Details about Livio Stracca
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Last updated 2020-11-11. Update your information in the RePEc Author Service.
Short-id: pst122
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Working Papers
2020
- Central bank digital currency in an open economy
CEPR Discussion Papers, C.E.P.R. Discussion Papers
- Firm-specific shocks and contagion: are banks special?
Working Paper Series, European Central Bank
- How much does aggregate demand travel across the Atlantic?
Working Paper Series, European Central Bank
- Monetary policy and its transmission in a globalised world
Working Paper Series, European Central Bank View citations (2)
- The fundamentals of safe assets
Working Paper Series, European Central Bank 
See also Journal Article in Journal of International Money and Finance (2020)
- The international dimension of an incomplete EMU
Working Paper Series, European Central Bank
2019
- Crypto-Assets: Implications for financial stability, monetary policy, and payments and market infrastructures
Occasional Paper Series, European Central Bank View citations (1)
- Medium term treatment and side effects of quantitative easing: international evidence
Working Paper Series, European Central Bank View citations (6)
- Much ado about nothing? The shale oil revolution and the global supply curve
Working Paper Series, European Central Bank View citations (2)
- The Global Financial Cycle and Capital Flow Episodes: A Wobbly Link?
CESifo Working Paper Series, CESifo View citations (3)
Also in Working Paper Series, European Central Bank (2019) View citations (3)
2017
- If the Fed sneezes, who catches a cold?
Working Paper Series, European Central Bank View citations (35)
See also Chapter (2016) Journal Article in Journal of International Economics (2017)
- More than a feeling: confidence, uncertainty and macroeconomic fluctuations
Working Paper Series, European Central Bank View citations (3)
See also Journal Article in Journal of Economic Surveys (2020)
- Trade, finance or policies: what drives the cross-border spill-over of business cycles?
Working Paper Series, European Central Bank 
See also Journal Article in Journal of Macroeconomics (2016)
2016
- The real exchange rate and economic growth: revisiting the case using external instruments
Working Paper Series, European Central Bank View citations (10)
See also Journal Article in Journal of International Money and Finance (2017)
- What do we know about the global financial safety net? Data, rationale and possible evolution
VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association View citations (14)
- What do we know about the global financial safety net? Rationale, data and possible evolution
Occasional Paper Series, European Central Bank View citations (15)
2015
- Capital Regulation in a Macroeconomic Model with Three Layers of Default
Working Papers, Banco de Portugal, Economics and Research Department View citations (121)
Also in Working Paper Series, European Central Bank (2015) View citations (92) Working papers, Banque de France (2014) View citations (24) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (18) Working Papers, CEMFI (2014) View citations (21)
See also Journal Article in International Journal of Central Banking (2015)
- Does fiscal austerity affect public opinion?
Working Paper Series, European Central Bank
2014
- The effect of G20 summits on global financial markets
Working Paper Series, European Central Bank
2013
- Financial imbalances and household welfare: empirical evidence from the EU
Working Paper Series, European Central Bank View citations (1)
See also Journal Article in Journal of Financial Stability (2014)
- Foreign investors and risk shocks: seeking a safe haven or running for the exit?
Working Paper Series, European Central Bank View citations (3)
- Macroeconomic imbalances: a question of trust?
Working Paper Series, European Central Bank View citations (3)
- The global effects of the euro debt crisis
Working Paper Series, European Central Bank View citations (8)
- The rise of China and India: blessing or curse for the advanced countries?
Working Paper Series, European Central Bank
- What does a financial shock do? First international evidence
Working Paper Series, European Central Bank View citations (7)
See also Journal Article in Economic Policy (2012)
2012
- Explaining EU Citizens' Trust in the ECB in Normal and Crisis Times
Economics Series, Institute for Advanced Studies View citations (3)
Also in Working Paper Series, European Central Bank (2012) View citations (5)
- Global exchange rate configurations: Do oil shocks matter?
Working Paper Series, European Central Bank View citations (35)
See also Journal Article in IMF Economic Review (2016)
2011
- Getting beyond carry trade: what makes a safe haven currency?
Working Paper Series, European Central Bank View citations (7)
See also Journal Article in Journal of International Economics (2012)
- Have euro area and EU economic governance worked? Just the facts
Working Paper Series, European Central Bank View citations (6)
- Housing, consumption and monetary policy: how different are the U.S. and the euro area?
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (60)
Also in Working Paper Series, European Central Bank (2010) View citations (2)
See also Journal Article in Journal of Banking & Finance (2011)
2010
- A decade (and a global financial crisis) after Blinder: The interaction between researchers and policy-makers in central banks
Working Paper Series, European Central Bank View citations (3)
- Is the New Keynesian IS curve structural?
