Matteo Iacoviello
Personal Details
First Name: | Matteo |
Middle Name: | |
Last Name: | Iacoviello |
Suffix: | |
RePEc Short-ID: | pia2 |
[This author has chosen not to make the email address public] | |
https://www.matteoiacoviello.com/ | |
Terminal Degree: | 2002 Economics Department; London School of Economics (LSE) (from RePEc Genealogy) |
Affiliation
Federal Reserve Board (Board of Governors of the Federal Reserve System)
Washington, District of Columbia (United States)http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)
Research output
Jump to: Working papers Articles Software ChaptersWorking papers
- Danilo Cascaldi-Garcia & Luca Guerrieri & Matteo Iacoviello & Michele Modugno, 2024. "Lessons from the Co-movement of Inflation around the World," FEDS Notes 2024-06-28, Board of Governors of the Federal Reserve System (U.S.).
- Dario Caldara & Francesco Ferrante & Matteo Iacoviello & Andrea Prestipino & Albert Queraltó, 2023.
"The International Spillovers of Synchronous Monetary Tightening,"
International Finance Discussion Papers
1384, Board of Governors of the Federal Reserve System (U.S.).
- Caldara, Dario & Ferrante, Francesco & Iacoviello, Matteo & Prestipino, Andrea & Queralto, Albert, 2024. "The international spillovers of synchronous monetary tightening," Journal of Monetary Economics, Elsevier, vol. 141(C), pages 127-152.
- Francesco Ferrante & Sebastian Graves & Matteo Iacoviello, 2023.
"The Inflationary Effects of Sectoral Reallocation,"
International Finance Discussion Papers
1369, Board of Governors of the Federal Reserve System (U.S.).
- Ferrante, Francesco & Graves, Sebastian & Iacoviello, Matteo, 2023. "The inflationary effects of sectoral reallocation," Journal of Monetary Economics, Elsevier, vol. 140(S), pages 64-81.
- Dario Caldara & Sarah Conlisk & Matteo Iacoviello & Maddie Penn, 2022. "The Effect of the War in Ukraine on Global Activity and Inflation," FEDS Notes 2022-05-27-2, Board of Governors of the Federal Reserve System (U.S.).
- Giuseppe Fiori & Matteo Iacoviello, 2021. "What Did we Learn from 2 billion jabs? Early Cross-Country Evidence on the Effect of COVID-19 Vaccinations on Deaths, Mobility, and Economic Activity," FEDS Notes 2021-09-01, Board of Governors of the Federal Reserve System (U.S.).
- Dario Caldara & Matthew DeHaven & Francesco Ferrante & Matteo Iacoviello, 2021. "The Global Recovery: Lessons from the Past," FEDS Notes 2021-06-22, Board of Governors of the Federal Reserve System (U.S.).
- Stuart A. Gabriel & Matteo Iacoviello & Chandler Lutz, 2020.
"A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession,"
Finance and Economics Discussion Series
2020-053, Board of Governors of the Federal Reserve System (U.S.).
- Stuart Gabriel & Matteo Iacoviello & Chandler Lutz, 2021. "A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession [Synthetic control methods for comparative case studies: Estimating the effect of California," The Review of Financial Studies, Society for Financial Studies, vol. 34(2), pages 864-906.
- Andrea De Michelis & Thiago Revil T. Ferreira & Matteo Iacoviello, 2019.
"Oil Prices and Consumption across Countries and U.S. States,"
International Finance Discussion Papers
1263, Board of Governors of the Federal Reserve System (U.S.).
- Andrea De Michelis & Thiago Ferreira & Matteo Iacoviello, 2020. "Oil Prices and Consumption across Countries and U.S. States," International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 3-43, March.
- Pablo A. Cuba-Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019.
"Likelihood Evaluation of Models with Occasionally Binding Constraints,"
Finance and Economics Discussion Series
2019-028, Board of Governors of the Federal Reserve System (U.S.).
