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Pierlauro Lopez

Personal Details

First Name:Pierlauro
Middle Name:
Last Name:Lopez
Suffix:
RePEc Short-ID:plo368
[This author has chosen not to make the email address public]
https://sites.google.com/site/pierlaurolopez/

Affiliation

Federal Reserve Bank of Cleveland

Cleveland, Ohio (United States)
http://www.clevelandfed.org/

: 216.579.2000

1455 East 6th St., Cleveland OH 44114
RePEc:edi:frbclus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Pierlauro Lopez & David Lopez-Salido & Francisco Vazquez-Grande, 2018. "Risk-Adjusted Linearizations of Dynamic Equilibrium Models," Working papers 702, Banque de France.
  2. Patrick Kehoe & Elena Pastorino & Pierlauro Lopez & Virgiliu Midrigan, 2018. "Asset Prices and Unemployment Fluctuations," 2018 Meeting Papers 1119, Society for Economic Dynamics.
  3. Pierlauro Lopez, 2017. "Online Appendix to "A New Keynesian Q Theory and the Link Between Inflation and the Stock Market"," Online Appendices 16-134, Review of Economic Dynamics.
  4. Pierlauro Lopez, 2016. "Welfare Implications of the Term Structure of Returns: Should Central Banks Fill Gaps or Remove Volatility?," 2016 Meeting Papers 742, Society for Economic Dynamics.
  5. J. David Lopez-Salido & Francisco Vazquez-Grande & Pierlauro Lopez, 2015. "Macro-Finance Separation by Force of Habit," 2015 Meeting Papers 980, Society for Economic Dynamics.
  6. Pier Lopez & J. David Lopez-Salido & Francisco Vazquez-Grande, 2015. "Nominal Rigidities and the Term Structures of Equity and Bond Returns," Finance and Economics Discussion Series 2015-64, Board of Governors of the Federal Reserve System (U.S.).
  7. P. Lopez, 2014. "The Term Structure of the Welfare Cost of Uncertainty," Working papers 521, Banque de France.

Articles

  1. Pierlauro Lopez, 2018. "A New Keynesian Q Theory and the Link Between Inflation and the Stock Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 29, pages 85-105, July.

Software components

  1. Pierlauro Lopez, 2017. "Code and data files for "A New Keynesian Q Theory and the Link Between Inflation and the Stock Market"," Computer Codes 16-134, Review of Economic Dynamics.

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. J. David Lopez-Salido & Francisco Vazquez-Grande & Pierlauro Lopez, 2015. "Macro-Finance Separation by Force of Habit," 2015 Meeting Papers 980, Society for Economic Dynamics.

    Mentioned in:

    1. Macro-Finance Separation by Force of Habit
      by Christian Zimmermann in NEP-DGE blog on 2015-10-23 19:26:08

Working papers

  1. Patrick Kehoe & Elena Pastorino & Pierlauro Lopez & Virgiliu Midrigan, 2018. "Asset Prices and Unemployment Fluctuations," 2018 Meeting Papers 1119, Society for Economic Dynamics.

    Cited by:

    1. Pierlauro Lopez & David Lopez-Salido & Francisco Vazquez-Grande, 2018. "Risk-Adjusted Linearizations of Dynamic Equilibrium Models," Working papers 702, Banque de France.

  2. Pierlauro Lopez, 2017. "Online Appendix to "A New Keynesian Q Theory and the Link Between Inflation and the Stock Market"," Online Appendices 16-134, Review of Economic Dynamics.

    Cited by:

    1. Godfrey Akileng & Eric Nzibonera & Micheal Mutegana, 2019. "The Influence of Foreign Exchange Volatility, Interest Rates on the Stock Performance of Uganda Securities Exchange," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 8(2), pages 1-1.
    2. J. David Lopez-Salido & Francisco Vazquez-Grande & Pierlauro Lopez, 2015. "Macro-Finance Separation by Force of Habit," 2015 Meeting Papers 980, Society for Economic Dynamics.

