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Publications

by members of

University of Surrey → School of Economics → Centre for International Macroeconomic Studies (CIMS)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2025

  1. Matteo Iacoviello & Ricardo Nunes & Andrea Prestipino, 2025, "Optimal Credit Market Policy," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1406, May, DOI: 10.17016/IFDP.2025.1406.

2023

  1. Vedanta Dhamija & Ricardo Nunes & Roshni Tara, 2023, "House Price Expectations and Inflation Expectations: Evidence from Survey Data," Discussion Papers, Centre for Macroeconomics (CFM), number 2318, Jul.
  2. Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2023, "Interest Rate Surprises: A Tale of Two Shocks," Discussion Papers, Centre for Macroeconomics (CFM), number 2320, Jul.
  3. Ricardo Nunes & Ali Ozdagli & Japji Singh & Jenny Tang, 2023, "Policy impact of unexpected Fed rate movements blurred by key information cues," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 96605, Aug.

2022

  1. Holden, Tom D., 2022, "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," Discussion Papers, Deutsche Bundesbank, number 09/2022.
  2. Holden, Tom D., 2022, "Robust real rate rules," Discussion Papers, Deutsche Bundesbank, number 42/2022.

2021

  1. Sandro Shelegia & Massimo Motta, 2021, "The 'Kill Zone': Copying, Acquisition and Start-Ups' Direction of Innovation," Working Papers, Barcelona School of Economics, number 1253, May.
  2. Pierre Yared & Ricardo Nunes & Davide Debortoli, 2021, "The Commitment Benefit of Consols in Government Debt Management," Working Papers, Barcelona School of Economics, number 1254, May.

2020

  1. Pierre Yared & Ricardo Nunes & Davide Debortoli, 2020, "Optimal Fiscal Policy without Commitment: Revisiting Lucas-Stokey," Working Papers, Barcelona School of Economics, number 1144, Jan.

2019

  1. Dumitru, Ana-Maria & Holden, Thomas, 2019, "Quantifying the transmission of European sovereign default risk," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 193632.
  2. Davide Debortolii & Ricardo Nunes & Pierre Yared, 2019, "Optimal Taxation and Debt Management without Commitment," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0119, Jan.

2018

  1. Tom D. Holden & Paul Levine & Jonathan Swarbrick, 2018, "Reconciling Jaimovich-Rebelo Preferences, Habit in Consumption and Labor Supply," Staff Working Papers, Bank of Canada, number 18-26, DOI: 10.34989/swp-2018-26.
  2. Davide Debortoli & Ricardo Nunes & Pierre Yared, 2018, "Optimal Fiscal Policy without Commitment: Beyond Lucas-Stokey," NBER Working Papers, National Bureau of Economic Research, Inc, number 24522, Apr.

2017

  1. Tom D. Holden & Paul Levine & Jonathan Swarbrick, 2017, "Credit Crunches from Occasionally Binding Bank Borrowing Constraints," Staff Working Papers, Bank of Canada, number 17-57, DOI: 10.34989/swp-2017-57.
  2. Dumitru, Ana-Maria & Holden, Tom, 2017, "A Hawkes model of the transmission of European sovereign default risk," EconStor Conference Papers, ZBW - Leibniz Information Centre for Economics, number 168431.
  3. Jinill Kim & Jesper Lindé & Ricardo Nunes & Davide Debortoli, 2017, "Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?," Working Papers, Barcelona School of Economics, number 958, Mar.
  4. Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2017, "Inflation expectations and nonlinearities in the Phillips curve," Working Papers, Federal Reserve Bank of Boston, number 17-11, Oct.

2016

  1. Holden, Tom D., 2016, "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 127430, Feb.
  2. Holden, Tom, 2016, "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 130143, Apr.
  3. Pierre Yared & Ricardo Nunes & Davide Debortoli, 2016, "Optimal Time-Consistent Government Debt Maturity," Working Papers, Barcelona School of Economics, number 867, Jan.
  4. andrea prestipino & Ricardo Nunes & Matteo Iacoviello, 2016, "Optimal Macroprudential Policy: Frictions, Redistribution, and Politics," 2016 Meeting Papers, Society for Economic Dynamics, number 1602.