- Pablo Cuba‐Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019. "Likelihood evaluation of models with occasionally binding constraints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1073-1085, November.
- Dario Caldara & Matteo Iacoviello & Patrick Molligo & Andrea Prestipino & Andrea Raffo, 2019. "Does Trade Policy Uncertainty Affect Global Economic Activity?," FEDS Notes 2019-09-04, Board of Governors of the Federal Reserve System (U.S.).
- Dario Caldara & Matteo Iacoviello & Patrick Molligo & Andrea Prestipino & Andrea Raffo, 2019.
"The Economic Effects of Trade Policy Uncertainty,"
International Finance Discussion Papers
1256, Board of Governors of the Federal Reserve System (U.S.).
- Caldara, Dario & Iacoviello, Matteo & Molligo, Patrick & Prestipino, Andrea & Raffo, Andrea, 2020. "The economic effects of trade policy uncertainty," Journal of Monetary Economics, Elsevier, vol. 109(C), pages 38-59.
- Dario Caldara & Matteo Iacoviello, 2018.
"Measuring Geopolitical Risk,"
International Finance Discussion Papers
1222r1, Board of Governors of the Federal Reserve System (U.S.), revised 23 Mar 2022.
- Dario Caldara & Matteo Iacoviello, 2022. "Measuring Geopolitical Risk," American Economic Review, American Economic Association, vol. 112(4), pages 1194-1225, April.
- Matteo Iacoviello, 2018. "Measuring Geopolitical Risk," 2018 Meeting Papers 79, Society for Economic Dynamics.
- Matteo Iacoviello & Gaston Navarro, 2018.
"Foreign Effects of Higher U.S. Interest Rates,"
International Finance Discussion Papers
1227, Board of Governors of the Federal Reserve System (U.S.).
- Iacoviello, Matteo & Navarro, Gaston, 2019. "Foreign effects of higher U.S. interest rates," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 232-250.
- Daniel O. Beltran & Deepa Dhume Datta & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Juan M. Londono & Marius del Giudice Rodriguez & John H. Rogers & Bo Sun, 2017. "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers 1216, Board of Governors of the Federal Reserve System (U.S.).
- andrea prestipino & Ricardo Nunes & Matteo Iacoviello, 2016. "Optimal Macroprudential Policy: Frictions, Redistribution, and Politics," 2016 Meeting Papers 1602, Society for Economic Dynamics.
- Dario Caldara & Michele Cavallo & Matteo Iacoviello, 2016.
"Oil Price Elasticities and Oil Price Fluctuations,"
International Finance Discussion Papers
1173, Board of Governors of the Federal Reserve System (U.S.).
- Caldara, Dario & Cavallo, Michele & Iacoviello, Matteo, 2019. "Oil price elasticities and oil price fluctuations," Journal of Monetary Economics, Elsevier, vol. 103(C), pages 1-20.
- Andrea De Michelis & Matteo Iacoviello, 2016.
"Raising an Inflation Target : The Japanese Experience with Abenomics,"
International Finance Discussion Papers
1168, Board of Governors of the Federal Reserve System (U.S.).
- Michelis, Andrea De & Iacoviello, Matteo, 2016. "Raising an inflation target: The Japanese experience with Abenomics," European Economic Review, Elsevier, vol. 88(C), pages 67-87.
- Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queraltoy & Jae Sim, 2015.
"Macroeconomic Effects of Banking Sector Losses across Structural Models,"
BIS Working Papers
507, Bank for International Settlements.
- Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queralto & Jae Sim, 2019. "Macroeconomic Effects of Banking-Sector Losses across Structural Models," International Journal of Central Banking, International Journal of Central Banking, vol. 15(3), pages 137-204, September.
- Francisco Covas & John C. Driscoll & Luca Guerrieri & Matteo Iacoviello & Mohammad Jahan-Parvar & Michael T. Kiley & Albert Queraltó & Jae W. Sim, 2015. "Macroeconomic Effects of Banking Sector Losses across Structural Models," Finance and Economics Discussion Series 2015-44, Board of Governors of the Federal Reserve System (U.S.).
