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Details about Paolo Surico

E-mail:
Homepage:https://sites.google.com/site/paolosurico/
Postal address:Department of Economics, London Business School, Regent's Park, London NW1 4SA
Workplace:Centre for Economic Policy Research (CEPR), (more information at EDIRC)
Department of Economics, London Business School (LBS), (more information at EDIRC)
Bank of England, (more information at EDIRC)

Access statistics for papers by Paolo Surico.

Last updated 2024-09-05. Update your information in the RePEc Author Service.

Short-id: psu32


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Working Papers

2024

  1. Taxes, Innovation and Productivity
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads

2023

  1. The Dynamic Effects of Income Tax Changes in a World of Ideas
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022) Downloads
  2. Who Gains from Corporate Tax Cuts?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2022

  1. Short-Term Tax Cuts, Long-Term Stimulus
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
  2. The Long-Run Effects of Government Spending
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2021

  1. Less is More: Consumer Spending and the Size of Economic Stimulus Payments
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
  2. Monetary Policy, External Finance and Investment
    Working Papers, Red Nacional de Investigadores en Economía (RedNIE) Downloads
  3. Mortgage Pricing and Monetary Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Bank of England working papers, Bank of England (2021) Downloads View citations (2)

2020

  1. Consumption in the time of Covid-19: Evidence from UK transaction data
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (47)
  2. Mortgage Market Disruptions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
  3. The Distributional Impact of the Pandemic
    Working Papers, HAL Downloads View citations (18)
    Also in World Inequality Lab Working Papers, HAL (2020) Downloads View citations (17)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (14)

    See also Journal Article The distributional impact of the pandemic, European Economic Review, Elsevier (2021) Downloads View citations (22) (2021)

2019

  1. Capital and Income Inequality: An Aggregate-Demand Complementarity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    See also Journal Article Capital and income inequality: An aggregate-demand complementarity, Journal of Monetary Economics, Elsevier (2022) Downloads View citations (21) (2022)
  2. Employment and the collateral channel of monetary policy
    Bank of England working papers, Bank of England Downloads View citations (22)
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2018) Downloads View citations (8)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018) Downloads View citations (7)

2018

  1. Monetary Policy, Corporate Finance and Investment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (58)
    See also Journal Article Monetary Policy, Corporate Finance, and Investment, Journal of the European Economic Association, European Economic Association (2023) Downloads View citations (2) (2023)
  2. Monetary policy when households have debt: new evidence on the transmission mechanism
    Working Papers, Banco de España Downloads View citations (24)
    Also in Bank of England working papers, Bank of England (2016) Downloads View citations (29)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (80)

    See also Journal Article Monetary Policy when Households have Debt: New Evidence on the Transmission Mechanism, The Review of Economic Studies, Review of Economic Studies Ltd (2020) Downloads View citations (118) (2020)
  3. Regional Transfer Multipliers
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2018) Downloads View citations (7)

    See also Journal Article Regional Transfer Multipliers, The Review of Economic Studies, Review of Economic Studies Ltd (2019) Downloads View citations (28) (2019)

2017

  1. The Consumption Response to Positive and Negative Income Changes
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (18)
    Also in Bank of England working papers, Bank of England (2017) Downloads View citations (16)

2016

  1. Consumer Spending and Fiscal Consolidation: Evidence from a Housing Tax Experiment
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (7)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015) Downloads View citations (7)

2014

  1. Household debt and the dynamic effects of income tax changes
    Bank of England working papers, Bank of England Downloads View citations (12)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (8)

    See also Journal Article Household Debt and the Dynamic Effects of Income Tax Changes, The Review of Economic Studies, Review of Economic Studies Ltd (2017) Downloads View citations (44) (2017)
  2. Regional Transfers
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  3. The Incidence of Transaction Taxes: Evidence from a Stamp Duty Holiday
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (58)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014) Downloads View citations (54)

