Livio Stracca
Personal Details
First Name: Livio
Middle Name:
Last Name: Stracca
Suffix:
RePEc Short-ID: pst122
Email:
Homepage:
Postal Address:
Phone:
Affiliation
- European Central Bank
- Location: Frankfurt am Main, Germany
Homepage: http://www.ecb.int/
Email:
Phone: +49 69 1344 0
Fax: +49 69 1344 6000
Postal: Kaiserstraße 29, D-60311 Frankfurt am Main
Handle: RePEc:edi:emieude (more details at EDIRC)
Works
Working papers
- Sascha Buetzer & Maurizio Michael Habib & Livio Stracca, 2012. "Global exchangerate configuration: do oil shocks matter?," Working Paper Series 1442, European Central Bank.
- Ehrmann, Michael & Soudan, Michel & Stracca, Livio, 2012.
"Explaining EU Citizens' Trust in the ECB in Normal and Crisis Times,"
Economics Series
289, Institute for Advanced Studies.
- Michael Ehrmann & Michel Soudan & Livio Stracca, 2012. "Explaining EU citizens’ trust in the ECB in normal and crisis times," Working Paper Series 1501, European Central Bank.
- Maurizio Michael Habib & Livio Stracca, 2011.
"Getting beyond carry trade: what makes a safe haven currency?,"
Working Paper Series
1288, European Central Bank.
- Habib, Maurizio M. & Stracca, Livio, 2012. "Getting beyond carry trade: What makes a safe haven currency?," Journal of International Economics, Elsevier, vol. 87(1), pages 50-64.
- Demosthenes Ioannou & Livio Stracca, 2011. "Have euro area and EU economic governance worked? Just the facts," Working Paper Series 1344, European Central Bank.
- Matthieu Bussière & Livio Stracca, 2010. "A decade (and a global financial crisis) after Blinder: The interaction between researchers and policy-makers in central banks," Working Paper Series 1260, European Central Bank.
- Alberto Musso & Stefano Neri & Livio Stracca, 2010.
"Housing, consumption and monetary policy - how different are the US and the euro area?,"
Working Paper Series
1161, European Central Bank.
- Musso, Alberto & Neri, Stefano & Stracca, Livio, 2011. "Housing, consumption and monetary policy: How different are the US and the euro area?," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3019-3041, November.
- Alberto Musso & Stefano Neri & Livio Stracca, 2011. "Housing, consumption and monetary policy: how different are the U.S. and the euro area?," Temi di discussione (Economic working papers) 807, Bank of Italy, Economic Research and International Relations Area.
- Livio Stracca, 2010. "Is the new keynesian IS curve structural?," Working Paper Series 1236, European Central Bank.
- Marcel Fratzscher & Livio Stracca, 2009. "Does it pay to have the euro? Italy’s politics and financial markets under the lira and the euro," Working Paper Series 1064, European Central Bank.
- Alessandro Calza & Tommaso Monacelli & Livio Stracca, 2009. "Housing Finance and Monetary Policy," Working Paper Series 1069, European Central Bank.
- Gianni Amisano & Nicola Giammarioli & Livio Stracca, 2009. "EMU and the adjustment to asymmetric shocks: the case of Italy," Working Paper Series 1128, European Central Bank.
- Laurent Bilke & Livio Stracca, 2008.
"A persistence-weighted measure of core inflation in the euro area,"
Working Paper Series
905, European Central Bank.
- Bilke, Laurent & Stracca, Livio, 2007. "A persistence-weighted measure of core inflation in the Euro area," Economic Modelling, Elsevier, vol. 24(6), pages 1032-1047, November.
- Marcel Fratzscher & Livio Stracca, 2008.
"The political economy under monetary union - has the euro made a difference?,"
Working Paper Series
956, European Central Bank.
- Marcel Fratzscher & Livio Stracca, 2009. "The political economy under monetary union: has the euro made a difference?," Economic Policy, CEPR & CES & MSH, vol. 24, pages 307-348, 04.
- Barry E. Jones & Livio Stracca, 2008.
"Does money matter in the IS curve? The case of the UK,"
Working Paper Series
904, European Central Bank.
- Barry E. Jones & Livio Stracca, 2008. "Does Money Matter In The Is Curve? The Case Of The Uk," Manchester School, University of Manchester, vol. 76(s1), pages 58-84, 09.
- Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio, 2007.
"Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter?,"
CEPR Discussion Papers
6231, C.E.P.R. Discussion Papers.
- Alessandro Calza & Tommaso Monacelli & Livio Stracca, 2007. "Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter?," CFS Working Paper Series 2007/10, Center for Financial Studies.
- Livio Stracca, 2007. "Should we take inside money seriously?," Working Paper Series 841, European Central Bank.
- Alberto Musso & Livio Stracca & Dick van Dijk, 2007.
"Instability and nonlinearity in the Euro area Phillips curve,"
Working Paper Series
811, European Central Bank.
- Alberto Musso & Livio Stracca & Dick van Dijk, 2009. "Instability and Nonlinearity in the Euro-Area Phillips Curve," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 181-212, June.
- Rasmus Rüffer & Livio Stracca, 2006.
"What is global excess liquidity, and does it matter?,"
Working Paper Series
696, European Central Bank.
- Rasmus Ruffer & Livio Stracca, 2007. "What is global excess liquidity, and does it matter?," Money Macro and Finance (MMF) Research Group Conference 2006 120, Money Macro and Finance Research Group.
- Barry E. Jones & Livio Stracca, 2006. "Are money and consumption additively separable in the euro area? A non-parametric approach," Working Paper Series 704, European Central Bank.
- Livio Stracca, 2006.
"A speed limit monetary policy rule for the euro area,"
Working Paper Series
600, European Central Bank.
- Livio Stracca, 2007. "A Speed Limit Monetary Policy Rule for the Euro Area," International Finance, Wiley Blackwell, vol. 10(1), pages 21-41, 03.
- Livio Stracca, 2005. "Liquidity and real equilibrium interest rates - a framework of analysis," Working Paper Series 542, European Central Bank.
- Livio Stracca, 2005.
"Delegated portfolio management: a survey of the theoretical literature,"
Working Paper Series
520, European Central Bank.
- Livio Stracca, 2006. "Delegated Portfolio Management: A Survey Of The Theoretical Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 20(5), pages 823-848, December.
- Livio Stracca & Ali al-Nowaihi, 2005. "Keeping up with the Joneses, reference dependence, and equilibrium indeterminacy," Working Paper Series 444, European Central Bank.
- Livio Stracca & Clara Martin Moss & Livio Stracca, 2004. "Demand and supply in the ECB's main refinancing operations," Money Macro and Finance (MMF) Research Group Conference 2003 94, Money Macro and Finance Research Group.
- Livio Stracca & David Fielding, 2003.
"Myopic loss aversion; disappointment aversion; and the equity premium puzzle,"
Working Paper Series
203, European Central Bank.
- Fielding, David & Stracca, Livio, 2007. "Myopic loss aversion, disappointment aversion, and the equity premium puzzle," Journal of Economic Behavior & Organization, Elsevier, vol. 64(2), pages 250-268, October.
- Steen Ejerskov & Clara Martin Moss & Livio Stracca, 2003. "How does the ECB allot liquidity in its weekly main refinancing operations? A look at the empirical evidence," Working Paper Series 244, European Central Bank.
- Livio Stracca, 2002. "Behavioural Finance and Aggregate Market Behaviour: Where do we Stand?," Discussion Papers in Economics 02/10, Department of Economics, University of Leicester.
- Livio Stracca, 2002. "The optimal allocation of risks under prospect theory," Working Paper Series 161, European Central Bank.
- al-Nowaihi, Ali & Livio Stracca, 2002. "Non-standard central bank loss functions, skewed risks, and the certainty equivalence principle," Royal Economic Society Annual Conference 2002 4, Royal Economic Society.
- Livio Stracca & Ali Al-Nowaihi, 2002. "Non-standard Central Bank loss functions; skewed risks; and certainty equivalence," Working Paper Series 129, European Central Bank.
- Livio Stracca, 2001.
"The functional form of the demand for euro area M1,"
Working Paper Series
051, European Central Bank.
- Livio Stracca, 2003. "The Functional Form Of The Demand For Euro Area M1," Manchester School, University of Manchester, vol. 71(2), pages 172-204, 03.
- Livio Stracca, 2001. "Does liquidity matter? Properties of the synthetic divisia monetary aggregate in the Euro area," Working Paper Series 079, European Central Bank.
- Livio Stracca, . "Economics and Politics: Interest Rate Convergence in Europe and EMU," Discussion Papers in European Economics 99/6, Department of Economics, University of Leicester.