Working Paper Series, European Central Bank View citations (8)
2009
- Does it pay to have the euro? Italy’s politics and financial markets under the lira and the euro
Working Paper Series, European Central Bank View citations (2)
- EMU and the adjustment to asymmetric shocks: the case of Italy
Working Paper Series, European Central Bank View citations (7)
- Housing finance and monetary policy
Working Paper Series, European Central Bank View citations (42)
See also Journal Article in Journal of the European Economic Association (2013)
2008
- A persistence-weighted measure of core inflation in the euro area
Working Paper Series, European Central Bank View citations (4)
See also Journal Article in Economic Modelling (2007)
- Does money matter in the IS curve? The case of the UK
Working Paper Series, European Central Bank View citations (7)
See also Journal Article in Manchester School (2008)
- The political economy under monetary union: has the euro made a difference?
Working Paper Series, European Central Bank View citations (9)
2007
- Instability and nonlinearity in the euro area Phillips curve
Working Paper Series, European Central Bank View citations (18)
See also Journal Article in International Journal of Central Banking (2009)
- Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter?
CFS Working Paper Series, Center for Financial Studies 
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (49) CFS Working Paper Series, Center for Financial Studies (CFS) (2006) View citations (1)
- Should we take inside money seriously?
Working Paper Series, European Central Bank View citations (2)
- What is global excess liquidity, and does it matter?
Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group View citations (21)
Also in Working Paper Series, European Central Bank (2006) View citations (68)
2006
- A speed limit monetary policy rule for the euro area
Working Paper Series, European Central Bank View citations (3)
See also Journal Article in International Finance (2007)
- Are money and consumption additively separable in the euro area? A non-parametric approach
Working Paper Series, European Central Bank View citations (11)
2005
- Delegated portfolio management: a survey of the theoretical literature
Working Paper Series, European Central Bank View citations (15)
- Keeping up with the Joneses, reference dependence, and equilibrium indeterminacy
Working Paper Series, European Central Bank
- Liquidity and real equilibrium interest rates: a framework of analysis
Working Paper Series, European Central Bank
2004
- Demand and supply in the ECB's main refinancing operations
Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations (1)
2003
- How does the ECB allot liquidity in its weekly main refinancing operations? A look at the empirical evidence
Working Paper Series, European Central Bank View citations (15)
- Myopic loss aversion, disappointment aversion, and the equity premium puzzle
Working Paper Series, European Central Bank View citations (3)
See also Journal Article in Journal of Economic Behavior & Organization (2007)
2002
- Behavioural Finance and Aggregate Market Behaviour: Where do we Stand?
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
- Non-standard central bank loss functions, skewed risks, and certainty equivalence
Working Paper Series, European Central Bank View citations (4)
- Non-standard central bank loss functions, skewed risks, and the certainty equivalence principle
Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (4)
- The optimal allocation of risks under prospect theory
Working Paper Series, European Central Bank View citations (3)
2001
- Does liquidity matter? Properties of a synthetic divisia monetary aggregate in the euro area
Working Paper Series, European Central Bank View citations (15)
- The functional form of the demand for euro area M1
Working Paper Series, European Central Bank View citations (16)
See also Journal Article in Manchester School (2003)
Undated
- Economics and Politics: Interest Rate Convergence in Europe and EMU
Discussion Papers in European Economics, Division of Economics, School of Business, University of Leicester View citations (1)
Journal Articles
2020
- MORE THAN A FEELING: CONFIDENCE, UNCERTAINTY, AND MACROECONOMIC FLUCTUATIONS
Journal of Economic Surveys, 2020, 34, (4), 691-726 
See also Working Paper (2017)
- Mad about Austerity? The Effect of Fiscal Consolidation on Public Opinion
Journal of Money, Credit and Banking, 2020, 52, (2-3), 531-548 View citations (1)
- The fundamentals of safe assets
Journal of International Money and Finance, 2020, 102, (C) 
See also Working Paper (2020)
2019
- Taming the global financial cycle: What role for the global financial safety net?
Journal of International Money and Finance, 2019, 94, (C), 160-182 View citations (4)
- What do we know about the global financial safety net? A new comprehensive data set
Journal of International Money and Finance, 2019, 99, (C) View citations (1)
2018
- Can appreciation be expansionary? Evidence from the euro area
Economic Policy, 2018, 33, (94), 225-264 View citations (16)
2017
- If the Fed sneezes, who catches a cold?
Journal of International Economics, 2017, 108, (S1), S23-S41 View citations (62)
See also Working Paper (2017) Chapter (2016)
- The Euler equation around the world
The B.E. Journal of Macroeconomics, 2017, 17, (2), 9 View citations (1)
- The real exchange rate and economic growth: Revisiting the case using external instruments
Journal of International Money and Finance, 2017, 73, (PB), 386-398 View citations (17)
See also Working Paper (2016)
2016
- Global Exchange Rate Configurations: Do Oil Shocks Matter?
IMF Economic Review, 2016, 64, (3), 443-470 View citations (34)
See also Working Paper (2012)
- Trade, finance or policies: What drives the cross-border spill-over of business cycles?
