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David Olivier Lucca

Personal Details

First Name:David
Middle Name:Olivier
Last Name:Lucca
Suffix:
RePEc Short-ID:plu378
[This author has chosen not to make the email address public]
https://www.newyorkfed.org/research/economists/lucca/index.html

Affiliation

Research and Statistics Group
Federal Reserve Bank of New York

New York City, New York (United States)
http://www.newyorkfed.org/research/



33 Liberty Street, New York, NY 10045-0001
RePEc:edi:rfrbnus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Richard K. Crump & Domenico Giannone & David O. Lucca, 2020. "Reading the Tea Leaves of the U.S. Business Cycle—Part One," Liberty Street Economics 20200210, Federal Reserve Bank of New York.
  2. Richard K. Crump & Domenico Giannone & David O. Lucca, 2020. "Reading the Tea Leaves of the U.S. Business Cycle—Part Two," Liberty Street Economics 20200212, Federal Reserve Bank of New York.
  3. Richard K. Crump & David O. Lucca & Casey McQuillan, 2019. "Real Inventory Slowdowns," Liberty Street Economics 20191118, Federal Reserve Bank of New York.
  4. Samuel Hanson & David O. Lucca & Jonathan H. Wright, 2019. "The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies," Liberty Street Economics 20190304, Federal Reserve Bank of New York.
  5. David O. Lucca & Emanuel Moench, 2018. "The Pre-FOMC Announcement Drift: More Recent Evidence," Liberty Street Economics 20181116a, Federal Reserve Bank of New York.
  6. David O. Lucca & Daniel Roberts & Peter Van Tassel, 2017. "The Low Volatility Puzzle: Are Investors Complacent?," Liberty Street Economics 20171113, Federal Reserve Bank of New York.
  7. David O. Lucca & Daniel Roberts & Peter Van Tassel, 2017. "The Low Volatility Puzzle: Is This Time Different?," Liberty Street Economics 20171115, Federal Reserve Bank of New York.
  8. Samuel Hanson & David O. Lucca & Jonathan H. Wright, 2017. "Interest rate conundrums in the twenty-first century," Staff Reports 810, Federal Reserve Bank of New York, revised 01 Jun 2018.
  9. Paul Goldsmith-Pinkham & Beverly Hirtle & David O. Lucca, 2016. "A Peek behind the Curtain of Bank Supervision," Liberty Street Economics 20160414, Federal Reserve Bank of New York.
  10. Thomas M. Eisenbach & David O. Lucca & Robert M. Townsend, 2016. "The Economics of Bank Supervision: So Much to Do, So Little Time," Liberty Street Economics 20160412, Federal Reserve Bank of New York.
  11. Beverly Hirtle & David O. Lucca, 2016. "Supervising Large, Complex Financial Institutions: Defining Objectives and Measuring Effectiveness," Liberty Street Economics 20160411, Federal Reserve Bank of New York.
  12. Thomas M. Eisenbach & David O. Lucca & Robert M. Townsend, 2016. "The economics of bank supervision," Staff Reports 769, Federal Reserve Bank of New York.
  13. Paul Goldsmith-Pinkham & Beverly Hirtle & David O. Lucca, 2016. "Parsing the content of bank supervision," Staff Reports 770, Federal Reserve Bank of New York.
  14. Nina Boyarchenko & David O. Lucca & Laura Veldkamp, 2016. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," NBER Working Papers 22461, National Bureau of Economic Research, Inc.
  15. Laura Veldkamp & David Lucca & Nina Boyarchenko, 2015. "Intermediaries as Information Aggregators," 2015 Meeting Papers 236, Society for Economic Dynamics.
  16. David O. Lucca & Amit Seru & Francesco Trebbi, 2015. "Worker Flows in Banking Regulation," Liberty Street Economics 20150105, Federal Reserve Bank of New York.
  17. Thomas Klitgaard & David O. Lucca, 2015. "Do Asset Purchase Programs Push Capital Abroad?," Liberty Street Economics 20150812, Federal Reserve Bank of New York.
