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Information about:
Livio Stracca

Personal Details | Affiliation | Works
This is information that was supplied by Livio Stracca in registering through RePEc. If you are Livio Stracca , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Livio
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Last Name: Stracca
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RePEc Short-ID: pst122

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!] (restricted)
    Other versions:

  2. Livio Stracca, 2007. "Should we take inside money seriously?," Working Paper Series 841, European Central Bank. [Downloadable!]

  3. Alberto Musso & Livio Stracca & Dick van Dijk, 2007. "Instability and nonlinearity in the Euro area Phillips curve," Working Paper Series 811, European Central Bank. [Downloadable!]

  4. 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. [Downloadable!]

  5. Rasmus Rüffer & Livio Stracca, 2006. "What is global excess liquidity, and does it matter?," Working Paper Series 696, European Central Bank. [Downloadable!]
    Other versions:

  6. Livio Stracca, 2006. "A speed limit monetary policy rule for the euro area," Working Paper Series 600, European Central Bank. [Downloadable!]
    Published as:

  7. Livio Stracca, 2005. "Liquidity and real equilibrium interest rates - a framework of analysis," Working Paper Series 542, European Central Bank. [Downloadable!]

  8. Livio Stracca, 2005. "Delegated portfolio management: a survey of the theoretical literature," Working Paper Series 520, European Central Bank. [Downloadable!]
    Published as:

  9. Livio Stracca & Ali al-Nowaihi, 2005. "Keeping up with the Joneses, reference dependence, and equilibrium indeterminacy," Working Paper Series 444, European Central Bank. [Downloadable!]

  10. 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. [Downloadable!]

  11. Livio Stracca & David Fielding, 2003. "Myopic loss aversion; disappointment aversion; and the equity premium puzzle," Working Paper Series 203, European Central Bank. [Downloadable!]
    Published as:

  12. 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. [Downloadable!]

  13. Livio Stracca, 2002. "The optimal allocation of risks under prospect theory," Working Paper Series 161, European Central Bank. [Downloadable!]

  14. 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. [Downloadable!]

  15. Livio Stracca & Ali Al-Nowaihi, 2002. "Non-standard Central Bank loss functions; skewed risks; and certainty equivalence," Working Paper Series 129, European Central Bank. [Downloadable!]

  16. 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. [Downloadable!]

  17. Livio Stracca, 2001. "The functional form of the demand for euro area M1," Working Paper Series 051, European Central Bank. [Downloadable!]
    Published as:

  18. Livio Stracca, 2001. "Does liquidity matter? Properties of the synthetic divisia monetary aggregate in the Euro area," Working Paper Series 079, European Central Bank. [Downloadable!]

  19. 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. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)

  2. Livio Stracca, 2007. "A Speed Limit Monetary Policy Rule for the Euro Area," International Finance, Blackwell Publishing, vol. 10(1), pages 21-41, 03. [Downloadable!] (restricted)
    Other versions:

  3. 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. [Downloadable!] (restricted)
    Other versions:

  4. Stracca, Livio, 2006. "A Note On Liquidity And Real Equilibrium Interest Rates," Macroeconomic Dynamics, Cambridge University Press, vol. 10(03), pages 426-438, March. [Downloadable!]

  5. 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. [Downloadable!] (restricted)

  6. Livio Stracca, 2006. "Delegated Portfolio Management: A Survey Of The Theoretical Literature," Journal of Economic Surveys, Blackwell Publishing, vol. 20(5), pages 823-848, December. [Downloadable!] (restricted)
    Other versions:

  7. Stracca, Livio, 2004. "Behavioral finance and asset prices: Where do we stand?," Journal of Economic Psychology, Elsevier, vol. 25(3), pages 373-405, June. [Downloadable!] (restricted)

  8. 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. [Downloadable!] (restricted)

  9. 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. [Downloadable!] (restricted)

  10. 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. [Downloadable!] (restricted)
    Other versions:

  11. 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. [Downloadable!] (restricted)

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (9) 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 Author is listed
  2. NEP-CDM: Collective Decision-Making (1) 1999-08-15
  3. NEP-DGE: Dynamic General Equilibrium (3) 2007-03-24 2007-04-28 2008-01-05
  4. NEP-EEC: European Economics (2) 2006-05-06 2007-10-06
  5. NEP-FIN: Finance (3) 2002-06-24 2002-07-08 2005-10-04
  6. NEP-FMK: Financial Markets (2) 2002-06-24 2005-12-01
  7. NEP-IFN: International Finance (1) 1999-08-15
  8. NEP-LTV: Unemployment, Inequality & Poverty (1) 2005-10-04
  9. NEP-MAC: Macroeconomics (9) 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 Author is listed
  10. NEP-MON: Monetary Economics (8) 1999-08-15 2006-05-06 2006-12-01 2007-01-14 2007-03-24 2007-04-28 2007-10-06 2008-01-05 Author is listed
  11. NEP-PBE: Public Economics (2) 1999-08-15 2005-10-04
  12. NEP-PKE: Post Keynesian Economics (1) 2002-06-24
  13. NEP-POL: Positive Political Economics (1) 1999-08-15
  14. NEP-URE: Urban & Real Estate Economics (2) 2007-03-24 2007-04-28
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This page was last updated on 2008-8-6.

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