2015

  1. Linde, Jesper & Kim, Jinill & Nunes, Ricardo & Debortoli, Davide, 2015, "Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10409, Feb.

2014

  1. Ricardo Nunes & Pierre Yared & Davide Debortoli, 2014, "Optimal Government Debt Maturity Structure," 2014 Meeting Papers, Society for Economic Dynamics, number 167.

2013

  1. Ricardo Nunes, 2013, "Do central banks’ forecasts take into account public opinion and views?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1080.

2012

  1. Tom Holden & Michael Paetz, 2012, "Efficient Simulation of DSGE Models with Inequality Constraints," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 21207b, Jul.
  2. Tom Holden, 2012, "Medium-frequency cycles and the remarkable near trend-stationarity of output," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1412, Oct.
  3. Tom Holden, 2012, "Learning from learners," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1512, Oct.

2011

  1. Holden, Tom, 2011, "Products, patents and productivity persistence: A DSGE model of endogenous growth," Dynare Working Papers, CEPREMAP, number 4, May.
  2. Davide Debortoli & Ricardo Nunes, 2011, "Monetary regime switches and unstable objectives," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1036.

2010

  1. Davide Debortoli & Junior Maih & Ricardo Nunes, 2010, "Loose commitment in medium-scale macroeconomic models: Theory and an application," Working Paper, Norges Bank, number 2010/25, Dec.
  2. Martin Bodenstein & James Hebden & Ricardo Nunes, 2010, "Imperfect credibility and the zero lower bound on the nominal interest rate," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1001.
  3. Bora Durdu & Ricardo Nunes & Horacio Sapriza, 2010, "News and sovereign default risk in small open economies," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 997.
  4. Ricardo Nunes & Davide Debortoli, 2010, "The Macroeconomic Effects of Unstable Monetary Policy Objectives," 2010 Meeting Papers, Society for Economic Dynamics, number 1271.

2008

  1. Holden, Tom, 2008, "Rational macroeconomic learning in linear expectational models," MPRA Paper, University Library of Munich, Germany, number 10872, May.
  2. Michael Kumhof & Ricardo Nunes & Irina Yakadina, 2008, "Simple monetary rules under fiscal dominance," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 937.
  3. Davide Debortoli & Ricardo Nunes, 2008, "Political disagreement, lack of commitment and the level of debt," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 938.
  4. Davide Debortoli & Ricardo Nunes, 2008, "The macroeconomic effect of external pressures on monetary policy," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 944.
  5. Nunes, Ricardo, 2008, "Delegation and Loose Commitment," MPRA Paper, University Library of Munich, Germany, number 11555, Oct.

2007

  1. Davide Debortoli & Ricardo Nunes, 2007, "Loose commitment," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 916.

2006

  1. Debortoli, Davide & Nunes, Ricardo, 2006, "On Linear Quadratic Approximations," MPRA Paper, University Library of Munich, Germany, number 544, Jul, revised Jul 2006.

2005

  1. Ricardo Nunes, 2005, "Learning the inflation target," Macroeconomics, University Library of Munich, Germany, number 0504033, Apr, revised 26 Apr 2005.

Journal articles

2025

  1. Ricardo Nunes, 2025, "Cochrane, John H. The Fiscal Theory of the Price Level," Journal of Economic Literature, American Economic Association, volume 63, issue 1, pages 313-315, March, DOI: 10.1257/jel.63.1.306.r4.

2024

  1. Tom D. Holden, 2024, "Robust Real Rate Rules," Econometrica, Econometric Society, volume 92, issue 5, pages 1521-1551, September, DOI: 10.3982/ECTA21069.

2023

  1. Tom D. Holden, 2023, "Existence and Uniqueness of Solutions to Dynamic Models with Occasionally Binding Constraints," The Review of Economics and Statistics, MIT Press, volume 105, issue 6, pages 1481-1499, November, DOI: 10.1162/rest_a_01122.
  2. Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2023, "Inflation expectations and nonlinearities in the Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 4, pages 453-471, June, DOI: 10.1002/jae.2963.

