Daria Finocchiaro
Personal Details
First Name: | Daria |
Middle Name: | |
Last Name: | Finocchiaro |
Suffix: | |
RePEc Short-ID: | pfi63 |
[This author has chosen not to make the email address public] | |
Sveriges Riksbank, Research Division, 103 37 Stockholm, Sweden. | |
Affiliation
Sveriges Riksbank
Stockholm, Swedenhttp://www.riksbank.se/
RePEc:edi:rbgovse (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Finocchiaro, Daria & Weil, Philippe, 2022. "A Traffic-Jam Theory of Growth," CEPR Discussion Papers 17304, C.E.P.R. Discussion Papers.
- Paola Boel & Julian Diaz & Daria Finocchiaro, 2021. "Liquidity, Capital Pledgeability and Inflation Redistribution," Working Papers 21-26, Federal Reserve Bank of Cleveland.
- Linde, Jesper & Finocchiaro, Daria & Walentin, Karl & Chen, Jack, 2020.
"The costs of macroprudential deleveraging in a liquidity trap,"
CEPR Discussion Papers
14564, C.E.P.R. Discussion Papers.
- Jiaqian Chen & Daria Finocchiaro & Jesper Linde & Karl Walentin, 2023. "The costs of macroprudential deleveraging in a liquidity trap"," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 991-1011, December.
- Chen, Jiaqian & Finocchiaro, Daria & Lindé, Jesper & Walentin, Karl, 2020. "The costs of macroprudential deleveraging in a liquidity trap," Working Paper Series 389, Sveriges Riksbank (Central Bank of Sweden).
- Mr. Jiaqian Chen & Daria Finocchiaro & Jesper Lindé & Karl Walentin, 2020. "The Costs of Macroprudential Deleveraging in a Liquidity Trap," IMF Working Papers 2020/089, International Monetary Fund.
- Finocchiaro, Daria & Mendicino, Caterina, 2015. "Debt, equity and the Equity price puzzle," Working Paper Series 314, Sveriges Riksbank (Central Bank of Sweden).
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2015.
"Optimal inflation with corporate taxation and financial constraints,"
BIS Working Papers
520, Bank for International Settlements.
- Finocchiaro, Daria & Lombardo, Giovanni & Mendicino, Caterina & Weil, Philippe, 2018. "Optimal inflation with corporate taxation and financial constraints," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 18-31.
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2018. "Optimal Inflation with Corporate Taxation and Financial Constraints," SciencePo Working papers Main hal-03945944, HAL.
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2017. "Optimal Inflation with Corporate Taxation and Financial Constraints," Working Papers ECARES ECARES 2017-50, ULB -- Universite Libre de Bruxelles.
- Weil, Philippe & Lombardo, Giovanni & Mendicino, Caterina & Finocchiaro, Daria, 2015. "Optimal Inflation with Corporate Taxation and Financial Constraints," CEPR Discussion Papers 10847, C.E.P.R. Discussion Papers.
- Finocchiaro, Daria & Lombardo, Giovanni & Mendicino, Caterina & Weil, Philippe, 2015. "Optimal Inflation with Corporate Taxation and Financial Constraints," Working Paper Series 311, Sveriges Riksbank (Central Bank of Sweden).
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2018. "Optimal Inflation with Corporate Taxation and Financial Constraints," Post-Print hal-03945944, HAL.
- Vasco Curdia & Daria Finocchiaro, 2012.
"Monetary Regime Change and Business Cycles,"
Working Paper Series
2013-02, Federal Reserve Bank of San Francisco.
- Cúrdia, Vasco & Finocchiaro, Daria, 2013. "Monetary regime change and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 37(4), pages 756-773.
- Vasco Curdia & Daria Finocchiaro, 2007. "Monetary regime change and business cycles," Staff Reports 294, Federal Reserve Bank of New York.
- Cúrdia, Vasco & Finocchiaro, Daria, 2010. "Monetary Regime Change and Business Cycles," Working Paper Series 241, Sveriges Riksbank (Central Bank of Sweden).
- Finocchiaro, Daria, 2010. "Equilibrium asset prices and the wealth distribution with inattentive consumers," Working Paper Series 243, Sveriges Riksbank (Central Bank of Sweden).
- Finocchiaro, Daria & Queijo von Heideken, Virginia, 2007.
"Do Central Banks React to House Prices?,"
Working Paper Series
217, Sveriges Riksbank (Central Bank of Sweden), revised 01 Aug 2009.
- Daria Finocchiaro & Virginia Queijo Von Heideken, 2013. "Do Central Banks React to House Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1659-1683, December.
- Daria Finocchiaro & Virginia Queijo Heideken, 2013. "Do Central Banks React to House Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1659-1683, December.
- Cúrdia, Vasco & Finocchiaro, Daria, 2005. "An Estimated DSGE Model for Sweden with a Monetary Regime Change," Seminar Papers 740, Stockholm University, Institute for International Economic Studies.