  18. Nina Boyarchenko & David O. Lucca & Laura Veldkamp, 2015. "Taking orders and taking notes: dealer information sharing in financial markets," Staff Reports 726, Federal Reserve Bank of New York, revised 01 Mar 2016.
  19. John Campbell & Andreas Fuster & David O. Lucca & Stijn Van Nieuwerburgh & James Vickery, 2015. "Rethinking Mortgage Design," Liberty Street Economics 20150824, Federal Reserve Bank of New York.
  20. Beverly Hirtle & David O. Lucca, 2015. "Just Released: What Do Banking Supervisors Do?," Liberty Street Economics 20150528, Federal Reserve Bank of New York.
  21. Thomas M. Eisenbach & Andrew F. Haughwout & Beverly Hirtle & Anna Kovner & David O. Lucca & Matthew Plosser, 2015. "Supervising large, complex financial companies: what do supervisors do?," Staff Reports 729, Federal Reserve Bank of New York.
  22. David O. Lucca & Taylor D. Nadauld & Karen Shen, 2015. "Credit supply and the rise in college tuition: evidence from the expansion in federal student aid programs," Staff Reports 733, Federal Reserve Bank of New York, revised 01 Mar 2016.
  23. Richard K. Crump & Stefano Eusepi & David O. Lucca & Emanuel Moench, 2014. "Data Insight: Which Growth Rate? It’s a Weighty Subject," Liberty Street Economics 20141229, Federal Reserve Bank of New York.
  24. David O. Lucca & Amit Seru & Francesco Trebbi, 2014. "The revolving door and worker flows in banking regulation," Staff Reports 678, Federal Reserve Bank of New York.
  25. Nina Boyarchenko & Andreas Fuster & David O. Lucca, 2014. "Understanding mortgage spreads," Staff Reports 674, Federal Reserve Bank of New York, revised 01 Apr 2017.
  26. David O. Lucca & Or Shachar, 2014. "Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers," Liberty Street Economics 20140409, Federal Reserve Bank of New York.
  27. Sumit Agarwal & David Lucca & Amit Seru & Francesco Trebbi, 2012. "Inconsistent Regulators: Evidence From Banking," NBER Working Papers 17736, National Bureau of Economic Research, Inc.
  28. Richard K. Crump & David O. Lucca, 2012. "Is U.S. Monetary Policy Seasonal?," Liberty Street Economics 20121001, Federal Reserve Bank of New York.
  29. Andreas Fuster & David O. Lucca, 2012. "Why Isn’t the Thirty-Year Fixed-Rate Mortgage at 2.6 Percent?," Liberty Street Economics 20121231, Federal Reserve Bank of New York.
  30. David O. Lucca & Emanuel Moench, 2012. "The Puzzling Pre-FOMC Announcement “Drift”," Liberty Street Economics 20120711, Federal Reserve Bank of New York.
  31. Thomas M. Eisenbach & David O. Lucca & Karen Shen, 2012. "In a Relationship: Evidence of Underwriters’ Efforts to Stabilize the Share Price in the Facebook IPO," Liberty Street Economics 20121031, Federal Reserve Bank of New York.
  32. David O. Lucca & Ernst Schaumburg, 2011. "What to Make of Market Measures of Inflation Expectations?," Liberty Street Economics 20110815, Federal Reserve Bank of New York.
  33. David O. Lucca & Emanuel Moench, 2011. "The pre-FOMC announcement drift," Staff Reports 512, Federal Reserve Bank of New York.
  34. David O. Lucca & Francesco Trebbi, 2009. "Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements," NBER Working Papers 15367, National Bureau of Economic Research, Inc.
  35. Sandeep Baliga & David Lucca & Tomas Sjostrom, 2009. "Domestic Political Survival and International Conflict: Is Democracy Good for Peace?," Departmental Working Papers 200907, Rutgers University, Department of Economics.
  36. David Lucca & Francesco Trebbi, 2008. "Measuring Central Bank Communication:," 2008 Meeting Papers 571, Society for Economic Dynamics.
  37. David O Lucca, 2007. "Resuscitating Time-to-Build," 2007 Meeting Papers 909, Society for Economic Dynamics.