Articles
- Fabio Fornari & Livio Stracca, 2012. "What does a financial shock do? First international evidence," Economic Policy, CEPR & CES & MSH, vol. 27(71), pages 407-445, 07.
- Habib, Maurizio M. & Stracca, Livio, 2012.
"Getting beyond carry trade: What makes a safe haven currency?,"
Journal of International Economics,
Elsevier, vol. 87(1), pages 50-64.
- Maurizio Michael Habib & Livio Stracca, 2011. "Getting beyond carry trade: what makes a safe haven currency?," Working Paper Series 1288, European Central Bank.
- Musso, Alberto & Neri, Stefano & Stracca, Livio, 2011.
"Housing, consumption and monetary policy: How different are the US and the euro area?,"
Journal of Banking & Finance,
Elsevier, vol. 35(11), pages 3019-3041, November.
- Alberto Musso & Stefano Neri & Livio Stracca, 2010. "Housing, consumption and monetary policy - how different are the US and the euro area?," Working Paper Series 1161, European Central Bank.
- Alberto Musso & Stefano Neri & Livio Stracca, 2011. "Housing, consumption and monetary policy: how different are the U.S. and the euro area?," Temi di discussione (Economic working papers) 807, Bank of Italy, Economic Research and International Relations Area.
- Marcel Fratzscher & Livio Stracca, 2009.
"The political economy under monetary union: has the euro made a difference?,"
Economic Policy,
CEPR & CES & MSH, vol. 24, pages 307-348, 04.
- Marcel Fratzscher & Livio Stracca, 2008. "The political economy under monetary union - has the euro made a difference?," Working Paper Series 956, European Central Bank.
- Alberto Musso & Livio Stracca & Dick van Dijk, 2009.
"Instability and Nonlinearity in the Euro-Area Phillips Curve,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 5(2), pages 181-212, June.
- Alberto Musso & Livio Stracca & Dick van Dijk, 2007. "Instability and nonlinearity in the Euro area Phillips curve," Working Paper Series 811, European Central Bank.
- Marcel Fratzscher & Livio Stracca, 2009. "Does It Pay to Have the Euro? Italy's Troubled Politics and Financial Markets under the Lira and the Euro," International Finance, Wiley Blackwell, vol. 12(1), pages 1-31, 05.
- Barry E. Jones & Livio Stracca, 2008.
"Does Money Matter In The Is Curve? The Case Of The Uk,"
Manchester School,
University of Manchester, vol. 76(s1), pages 58-84, 09.
- Barry E. Jones & Livio Stracca, 2008. "Does money matter in the IS curve? The case of the UK," Working Paper Series 904, European Central Bank.
- Bilke, Laurent & Stracca, Livio, 2007.
"A persistence-weighted measure of core inflation in the Euro area,"
Economic Modelling,
Elsevier, vol. 24(6), pages 1032-1047, November.
- Laurent Bilke & Livio Stracca, 2008. "A persistence-weighted measure of core inflation in the euro area," Working Paper Series 905, European Central Bank.
- Livio Stracca, 2007.
"A Speed Limit Monetary Policy Rule for the Euro Area,"
International Finance,
Wiley Blackwell, vol. 10(1), pages 21-41, 03.
- Livio Stracca, 2006. "A speed limit monetary policy rule for the euro area," Working Paper Series 600, European Central Bank.
- Fielding, David & Stracca, Livio, 2007.
"Myopic loss aversion, disappointment aversion, and the equity premium puzzle,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 64(2), pages 250-268, October.
- Livio Stracca & David Fielding, 2003. "Myopic loss aversion; disappointment aversion; and the equity premium puzzle," Working Paper Series 203, European Central Bank.
- Livio Stracca, 2006.
"Delegated Portfolio Management: A Survey Of The Theoretical Literature,"
Journal of Economic Surveys,
Wiley Blackwell, vol. 20(5), pages 823-848, December.
- Livio Stracca, 2005. "Delegated portfolio management: a survey of the theoretical literature," Working Paper Series 520, European Central Bank.
- Stracca, Livio, 2006. "A Note On Liquidity And Real Equilibrium Interest Rates," Macroeconomic Dynamics, Cambridge University Press, vol. 10(03), pages 426-438, June.
- Cour-Thimann, Philippine & Pilegaard, Rasmus & Stracca, Livio, 2006. "The output gap and the real interest rate gap in the euro area, 1960-2003," Journal of Policy Modeling, Elsevier, vol. 28(7), pages 775-790, October.