Articles
- Jiaqian Chen & Daria Finocchiaro & Jesper Linde & Karl Walentin, 2023.
"The costs of macroprudential deleveraging in a liquidity trap","
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 991-1011, December.
- Jiaqian Chen & Daria Finocchiaro & Jesper Linde & Karl Walentin, 2023. "Code and data files for "The costs of macroprudential deleveraging in a liquidity trap"," Computer Codes 22-100, Review of Economic Dynamics.
- Chen, Jiaqian & Finocchiaro, Daria & Lindé, Jesper & Walentin, Karl, 2020. "The costs of macroprudential deleveraging in a liquidity trap," Working Paper Series 389, Sveriges Riksbank (Central Bank of Sweden).
- Linde, Jesper & Finocchiaro, Daria & Walentin, Karl & Chen, Jack, 2020. "The costs of macroprudential deleveraging in a liquidity trap," CEPR Discussion Papers 14564, C.E.P.R. Discussion Papers.
- Mr. Jiaqian Chen & Daria Finocchiaro & Jesper Lindé & Karl Walentin, 2020. "The Costs of Macroprudential Deleveraging in a Liquidity Trap," IMF Working Papers 2020/089, International Monetary Fund.
- Finocchiaro, Daria & Lombardo, Giovanni & Mendicino, Caterina & Weil, Philippe, 2018.
"Optimal inflation with corporate taxation and financial constraints,"
Journal of Monetary Economics, Elsevier, vol. 95(C), pages 18-31.
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2018. "Optimal Inflation with Corporate Taxation and Financial Constraints," SciencePo Working papers Main hal-03945944, HAL.
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2015. "Optimal inflation with corporate taxation and financial constraints," BIS Working Papers 520, Bank for International Settlements.
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2017. "Optimal Inflation with Corporate Taxation and Financial Constraints," Working Papers ECARES ECARES 2017-50, ULB -- Universite Libre de Bruxelles.
- Weil, Philippe & Lombardo, Giovanni & Mendicino, Caterina & Finocchiaro, Daria, 2015. "Optimal Inflation with Corporate Taxation and Financial Constraints," CEPR Discussion Papers 10847, C.E.P.R. Discussion Papers.
- Finocchiaro, Daria & Lombardo, Giovanni & Mendicino, Caterina & Weil, Philippe, 2015. "Optimal Inflation with Corporate Taxation and Financial Constraints," Working Paper Series 311, Sveriges Riksbank (Central Bank of Sweden).
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2018. "Optimal Inflation with Corporate Taxation and Financial Constraints," Post-Print hal-03945944, HAL.
- Finocchiaro, Daria & Mendicino, Caterina, 2016. "Financial shocks, comovement and credit frictions," Economics Letters, Elsevier, vol. 143(C), pages 20-23.
- Cúrdia, Vasco & Finocchiaro, Daria, 2013.
"Monetary regime change and business cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(4), pages 756-773.
- Vasco Curdia & Daria Finocchiaro, 2012. "Monetary Regime Change and Business Cycles," Working Paper Series 2013-02, Federal Reserve Bank of San Francisco.
- Vasco Curdia & Daria Finocchiaro, 2007. "Monetary regime change and business cycles," Staff Reports 294, Federal Reserve Bank of New York.
- Cúrdia, Vasco & Finocchiaro, Daria, 2010. "Monetary Regime Change and Business Cycles," Working Paper Series 241, Sveriges Riksbank (Central Bank of Sweden).
- Daria Finocchiaro & Virginia Queijo Heideken, 2013.
"Do Central Banks React to House Prices?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1659-1683, December.
- Daria Finocchiaro & Virginia Queijo Von Heideken, 2013. "Do Central Banks React to House Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1659-1683, December.
- Finocchiaro, Daria & Queijo von Heideken, Virginia, 2007. "Do Central Banks React to House Prices?," Working Paper Series 217, Sveriges Riksbank (Central Bank of Sweden), revised 01 Aug 2009.
- Finocchiaro, Daria, 2011. "Inattention, wealth inequality and equilibrium asset prices," Journal of Monetary Economics, Elsevier, vol. 58(2), pages 146-155, March.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Linde, Jesper & Finocchiaro, Daria & Walentin, Karl & Chen, Jack, 2020.
"The costs of macroprudential deleveraging in a liquidity trap,"
CEPR Discussion Papers
14564, C.E.P.R. Discussion Papers.
- Jiaqian Chen & Daria Finocchiaro & Jesper Linde & Karl Walentin, 2023. "The costs of macroprudential deleveraging in a liquidity trap"," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 991-1011, December.
- Chen, Jiaqian & Finocchiaro, Daria & Lindé, Jesper & Walentin, Karl, 2020. "The costs of macroprudential deleveraging in a liquidity trap," Working Paper Series 389, Sveriges Riksbank (Central Bank of Sweden).
