shocks, stabilization policies and the dynamics of net foreign assets
   Journal of Economic Dynamics and Control, 2013, 37, (1), 210-230 View citations (14)
   See also Working Paper Productivity Shocks, Stabilization Policies and the Dynamics of Net Foreign Assets, Working Papers CASMEF (2011) View citations (4) (2011)
9. Second-order approximation of dynamic models with time-varying risk
   Journal of Economic Dynamics and Control, 2013, 37, (7), 1231-1247 View citations (18)
   See also Working Paper Second Order Approximation of Dynamic Models with Time-Varying Risk, CEPR Discussion Papers (2011) View citations (1) (2011)

2012

10. International Portfolio Allocation under Model Uncertainty
    American Economic Journal: Macroeconomics, 2012, 4, (1), 144-89 View citations (36)
    See also Working Paper International Portfolio Allocation under Model Uncertainty, NBER Working Papers (2009) View citations (31) (2009)
11. Monetary policy and stock-price dynamics in a DSGE framework
    Journal of Macroeconomics, 2012, 34, (1), 126-146 View citations (55)
    See also Working Paper Monetary Policy and Stock-Price Dynamics in a DSGE Framework, CSEF Working Papers (2012) View citations (27) (2012)
12. Risk, Monetary Policy, and the Exchange Rate
    NBER Macroeconomics Annual, 2012, 26, (1), 247 - 309 View citations (57)
    See also Chapter Risk, Monetary Policy and the Exchange Rate, NBER Chapters, 2011, 247-309 (2011) View citations (23) (2011)
    Working Paper Risk, Monetary Policy and the Exchange Rate, NBER Working Papers (2011) View citations (25) (2011)

2010

13. Stock market conditions and monetary policy in a DSGE model for the U.S
    Journal of Economic Dynamics and Control, 2010, 34, (9), 1700-1731 View citations (92)
    See also Working Paper Stock Market Conditions and Monetary Policy in a DSGE Model for the U.S, "Marco Fanno" Working Papers (2010) View citations (90) (2010)
14. Trend growth and optimal monetary policy
    Journal of Macroeconomics, 2010, 32, (3), 797-815 View citations (14)

2007

15. Monetary Policy and Stock Prices in an Open Economy
    Journal of Money, Credit and Banking, 2007, 39, (8), 1947-1985 View citations (2)
    Also in Journal of Money, Credit and Banking, 2007, 39, (8), 1947-1985 (2007) View citations (43)
16. The welfare loss from unstable inflation
    Economics Letters, 2007, 96, (1), 51-57 View citations (30)

Chapters

2011

1. Risk, Monetary Policy and the Exchange Rate
   A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 247-309 View citations (23)
   See also Working Paper Risk, Monetary Policy and the Exchange Rate, National Bureau of Economic Research, Inc (2011) View citations (25) (2011)
   Journal Article Risk, Monetary Policy, and the Exchange Rate, University of Chicago Press (2012) View citations (57) (2012)