Advanced Search
MyIDEAS: Login

Paolo Surico

Contents:

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

Personal Details

First Name: Paolo
Middle Name:
Last Name: Surico
Suffix:

RePEc Short-ID: psu32

Email:
Homepage: https://sites.google.com/site/paolosurico/
Postal Address: Department of Economics, London Business School, Regent's Park, London NW1 4SA
Phone:

Affiliation

(50%) Department of Economics
London Business School (LBS)
Location: London, United Kingdom
Homepage: http://www.london.edu/economics/
Email:
Phone: +44 (0) 207 000 000
Fax: +44 (0) 207 7247875
Postal: Regent's Park, London NW1 4SA
Handle: RePEc:edi:delbsuk (more details at EDIRC)
(50%) Centre for Economic Policy Research (CEPR)
Location: London, United Kingdom
Homepage: http://www.cepr.org/
Email:
Phone: +44 (0)20 7183 8801
Fax: +44 (0)20 7183 8820
Postal: 2nd Floor, 53-56 Great Sutton Street, London EC1V 0DG
Handle: RePEc:edi:cebruuk (more details at EDIRC)

Works

as in new window

Working papers

  1. Misra, Kanishka & Surico, Paolo, 2011. "Heterogeneous Responses and Aggregate Impact of the 2001 Income Tax Rebates," CEPR Discussion Papers 8306, C.E.P.R. Discussion Papers.
  2. D'Agostino, Antonello & Surico, Paolo, 2011. "A Century of Inflation Forecasts," CEPR Discussion Papers 8292, C.E.P.R. Discussion Papers.
  3. Mumtaz, Haroon & Surico, Paolo, 2011. "Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters," CEPR Discussion Papers 8233, C.E.P.R. Discussion Papers.
  4. Pierpaolo Benigno & Luca Antonio Ricci & Paolo Surico, 2010. "Unemployment and Productivity in the Long Run: The Role of Macroeconomic Volatility," NBER Working Papers 16374, National Bureau of Economic Research, Inc.
  5. Bealey, Timothy & Meads, Neil & Surico, Paolo, 2010. "Risk heterogeneity and credit supply: evidence from the mortgage market," MPRA Paper 20905, University Library of Munich, Germany.
  6. Saverio Simonelli & Haroon Mumtaz & Paolo Surico, 2009. "A Historical Perspective on International Co-movements: 1821-2007," 2009 Meeting Papers 523, Society for Economic Dynamics.
  7. Efrem Castelnuovo & Paolo Surico, 2009. "Monetary Policy, Inflation Expectations and the Price Puzzle," "Marco Fanno" Working Papers 0101, Dipartimento di Scienze Economiche "Marco Fanno".
  8. Bianchi, Francesco & Mumtaz, Haroon & Surico, Paolo, 2009. "Dynamics of the term structure of UK interest rates," Bank of England working papers 363, Bank of England.
  9. Haroon Mumtaz & Saverio Simonelli & Paolo Surico, 2009. "International Comovements, Business Cycle and Inflation: a Historical Perspective," CSEF Working Papers 233, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  10. Sargent, Thomas & Surico, Paolo, 2008. "Monetary policies and low-frequency manifestations of the quantity theory," Discussion Papers 26, Monetary Policy Committee Unit, Bank of England.
  11. Paolo Surico, 2008. "Monetary policy shifts and inflation dynamics," Bank of England working papers 338, Bank of England.
  12. Luca Benati & Paolo Surico, 2008. "VAR analysis and the Great Moderation," Working Paper Series 866, European Central Bank.
  13. Besley, Timothy & Meads, Neil & Surico, Paolo, 2008. "Household External Finance and Consumption," Discussion Papers 25, Monetary Policy Committee Unit, Bank of England.
  14. Haroon Mumtaz & Paolo Surico, 2008. "Evolving international inflation dynamics: evidence from a time-varying dynamic factor model," Bank of England working papers 341, Bank of England.
  15. Mumtaz, Haroon & Surico, Paolo, 2008. "Time-Varying Yield Curve Dynamics and Monetary Policy," Discussion Papers 23, Monetary Policy Committee Unit, Bank of England.
  16. Luca Benati and Paolo Surico, 2007. "Vector Autoregression Analysis and the Great Moderation," Discussion Papers 18, Monetary Policy Committee Unit, Bank of England.
  17. Besley, Timothy & Meads, Neil & Surico, Paolo, 2007. "Insiders versus Outsiders in Monetary Policy-Making," Discussion Papers 20, Monetary Policy Committee Unit, Bank of England.
  18. Luca Benati & Paolo Surico, 2007. "Evolving U.S. monetary policy and the decline of inflation predictability," Working Paper Series 824, European Central Bank.
  19. D'Agostino, A & Surico, P, 2007. "Does global liquidity help to forecast US inflation?," MPRA Paper 6283, University Library of Munich, Germany.
  20. Paolo Surico & Thomas Lubik, 2006. "The Empirical Relevance of the Lucas Critique," Computing in Economics and Finance 2006 187, Society for Computational Economics.
  21. Thomas A. Lubik & Paolo Surico, 2006. "The Lucas critique and the stability of empirical models," Working Paper 06-05, Federal Reserve Bank of Richmond.
  22. Charlotta Groth & Jarkko Jääskelä & Paolo Surico, 2006. "Fundamental inflation uncertainty," Bank of England working papers 309, Bank of England.
  23. Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle: Fact or Artefact?," Macroeconomics 0505015, EconWPA, revised 15 Jun 2005.
  24. Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle and Indeterminacy," Macroeconomics 0507021, EconWPA.
  25. Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005. "(Un)Predictability and Macroeconomic Stability," Macroeconomics 0510024, EconWPA.
  26. Paolo Surico, 2005. "Monetary Policy Shifts, Indeterminacy and Inflation Dynamics," Macroeconomics 0504014, EconWPA.
  27. Antonello D'Agostino & Luca Sala & Paolo Surico, 2005. "The Fed and the Stock Market," Macroeconomics 0507001, EconWPA.
  28. Paolo Surico, 2004. "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 1280, CESifo Group Munich.
  29. Paolo Surico, 2004. "Measuring the Time-Inconsistency of US Monetary Policy," Macroeconomics 0401006, EconWPA.
  30. Surico, Paolo, 2003. "US Monetary Policy Rules: the Case for Asymmetric Preferences," Royal Economic Society Annual Conference 2003 199, Royal Economic Society.
  31. Paolo Surico, 2003. "How does the ECB target inflation?," Macroeconomics 0305005, EconWPA.
  32. Paolo Surico, 2002. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Macroeconomics 0210002, EconWPA, revised 09 Dec 2003.
  33. Paolo Surico, 2002. "Uncovering Policy Makers' Loss Function," Macroeconomics 0210003, EconWPA.
  34. Pierpaolo Benigno & Luca Antonio Ricci & Paolo Surico, . "Unemployment and productivity in long-run: the role of macroeconomic volatility," Working Papers wp2011-5, Department of the Treasury, Ministry of the Economy and of Finance.

