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Details about Livio Stracca

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Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Livio Stracca.

Last updated 2019-08-21. Update your information in the RePEc Author Service.

Short-id: pst122


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Working Papers

2019

  1. Crypto-Assets: Implications for financial stability, monetary policy, and payments and market infrastructures
    Occasional Paper Series, European Central Bank Downloads
  2. Medium term treatment and side effects of quantitative easing: international evidence
    Working Paper Series, European Central Bank Downloads
  3. Much ado about nothing? The shale oil revolution and the global supply curve
    Working Paper Series, European Central Bank Downloads

2017

  1. If the Fed sneezes, who catches a cold?
    Working Paper Series, European Central Bank Downloads View citations (10)
    See also Chapter (2016)
    Journal Article in Journal of International Economics (2017)
  2. More than a feeling: confidence, uncertainty and macroeconomic fluctuations
    Working Paper Series, European Central Bank Downloads View citations (1)
  3. Trade, finance or policies: what drives the cross-border spill-over of business cycles?
    Working Paper Series, European Central Bank Downloads
    See also Journal Article in Journal of Macroeconomics (2016)

2016

  1. The real exchange rate and economic growth: revisiting the case using external instruments
    Working Paper Series, European Central Bank Downloads View citations (5)
    See also Journal Article in Journal of International Money and Finance (2017)
  2. What Do We Know About the Global Financial Safety Net? A New Comprehensive Data Set
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (8)
  3. What do we know about the global financial safety net? Data, rationale and possible evolution
    Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association Downloads View citations (10)
  4. What do we know about the global financial safety net? Rationale, data and possible evolution
    Occasional Paper Series, European Central Bank Downloads View citations (11)

2015

  1. Capital Regulation in a Macroeconomic Model with Three Layers of Default
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (82)
    Also in Working Paper Series, European Central Bank (2015) Downloads View citations (63)
    Working papers, Banque de France (2014) Downloads View citations (20)
    Working Papers, CEMFI (2014) Downloads View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (15)

    See also Journal Article in International Journal of Central Banking (2015)
  2. Does fiscal austerity affect public opinion?
    Working Paper Series, European Central Bank Downloads

2014

  1. The effect of G20 summits on global financial markets
    Working Paper Series, European Central Bank Downloads

2013

  1. Financial imbalances and household welfare: empirical evidence from the EU
    Working Paper Series, European Central Bank Downloads View citations (1)
    See also Journal Article in Journal of Financial Stability (2014)
  2. Foreign investors and risk shocks: seeking a safe haven or running for the exit?
    Working Paper Series, European Central Bank Downloads View citations (3)
  3. Macroeconomic imbalances: a question of trust?
    Working Paper Series, European Central Bank Downloads View citations (2)
  4. The global effects of the euro debt crisis
    Working Paper Series, European Central Bank Downloads View citations (8)
  5. The rise of China and India: blessing or curse for the advanced countries?
    Working Paper Series, European Central Bank Downloads
  6. What does a financial shock do? First international evidence
    Working Paper Series, European Central Bank Downloads View citations (7)
    See also Journal Article in Economic Policy (2012)

2012

  1. Explaining EU Citizens' Trust in the ECB in Normal and Crisis Times
    Economics Series, Institute for Advanced Studies Downloads View citations (3)
    Also in Working Paper Series, European Central Bank (2012) Downloads View citations (5)
  2. Global exchange rate configurations: Do oil shocks matter?
    Working Paper Series, European Central Bank Downloads View citations (29)
    See also Journal Article in IMF Economic Review (2016)

2011

  1. Getting beyond carry trade: what makes a safe haven currency?
    Working Paper Series, European Central Bank Downloads View citations (7)
    See also Journal Article in Journal of International Economics (2012)
  2. Have euro area and EU economic governance worked? Just the facts
    Working Paper Series, European Central Bank Downloads View citations (5)
  3. 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 Downloads View citations (51)
    Also in Working Paper Series, European Central Bank (2010) Downloads View citations (2)

    See also Journal Article in Journal of Banking & Finance (2011)

2010

  1. 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 Downloads View citations (3)
  2. Is the New Keynesian IS curve structural?
    Working Paper Series, European Central Bank Downloads View citations (5)

2009

  1. 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 Downloads View citations (2)
  2. EMU and the adjustment to asymmetric shocks: the case of Italy
    Working Paper Series, European Central Bank Downloads View citations (7)
  3. Housing finance and monetary policy
    Working Paper Series, European Central Bank Downloads View citations (40)
    See also Journal Article in Journal of the European Economic Association (2013)