Articles

  1. Nina Boyarchenko & Andreas Fuster & David O Lucca, 2019. "Understanding Mortgage Spreads," Review of Financial Studies, Society for Financial Studies, vol. 32(10), pages 3799-3850.
  2. David O Lucca & Taylor Nadauld & Karen Shen, 2019. "Credit Supply and the Rise in College Tuition: Evidence from the Expansion in Federal Student Aid Programs," Review of Financial Studies, Society for Financial Studies, vol. 32(2), pages 423-466.
  3. Thomas M. Eisenbach & Andrew F. Haughwout & Beverly Hirtle & Anna Kovner & David O. Lucca & Matthew Plosser, 2017. "Supervising large, complex financial institutions: what do supervisors do?," Economic Policy Review, Federal Reserve Bank of New York, issue 23-1, pages 57-77.
  4. David O. Lucca & Emanuel Moench, 2015. "The Pre-FOMC Announcement Drift," Journal of Finance, American Finance Association, vol. 70(1), pages 329-371, February.
  5. Lucca, David & Seru, Amit & Trebbi, Francesco, 2014. "The revolving door and worker flows in banking regulation," Journal of Monetary Economics, Elsevier, vol. 65(C), pages 17-32.
  6. Sumit Agarwal & David Lucca & Amit Seru & Francesco Trebbi, 2014. "Inconsistent Regulators: Evidence from Banking," The Quarterly Journal of Economics, Oxford University Press, vol. 129(2), pages 889-938.
  7. Andreas Fuster & Laurie Goodman & David O. Lucca & Laurel Madar & Linsey Molloy & Paul S. Willen, 2013. "The rising gap between primary and secondary mortgage rates," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 17-39.
  8. Sandeep Baliga & David O. Lucca & Tomas Sjöström, 2011. "Domestic Political Survival and International Conflict: Is Democracy Good for Peace?," Review of Economic Studies, Oxford University Press, vol. 78(2), pages 458-486.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  4. Number of Journal Pages, Weighted by Simple Impact Factor
  5. Number of Journal Pages, Weighted by Recursive Impact Factor
  6. Number of Downloads through RePEc Services over the past 12 months
  7. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

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 32 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 (11) 2009-09-26 2017-04-09 2020-02-24 2020-02-24 2020-02-24 2020-03-09 2020-03-09 2020-03-09 2020-03-09 2020-03-09 2020-03-23. Author is listed
  2. NEP-CBA: Central Banking (7) 2009-09-26 2011-10-09 2014-08-20 2015-05-30 2016-04-04 2016-05-08 2020-02-10. Author is listed
  3. NEP-BAN: Banking (5) 2012-01-18 2014-06-28 2014-08-20 2015-05-02 2015-08-01. Author is listed
  4. NEP-MON: Monetary Economics (5) 2009-09-26 2017-04-09 2020-03-09 2020-03-16 2020-03-23. Author is listed
  5. NEP-MST: Market Microstructure (4) 2016-10-02 2017-10-29 2019-04-08 2020-03-09
  6. NEP-REG: Regulation (3) 2012-01-18 2014-06-28 2014-08-20
  7. NEP-URE: Urban & Real Estate Economics (3) 2014-06-22 2020-02-17 2020-03-02
  8. NEP-CDM: Collective Decision-Making (1) 2009-11-27
  9. NEP-CMP: Computational Economics (1) 2016-04-04
  10. NEP-EDU: Education (1) 2015-07-11
  11. NEP-FMK: Financial Markets (1) 2016-10-02
  12. NEP-PKE: Post Keynesian Economics (1) 2016-05-08
  13. NEP-POL: Positive Political Economics (1) 2009-11-27

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