- Luca Guerrieri & Matteo Iacoviello, 2014.
"OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily,"
Finance and Economics Discussion Series
2014-47, Board of Governors of the Federal Reserve System (U.S.).
- Guerrieri, Luca & Iacoviello, Matteo, 2015. "OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 22-38.
- Matteo Iacoviello, 2014. "OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily," 2014 Meeting Papers 801, Society for Economic Dynamics.
- Matteo Iacoviello, 2014.
"Financial Business Cycles,"
International Finance Discussion Papers
1116, Board of Governors of the Federal Reserve System (U.S.).
- Matteo Iacoviello, 2015. "Financial Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 140-164, January.
- Matteo Iacoviello, 2010. "Financial Business Cycles," 2010 Meeting Papers 1053, Society for Economic Dynamics.
- Luca Guerrieri & Matteo Iacoviello, 2013.
"Collateral constraints and macroeconomic asymmetries,"
International Finance Discussion Papers
1082, Board of Governors of the Federal Reserve System (U.S.).
- Guerrieri, Luca & Iacoviello, Matteo, 2017. "Collateral constraints and macroeconomic asymmetries," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 28-49.
- Luca Guerrieri & Matteo Iacoviello, 2015. "Collateral constraints and macroeconomic asymmetries," NBP Working Papers 202, Narodowy Bank Polski.
- Luca Guerrieri & Matteo Iacoviello, 2012. "Collateral Constraints and Macroeconomic Asymmetries," 2012 Meeting Papers 1024, Society for Economic Dynamics.
- Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2012.
"Banks, sovereign debt and the international transmission of business cycles,"
International Finance Discussion Papers
1067, Board of Governors of the Federal Reserve System (U.S.).
- Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2013. "Banks, Sovereign Debt, and the International Transmission of Business Cycles," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 181-213.
- Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2012. "Banks, Sovereign Debt, and the International Transmission of Business Cycles," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 181-213, National Bureau of Economic Research, Inc.
- Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2012. "Banks, Sovereign Debt and the International Transmission of Business Cycles," NBER Working Papers 18303, National Bureau of Economic Research, Inc.
- Matteo Iacoviello, 2011. "Banks and Business Cycles," 2011 Meeting Papers 659, Society for Economic Dynamics.
- Matteo Iacoviello, 2011. "Housing wealth and consumption," International Finance Discussion Papers 1027, Board of Governors of the Federal Reserve System (U.S.).
- Raoul Minetti & Matteo Iacoviello, 2010. "Foreign Lenders in Emerging Economies," 2010 Meeting Papers 1050, Society for Economic Dynamics.
- Matteo Iacoviello & Marina Pavan, 2009.
"Housing and Debt Over the Life Cycle and Over the Business Cycle,"
Boston College Working Papers in Economics
723, Boston College Department of Economics, revised 19 Sep 2011.
- Iacoviello, Matteo & Pavan, Marina, 2013. "Housing and debt over the life cycle and over the business cycle," Journal of Monetary Economics, Elsevier, vol. 60(2), pages 221-238.
- Matteo Iacoviello & Marina Pavan, 2011. "Housing and debt over the Life Cycle and over the Business Cycle," Working Papers 2011/04, Economics Department, Universitat Jaume I, Castellón (Spain).
- Matteo Iacoviello & Marina Pavan, 2009. "Housing and debt over the life cycle and over the business cycle," Working Papers 09-12, Federal Reserve Bank of Boston.
- Matteo Iacoviello & Marina Pavan, 2011. "Housing and debt over the life cycle and over the business cycle," International Finance Discussion Papers 1032, Board of Governors of the Federal Reserve System (U.S.).
- Marina Pavan & Matteo Iacoviello, 2008. "Household Volatility, Household Debt and the Great Moderation," 2008 Meeting Papers 903, Society for Economic Dynamics.