- Mr. Jiaqian Chen & Daria Finocchiaro & Jesper Lindé & Karl Walentin, 2020. "The Costs of Macroprudential Deleveraging in a Liquidity Trap," IMF Working Papers 2020/089, International Monetary Fund.
Cited by:
- Yixuan Duan & Min Guo & Yixuan Huang, 2022. "Leverage of Local State-Owned Enterprises, Implicit Contingent Liabilities of Government and Economic Growth," Sustainability, MDPI, vol. 14(6), pages 1-23, March.
- Kärkkäinen, Samu & Nyholm, Juho, 2021. "Economic effects of a debt-to-income constraint in Finland: Evidence from Aino 3.0 model," BoF Economics Review 1/2021, Bank of Finland.
- Hinterschweiger, Marc & Khairnar, Kunal & Ozden, Tolga & Stratton, Tom, 2021. "Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates," Bank of England working papers 904, Bank of England.
- Shaun de Jager & Riaan Ehlers & Keabetswe Mojapelo & Pieter Pienaar, 2021. "Shortterm impacts and interaction of macroprudential policy tools," Working Papers 11020, South African Reserve Bank.
- policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
- Nyholm, Juho & Voutilainen, Ville, 2021. "Quantiles of growth: Household debt and growth vulnerabilities in Finland," BoF Economics Review 2/2021, Bank of Finland.
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2015.
"Optimal inflation with corporate taxation and financial constraints,"
BIS Working Papers
520, Bank for International Settlements.
- Finocchiaro, Daria & Lombardo, Giovanni & Mendicino, Caterina & Weil, Philippe, 2018. "Optimal inflation with corporate taxation and financial constraints," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 18-31.
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2018. "Optimal Inflation with Corporate Taxation and Financial Constraints," SciencePo Working papers Main hal-03945944, HAL.
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2017. "Optimal Inflation with Corporate Taxation and Financial Constraints," Working Papers ECARES ECARES 2017-50, ULB -- Universite Libre de Bruxelles.
- Weil, Philippe & Lombardo, Giovanni & Mendicino, Caterina & Finocchiaro, Daria, 2015. "Optimal Inflation with Corporate Taxation and Financial Constraints," CEPR Discussion Papers 10847, C.E.P.R. Discussion Papers.
- Finocchiaro, Daria & Lombardo, Giovanni & Mendicino, Caterina & Weil, Philippe, 2015. "Optimal Inflation with Corporate Taxation and Financial Constraints," Working Paper Series 311, Sveriges Riksbank (Central Bank of Sweden).
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2018. "Optimal Inflation with Corporate Taxation and Financial Constraints," Post-Print hal-03945944, HAL.
Cited by:
- Stefan Avdjiev & Robert N. McCauley & Hyun Song Shin, 2016.
"Breaking free of the triple coincidence in international finance,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(87), pages 409-451.
- Hyun Song Shin, 2017. "Breaking free of the triple coincidence in international finance," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
- Stefan Avdjiev & Robert Neil McCauley & Hyun Song Shin, 2015. "Breaking free of the triple coincidence in international finance," BIS Working Papers 524, Bank for International Settlements.
- Wei-Bin Zhang, 2020. "Inflation And Growth With The Miu Approach And The Equation Of Exchange," Social Sciences and Education Research Review, Department of Communication, Journalism and Education Sciences, University of Craiova, vol. 7(1), pages 45-71, July.
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- Alena Andrejovská & Ivana Andrejkovičova, 2024. "Tax revenues and tax rates in the context of macroeconomic determinants," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 12(1), pages 253-267, September.
- Paola Boel & Julian Diaz & Daria Finocchiaro, 2021. "Liquidity, Capital Pledgeability and Inflation Redistribution," Working Papers 21-26, Federal Reserve Bank of Cleveland.
- Apel, Mikael & Armelius, Hanna & Claussen, Carl Andreas, 2017. "The level of the inflation target – a review of the issues," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 2, pages 36-56.
- Vasco Curdia & Daria Finocchiaro, 2012.
"Monetary Regime Change and Business Cycles,"
Working Paper Series
2013-02, Federal Reserve Bank of San Francisco.
- Cúrdia, Vasco & Finocchiaro, Daria, 2013. "Monetary regime change and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 37(4), pages 756-773.
- Vasco Curdia & Daria Finocchiaro, 2007. "Monetary regime change and business cycles," Staff Reports 294, Federal Reserve Bank of New York.
- Cúrdia, Vasco & Finocchiaro, Daria, 2010. "Monetary Regime Change and Business Cycles," Working Paper Series 241, Sveriges Riksbank (Central Bank of Sweden).
Cited by:
- Nikolay Iskrev & Sandra Gomes & Caterina Mendicino, 2013.
"Monetary policy shocks: We got news!,"
Working Papers
w201307, Banco de Portugal, Economics and Research Department.
- Gomes, Sandra & Iskrev, Nikolay & Mendicino, Caterina, 2017. "Monetary policy shocks: We got news!," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 108-128.