- Stracca, Livio, 2004. "Behavioral finance and asset prices: Where do we stand?," Journal of Economic Psychology, Elsevier, vol. 25(3), pages 373-405, June.
- Livio Stracca, 2004. "Does Liquidity Matter? Properties of a Divisia Monetary Aggregate in the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 309-331, 07.
- Ali Al-Nowaihi & Livio Stracca, 2003. "Behavioural Central Bank Loss Functions, Skewed Risks and Certainty Equivalence," Manchester School, University of Manchester, vol. 71(Supplemen), pages 21-38, 09.
- Livio Stracca, 2003.
"The Functional Form Of The Demand For Euro Area M1,"
Manchester School,
University of Manchester, vol. 71(2), pages 172-204, 03.
- Livio Stracca, 2001. "The functional form of the demand for euro area M1," Working Paper Series 051, European Central Bank.
- Alessandro Calza & Alexander Jung & Livio Stracca, 2000. "An econometric analysis of the main components of M3 in the Euro area," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(4), pages 680-701, December.
NEP Fields
27 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-CBA: Central Banking (20) 2002-07-08 2006-05-06 2006-12-01 2007-01-14 2007-03-24 2007-04-09 2007-04-28 2007-10-06 2008-01-05 2008-07-20 2008-07-20 2008-12-01 2009-08-08 2010-04-11 2010-09-03 2010-11-13 2011-01-23 2011-05-24 2011-06-04 2012-09-30. Author is listed
- NEP-CDM: Collective Decision-Making (1) 1999-08-15
- NEP-CWA: Central & Western Asia (1) 2012-07-08
- NEP-DGE: Dynamic General Equilibrium (4) 2007-03-24 2007-04-28 2008-01-05 2009-08-08
- NEP-EEC: European Economics (10) 2006-05-06 2007-10-06 2008-07-20 2008-07-20 2008-12-01 2009-08-08 2010-04-11 2011-05-24 2011-06-04 2012-09-30. Author is listed
- NEP-ENE: Energy Economics (1) 2012-07-08
- NEP-FIN: Finance (3) 2002-06-24 2002-07-08 2005-10-04
- NEP-FMK: Financial Markets (2) 2002-06-24 2005-12-01
- NEP-FOR: Forecasting (1) 2011-06-04
- NEP-IFN: International Finance (3) 1999-08-15 2009-08-08 2011-01-23
- NEP-LTV: Unemployment, Inequality & Poverty (1) 2005-10-04
- NEP-MAC: Macroeconomics (17) 2005-12-01 2006-05-06 2006-12-01 2007-01-14 2007-03-24 2007-04-09 2007-04-28 2007-10-06 2008-01-05 2008-07-20 2008-07-20 2008-12-01 2009-08-08 2010-04-11 2010-09-03 2011-05-24 2012-09-30. Author is listed
- NEP-MON: Monetary Economics (17) 1999-08-15 2006-05-06 2006-12-01 2007-01-14 2007-03-24 2007-04-28 2007-10-06 2008-01-05 2008-07-20 2008-07-20 2008-12-01 2009-08-08 2009-08-08 2010-04-11 2011-01-23 2011-05-24 2012-07-08. Author is listed
- NEP-OPM: Open Economy Macroeconomic (2) 2011-01-23 2012-07-08
- NEP-PBE: Public Economics (2) 1999-08-15 2005-10-04
- NEP-PKE: Post Keynesian Economics (1) 2002-06-24
- NEP-POL: Positive Political Economics (2) 1999-08-15 2008-12-01
- NEP-SOC: Social Norms & Social Capital (1) 2012-09-30
- NEP-URE: Urban & Real Estate Economics (5) 2007-03-24 2007-04-28 2009-08-08 2010-04-11 2011-05-24. Author is listed
Statistics
This author is among the top 5% authors according to these criteria:Most cited item
- Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio, 2007. "Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter?," CEPR Discussion Papers 6231, C.E.P.R. Discussion Papers.
Most downloaded item (past 12 months)
- Ehrmann, Michael & Soudan, Michel & Stracca, Livio, 2012. "Explaining EU Citizens' Trust in the ECB in Normal and Crisis Times," Economics Series 289, Institute for Advanced Studies.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
To update listings or check citations waiting for approval, Livio Stracca should log into the RePEc Author ServiceTo make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