- Matteo Iacoviello & Stefano Neri, 2008.
"Housing market spillovers: Evidence from an estimated DSGE model,"
Temi di discussione (Economic working papers)
659, Bank of Italy, Economic Research and International Relations Area.
- Matteo Iacoviello & Stefano Neri, 2010. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 125-164, April.
- Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers : evidence from an estimated DSGE model," Working Paper Research 145, National Bank of Belgium.
- Matteo Iacoviello & Stefano Neri, 2007. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," Boston College Working Papers in Economics 659, Boston College Department of Economics, revised 23 Oct 2009.
- Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2007.
"Input and Output Inventories in General Equilibrium,"
Boston College Working Papers in Economics
658, Boston College Department of Economics, revised 23 Oct 2009.
- Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2011. "Input And Output Inventories In General Equilibrium," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(4), pages 1179-1213, November.
- Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2007. "Input and output inventories in general equilibrium," Working Papers 07-16, Federal Reserve Bank of Boston.
- Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2010. "Input and output inventories in general equilibrium," International Finance Discussion Papers 1004, Board of Governors of the Federal Reserve System (U.S.).
- Stefano Neri & Matteo Iacoviello, 2007. "The Role of Housing Collateral in an Estimated Two-Sector Model of the US Economy," 2007 Meeting Papers 245, Society for Economic Dynamics.
- Matteo Iacoviello & Raoul Minetti, 2006. "Liquidity Cycles," 2006 Meeting Papers 676, Society for Economic Dynamics.
- Matteo Iacoviello, 2005.
"Household Debt and Income Inequality, 1963-2003,"
Boston College Working Papers in Economics
629, Boston College Department of Economics, revised 18 Oct 2007.
- Matteo Iacoviello, 2008. "Household Debt and Income Inequality, 1963-2003," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 929-965, August.
- Matteo Iacoviello, 2008. "Household Debt and Income Inequality, 1963–2003," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 929-965, August.
- Matteo Iacoviello, 2006. "Household Debt and Income Inequality, 1963-2003," 2006 Meeting Papers 585, Society for Economic Dynamics.
- Matteo Iacoviello, 2005. "Private Debt and Idiosyncratic Volatility: A Business Cycle Analysis," 2005 Meeting Papers 186, Society for Economic Dynamics.
- Matteo Iacoviello, 2004.
"Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis,"
Boston College Working Papers in Economics
589, Boston College Department of Economics, revised 13 Sep 2004.
- Iacoviello, Matteo, 2004. "Consumption, house prices, and collateral constraints: a structural econometric analysis," Journal of Housing Economics, Elsevier, vol. 13(4), pages 304-320, December.
- Iacoviello, Matteo, 2004. "Consumption, House Prices and Collateral Constraints: A Structural Econometric Analysis," 2004 Meeting Papers 207b, Society for Economic Dynamics.
- Matteo Iacoviello, 2004. "Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis," 2004 Meeting Papers 201, Society for Economic Dynamics.
- Matteo Iacoviello & Raoul Minetti, 2003. "Domestic and Foreign Lenders and International Business Cycles," Boston College Working Papers in Economics 554, Boston College Department of Economics, revised 05 Dec 2003.
- Matteo Iacoviello, 2002.
"House prices, borrowing constraints and monetary policy in the business cycle,"
Boston College Working Papers in Economics
542, Boston College Department of Economics, revised 06 Dec 2004.
- Matteo Iacoviello, 2005. "House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle," American Economic Review, American Economic Association, vol. 95(3), pages 739-764, June.
- Matteo Iacoviello & Raoul Minetti, 2002.
"The Credit Channel of Monetary Policy: Evidence from the Housing Market,"
Boston College Working Papers in Economics
541, Boston College Department of Economics, revised 29 Aug 2003.
- Iacoviello, Matteo & Minetti, Raoul, 2008. "The credit channel of monetary policy: Evidence from the housing market," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 69-96, March.