- Carvalho, Carlos Viana de & Vilela, André D., 2015.
"What lf Brazil Hadn't Floated the Real in 1999?,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
- Carlos Viana de Carvalho & André D. Vilela, 2015. "What if Brazil Hadn't Floated the Real in 1999?," Textos para discussão 647, Department of Economics PUC-Rio (Brazil).
- Cristina Fuentes-Albero, 2014.
"Financial Frictions, Financial Shocks, and Aggregate Volatility,"
Finance and Economics Discussion Series
2014-84, Board of Governors of the Federal Reserve System (U.S.).
- Cristina Fuentes-Albero, "undated". "Financial Frictions, Financial Shocks, and Aggregate Volatility," Departmental Working Papers 201201, Rutgers University, Department of Economics.
- Cristina Fuentes‐Albero, 2019. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1581-1621, September.
- Cristina Fuentes-Albero, 2018. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Finance and Economics Discussion Series 2018-054, Board of Governors of the Federal Reserve System (U.S.).
- Fuentes-Albero, Cristina, 2012. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Dynare Working Papers 18, CEPREMAP.
- CHAFIK, Omar, 2019.
"Monetary policy in oil exporting countries with fixed exchange rate and open capital account: expectations matter,"
MPRA Paper
92558, University Library of Munich, Germany.
- Omar Chafik, 2023. "Monetary Policy in Oil Exporting Countries with Fixed Exchange Rate and Open Capital Account: Expectations Matter," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(1), pages 1-22, March.
- Kevin C. Chua, 2018. "A Model Of Inflation Transmission In An Exchange Rate Target Zone," Bulletin of Economic Research, Wiley Blackwell, vol. 70(3), pages 285-297, July.
- Michael Cheng & Wai-Yip Alex Ho, 2009. "A Structural Investigation into the Price and Wage Dynamics in Hong Kong," Working Papers 0920, Hong Kong Monetary Authority.
- Sangaré, Ibrahima, 2016. "External shocks and exchange rate regimes in Southeast Asia: A DSGE analysis," Economic Modelling, Elsevier, vol. 58(C), pages 365-382.
- Choi, Jinho & Hur, Joonyoung, 2015. "An examination of macroeconomic fluctuations in Korea exploiting a Markov-switching DSGE approach," Economic Modelling, Elsevier, vol. 51(C), pages 183-199.
- Josef Hollmayr & Christian Matthes, 2015.
"Tales of Transition Paths: Policy Uncertainty and Random Walks,"
Working Paper
15-11, Federal Reserve Bank of Richmond.
- Hollmayr, Josef & Matthes, Christian, 2015. "Tales of transition paths: Policy uncertainty and random walks," Discussion Papers 14/2015, Deutsche Bundesbank.
- Christoph Gortz & Christopher Gunn & Thomas Lubik, 2022. "Split Personalities: The Changing Nature of Technology Shocks," Carleton Economic Papers 22-06, Carleton University, Department of Economics.
- Yağcıbaşı Özge Filiz & Yıldırım Mustafa Ozan, 2017. "Welfare Implications of Alternative Monetary Policy Rules: A New Keynesian DSGE Model for Turkey," Review of Economic Perspectives, Sciendo, vol. 17(4), pages 363-379, December.
- Burgess, Stephen & Fernandez-Corugedo, Emilio & Groth, Charlotta & Harrison, Richard & Monti, Francesca & Theodoridis, Konstantinos & Waldron, Matt, 2013. "The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models," Bank of England working papers 471, Bank of England.
- Renato Faccini & Stephen Millard & Francesco Zanetti, 2013. "Wage Rigidities in an Estimated Dynamic, Stochastic, General Equilibrium Model of the UK Labour Market," Manchester School, University of Manchester, vol. 81, pages 66-99, September.
- Finocchiaro, Daria & Queijo von Heideken, Virginia, 2007.
"Do Central Banks React to House Prices?,"
Working Paper Series
217, Sveriges Riksbank (Central Bank of Sweden), revised 01 Aug 2009.
- Daria Finocchiaro & Virginia Queijo Von Heideken, 2013. "Do Central Banks React to House Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1659-1683, December.
- Daria Finocchiaro & Virginia Queijo Heideken, 2013. "Do Central Banks React to House Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1659-1683, December.
Cited by:
- Baldi, Guido, 2014.
"The economic effects of a central bank reacting to house price inflation,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 26, pages 119-125.
- Baldi, Guido, 2014. "The economic effects of a central bank reacting to house price inflation," Journal of Housing Economics, Elsevier, vol. 26(C), pages 119-125.
- Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz, 2012. "Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201216, University of Pretoria, Department of Economics.
- Sandra Gomes, 2011.
"Housing Market Dynamics: Any News?,"
Working Papers
w201121, Banco de Portugal, Economics and Research Department.
- Mendicino, Caterina & Gomes, Sandra, 2015. "Housing market dynamics: Any news?," Working Paper Series 1775, European Central Bank.
