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Matteo Iacoviello

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Personal Details

First Name: Matteo
Middle Name:
Last Name: Iacoviello
Suffix:

RePEc Short-ID: pia2

Email:
Homepage: http://www2.bc.edu/~iacoviel/
Postal Address:
Phone:

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)
Location: Washington, District of Columbia (United States)
Homepage: http://www.federalreserve.gov/
Email:
Phone:
Fax:
Postal: 20th Street and Constitution Avenue, NW, Washington, DC 20551
Handle: RePEc:edi:frbgvus (more details at EDIRC)

Works

as in new window

Working papers

  1. Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2012. "Banks, Sovereign Debt and the International Transmission of Business Cycles," NBER Working Papers 18303, National Bureau of Economic Research, Inc.
  2. Luca Guerrieri & Matteo Iacoviello, 2012. "Collateral Constraints and Macroeconomic Asymmetries," 2012 Meeting Papers 1024, Society for Economic Dynamics.
  3. Matteo Iacoviello, 2011. "Housing wealth and consumption," International Finance Discussion Papers 1027, Board of Governors of the Federal Reserve System (U.S.).
  4. Matteo Iacoviello, 2011. "Banks and Business Cycles," 2011 Meeting Papers 659, Society for Economic Dynamics.
  5. Raoul Minetti & Matteo Iacoviello, 2010. "Foreign Lenders in Emerging Economies," 2010 Meeting Papers 1050, Society for Economic Dynamics.
  6. Matteo Iacoviello, 2010. "Financial Business Cycles," 2010 Meeting Papers 1053, Society for Economic Dynamics.
  7. Matteo Iacoviello & Marina Pavan, 2009. "Housing and Debt Over the Life Cycle and Over the Business Cycle," Boston College Working Papers in Economics 723, Boston College Department of Economics, revised 19 Sep 2011.
  8. Marina Pavan & Matteo Iacoviello, 2008. "Household Volatility, Household Debt and the Great Moderation," 2008 Meeting Papers 903, Society for Economic Dynamics.
  9. Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2007. "Input and Output Inventories in General Equilibrium," Boston College Working Papers in Economics 658, Boston College Department of Economics, revised 23 Oct 2009.
  10. Stefano Neri & Matteo Iacoviello, 2007. "The Role of Housing Collateral in an Estimated Two-Sector Model of the US Economy," 2007 Meeting Papers 245, Society for Economic Dynamics.
  11. Matteo Iacoviello & Stefano Neri, 2007. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," Boston College Working Papers in Economics 659, Boston College Department of Economics, revised 23 Oct 2009.
  12. Matteo Iacoviello & Raoul Minetti, 2006. "Liquidity Cycles," 2006 Meeting Papers 676, Society for Economic Dynamics.
  13. Matteo Iacoviello, 2005. "Private Debt and Idiosyncratic Volatility: A Business Cycle Analysis," 2005 Meeting Papers 186, Society for Economic Dynamics.
  14. Matteo Iacoviello, 2005. "Household Debt and Income Inequality, 1963-2003," Boston College Working Papers in Economics 629, Boston College Department of Economics, revised 18 Oct 2007.
  15. Matteo Iacoviello, 2004. "Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis," Boston College Working Papers in Economics 589, Boston College Department of Economics, revised 13 Sep 2004.
  16. Matteo Iacoviello & Raoul Minetti, 2003. "Domestic and Foreign Lenders and International Business Cycles," Boston College Working Papers in Economics 554, Boston College Department of Economics, revised 05 Dec 2003.
  17. Matteo Iacoviello, 2002. "House Prices and Business Cycles in Europe: a VAR Analysis," Boston College Working Papers in Economics 540, Boston College Department of Economics.
  18. Matteo Iacoviello & Raoul Minetti, 2002. "The Credit Channel of Monetary Policy: Evidence from the Housing Market," Boston College Working Papers in Economics 541, Boston College Department of Economics, revised 29 Aug 2003.
  19. Matteo Iacoviello & Francois Ortalo-Magne, 2002. "Hedging Housing Risk in London," Boston College Working Papers in Economics 539, Boston College Department of Economics.
  20. Matteo Iacoviello & Raoul Minetti, 2002. "Financial Liberalisation and the Sensitivity of House Prices to Monetary Policy: Theory and Evidence," Boston College Working Papers in Economics 538, Boston College Department of Economics.
  21. Matteo Iacoviello, 2002. "House prices, borrowing constraints and monetary policy in the business cycle," Boston College Working Papers in Economics 542, Boston College Department of Economics, revised 06 Dec 2004.
  22. Matteo Iacoviello, 2001. "Short-Term Forecasting," IMF Working Papers 01/109, International Monetary Fund.
  23. Iacoviello, Matteo & Minetti, Raoul, 2000. "The Credit Channel of Monetary Policy and Housing Markets: International Empirical Evidence," Research Discussion Papers 14/2000, Bank of Finland.
  24. Iacoviello, Matteo, 2000. "House prices and the macroeconomy in Europe: Results from a structural var analysis," Working Paper Series 0018, European Central Bank.

