Details about Roberto Perli

Access statistics for papers by Roberto Perli.

Last updated 2024-03-18. Update your information in the RePEc Author Service.

Short-id: ppe1069

Working Papers

2023

1. Disentangling Messages from the Treasury Market
   Speech, Federal Reserve Bank of New York
2. Implementing Monetary Policy: What’s Working and Where We’re Headed
   Speech, Federal Reserve Bank of New York

2007

3. Financial market perceptions of recession risk
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (18)

2006

4. The recent behaviour of financial market volatility
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (11)

2005

5. The Determinants of Market Frictions in the Corporate Market
   Computing in Economics and Finance 2005, Society for Computational Economics View citations (13)

2003

6. Does mortgage hedging amplify movements in long-term interest rates?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (31)
7. Economic and regulatory capital allocation for revolving retail exposures
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
   See also Journal Article Economic and regulatory capital allocation for revolving retail exposures, Journal of Banking & Finance, Elsevier (2004) View citations (17) (2004)

1999

8. Regime-switching in expectations over the business cycle
   Working Papers, Federal Reserve Bank of Philadelphia

1997

9. Persistence of Business Cycles in Multisector RBC Models
   Working Papers, C.V. Starr Center for Applied Economics, New York University View citations (14)

1996

10. Human Capital and Business Cycle Persistence
    Home Pages, University of Pennsylvania

1995

11. Home Production and the Persistence of Business Cycles
    Home Pages, University of Pennsylvania
12. Indeterminacy, Home Production, and the Business Cycle: a Calibrated Analysis
    Home Pages, University of Pennsylvania View citations (2)
    Also in CARESS Working Papres, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences View citations (12)
    See also Journal Article Indeterminacy, home production, and the business cycle: A calibrated analysis, Journal of Monetary Economics, Elsevier (1998) View citations (75) (1998)

1994

13. Monopolistic competition, indeterminacy and growth
    MPRA Paper, University Library of Munich, Germany View citations (38)

1993

14. Uniqueness and Indeterminacy: Transitional Dynamics in a Model of Endogenous Growth
    Working Papers, C.V. Starr Center for Applied Economics, New York University View citations (3)

Journal Articles

2006

1. Persistence of business cycles in multisector real business cycle models
   International Journal of Economic Theory, 2006, 2, (3‐4), 181-197 View citations (12)

2004

2. Economic and regulatory capital allocation for revolving retail exposures
   Journal of Banking & Finance, 2004, 28, (4), 789-809 View citations (17)
   See also Working Paper Economic and regulatory capital allocation for revolving retail exposures, Finance and Economics Discussion Series (2003) View citations (2) (2003)
3. Profits and balance sheet developments at U.S. commercial banks in 2003
   Federal Reserve Bulletin, 2004, 90, (Spring), 162-191 View citations (2)

2003

4. Profits and balance sheet developments at U.S. commercial banks in 2002
   Federal Reserve Bulletin, 2003, 89, (Jun), 243-270 View citations (2)

1998

5. Human capital formation and business cycle persistence
   Journal of Monetary Economics, 1998, 42, (1), 67-92 View citations (72)
6. Increasing returns, home production and persistence of business cycles
   Journal of Economic Dynamics and Control, 1998, 22, (4), 519-543 View citations (12)
7. Indeterminacy, home production, and the business cycle: A calibrated analysis
   Journal of Monetary Economics, 1998, 41, (1), 105-125 View citations (75)
   See also Working Paper Indeterminacy, Home Production, and the Business Cycle: a Calibrated Analysis, Home Pages (1995) View citations (2) (1995)

1994

8. Uniqueness and Indeterminacy: On the Dynamics of Endogenous Growth
   Journal of Economic Theory, 1994, 63, (1), 113-142 View citations (281)

Chapters

2023

1. The Treasury and when-issued markets
   Chapter 13 in Research Handbook of Financial Markets, 2023, pp 277-300