- Matteo Iacoviello & Francois Ortalo-Magne, 2002.
"Hedging Housing Risk in London,"
Boston College Working Papers in Economics
539, Boston College Department of Economics.
- Iacoviello, Matteo & Ortalo-Magne, Francois, 2003. "Hedging Housing Risk in London," The Journal of Real Estate Finance and Economics, Springer, vol. 27(2), pages 191-209, September.
- Iacoviello, Matteo & Ortalo-Magné, François, 2002. "Hedging housing risk in London," LSE Research Online Documents on Economics 24934, London School of Economics and Political Science, LSE Library.
- François Ortalo-Magné & Matteo Iacoviello, "undated". "Hedging Housing Risk in London," Wisconsin-Madison CULER working papers 02-03, University of Wisconsin Center for Urban Land Economic Research.
- Matteo Iacoviello, 2002. "Hedging Housing Risk in London," FMG Discussion Papers dp415, Financial Markets Group.
- Matteo Iacoviello & Raoul Minetti, 2002.
"Financial Liberalisation and the Sensitivity of House Prices to Monetary Policy: Theory and Evidence,"
Boston College Working Papers in Economics
538, Boston College Department of Economics.
- Matteo Iacoviello & Raoul Minetti, 2003. "Financial Liberalization And The Sensitivity Of House Prices To Monetary Policy: Theory And Evidence," Manchester School, University of Manchester, vol. 71(1), pages 20-34, January.
- Matteo Iacoviello, 2002. "House Prices and Business Cycles in Europe: a VAR Analysis," Boston College Working Papers in Economics 540, Boston College Department of Economics.
- Mr. Matteo Iacoviello, 2001. "Short-Term Forecasting: Projecting Italian GDPone Quarter to Two Years Ahead," IMF Working Papers 2001/109, International Monetary Fund.
- Iacoviello, Matteo & Minetti, Raoul, 2000. "The credit channel of monetary policy and housing markets: International empirical evidence," Bank of Finland Research Discussion Papers 14/2000, Bank of Finland.
- Iacoviello, Matteo, 2000. "House prices and the macroeconomy in Europe: Results from a structural var analysis," Working Paper Series 18, European Central Bank.
- Matteo Iacoviello, 1998.
"Inequality Dynamics: Evidence from Some European Countries,"
LIS Working papers
191, LIS Cross-National Data Center in Luxembourg.
repec:bof:bofrdp:2000_014 is not listed on IDEAS
Articles
- Caldara, Dario & Ferrante, Francesco & Iacoviello, Matteo & Prestipino, Andrea & Queralto, Albert, 2024.
"The international spillovers of synchronous monetary tightening,"
Journal of Monetary Economics, Elsevier, vol. 141(C), pages 127-152.
- Dario Caldara & Francesco Ferrante & Matteo Iacoviello & Andrea Prestipino & Albert Queraltó, 2023. "The International Spillovers of Synchronous Monetary Tightening," International Finance Discussion Papers 1384, Board of Governors of the Federal Reserve System (U.S.).
- Ferrante, Francesco & Graves, Sebastian & Iacoviello, Matteo, 2023.
"The inflationary effects of sectoral reallocation,"
Journal of Monetary Economics, Elsevier, vol. 140(S), pages 64-81.
- Francesco Ferrante & Sebastian Graves & Matteo Iacoviello, 2023. "The Inflationary Effects of Sectoral Reallocation," International Finance Discussion Papers 1369, Board of Governors of the Federal Reserve System (U.S.).
- Dario Caldara & Matteo Iacoviello, 2022.
"Measuring Geopolitical Risk,"
American Economic Review, American Economic Association, vol. 112(4), pages 1194-1225, April.
- Dario Caldara & Matteo Iacoviello, 2018. "Measuring Geopolitical Risk," International Finance Discussion Papers 1222r1, Board of Governors of the Federal Reserve System (U.S.), revised 23 Mar 2022.