    See also Journal Article The incidence of transaction taxes: Evidence from a stamp duty holiday, Journal of Public Economics, Elsevier (2014) Downloads View citations (56) (2014)
  4. The Transmission Mechanism in Good and Bad Times
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article THE TRANSMISSION MECHANISM IN GOOD AND BAD TIMES, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2015) Downloads View citations (12) (2015)

2013

  1. Bank lending and monetary transmission in the euro area
    Working Paper Series, European Central Bank Downloads View citations (60)
    See also Journal Article Bank lending and monetary transmission in the euro area, Economic Policy, CEPR, CESifo, Sciences Po (2013) Downloads View citations (48) (2013)
  2. Consumption, Income Changes and Heterogeneity: Evidence from Two Fiscal Stimulus Programmes
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    See also Journal Article Consumption, Income Changes, and Heterogeneity: Evidence from Two Fiscal Stimulus Programs, American Economic Journal: Macroeconomics, American Economic Association (2014) Downloads View citations (153) (2014)
  3. Policy Uncertainty and Aggregate Fluctuations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (43)
    See also Journal Article Policy uncertainty and aggregate fluctuations, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) Downloads View citations (50) (2018)

2011

  1. A Century of Inflation Forecasts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    See also Journal Article A Century of Inflation Forecasts, The Review of Economics and Statistics, MIT Press (2012) Downloads View citations (21) (2012)
  2. Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
  3. Heterogeneous Responses and Aggregate Impact of the 2001 Income Tax Rebates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
  4. Unemployment and productivity in the long run: The role of macroeconomic volatility
    wp.comunite, Department of Communication, University of Teramo Downloads View citations (4)
    Also in Working Papers, Department of the Treasury, Ministry of the Economy and of Finance Downloads View citations (4)
    IMF Working Papers, International Monetary Fund (2010) Downloads View citations (9)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (10)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (9)

    See also Journal Article Unemployment and Productivity in the Long Run: The Role of Macroeconomic Volatility, The Review of Economics and Statistics, MIT Press (2015) Downloads View citations (40) (2015)

2010

  1. Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (7)
    Discussion Papers, Monetary Policy Committee Unit, Bank of England (2010) Downloads

    See also Journal Article Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market, NBER Macroeconomics Annual, University of Chicago Press (2013) Downloads View citations (14) (2013)
    Chapter Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market, NBER Chapters, National Bureau of Economic Research, Inc (2012) Downloads View citations (5) (2012)

2009

  1. A Historical Perspective on International Co-movements: 1821-2007
    2009 Meeting Papers, Society for Economic Dynamics Downloads
  2. Dynamics of the term structure of UK interest rates
    Bank of England working papers, Bank of England Downloads View citations (17)
  3. International Comovements, Business Cycle and Inflation: a Historical Perspective
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads View citations (3)
    Also in Discussion Papers, Monetary Policy Committee Unit, Bank of England (2009) Downloads View citations (1)

    See also Journal Article International Comovements, Business Cycle and Inflation: a Historical Perspective, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) Downloads View citations (111) (2011)
  4. Monetary Policy, Inflation Expectations and the Price Puzzle
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (10)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2009) Downloads View citations (1)

    See also Journal Article Monetary Policy, Inflation Expectations and The Price Puzzle, Economic Journal, Royal Economic Society (2010) View citations (135) (2010)

2008

  1. Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (26)
    Also in Bank of England working papers, Bank of England (2008) Downloads View citations (28)
  2. Household External Finance and Consumption
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Discussion Papers, Monetary Policy Committee Unit, Bank of England (2008) Downloads View citations (5)
  3. Insiders versus outsiders in monetary policymaking
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (79)
    Also in Discussion Papers, Monetary Policy Committee Unit, Bank of England (2007) Downloads View citations (9)