2008

  1. A persistence-weighted measure of core inflation in the euro area
    Working Paper Series, European Central Bank Downloads View citations (4)
    See also Journal Article in Economic Modelling (2007)
  2. Does money matter in the IS curve? The case of the UK
    Working Paper Series, European Central Bank Downloads View citations (4)
    See also Journal Article in Manchester School (2008)
  3. The political economy under monetary union: has the euro made a difference?
    Working Paper Series, European Central Bank Downloads View citations (9)
    See also Journal Article in Economic Policy (2009)

2007

  1. Instability and nonlinearity in the euro area Phillips curve
    Working Paper Series, European Central Bank Downloads View citations (18)
    See also Journal Article in International Journal of Central Banking (2009)
  2. Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (47)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2006) Downloads View citations (1)
  3. Should we take inside money seriously?
    Working Paper Series, European Central Bank Downloads View citations (2)
  4. What is global excess liquidity, and does it matter?
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group Downloads View citations (21)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (63)

2006

  1. A speed limit monetary policy rule for the euro area
    Working Paper Series, European Central Bank Downloads View citations (3)
    See also Journal Article in International Finance (2007)
  2. Are money and consumption additively separable in the euro area? A non-parametric approach
    Working Paper Series, European Central Bank Downloads View citations (11)

2005

  1. Delegated portfolio management: a survey of the theoretical literature
    Working Paper Series, European Central Bank Downloads View citations (15)
    See also Journal Article in Journal of Economic Surveys (2006)
  2. Keeping up with the Joneses, reference dependence, and equilibrium indeterminacy
    Working Paper Series, European Central Bank Downloads
  3. Liquidity and real equilibrium interest rates: a framework of analysis
    Working Paper Series, European Central Bank Downloads

2004

  1. 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 Downloads View citations (1)

2003

  1. How does the ECB allot liquidity in its weekly main refinancing operations? A look at the empirical evidence
    Working Paper Series, European Central Bank Downloads View citations (14)
  2. Myopic loss aversion, disappointment aversion, and the equity premium puzzle
    Working Paper Series, European Central Bank Downloads View citations (3)
    See also Journal Article in Journal of Economic Behavior & Organization (2007)

2002

  1. Behavioural Finance and Aggregate Market Behaviour: Where do we Stand?
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads
  2. Non-standard central bank loss functions, skewed risks, and certainty equivalence
    Working Paper Series, European Central Bank Downloads View citations (1)
  3. Non-standard central bank loss functions, skewed risks, and the certainty equivalence principle
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (4)
  4. The optimal allocation of risks under prospect theory
    Working Paper Series, European Central Bank Downloads View citations (3)

2001

  1. Does liquidity matter? Properties of a synthetic divisia monetary aggregate in the euro area
    Working Paper Series, European Central Bank Downloads View citations (8)
  2. The functional form of the demand for euro area M1
    Working Paper Series, European Central Bank Downloads View citations (5)
    See also Journal Article in Manchester School (2003)

Undated

  1. 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

2019

  1. Taming the global financial cycle: What role for the global financial safety net?
    Journal of International Money and Finance, 2019, 94, (C), 160-182 Downloads

2018

  1. Can appreciation be expansionary? Evidence from the euro area
    Economic Policy, 2018, 33, (94), 225-264 Downloads View citations (4)

2017

  1. If the Fed sneezes, who catches a cold?
    Journal of International Economics, 2017, 108, (S1), S23-S41 Downloads View citations (23)
    See also Chapter (2016)
    Working Paper (2017)
  2. The Euler equation around the world
    The B.E. Journal of Macroeconomics, 2017, 17, (2), 9 Downloads View citations (1)
  3. The real exchange rate and economic growth: Revisiting the case using external instruments
    Journal of International Money and Finance, 2017, 73, (PB), 386-398 Downloads View citations (11)
    See also Working Paper (2016)

2016

  1. Global Exchange Rate Configurations: Do Oil Shocks Matter?
    IMF Economic Review, 2016, 64, (3), 443-470 Downloads View citations (17)
    See also Working Paper (2012)
  2. Trade, finance or policies: What drives the cross-border spill-over of business cycles?
    Journal of Macroeconomics, 2016, 49, (C), 131-148 Downloads View citations (4)
    See also Working Paper (2017)

2015

  1. Capital Regulation in a Macroeconomic Model with Three Layers of Default
    International Journal of Central Banking, 2015, 11, (3), 9-63 Downloads View citations (62)
    See also Working Paper (2015)
  2. Is There a Global Safe Haven?
    International Finance, 2015, 18, (3), 281-298 Downloads View citations (4)
  3. Our currency, your problem? The global effects of the euro debt crisis
    European Economic Review, 2015, 74, (C), 1-13 Downloads View citations (5)
  4. Worth the hype? The effect of G20 summits on global financial markets
    Journal of International Money and Finance, 2015, 53, (C), 192-217 Downloads View citations (4)