- Matteo Iacoviello, 2018. "Measuring Geopolitical Risk," 2018 Meeting Papers 79, Society for Economic Dynamics.
- Stuart Gabriel & Matteo Iacoviello & Chandler Lutz, 2021.
"A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession [Synthetic control methods for comparative case studies: Estimating the effect of California,"
The Review of Financial Studies, Society for Financial Studies, vol. 34(2), pages 864-906.
- Stuart A. Gabriel & Matteo Iacoviello & Chandler Lutz, 2020. "A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession," Finance and Economics Discussion Series 2020-053, Board of Governors of the Federal Reserve System (U.S.).
- Caldara, Dario & Iacoviello, Matteo & Molligo, Patrick & Prestipino, Andrea & Raffo, Andrea, 2020.
"The economic effects of trade policy uncertainty,"
Journal of Monetary Economics, Elsevier, vol. 109(C), pages 38-59.
- Dario Caldara & Matteo Iacoviello & Patrick Molligo & Andrea Prestipino & Andrea Raffo, 2019. "The Economic Effects of Trade Policy Uncertainty," International Finance Discussion Papers 1256, Board of Governors of the Federal Reserve System (U.S.).
- Andrea De Michelis & Thiago Ferreira & Matteo Iacoviello, 2020.
"Oil Prices and Consumption across Countries and U.S. States,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 3-43, March.
- Andrea De Michelis & Thiago Revil T. Ferreira & Matteo Iacoviello, 2019. "Oil Prices and Consumption across Countries and U.S. States," International Finance Discussion Papers 1263, Board of Governors of the Federal Reserve System (U.S.).
- Iacoviello, Matteo & Navarro, Gaston, 2019.
"Foreign effects of higher U.S. interest rates,"
Journal of International Money and Finance, Elsevier, vol. 95(C), pages 232-250.
- Matteo Iacoviello & Gaston Navarro, 2018. "Foreign Effects of Higher U.S. Interest Rates," International Finance Discussion Papers 1227, Board of Governors of the Federal Reserve System (U.S.).
- Caldara, Dario & Cavallo, Michele & Iacoviello, Matteo, 2019.
"Oil price elasticities and oil price fluctuations,"
Journal of Monetary Economics, Elsevier, vol. 103(C), pages 1-20.
- Dario Caldara & Michele Cavallo & Matteo Iacoviello, 2016. "Oil Price Elasticities and Oil Price Fluctuations," International Finance Discussion Papers 1173, Board of Governors of the Federal Reserve System (U.S.).
- Pablo Cuba‐Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019.
"Likelihood evaluation of models with occasionally binding constraints,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1073-1085, November.
- Pablo A. Cuba-Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019. "Likelihood Evaluation of Models with Occasionally Binding Constraints," Finance and Economics Discussion Series 2019-028, Board of Governors of the Federal Reserve System (U.S.).
- Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queralto & Jae Sim, 2019.
"Macroeconomic Effects of Banking-Sector Losses across Structural Models,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(3), pages 137-204, September.
- Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queraltoy & Jae Sim, 2015. "Macroeconomic Effects of Banking Sector Losses across Structural Models," BIS Working Papers 507, Bank for International Settlements.
- Francisco Covas & John C. Driscoll & Luca Guerrieri & Matteo Iacoviello & Mohammad Jahan-Parvar & Michael T. Kiley & Albert Queraltó & Jae W. Sim, 2015. "Macroeconomic Effects of Banking Sector Losses across Structural Models," Finance and Economics Discussion Series 2015-44, Board of Governors of the Federal Reserve System (U.S.).
- Guerrieri, Luca & Iacoviello, Matteo, 2017.
"Collateral constraints and macroeconomic asymmetries,"
Journal of Monetary Economics, Elsevier, vol. 90(C), pages 28-49.
- Luca Guerrieri & Matteo Iacoviello, 2013. "Collateral constraints and macroeconomic asymmetries," International Finance Discussion Papers 1082, Board of Governors of the Federal Reserve System (U.S.).