Journal of Macroeconomics, 2016, 49, (C), 131-148 View citations (9)
See also Working Paper (2017)
2015
- Capital Regulation in a Macroeconomic Model with Three Layers of Default
International Journal of Central Banking, 2015, 11, (3), 9-63 View citations (91)
See also Working Paper (2015)
- Is There a Global Safe Haven?
International Finance, 2015, 18, (3), 281-298 View citations (14)
- Our currency, your problem? The global effects of the euro debt crisis
European Economic Review, 2015, 74, (C), 1-13 View citations (7)
- Worth the hype? The effect of G20 summits on global financial markets
Journal of International Money and Finance, 2015, 53, (C), 192-217 View citations (4)
2014
- Financial imbalances and household welfare: Empirical evidence from the EU
Journal of Financial Stability, 2014, 11, (C), 82-91 View citations (4)
See also Working Paper (2013)
- Have the euro area and EU governance worked? Just the facts
European Journal of Political Economy, 2014, 34, (C), 1-17 View citations (15)
- Macroprudential capital tools: assessing their rationale and effectiveness
Financial Stability Review, 2014, (18), 183-194 View citations (3)
- The 3D Model: a Framework to Assess Capital Regulation
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2014 View citations (5)
2013
- Explaining European Union Citizens’ Trust in the European Central Bank in Normal and Crisis Times
Scandinavian Journal of Economics, 2013, 115, (3), 781-807 View citations (31)
- HOUSING FINANCE AND MONETARY POLICY
Journal of the European Economic Association, 2013, 11, 101-122 View citations (175)
See also Working Paper (2009)
- INSIDE MONEY IN GENERAL EQUILIBRIUM: DOES IT MATTER FOR MONETARY POLICY?
Macroeconomic Dynamics, 2013, 17, (3), 563-590 View citations (2)
2012
- Getting beyond carry trade: What makes a safe haven currency?
Journal of International Economics, 2012, 87, (1), 50-64 View citations (97)
See also Working Paper (2011)
- What does a financial shock do? First international evidence
Economic Policy, 2012, 27, (71), 407-445 View citations (41)
See also Working Paper (2013)
2011
- Housing, consumption and monetary policy: How different are the US and the euro area?
Journal of Banking & Finance, 2011, 35, (11), 3019-3041 View citations (75)
See also Working Paper (2011)
2009
- Does It Pay to Have the Euro? Italy's Troubled Politics and Financial Markets under the Lira and the Euro
International Finance, 2009, 12, (1), 1-31 View citations (3)
- Instability and Nonlinearity in the Euro-Area Phillips Curve
International Journal of Central Banking, 2009, 5, (2), 181-212 View citations (36)
See also Working Paper (2007)
2008
- DOES MONEY MATTER IN THE IS CURVE? THE CASE OF THE UK
Manchester School, 2008, 76, (s1), 58-84 View citations (7)
See also Working Paper (2008)
2007
- A Speed Limit Monetary Policy Rule for the Euro Area
International Finance, 2007, 10, (1), 21-41 View citations (13)
See also Working Paper (2006)
- A persistence-weighted measure of core inflation in the Euro area
Economic Modelling, 2007, 24, (6), 1032-1047 View citations (3)
See also Working Paper (2008)
- Myopic loss aversion, disappointment aversion, and the equity premium puzzle
Journal of Economic Behavior & Organization, 2007, 64, (2), 250-268 View citations (10)
See also Working Paper (2003)
2006
- A NOTE ON LIQUIDITY AND REAL EQUILIBRIUM INTEREST RATES
Macroeconomic Dynamics, 2006, 10, (3), 426-438
- The output gap and the real interest rate gap in the euro area, 1960-2003
Journal of Policy Modeling, 2006, 28, (7), 775-790 View citations (8)
2004
- Behavioral finance and asset prices: Where do we stand?
Journal of Economic Psychology, 2004, 25, (3), 373-405 View citations (29)
- Does Liquidity Matter? Properties of a Divisia Monetary Aggregate in the Euro Area
Oxford Bulletin of Economics and Statistics, 2004, 66, (3), 309-331 View citations (25)
2003
- Behavioural Central Bank Loss Functions, Skewed Risks and Certainty Equivalence
Manchester School, 2003, 71, (s1), 21-38
- The Functional Form Of The Demand For Euro Area M1
Manchester School, 2003, 71, (2), 172-204 View citations (13)
See also Working Paper (2001)
2000
- An econometric analysis of the main components of M3 in the Euro area
Review of World Economics (Weltwirtschaftliches Archiv), 2000, 136, (4), 680-701 View citations (7)
Chapters
2016
- If the Fed Sneezes, Who Catches a Cold?
A chapter in NBER International Seminar on Macroeconomics 2016, 2016 View citations (11)
See also Working Paper (2017) Journal Article in Journal of International Economics (2017)
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