2022

  1. Davide Debortoli & Ricardo Nunes & Pierre Yared, 2022, "The Commitment Benefit of Consols in Government Debt Management," American Economic Review: Insights, American Economic Association, volume 4, issue 2, pages 255-270, June, DOI: 10.1257/aeri.20210341.

2021

  1. Nunes, Ricardo & Park, Donghyun & Rondina, Luca, 2021, "Imperfect credibility, sticky wages, and welfare," Journal of Macroeconomics, Elsevier, volume 70, issue C, DOI: 10.1016/j.jmacro.2021.103363.
  2. Davide Debortoli & Ricardo Nunes & Pierre Yared, 2021, "Optimal Fiscal Policy without Commitment: Revisiting Lucas-Stokey," Journal of Political Economy, University of Chicago Press, volume 129, issue 5, pages 1640-1665, DOI: 10.1086/713191.

2020

  1. Tom D. Holden & Paul Levine & Jonathan M. Swarbrick, 2020, "Credit Crunches from Occasionally Binding Bank Borrowing Constraints," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 2-3, pages 549-582, March, DOI: 10.1111/jmcb.12601.

2019

  1. Davide Debortoli & Jinill Kim & Jesper Lindé & Ricardo Nunes, 2019, "Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?," The Economic Journal, Royal Economic Society, volume 129, issue 621, pages 2010-2038.

2018

  1. Holden, Tom & Levine, Paul & Swarbrick, Jonathan, 2018, "Reconciling Jaimovich–Rebello preferences, habit in consumption and labor supply," Economics Letters, Elsevier, volume 168, issue C, pages 132-137, DOI: 10.1016/j.econlet.2018.04.013.

2017

  1. Davide Debortoli & Ricardo Nunes & Pierre Yared, 2017, "Optimal Time-Consistent Government Debt Maturity," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 1, pages 55-102.

2014

  1. Debortoli, Davide & Maih, Junior & Nunes, Ricardo, 2014, "Loose Commitment In Medium-Scale Macroeconomic Models: Theory And Applications," Macroeconomic Dynamics, Cambridge University Press, volume 18, issue 1, pages 175-198, January.
  2. Davide Debortoli & Ricardo Nunes, 2014, "Monetary Regime Switches and Central Bank Preferences," Journal of Money, Credit and Banking, Blackwell Publishing, volume 46, issue 8, pages 1591-1626, December, DOI: 10.1111/jmcb.12160.

2013

  1. Davide Debortoli & Ricardo Nunes, 2013, "Lack Of Commitment And The Level Of Debt," Journal of the European Economic Association, European Economic Association, volume 11, issue 5, pages 1053-1078, October.
  2. Durdu, C. Bora & Nunes, Ricardo & Sapriza, Horacio, 2013, "News and sovereign default risk in small open economies," Journal of International Economics, Elsevier, volume 91, issue 1, pages 1-17, DOI: 10.1016/j.jinteco.2013.04.002.

2012

  1. Bodenstein, Martin & Hebden, James & Nunes, Ricardo, 2012, "Imperfect credibility and the zero lower bound," Journal of Monetary Economics, Elsevier, volume 59, issue 2, pages 135-149, DOI: 10.1016/j.jmoneco.2012.01.002.

2010

  1. Debortoli, Davide & Nunes, Ricardo, 2010, "Fiscal policy under loose commitment," Journal of Economic Theory, Elsevier, volume 145, issue 3, pages 1005-1032, May.
  2. Michael Kumhof & Ricardo Nunes & Irina Yakadina, 2010, "Simple Monetary Rules under Fiscal Dominance," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 1, pages 63-92, February.
  3. Ricardo Nunes, 2010, "Inflation Dynamics: The Role of Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 6, pages 1161-1172, September.

2009

  1. Ricardo Nunes, 2009, "On the Epidemiological Microfoundations of Sticky Information," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 5, pages 643-657, October, DOI: 10.1111/j.1468-0084.2009.00560.x.
  2. Nunes, Ricardo, 2009, "Learning The Inflation Target," Macroeconomic Dynamics, Cambridge University Press, volume 13, issue 2, pages 167-188, April.

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