    See also Journal Article Insiders versus Outsiders in Monetary Policymaking, American Economic Review, American Economic Association (2008) Downloads View citations (97) (2008)
  4. Monetary policies and low-frequency manifestations of the quantity theory
    Discussion Papers, Monetary Policy Committee Unit, Bank of England Downloads View citations (15)
  5. Monetary policy shifts and inflation dynamics
    Bank of England working papers, Bank of England Downloads View citations (4)
    See also Chapter Monetary Policy Shifts and Inflation Dynamics, Palgrave Macmillan Books, Palgrave Macmillan (2007) (2007)
  6. Time-Varying Yield Curve Dynamics and Monetary Policy
    Discussion Papers, Monetary Policy Committee Unit, Bank of England Downloads View citations (7)
    See also Journal Article Time-varying yield curve dynamics and monetary policy, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2009) Downloads View citations (41) (2009)
  7. VAR analysis and the Great Moderation
    Working Paper Series, European Central Bank Downloads View citations (30)
    See also Journal Article VAR Analysis and the Great Moderation, American Economic Review, American Economic Association (2009) Downloads View citations (160) (2009)

2007

  1. (Un)Predictability and Macroeconomic Stability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (63)
    Macroeconomics, University Library of Munich, Germany (2005) Downloads View citations (88)
    Research Technical Papers, Central Bank of Ireland (2006) Downloads View citations (20)
  2. Does global liquidity help to forecast US inflation?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
    Also in Research Technical Papers, Central Bank of Ireland (2007) Downloads View citations (10)

    See also Journal Article Does Global Liquidity Help to Forecast U.S. Inflation?, Journal of Money, Credit and Banking, Blackwell Publishing (2009) View citations (55) (2009)
  3. Evolving U.S. monetary policy and the decline of inflation predictability
    Working Paper Series, European Central Bank Downloads View citations (6)
    See also Journal Article Evolving U.S. Monetary Policy and The Decline of Inflation Predictability, Journal of the European Economic Association, MIT Press (2008) Downloads View citations (61) (2008)
  4. Vector Autoregression Analysis and the Great Moderation
    Discussion Papers, Monetary Policy Committee Unit, Bank of England Downloads View citations (2)
    Also in Discussion Papers, Monetary Policy Committee Unit, Bank of England (2007) Downloads View citations (2)

2006

  1. Fundamental inflation uncertainty
    Bank of England working papers, Bank of England Downloads View citations (2)
  2. The Empirical Relevance of the Lucas Critique
    Computing in Economics and Finance 2006, Society for Computational Economics
  3. The Lucas critique and the stability of empirical models
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (11)
    See also Journal Article The Lucas critique and the stability of empirical models, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010) Downloads View citations (13) (2010)
  4. The Price Puzzle: Fact or Artifact?
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (18)
    Also in Bank of England working papers, Bank of England (2006) Downloads View citations (33)
    Macroeconomics, University Library of Munich, Germany (2005) Downloads View citations (7)

2005

  1. Monetary Policy Shifts, Indeterminacy and Inflation Dynamics
    Macroeconomics, University Library of Munich, Germany Downloads View citations (1)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) Downloads View citations (1)
  2. The Fed and the Stock Market
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads View citations (21)
    Also in Macroeconomics, University Library of Munich, Germany (2005) Downloads View citations (15)
  3. The Price Puzzle and Indeterminacy
    Macroeconomics, University Library of Munich, Germany Downloads View citations (8)

2004

  1. Inflation Targeting and Nonlinear Policy Rules: The Case of Asymmetric Preferences (new title: The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences)
    CESifo Working Paper Series, CESifo Downloads View citations (8)
  2. Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads View citations (25)
    Also in Macroeconomics, University Library of Munich, Germany (2004) Downloads
    Econometric Society 2004 Latin American Meetings, Econometric Society (2004) Downloads View citations (23)
  3. Measuring the Time-Inconsistency of US Monetary Policy
    Macroeconomics, University Library of Munich, Germany Downloads View citations (8)
    Also in Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group (2004) Downloads View citations (2)
    Working Paper Series, European Central Bank (2003) Downloads View citations (14)