2014

  1. Financial imbalances and household welfare: Empirical evidence from the EU
    Journal of Financial Stability, 2014, 11, (C), 82-91 Downloads View citations (3)
    See also Working Paper (2013)
  2. Have the euro area and EU governance worked? Just the facts
    European Journal of Political Economy, 2014, 34, (C), 1-17 Downloads View citations (12)
  3. Macroprudential capital tools: assessing their rationale and effectiveness
    Financial Stability Review, 2014, (18), 183-194 Downloads View citations (3)
  4. The 3D Model: a Framework to Assess Capital Regulation
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2014 Downloads View citations (5)

2013

  1. Explaining European Union Citizens’ Trust in the European Central Bank in Normal and Crisis Times
    Scandinavian Journal of Economics, 2013, 115, (3), 781-807 Downloads View citations (23)
  2. HOUSING FINANCE AND MONETARY POLICY
    Journal of the European Economic Association, 2013, 11, 101-122 Downloads View citations (137)
    See also Working Paper (2009)
  3. INSIDE MONEY IN GENERAL EQUILIBRIUM: DOES IT MATTER FOR MONETARY POLICY?
    Macroeconomic Dynamics, 2013, 17, (03), 563-590 Downloads View citations (2)

2012

  1. Getting beyond carry trade: What makes a safe haven currency?
    Journal of International Economics, 2012, 87, (1), 50-64 Downloads View citations (71)
    See also Working Paper (2011)
  2. What does a financial shock do? First international evidence
    Economic Policy, 2012, 27, (71), 407-445 Downloads View citations (35)
    See also Working Paper (2013)

2011

  1. Housing, consumption and monetary policy: How different are the US and the euro area?
    Journal of Banking & Finance, 2011, 35, (11), 3019-3041 Downloads View citations (62)
    See also Working Paper (2011)

2009

  1. 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 Downloads View citations (3)
  2. Instability and Nonlinearity in the Euro-Area Phillips Curve
    International Journal of Central Banking, 2009, 5, (2), 181-212 Downloads View citations (32)
    See also Working Paper (2007)
  3. The political economy under monetary union: has the euro made a difference?
    Economic Policy, 2009, 24, 307-348 Downloads View citations (9)
    See also Working Paper (2008)

2008

  1. DOES MONEY MATTER IN THE IS CURVE? THE CASE OF THE UK
    Manchester School, 2008, 76, (s1), 58-84 Downloads View citations (4)
    See also Working Paper (2008)

2007

  1. A Speed Limit Monetary Policy Rule for the Euro Area*
    International Finance, 2007, 10, (1), 21-41 Downloads View citations (12)
    See also Working Paper (2006)
  2. A persistence-weighted measure of core inflation in the Euro area
    Economic Modelling, 2007, 24, (6), 1032-1047 Downloads View citations (3)
    See also Working Paper (2008)
  3. Myopic loss aversion, disappointment aversion, and the equity premium puzzle
    Journal of Economic Behavior & Organization, 2007, 64, (2), 250-268 Downloads View citations (9)
    See also Working Paper (2003)

2006

  1. A NOTE ON LIQUIDITY AND REAL EQUILIBRIUM INTEREST RATES
    Macroeconomic Dynamics, 2006, 10, (03), 426-438 Downloads
  2. DELEGATED PORTFOLIO MANAGEMENT: A SURVEY OF THE THEORETICAL LITERATURE
    Journal of Economic Surveys, 2006, 20, (5), 823-848 Downloads View citations (15)
    See also Working Paper (2005)
  3. The output gap and the real interest rate gap in the euro area, 1960-2003
    Journal of Policy Modeling, 2006, 28, (7), 775-790 Downloads View citations (7)

2004

  1. Behavioral finance and asset prices: Where do we stand?
    Journal of Economic Psychology, 2004, 25, (3), 373-405 Downloads View citations (23)
  2. Does Liquidity Matter? Properties of a Divisia Monetary Aggregate in the Euro Area
    Oxford Bulletin of Economics and Statistics, 2004, 66, (3), 309-331 Downloads View citations (22)

2003

  1. Behavioural Central Bank Loss Functions, Skewed Risks and Certainty Equivalence
    Manchester School, 2003, 71, (Supplement), 21-38 Downloads View citations (3)
  2. The Functional Form Of The Demand For Euro Area M1
    Manchester School, 2003, 71, (2), 172-204 Downloads View citations (13)
    See also Working Paper (2001)

2000

  1. An econometric analysis of the main components of M3 in the Euro area
    Review of World Economics (Weltwirtschaftliches Archiv), 2000, 136, (4), 680-701 Downloads View citations (7)

Chapters

2016

  1. If the Fed Sneezes, Who Catches a Cold?
    A chapter in NBER International Seminar on Macroeconomics 2016, 2016 View citations (10)
    See also Journal Article in Journal of International Economics (2017)
    Working Paper (2017)
 
Page updated 2019-08-23