Articles

  1. Haroon Mumtaz & Paolo Surico, 2012. "Evolving International Inflation Dynamics: World And Country-Specific Factors," Journal of the European Economic Association, European Economic Association, vol. 10(4), pages 716-734, 08.
  2. Antonello D'Agostino & Paolo Surico, 2012. "A Century of Inflation Forecasts," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1097-1106, November.
  3. Thomas J. Sargent & Paolo Surico, 2011. "Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals," American Economic Review, American Economic Association, vol. 101(1), pages 109-28, February.
  4. Haroon Mumtaz & Saverio Simonelli & Paolo Surico, 2011. "International Comovements, Business Cycle and Inflation: a Historical Perspective," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 176-198, January.
  5. Efrem Castelnuovo & Paolo Surico, 2010. "Monetary Policy, Inflation Expectations and The Price Puzzle," Economic Journal, Royal Economic Society, vol. 120(549), pages 1262-1283, December.
  6. Thomas A. Lubik & Paolo Surico, 2010. "The Lucas critique and the stability of empirical models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 177-194.
  7. Bianchi, Francesco & Mumtaz, Haroon & Surico, Paolo, 2009. "The great moderation of the term structure of UK interest rates," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 856-871, September.
  8. Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, 03.
  9. Luca Benati & Paolo Surico, 2009. "VAR Analysis and the Great Moderation," American Economic Review, American Economic Association, vol. 99(4), pages 1636-52, September.
  10. Haroon Mumtaz & Paolo Surico, 2009. "Time-varying yield curve dynamics and monetary policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 895-913.
  11. Haroon Mumtaz & Paolo Surico, 2009. "The Transmission of International Shocks: A Factor-Augmented VAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 71-100, 02.
  12. Paolo Surico & Haroon Mumtaz, 2008. "International influences on domestic prices and activities: a FAVAR approach to open economy," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  13. Luca Benati & Paolo Surico, 2008. "Evolving U.S. Monetary Policy and The Decline of Inflation Predictability," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 634-646, 04-05.
  14. Paolo Surico, 2008. "Measuring the Time Inconsistency of US Monetary Policy," Economica, London School of Economics and Political Science, vol. 75(297), pages 22-38, 02.
  15. Surico, Paolo, 2008. "The Cost Channel Of Monetary Policy And Indeterminacy," Macroeconomic Dynamics, Cambridge University Press, vol. 12(05), pages 724-735, November.
  16. Timothy Besley & Neil Meads & Paolo Surico, 2008. "Insiders versus Outsiders in Monetary Policymaking," American Economic Review, American Economic Association, vol. 98(2), pages 218-23, May.
  17. Surico, Paolo, 2007. "The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 305-324, January.
  18. Paolo Surico, 2007. "The Monetary Policy of the European Central Bank," Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(1), pages 115-135, 03.
  19. Efrem Castelnuovo & Paolo Surico, 2004. "Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(1), pages 105-126, 02.
  20. Paolo Surico, 2003. "Geographic Concentration and Increasing Returns," Journal of Economic Surveys, Wiley Blackwell, vol. 17(5), pages 693-708, December.
  21. Efrem Castelnuovo & Paolo Surico, 2003. "What does Monetary Policy Reveal about a Central Bank's Preferences?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 32(3), pages 335-359, November.
  22. Paolo Surico, 2003. "Asymmetric Reaction Functions for the Euro Area," Oxford Review of Economic Policy, Oxford University Press, vol. 19(1), pages 44-57.
  23. Paolo Surico, 2003. "The Agglomeration Dilemma: "Should I Stay or Should I Go?"," Growth and Change, Gatton College of Business and Economics, University of Kentucky, vol. 34(3), pages 261-275.