    See also Journal Article Measuring the Time Inconsistency of US Monetary Policy, Economica, London School of Economics and Political Science (2008) Downloads View citations (35) (2008)

2003

  1. How does the ECB target inflation?
    Macroeconomics, University Library of Munich, Germany Downloads View citations (22)
    Also in Working Paper Series, European Central Bank (2003) Downloads View citations (22)
  2. US Monetary Policy Rules: the Case for Asymmetric Preferences
    Royal Economic Society Annual Conference 2003, Royal Economic Society Downloads View citations (11)

2002

  1. Uncovering Policy Makers' Loss Function
    Macroeconomics, University Library of Munich, Germany Downloads View citations (2)

Journal Articles

2023

  1. Do Tax Increases Tame Inflation?
    AEA Papers and Proceedings, 2023, 113, 377-81 Downloads
  2. Monetary Policy, Corporate Finance, and Investment
    Journal of the European Economic Association, 2023, 21, (6), 2586-2634 Downloads View citations (2)
    See also Working Paper Monetary Policy, Corporate Finance and Investment, NBER Working Papers (2018) Downloads View citations (58) (2018)

2022

  1. Capital and income inequality: An aggregate-demand complementarity
    Journal of Monetary Economics, 2022, 126, (C), 154-169 Downloads View citations (21)
    See also Working Paper Capital and Income Inequality: An Aggregate-Demand Complementarity, CEPR Discussion Papers (2019) Downloads View citations (7) (2019)
  2. Employment and the residential collateral channel of monetary policy
    Journal of Monetary Economics, 2022, 131, (C), 26-44 Downloads View citations (6)

2021

  1. The distributional impact of the pandemic
    European Economic Review, 2021, 134, (C) Downloads View citations (22)
    See also Working Paper The Distributional Impact of the Pandemic, Working Papers (2020) Downloads View citations (18) (2020)

2020

  1. Monetary Policy when Households have Debt: New Evidence on the Transmission Mechanism
    The Review of Economic Studies, 2020, 87, (1), 102-129 Downloads View citations (118)
    See also Working Paper Monetary policy when households have debt: new evidence on the transmission mechanism, Working Papers (2018) Downloads View citations (24) (2018)

2019

  1. Consumer Spending and Property Taxes
    Journal of the European Economic Association, 2019, 17, (2), 606-649 Downloads View citations (10)
  2. Regional Transfer Multipliers
    The Review of Economic Studies, 2019, 86, (5), 1901-1934 Downloads View citations (28)
    See also Working Paper Regional Transfer Multipliers, CEPR Discussion Papers (2018) Downloads View citations (7) (2018)

2018

  1. Policy uncertainty and aggregate fluctuations
    Journal of Applied Econometrics, 2018, 33, (3), 319-331 Downloads View citations (50)
    See also Working Paper Policy Uncertainty and Aggregate Fluctuations, CEPR Discussion Papers (2013) Downloads View citations (43) (2013)
  2. The consumption response to positive and negative income shocks
    Journal of Monetary Economics, 2018, 96, (C), 1-15 Downloads View citations (75)

2017

  1. Household Debt and the Dynamic Effects of Income Tax Changes
    The Review of Economic Studies, 2017, 84, (1), 45-81 Downloads View citations (44)
    See also Working Paper Household debt and the dynamic effects of income tax changes, Bank of England working papers (2014) Downloads View citations (12) (2014)

2016

  1. International fiscal spillovers
    Journal of International Economics, 2016, 99, (C), 31-45 Downloads View citations (31)

2015

  1. Price-level uncertainty and instability in the United Kingdom
    Journal of Economic Dynamics and Control, 2015, 52, (C), 1-16 Downloads View citations (11)
  2. THE TRANSMISSION MECHANISM IN GOOD AND BAD TIMES
    International Economic Review, 2015, 56, (4), 1237-1260 Downloads View citations (12)
    See also Working Paper The Transmission Mechanism in Good and Bad Times, CEPR Discussion Papers (2014) Downloads View citations (1) (2014)
  3. Unemployment and Productivity in the Long Run: The Role of Macroeconomic Volatility
    The Review of Economics and Statistics, 2015, 97, (3), 698-709 Downloads View citations (40)
    See also Working Paper Unemployment and productivity in the long run: The role of macroeconomic volatility, wp.comunite (2011) Downloads View citations (4) (2011)