  3. Pier Lopez & J. David Lopez-Salido & Francisco Vazquez-Grande, 2015. "Nominal Rigidities and the Term Structures of Equity and Bond Returns," Finance and Economics Discussion Series 2015-64, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Michael Weber, 2016. "Cash Flow Duration and the Term Structure of Equity Returns," NBER Working Papers 22520, National Bureau of Economic Research, Inc.
    2. Michael Weber, 2016. "Cash Flow Duration and the Term Structure of Equity Returns," CESifo Working Paper Series 6043, CESifo Group Munich.
    3. Pierlauro Lopez & David Lopez-Salido & Francisco Vazquez-Grande, 2018. "Risk-Adjusted Linearizations of Dynamic Equilibrium Models," Working papers 702, Banque de France.
    4. Pierlauro Lopez, 2017. "Online Appendix to "A New Keynesian Q Theory and the Link Between Inflation and the Stock Market"," Online Appendices 16-134, Review of Economic Dynamics.
    5. Taisuke Nakata & Hiroatsu Tanaka, 2016. "Equilibrium Yield Curves and the Interest Rate Lower Bound," Finance and Economics Discussion Series 2016-085, Board of Governors of the Federal Reserve System (U.S.).
    6. Roberto Marfè, 2016. "Income Insurance and the Equilibrium Term-Structure of Equity," Carlo Alberto Notebooks 459, Collegio Carlo Alberto.
    7. TAKAMIZAWA, Hideyuki, 2018. "An Equilibrium Model of Term Structures of Bonds and Equities," Working Paper Series G-1-19, Hitotsubashi University Center for Financial Research.
    8. Ales Marsal, 2018. "Government Spending and the Term Structure of Interest Rates in a DSGE Model," 2018 Meeting Papers 107, Society for Economic Dynamics.
    9. John H. Cochrane, 2016. "Macro-Finance," NBER Working Papers 22485, National Bureau of Economic Research, Inc.
    10. Borovicka, J. & Hansen, L.P., 2016. "Term Structure of Uncertainty in the Macroeconomy," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1641-1696, Elsevier.
    11. van Binsbergen, Jules H. & Koijen, Ralph S.J., 2017. "The term structure of returns: Facts and theory," Journal of Financial Economics, Elsevier, vol. 124(1), pages 1-21.
    12. Pierlauro Lopez, 2016. "Welfare Implications of the Term Structure of Returns: Should Central Banks Fill Gaps or Remove Volatility?," 2016 Meeting Papers 742, Society for Economic Dynamics.
    13. Taeyoung Doh & Shu Wu, 2016. "The Equilibrium Term Structure of Equity and Interest Rates," Research Working Paper RWP 16-11, Federal Reserve Bank of Kansas City, revised 30 Nov 2016.

  4. P. Lopez, 2014. "The Term Structure of the Welfare Cost of Uncertainty," Working papers 521, Banque de France.

    Cited by:

    1. J. David Lopez-Salido & Francisco Vazquez-Grande & Pierlauro Lopez, 2015. "Macro-Finance Separation by Force of Habit," 2015 Meeting Papers 980, Society for Economic Dynamics.
    2. Pierlauro Lopez & David Lopez-Salido & Francisco Vazquez-Grande, 2018. "Risk-Adjusted Linearizations of Dynamic Equilibrium Models," Working papers 702, Banque de France.
    3. Roberto Marfè, 2016. "Income Insurance and the Equilibrium Term-Structure of Equity," Carlo Alberto Notebooks 459, Collegio Carlo Alberto.
    4. Pier Lopez & J. David Lopez-Salido & Francisco Vazquez-Grande, 2015. "Nominal Rigidities and the Term Structures of Equity and Bond Returns," Finance and Economics Discussion Series 2015-64, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Pierlauro Lopez, 2018. "A New Keynesian Q Theory and the Link Between Inflation and the Stock Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 29, pages 85-105, July. See citations under working paper version above.Sorry, no citations of articles recorded.

Software components

    Sorry, no citations of software components recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 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.
  1. NEP-MAC: Macroeconomics (6) 2014-11-28 2015-08-30 2015-10-10 2016-09-18 2018-12-10 2020-01-27. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (4) 2015-10-10 2016-09-18 2018-09-03 2020-01-27. Author is listed
  3. NEP-UPT: Utility Models & Prospect Theory (2) 2016-09-18 2018-12-10. Author is listed
  4. NEP-FMK: Financial Markets (1) 2015-08-30
  5. NEP-GER: German Papers (1) 2015-08-30
  6. NEP-HEA: Health Economics (1) 2018-12-10
  7. NEP-LAB: Labour Economics (1) 2020-01-27
  8. NEP-MON: Monetary Economics (1) 2016-09-18
  9. NEP-ORE: Operations Research (1) 2018-12-10
  10. NEP-SOG: Sociology of Economics (1) 2016-09-18

Corrections

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