Software components

  1. Haroon Mumtaz & Saverio Simonelli & Paolo Surico, 2010. "Code and data files for "International Comovements, Business Cycle and Inflation: A Historical Perspective"," Computer Codes 09-235, Review of Economic Dynamics.

Chapters

  1. Timothy Besley & Neil Meads & Paolo Surico, 2012. "Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market," NBER Chapters, in: NBER Macroeconomics Annual 2012, Volume 27 National Bureau of Economic Research, Inc.

NEP Fields

38 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-03-06
  2. NEP-CBA: Central Banking (25) 2002-10-18 2004-08-16 2004-11-07 2005-04-16 2005-10-04 2005-11-19 2006-05-06 2006-06-03 2006-09-30 2006-10-14 2006-12-01 2007-10-27 2007-11-17 2008-01-05 2008-03-01 2008-04-12 2008-05-31 2008-05-31 2008-12-21 2009-03-28 2009-08-02 2009-09-26 2009-12-11 2010-12-04 2011-04-02. Author is listed
  3. NEP-CMP: Computational Economics (1) 2005-04-16
  4. NEP-DGE: Dynamic General Equilibrium (2) 2006-10-14 2008-12-21
  5. NEP-EEC: European Economics (1) 2003-05-15
  6. NEP-FDG: Financial Development & Growth (1) 2010-12-04
  7. NEP-FIN: Finance (1) 2002-10-18
  8. NEP-FMK: Financial Markets (2) 2005-11-19 2009-03-28
  9. NEP-FOR: Forecasting (4) 2005-11-05 2006-05-06 2008-01-05 2011-04-02
  10. NEP-HIS: Business, Economic & Financial History (2) 2009-08-02 2011-04-02
  11. NEP-HPE: History & Philosophy of Economics (2) 2008-12-21 2011-04-02
  12. NEP-MAC: Macroeconomics (33) 2003-05-15 2004-01-25 2004-07-26 2004-11-07 2005-04-16 2005-05-23 2005-07-11 2005-07-25 2005-10-04 2005-11-05 2005-11-19 2005-11-19 2006-05-06 2006-06-03 2006-09-30 2006-10-14 2006-12-01 2007-10-27 2007-11-17 2008-01-05 2008-03-01 2008-04-12 2008-05-31 2008-05-31 2008-12-21 2009-02-28 2009-03-28 2009-08-02 2009-09-26 2009-12-11 2010-12-04 2011-04-02 2011-11-28. Author is listed
  13. NEP-MON: Monetary Economics (29) 2002-10-18 2002-10-23 2003-05-15 2003-06-16 2004-01-25 2004-07-26 2004-08-16 2004-11-07 2005-04-16 2005-07-11 2005-07-25 2005-10-04 2005-11-19 2005-11-19 2006-06-03 2006-09-30 2006-10-14 2006-12-01 2007-10-27 2007-11-17 2008-03-01 2008-04-12 2008-05-31 2008-05-31 2008-12-21 2009-03-28 2009-09-26 2009-12-11 2011-04-02. Author is listed
  14. NEP-OPM: Open Economy Macroeconomic (1) 2009-08-02
  15. NEP-POL: Positive Political Economics (2) 2002-10-23 2008-05-31
  16. NEP-RMG: Risk Management (1) 2010-03-06
  17. NEP-URE: Urban & Real Estate Economics (3) 2008-11-04 2009-02-28 2010-03-06

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. h-index
  4. Number of Abstract Views in RePEc Services over the past 12 months
  5. Number of Downloads through RePEc Services over the past 12 months
  6. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  7. Closeness measure in co-authorship network

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

To update listings or check citations waiting for approval, Paolo Surico should log into the RePEc Author Service

To 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.