2014

  1. Consumption, Income Changes, and Heterogeneity: Evidence from Two Fiscal Stimulus Programs
    American Economic Journal: Macroeconomics, 2014, 6, (4), 84-106 Downloads View citations (153)
    See also Working Paper Consumption, Income Changes and Heterogeneity: Evidence from Two Fiscal Stimulus Programmes, CEPR Discussion Papers (2013) Downloads View citations (9) (2013)
  2. The incidence of transaction taxes: Evidence from a stamp duty holiday
    Journal of Public Economics, 2014, 119, (C), 61-70 Downloads View citations (56)
    See also Working Paper The Incidence of Transaction Taxes: Evidence from a Stamp Duty Holiday, CEPR Discussion Papers (2014) Downloads View citations (58) (2014)

2013

  1. Bank lending and monetary transmission in the euro area
    (Bank capital, bank lending and monetary policy in the euro area)
    Economic Policy, 2013, 28, (75), 423-457 Downloads View citations (48)
    See also Working Paper Bank lending and monetary transmission in the euro area, Working Paper Series (2013) Downloads View citations (60) (2013)
  2. Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market
    NBER Macroeconomics Annual, 2013, 27, (1), 375 - 419 Downloads View citations (14)
    See also Chapter Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market, NBER Chapters, 2012, 375-419 (2012) Downloads View citations (5) (2012)
    Working Paper Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market, CEPR Discussion Papers (2010) Downloads (2010)

2012

  1. A Century of Inflation Forecasts
    The Review of Economics and Statistics, 2012, 94, (4), 1097-1106 Downloads View citations (21)
    See also Working Paper A Century of Inflation Forecasts, CEPR Discussion Papers (2011) Downloads View citations (6) (2011)
  2. EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS
    Journal of the European Economic Association, 2012, 10, (4), 716-734 Downloads View citations (187)

2011

  1. International Comovements, Business Cycle and Inflation: a Historical Perspective
    Review of Economic Dynamics, 2011, 14, (1), 176-198 Downloads View citations (111)
    See also Software Item Code and data files for "International Comovements, Business Cycle and Inflation: A Historical Perspective", Computer Codes (2010) Downloads (2010)
    Working Paper International Comovements, Business Cycle and Inflation: a Historical Perspective, CSEF Working Papers (2009) Downloads View citations (3) (2009)
  2. Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals
    American Economic Review, 2011, 101, (1), 109-28 Downloads View citations (107)

2010

  1. Monetary Policy, Inflation Expectations and The Price Puzzle
    Economic Journal, 2010, 120, (549), 1262-1283 View citations (135)
    See also Working Paper Monetary Policy, Inflation Expectations and the Price Puzzle, "Marco Fanno" Working Papers (2009) Downloads View citations (10) (2009)
  2. The Lucas critique and the stability of empirical models
    Journal of Applied Econometrics, 2010, 25, (1), 177-194 Downloads View citations (13)
    Also in Journal of Applied Econometrics, 2010, 25, (1), 177-194 (2010) Downloads View citations (29)

    See also Working Paper The Lucas critique and the stability of empirical models, Working Paper (2006) Downloads View citations (11) (2006)

2009

  1. Does Global Liquidity Help to Forecast U.S. Inflation?
    Journal of Money, Credit and Banking, 2009, 41, (2-3), 479-489 View citations (55)
    Also in Journal of Money, Credit and Banking, 2009, 41, (2‐3), 479-489 (2009) Downloads View citations (4)