- Sandra Gomes & Caterina Mendicino, 2012. "Housing Market Dynamics: Any News?," Working Papers Department of Economics 2012/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Fabio Milani & Sung Ho Park, 2019. "Expectations and Macro-Housing Interactions in a Small Open Economy: Evidence from Korea," Open Economies Review, Springer, vol. 30(2), pages 375-402, April.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2012.
"Expectations-Driven Cycles in the Housing Market,"
Discussion Papers
12/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2010. "Expectations-Driven Cycles in the Housing Market," Working Papers 201001, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Oct 2010.
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2017. "Expectations-driven cycles in the housing market," Economic Modelling, Elsevier, vol. 60(C), pages 297-312.
- Mendicino, Caterina & Lambertini, Luisa & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 20776, University Library of Munich, Germany.
- Luisa Lambertini, 2010. "Expectations-Driven Cycles in the Housing Market," Working Papers w201004, Banco de Portugal, Economics and Research Department.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2010. "Expectations-driven cycles in the housing market," Working Papers 1021, Banco de España.
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 26128, University Library of Munich, Germany.
- Maria Teresa Punzi & Caterina Mendicino & Luisa Lambertini, 2010. "Expectation-Driven Cycles in the Housing Market," 2010 Meeting Papers 251, Society for Economic Dynamics.
- Søren HOVE RAVN, 2010.
"Has the Fed Reacted Asymmetrically to Stock Prices,"
EcoMod2010
259600076, EcoMod.
- Ravn Søren Hove, 2012. "Has the Fed Reacted Asymmetrically to Stock Prices?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-36, June.
- Margarita Rubio, 2011.
"Fixed- and Variable-Rate Mortgages, Business Cycles, and Monetary Policy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 657-688, June.
- Margarita Rubio, 2011. "Fixed‐ and Variable‐Rate Mortgages, Business Cycles, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 657-688, June.
- Margarita Rubio, 2009. "Fixed and variable-rate mortgages, business cycles and monetary policy," Working Papers 0903, Banco de España.
- Bekiros, Stelios & Nilavongse, Rachatar & Uddin, Gazi Salah, 2020. "Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies," Journal of Financial Stability, Elsevier, vol. 49(C).
- Knut Are Aastveit & Francesco Furlanetto & Francesca Loria, 2023.
"Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis,"
The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1314-1324, September.
- Knut Are Aastveit & Francesco Furlanetto & Francesca Loria, 2017. "Has the Fed responded to house and stock prices? A time-varying analysis," Working Paper 2017/1, Norges Bank.
- Knut Are Aastveit & Francesco Furlanetto & Francesca Loria, 2017. "Has the Fed responded to house and stock prices? A time-varying analysis," Working Papers 1713, Banco de España.
- Alessandro Notarpietro & Stefano Siviero, 2014.
"Optimal monetary policy rules and house prices: the role of financial frictions,"
Temi di discussione (Economic working papers)
993, Bank of Italy, Economic Research and International Relations Area.
- Alessandro Notarpietro & Stefano Siviero, 2015. "Optimal Monetary Policy Rules and House Prices: The Role of Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 383-410, March.
- Verona, Fabio & Martins, Manuel M.F. & Drumond, Inês, 2017.
"Financial shocks, financial stability, and optimal Taylor rules,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 187-207.
- Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2014. "Financial shocks, financial stability, and optimal Taylor rules," Bank of Finland Research Discussion Papers 21/2014, Bank of Finland.
- Rangan Gupta & Xiaojin Sun, 2020.
"Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model,"
Empirical Economics, Springer, vol. 58(5), pages 2309-2332, May.
- Rangan Gupta & Xiaojin Sun, 2016. "Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model," Working Papers 201641, University of Pretoria, Department of Economics.
- Paetz, Michael & Gupta, Rangan, 2014.
"Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa,"
WiSo-HH Working Paper Series
18, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
- Paetz, Michael & Gupta, Rangan, 2016. "Stock price dynamics and the business cycle in an estimated DSGE model for South Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 166-182.
- Michael Paetz & Rangan Gupta, 2014. "Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa," Working Papers 201441, University of Pretoria, Department of Economics.
- Bernard LANDAIS, 2010. "The Monetary Origins Of The Economic And Financial Crisis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 5(3(13)/Fal), pages 280-291.
- Landais, Bernard, 2010. "The monetary origins of the financial and economic crisis," MPRA Paper 23769, University Library of Munich, Germany.
- Nan-Kuang Chen & Han-Liang Cheng & Ching-Sheng Mao, 2011.
"House Price, Mortgage Premium, and Business Fluctuations,"
Working Papers
192011, Hong Kong Institute for Monetary Research.
- Chen, Nan-Kuang & Cheng, Han-Liang & Mao, Ching-Sheng, 2012. "House price, mortgage premium, and business fluctuations," Economic Modelling, Elsevier, vol. 29(4), pages 1388-1398.
- Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012.
"Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model,"
Working Papers
201224, University of Pretoria, Department of Economics.
- Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2015. "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(2), pages 176-196, August.
- Landais, Bernard, 2009. "La politique monétaire et la crise [Monetary Policy and The Crisis]," MPRA Paper 15652, University Library of Munich, Germany.
- Francesco Furlanetto, 2011.
"Does Monetary Policy React to Asset Prices? Some International Evidence,"
International Journal of Central Banking, International Journal of Central Banking, vol. 7(3), pages 91-111, September.
- Francesco Furlanetto, 2008. "Does monetary policy react to asset prices? Some international evidence," Working Paper 2008/07, Norges Bank.
- Francesco FURLANETTO, 2008. "Does Monetary Policy React to Asset Prices? Some International Evidence," Cahiers de Recherches Economiques du Département d'économie 08.02, Université de Lausanne, Faculté des HEC, Département d’économie.
- Røed Larsen, Erling, 2018. "Can monetary policy revive the housing market in a crisis? Evidence from high-resolution data on Norwegian transactions," Journal of Housing Economics, Elsevier, vol. 42(C), pages 69-83.
- Christophe André & Rangan Gupta & Patrick T. Kanda, 2012.
"Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure,"
OECD Economics Department Working Papers
947, OECD Publishing.
- Christophe Andre & Rangan Gupta & Patrick T. Kanda, 2012. "Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 58(1), pages 19-70.
- Christophe Andre & Rangan Gupta & Patrick T. Kanda, 2011. "Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure," Working Papers 201118, University of Pretoria, Department of Economics.
- Mustafa Ozan Yıldırım & Mehmet İvrendi, 2021. "Turkish Housing Market Dynamics: An Estimated DSGE Model," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(2), pages 238-267, May.
- Long, Shaobo & Zuo, Yulan & Tian, Hao, 2023. "Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 278-296.
- Forster, Robert & Sun, Xiaojin, 2022. "Taming the housing crisis: An LTV macroprudential policy," Economic Modelling, Elsevier, vol. 108(C).
- Miles, William & Zhu, Xiaoyang, 2023. "Housing and the changing impact of monetary policy," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 587-603.
- Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2016. "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach," Working Papers 201639, University of Pretoria, Department of Economics.
- Christoph Siemroth, 2021. "When Can Decision Makers Learn from Financial Market Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(6), pages 1523-1552, September.
- Javier Ferri & Francisca Herranz-Baez, 2023. "Building on fiscal policy: government consumption and the residential sector. When helping hurts," Working Papers 2023-01, FEDEA.
- Nilavongse, Rachatar, 2013. "Credit disruptions and the spillover effects between the household and business sectors," Economics Discussion Papers 2013-48, Kiel Institute for the World Economy (IfW Kiel).
- Cúrdia, Vasco & Finocchiaro, Daria, 2005.
"An Estimated DSGE Model for Sweden with a Monetary Regime Change,"
Seminar Papers
740, Stockholm University, Institute for International Economic Studies.
Cited by:
- Mutiu Gbade Rasaki, 2017. "A Bayesian Estimation of DSGE Model for the Nigerian Economy," EuroEconomica, Danubius University of Galati, issue 2(36), pages 145-158, November.
- Efrem CASTELNUOVO, 2010.
"Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies,"
EcoMod2004
330600035, EcoMod.
- Castelnuovo, Efrem, 2008. "Regime shifts and the stability of backward-looking Phillips curves in open economies," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 40-53, February.
- Efrem Castelnuovo, 2005. "Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies," Macroeconomics 0506017, University Library of Munich, Germany.
- Efrem Castelnuovo, 2004. "Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies," Computing in Economics and Finance 2004 49, Society for Computational Economics.
- Efrem Castelnuovo, 2006. "Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies," "Marco Fanno" Working Papers 0015, Dipartimento di Scienze Economiche "Marco Fanno".
- Mariano Kulish & Adrian Pagan, 2014.
"Estimation and Solution of Models with Expectations and Structural Changes,"
CAMA Working Papers
2014-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mariano Kulish & Adrian Pagan, 2012. "Estimation and Solution of Models with Expectations and Structural Changes," RBA Research Discussion Papers rdp2012-08, Reserve Bank of Australia.
- Kulish, Mariano & Pagan, Adrian, 2014. "Estimation and Solution of Models with Expectations and Structural Changes," Dynare Working Papers 34, CEPREMAP.
- Mariano Kulish & Adrian Pagan, 2017. "Estimation and Solution of Models with Expectations and Structural Changes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 255-274, March.
- Shulgin, A., 2015. "Optimization of Simple Monetary Policy Rules on the Base of Estimated DSGE-model," Journal of the New Economic Association, New Economic Association, vol. 26(2), pages 64-98.
- Alex Ilek & Guy Segal, 2022. "A Simple Theory-Based Estimate of the Real Natural Rate of Interest in Open Economies," Bank of Israel Working Papers 2022.06, Bank of Israel.