Articles

  1. Iacoviello, Matteo & Pavan, Marina, 2013. "Housing and debt over the life cycle and over the business cycle," Journal of Monetary Economics, Elsevier, vol. 60(2), pages 221-238.
  2. Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2013. "Banks, Sovereign Debt, and the International Transmission of Business Cycles," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 181 - 213.
  3. Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2011. "Input And Output Inventories In General Equilibrium," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(4), pages 1179-1213, November.
  4. Matteo Iacoviello & Stefano Neri, 2010. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 125-64, April.
  5. Iacoviello, Matteo & Minetti, Raoul, 2008. "The credit channel of monetary policy: Evidence from the housing market," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 69-96, March.
  6. Matteo Iacoviello, 2008. "Household Debt and Income Inequality, 1963-2003," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 929-965, 08.
  7. Matteo Iacoviello & Marina Pavan, 2007. "An Equilibrium Model of Lumpy Housing Investment," Rivista di Politica Economica, SIPI Spa, vol. 97(2), pages 15-44, March-Apr.
  8. Iacoviello, Matteo & Minetti, Raoul, 2006. "International business cycles with domestic and foreign lenders," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 2267-2282, November.
  9. Matteo Iacoviello, 2005. "House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle," American Economic Review, American Economic Association, vol. 95(3), pages 739-764, June.
  10. Iacoviello, Matteo, 2004. "Consumption, house prices, and collateral constraints: a structural econometric analysis," Journal of Housing Economics, Elsevier, vol. 13(4), pages 304-320, December.
  11. Iacoviello, Matteo & Ortalo-Magne, Francois, 2003. "Hedging Housing Risk in London," The Journal of Real Estate Finance and Economics, Springer, vol. 27(2), pages 191-209, September.
  12. Matteo Iacoviello & Raoul Minetti, 2003. "Financial Liberalization And The Sensitivity Of House Prices To Monetary Policy: Theory And Evidence," Manchester School, University of Manchester, vol. 71(1), pages 20-34, January.

Software components

  1. Matteo Iacoviello, 2004. "Credit cycle model," QM&RBC Codes 84, Quantitative Macroeconomics & Real Business Cycles.
  2. Matteo Iacoviello, 2004. "Asset prices in real business cycle models rbcfull.m (which calls rbcfull_go.m file and the rbcfull_sim.m file). This program uses Harald Uhlig's Toolkit," QM&RBC Codes 89, Quantitative Macroeconomics & Real Business Cycles.
  3. Matteo Iacoviello, 2004. "Full dynamic new-Keynesian model," QM&RBC Codes 86, Quantitative Macroeconomics & Real Business Cycles.
  4. Matteo Iacoviello, 2004. "Dynamic new-Keynesian model with lags," QM&RBC Codes 87, Quantitative Macroeconomics & Real Business Cycles.
  5. Matteo Iacoviello, 2004. "Sidrauski money in utility function model," QM&RBC Codes 80, Quantitative Macroeconomics & Real Business Cycles.
  6. Matteo Iacoviello, 2004. "Optimal interest rate rule model," QM&RBC Codes 82, Quantitative Macroeconomics & Real Business Cycles.
  7. Matteo Iacoviello, 2004. "Reduced form dynamic new-Keynesian model," QM&RBC Codes 85, Quantitative Macroeconomics & Real Business Cycles.
  8. Matteo Iacoviello, 2004. "Cash in advance model," QM&RBC Codes 81, Quantitative Macroeconomics & Real Business Cycles.
  9. Matteo Iacoviello, 2004. "Sticky information model," QM&RBC Codes 88, Quantitative Macroeconomics & Real Business Cycles.
  10. Matteo Iacoviello, 2004. "Model of interaction between monetary and fiscal policy," QM&RBC Codes 83, Quantitative Macroeconomics & Real Business Cycles.

Chapters

  1. Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2012. "Banks, Sovereign Debt and the International Transmission of Business Cycles," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 181-213 National Bureau of Economic Research, Inc.

NEP Fields

20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (5) 2007-03-31 2007-03-31 2008-01-05 2008-03-25 2009-11-07. Author is listed
  2. NEP-CBA: Central Banking (4) 2002-10-18 2002-10-18 2008-03-25 2012-08-23
  3. NEP-DGE: Dynamic General Equilibrium (19) 2002-10-18 2002-10-18 2003-02-10 2004-01-25 2004-08-02 2005-11-12 2005-12-01 2007-01-13 2007-03-31 2007-03-31 2008-01-05 2008-03-25 2008-11-11 2009-11-07 2010-01-10 2010-10-30 2011-12-19 2012-08-23 2013-08-16. Author is listed
  4. NEP-EEC: European Economics (2) 2002-10-18 2012-08-23
  5. NEP-GEO: Economic Geography (4) 2004-01-25 2004-08-02 2008-03-25 2008-11-11
  6. NEP-IAS: Insurance Economics (2) 2002-10-08 2002-10-08
  7. NEP-LTV: Unemployment, Inequality & Poverty (1) 2005-11-12
  8. NEP-MAC: Macroeconomics (16) 2003-02-10 2004-01-25 2004-08-02 2005-11-12 2005-12-01 2007-01-13 2007-01-13 2007-03-31 2007-03-31 2008-03-25 2008-11-11 2009-11-07 2010-01-10 2011-12-19 2012-08-23 2013-08-16. Author is listed
  9. NEP-MON: Monetary Economics (1) 2002-10-18
  10. NEP-OPM: Open Economy Macroeconomics (1) 2012-08-23
  11. NEP-PKE: Post Keynesian Economics (1) 2003-02-10
  12. NEP-RMG: Risk Management (1) 2002-10-08
  13. NEP-SPO: Sports & Economics (1) 2013-08-16
  14. NEP-URE: Urban & Real Estate Economics (16) 2002-10-08 2002-10-18 2002-10-18 2002-10-18 2002-10-18 2002-10-18 2004-01-25 2004-08-02 2007-03-31 2008-03-25 2008-11-11 2009-11-07 2010-01-10 2011-08-29 2011-12-19 2013-08-16. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
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  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. Number of Registered Citing Authors
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  16. Number of Abstract Views in RePEc Services over the past 12 months
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  18. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  19. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  20. Wu-Index
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