    See also Working Paper Does global liquidity help to forecast US inflation?, MPRA Paper (2007) Downloads View citations (7) (2007)
  2. The Transmission of International Shocks: A Factor-Augmented VAR Approach
    Journal of Money, Credit and Banking, 2009, 41, (s1), 71-100 View citations (152)
    Also in Journal of Money, Credit and Banking, 2009, 41, (s1), 71-100 (2009) Downloads View citations (35)
  3. The great moderation of the term structure of UK interest rates
    Journal of Monetary Economics, 2009, 56, (6), 856-871 Downloads View citations (89)
  4. Time-varying yield curve dynamics and monetary policy
    Journal of Applied Econometrics, 2009, 24, (6), 895-913 Downloads View citations (41)
    See also Working Paper Time-Varying Yield Curve Dynamics and Monetary Policy, Discussion Papers (2008) Downloads View citations (7) (2008)
  5. VAR Analysis and the Great Moderation
    American Economic Review, 2009, 99, (4), 1636-52 Downloads View citations (160)
    See also Working Paper VAR analysis and the Great Moderation, Working Paper Series (2008) Downloads View citations (30) (2008)

2008

  1. Evolving U.S. Monetary Policy and The Decline of Inflation Predictability
    Journal of the European Economic Association, 2008, 6, (2-3), 634-646 Downloads View citations (61)
    See also Working Paper Evolving U.S. monetary policy and the decline of inflation predictability, Working Paper Series (2007) Downloads View citations (6) (2007)
  2. Insiders versus Outsiders in Monetary Policymaking
    American Economic Review, 2008, 98, (2), 218-23 Downloads View citations (97)
    See also Working Paper Insiders versus outsiders in monetary policymaking, LSE Research Online Documents on Economics (2008) Downloads View citations (79) (2008)
  3. International influences on domestic prices and activities: a FAVAR approach to open economy
    Proceedings, 2008 Downloads View citations (2)
  4. Measuring the Time Inconsistency of US Monetary Policy
    Economica, 2008, 75, (297), 22-38 Downloads View citations (35)
    See also Working Paper Measuring the Time-Inconsistency of US Monetary Policy, Macroeconomics (2004) Downloads View citations (8) (2004)
  5. THE COST CHANNEL OF MONETARY POLICY AND INDETERMINACY
    Macroeconomic Dynamics, 2008, 12, (5), 724-735 Downloads View citations (38)

2007

  1. The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences
    Journal of Economic Dynamics and Control, 2007, 31, (1), 305-324 Downloads View citations (130)
  2. The Monetary Policy of the European Central Bank
    Scandinavian Journal of Economics, 2007, 109, (1), 115-135 Downloads View citations (51)

2004

  1. Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed
    Scottish Journal of Political Economy, 2004, 51, (1), 105-126 Downloads View citations (46)

2003

  1. Asymmetric Reaction Functions for the Euro Area
    Oxford Review of Economic Policy, 2003, 19, (1), 44-57 View citations (72)
  2. Geographic Concentration and Increasing Returns
    Journal of Economic Surveys, 2003, 17, (5), 693-708 Downloads View citations (6)
  3. The Agglomeration Dilemma: “Should I Stay or Should I Go?”
    Growth and Change, 2003, 34, (3), 261-275 Downloads

Chapters

2012

  1. Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market
    A chapter in NBER Macroeconomics Annual 2012, Volume 27, 2012, pp 375-419 Downloads View citations (5)
    See also Working Paper Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market, C.E.P.R. Discussion Papers (2010) Downloads (2010)
    Journal Article Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market, University of Chicago Press (2013) Downloads View citations (14) (2013)

2007

  1. Monetary Policy Shifts and Inflation Dynamics
    Palgrave Macmillan
    See also Working Paper Monetary policy shifts and inflation dynamics, Bank of England (2008) Downloads View citations (4) (2008)

Software Items

2010

  1. Code and data files for "International Comovements, Business Cycle and Inflation: A Historical Perspective"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article International Comovements, Business Cycle and Inflation: a Historical Perspective, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) Downloads View citations (111) (2011)
 
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