- Linde, Jesper & Adolfson, Malin & LASEEN, PER & Villani, Mattias, 2007.
"Evaluating An Estimated New Keynesian Small Open Economy Model,"
CEPR Discussion Papers
6027, C.E.P.R. Discussion Papers.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2008. "Evaluating an estimated new Keynesian small open economy model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2690-2721, August.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007. "Evaluating An Estimated New Keynesian Small Open Economy Model," Working Paper Series 203, Sveriges Riksbank (Central Bank of Sweden).
- Oxana Malakhovskaya & Alexey Minabutdinov, 2014.
"Are commodity price shocks important? A Bayesian estimation of a DSGE model for Russia,"
International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 4(1/2), pages 148-180.
- Oxana A. Malakhovskaya & Alexey R. Minabutdinov, 2013. "Are commodity price shocks important? A Bayesian estimation of a DSGE model for Russia," HSE Working papers WP BRP 48/EC/2013, National Research University Higher School of Economics.
- Thorvardur Tjörvi Ólafsson, 2006. "The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy," Economics wp31_tjorvi, Department of Economics, Central bank of Iceland.
- Best, Gabriela, 2013. "Fear of floating or monetary policy as usual? A structural analysis of Mexico's monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 45-62.
- Marjan Petreski, 2009. "A Critique On Inflation Targeting," Journal Articles, Center For Economic Analyses, pages 11-24, December.
Articles
- Jiaqian Chen & Daria Finocchiaro & Jesper Linde & Karl Walentin, 2023.
"The costs of macroprudential deleveraging in a liquidity trap","
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 991-1011, December.
See citations under working paper version above.
- Jiaqian Chen & Daria Finocchiaro & Jesper Linde & Karl Walentin, 2023. "Code and data files for "The costs of macroprudential deleveraging in a liquidity trap"," Computer Codes 22-100, Review of Economic Dynamics.
- Chen, Jiaqian & Finocchiaro, Daria & Lindé, Jesper & Walentin, Karl, 2020. "The costs of macroprudential deleveraging in a liquidity trap," Working Paper Series 389, Sveriges Riksbank (Central Bank of Sweden).
- Linde, Jesper & Finocchiaro, Daria & Walentin, Karl & Chen, Jack, 2020. "The costs of macroprudential deleveraging in a liquidity trap," CEPR Discussion Papers 14564, C.E.P.R. Discussion Papers.
- Mr. Jiaqian Chen & Daria Finocchiaro & Jesper Lindé & Karl Walentin, 2020. "The Costs of Macroprudential Deleveraging in a Liquidity Trap," IMF Working Papers 2020/089, International Monetary Fund.
- Finocchiaro, Daria & Lombardo, Giovanni & Mendicino, Caterina & Weil, Philippe, 2018.
"Optimal inflation with corporate taxation and financial constraints,"
Journal of Monetary Economics, Elsevier, vol. 95(C), pages 18-31.
See citations under working paper version above.
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2018. "Optimal Inflation with Corporate Taxation and Financial Constraints," SciencePo Working papers Main hal-03945944, HAL.
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2015. "Optimal inflation with corporate taxation and financial constraints," BIS Working Papers 520, Bank for International Settlements.
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2017. "Optimal Inflation with Corporate Taxation and Financial Constraints," Working Papers ECARES ECARES 2017-50, ULB -- Universite Libre de Bruxelles.
- Weil, Philippe & Lombardo, Giovanni & Mendicino, Caterina & Finocchiaro, Daria, 2015. "Optimal Inflation with Corporate Taxation and Financial Constraints," CEPR Discussion Papers 10847, C.E.P.R. Discussion Papers.
- Finocchiaro, Daria & Lombardo, Giovanni & Mendicino, Caterina & Weil, Philippe, 2015. "Optimal Inflation with Corporate Taxation and Financial Constraints," Working Paper Series 311, Sveriges Riksbank (Central Bank of Sweden).
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2018. "Optimal Inflation with Corporate Taxation and Financial Constraints," Post-Print hal-03945944, HAL.
- Finocchiaro, Daria & Mendicino, Caterina, 2016.
"Financial shocks, comovement and credit frictions,"
Economics Letters, Elsevier, vol. 143(C), pages 20-23.
Cited by:
- Neri, Stefano & Notarpietro, Alessandro, 2019. "Collateral constraints, the zero lower bound, and the debt–deflation mechanism," Economics Letters, Elsevier, vol. 174(C), pages 144-148.
- Melcangi, Davide, 2016.
"Firms’ precautionary savings and employment during a credit crisis,"
LSE Research Online Documents on Economics
86237, London School of Economics and Political Science, LSE Library.
- Davide Melcangi, 2016. "Firm’s precautionary savings and employment during a credit crisis," Discussion Papers 1610, Centre for Macroeconomics (CFM).
- Davide Melcangi, 2024. "Firms' Precautionary Savings and Employment during a Credit Crisis," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(1), pages 356-386, January.
- Davide Melcangi, 2019. "Firms’ Precautionary Savings and Employment during a Credit Crisis," Staff Reports 904, Federal Reserve Bank of New York.
- Cúrdia, Vasco & Finocchiaro, Daria, 2013.
"Monetary regime change and business cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(4), pages 756-773.
See citations under working paper version above.
- Vasco Curdia & Daria Finocchiaro, 2012. "Monetary Regime Change and Business Cycles," Working Paper Series 2013-02, Federal Reserve Bank of San Francisco.
- Vasco Curdia & Daria Finocchiaro, 2007. "Monetary regime change and business cycles," Staff Reports 294, Federal Reserve Bank of New York.
- Cúrdia, Vasco & Finocchiaro, Daria, 2010. "Monetary Regime Change and Business Cycles," Working Paper Series 241, Sveriges Riksbank (Central Bank of Sweden).
- Daria Finocchiaro & Virginia Queijo Heideken, 2013.
"Do Central Banks React to House Prices?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1659-1683, December.
- Daria Finocchiaro & Virginia Queijo Von Heideken, 2013. "Do Central Banks React to House Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1659-1683, December.
See citations under working paper version above.- Finocchiaro, Daria & Queijo von Heideken, Virginia, 2007. "Do Central Banks React to House Prices?," Working Paper Series 217, Sveriges Riksbank (Central Bank of Sweden), revised 01 Aug 2009.
- Finocchiaro, Daria, 2011.
"Inattention, wealth inequality and equilibrium asset prices,"
Journal of Monetary Economics, Elsevier, vol. 58(2), pages 146-155, March.
Cited by:
- Kanda Naknoi & YiLi Chien, 2013.
"The Risk Premium and Long-Run Global Imbalances,"
2013 Meeting Papers
55, Society for Economic Dynamics.
- YiLi Chien & Kanda Naknoi, 2012. "The risk premium and long-run global imbalances," Working Papers 2012-009, Federal Reserve Bank of St. Louis.
- YiLi Chien & Kanda Naknoi, 2011. "The Risk Premium and Long-Run Global Imbalances," Purdue University Economics Working Papers 1266, Purdue University, Department of Economics.
- YiLi Chien & Kanda Naknoi, 2012. "The Risk Premium and Long-Run Global Imbalances," Working papers 2012-41, University of Connecticut, Department of Economics.
- Chien, YiLi & Naknoi, Kanda, 2015. "The risk premium and long-run global imbalances," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 299-315.
- Gust, Christopher & López-Salido, David, 2014.
"Monetary policy and the cyclicality of risk,"
Journal of Monetary Economics, Elsevier, vol. 62(C), pages 59-75.
- Christopher J. Gust & J. David López-Salido, 2010. "Monetary policy and the cyclicality of risk," International Finance Discussion Papers 999, Board of Governors of the Federal Reserve System (U.S.).
- López-Salido, J David & Gust, Christopher, 2010. "Monetary Policy and the Cyclicality of Risk," CEPR Discussion Papers 7727, C.E.P.R. Discussion Papers.
- Kanda Naknoi & YiLi Chien, 2013.
"The Risk Premium and Long-Run Global Imbalances,"
2013 Meeting Papers
55, Society for Economic Dynamics.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-DGE: Dynamic General Equilibrium (12) 2005-11-05 2007-08-08 2007-12-19 2010-05-29 2010-07-10 2013-02-16 2015-10-10 2015-10-25 2016-02-17 2020-06-29 2020-09-14 2021-11-15. Author is listed
- NEP-MAC: Macroeconomics (12) 2005-11-05 2007-08-08 2007-12-19 2010-05-29 2013-02-16 2015-10-04 2015-10-10 2016-02-17 2018-01-01 2020-06-29 2020-09-14 2021-11-15. Author is listed
- NEP-CBA: Central Banking (11) 2005-11-05 2007-08-08 2007-12-19 2010-05-29 2010-07-10 2013-02-16 2015-10-04 2015-10-10 2015-10-25 2020-06-29 2021-11-15. Author is listed
- NEP-MON: Monetary Economics (10) 2005-11-05 2007-08-08 2007-12-19 2010-05-29 2013-02-16 2015-10-10 2018-01-01 2020-06-29 2020-09-14 2021-11-15. Author is listed
- NEP-BAN: Banking (3) 2020-06-29 2020-09-14 2021-11-15
- NEP-CFN: Corporate Finance (2) 2015-10-10 2018-01-01
- NEP-PBE: Public Economics (2) 2015-10-10 2015-10-25
- NEP-URE: Urban and Real Estate Economics (2) 2007-12-19 2020-09-14
- NEP-ACC: Accounting and Auditing (1) 2015-10-25
- NEP-EEC: European Economics (1) 2005-11-05
- NEP-FDG: Financial Development and Growth (1) 2021-11-15
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