- Luca Guerrieri & Matteo Iacoviello, 2015. "Collateral constraints and macroeconomic asymmetries," NBP Working Papers 202, Narodowy Bank Polski.
- Luca Guerrieri & Matteo Iacoviello, 2012. "Collateral Constraints and Macroeconomic Asymmetries," 2012 Meeting Papers 1024, Society for Economic Dynamics.
- Michelis, Andrea De & Iacoviello, Matteo, 2016.
"Raising an inflation target: The Japanese experience with Abenomics,"
European Economic Review, Elsevier, vol. 88(C), pages 67-87.
- Andrea De Michelis & Matteo Iacoviello, 2016. "Raising an Inflation Target : The Japanese Experience with Abenomics," International Finance Discussion Papers 1168, Board of Governors of the Federal Reserve System (U.S.).
- Matteo Iacoviello, 2015.
"Financial Business Cycles,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 140-164, January.
- Matteo Iacoviello, 2014. "Code and data files for "Financial Business Cycles"," Computer Codes 14-27, Review of Economic Dynamics.
- Matteo Iacoviello, 2010. "Financial Business Cycles," 2010 Meeting Papers 1053, Society for Economic Dynamics.
- Matteo Iacoviello, 2014. "Financial Business Cycles," International Finance Discussion Papers 1116, Board of Governors of the Federal Reserve System (U.S.).
- Guerrieri, Luca & Iacoviello, Matteo, 2015.
"OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily,"
Journal of Monetary Economics, Elsevier, vol. 70(C), pages 22-38.
- Matteo Iacoviello, 2014. "OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily," 2014 Meeting Papers 801, Society for Economic Dynamics.
- Luca Guerrieri & Matteo Iacoviello, 2014. "OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily," Finance and Economics Discussion Series 2014-47, Board of Governors of the Federal Reserve System (U.S.).
- Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2013.
"Banks, Sovereign Debt, and the International Transmission of Business Cycles,"
NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 181-213.
- Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2012. "Banks, Sovereign Debt, and the International Transmission of Business Cycles," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 181-213, National Bureau of Economic Research, Inc.
- Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2012. "Banks, Sovereign Debt and the International Transmission of Business Cycles," NBER Working Papers 18303, National Bureau of Economic Research, Inc.
- Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2012. "Banks, sovereign debt and the international transmission of business cycles," International Finance Discussion Papers 1067, Board of Governors of the Federal Reserve System (U.S.).
- Iacoviello, Matteo & Pavan, Marina, 2013.
"Housing and debt over the life cycle and over the business cycle,"
Journal of Monetary Economics, Elsevier, vol. 60(2), pages 221-238.
- Matteo Iacoviello & Marina Pavan, 2011. "Housing and debt over the Life Cycle and over the Business Cycle," Working Papers 2011/04, Economics Department, Universitat Jaume I, Castellón (Spain).
- Matteo Iacoviello & Marina Pavan, 2009. "Housing and debt over the life cycle and over the business cycle," Working Papers 09-12, Federal Reserve Bank of Boston.
- Matteo Iacoviello & Marina Pavan, 2009. "Housing and Debt Over the Life Cycle and Over the Business Cycle," Boston College Working Papers in Economics 723, Boston College Department of Economics, revised 19 Sep 2011.
- Matteo Iacoviello & Marina Pavan, 2011. "Housing and debt over the life cycle and over the business cycle," International Finance Discussion Papers 1032, Board of Governors of the Federal Reserve System (U.S.).
- Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2011.
"Input And Output Inventories In General Equilibrium,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(4), pages 1179-1213, November.
- Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2007. "Input and output inventories in general equilibrium," Working Papers 07-16, Federal Reserve Bank of Boston.
- Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2010. "Input and output inventories in general equilibrium," International Finance Discussion Papers 1004, Board of Governors of the Federal Reserve System (U.S.).
- Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2007. "Input and Output Inventories in General Equilibrium," Boston College Working Papers in Economics 658, Boston College Department of Economics, revised 23 Oct 2009.
- Matteo Iacoviello & Stefano Neri, 2010.
"Housing Market Spillovers: Evidence from an Estimated DSGE Model,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 125-164, April.
- Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers : evidence from an estimated DSGE model," Working Paper Research 145, National Bank of Belgium.
- Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers: Evidence from an estimated DSGE model," Temi di discussione (Economic working papers) 659, Bank of Italy, Economic Research and International Relations Area.
- Matteo Iacoviello & Stefano Neri, 2007. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," Boston College Working Papers in Economics 659, Boston College Department of Economics, revised 23 Oct 2009.
- Matteo Iacoviello, 2008.
"Household Debt and Income Inequality, 1963-2003,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 929-965, August.
- Matteo Iacoviello, 2008. "Household Debt and Income Inequality, 1963–2003," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 929-965, August.
- Matteo Iacoviello, 2005. "Household Debt and Income Inequality, 1963-2003," Boston College Working Papers in Economics 629, Boston College Department of Economics, revised 18 Oct 2007.
- Matteo Iacoviello, 2006. "Household Debt and Income Inequality, 1963-2003," 2006 Meeting Papers 585, Society for Economic Dynamics.
- Iacoviello, Matteo & Minetti, Raoul, 2008.
"The credit channel of monetary policy: Evidence from the housing market,"
Journal of Macroeconomics, Elsevier, vol. 30(1), pages 69-96, March.
- Matteo Iacoviello & Raoul Minetti, 2002. "The Credit Channel of Monetary Policy: Evidence from the Housing Market," Boston College Working Papers in Economics 541, Boston College Department of Economics, revised 29 Aug 2003.
- Matteo Iacoviello & Marina Pavan, 2007. "An Equilibrium Model of Lumpy Housing Investment," Rivista di Politica Economica, SIPI Spa, vol. 97(2), pages 15-44, March-Apr.
- Iacoviello, Matteo & Minetti, Raoul, 2006. "International business cycles with domestic and foreign lenders," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 2267-2282, November.
- Matteo Iacoviello, 2005.
"House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle,"
American Economic Review, American Economic Association, vol. 95(3), pages 739-764, June.
- Matteo Iacoviello, 2002. "House prices, borrowing constraints and monetary policy in the business cycle," Boston College Working Papers in Economics 542, Boston College Department of Economics, revised 06 Dec 2004.
- Iacoviello, Matteo, 2004.
"Consumption, house prices, and collateral constraints: a structural econometric analysis,"
Journal of Housing Economics, Elsevier, vol. 13(4), pages 304-320, December.
- Iacoviello, Matteo, 2004. "Consumption, House Prices and Collateral Constraints: A Structural Econometric Analysis," 2004 Meeting Papers 207b, Society for Economic Dynamics.
- Matteo Iacoviello, 2004. "Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis," 2004 Meeting Papers 201, Society for Economic Dynamics.
- Matteo Iacoviello, 2004. "Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis," Boston College Working Papers in Economics 589, Boston College Department of Economics, revised 13 Sep 2004.
- Matteo Iacoviello & Raoul Minetti, 2003.
"Financial Liberalization And The Sensitivity Of House Prices To Monetary Policy: Theory And Evidence,"
Manchester School, University of Manchester, vol. 71(1), pages 20-34, January.
- Matteo Iacoviello & Raoul Minetti, 2002. "Financial Liberalisation and the Sensitivity of House Prices to Monetary Policy: Theory and Evidence," Boston College Working Papers in Economics 538, Boston College Department of Economics.
- Iacoviello, Matteo & Ortalo-Magne, Francois, 2003.
"Hedging Housing Risk in London,"
The Journal of Real Estate Finance and Economics, Springer, vol. 27(2), pages 191-209, September.
- Iacoviello, Matteo & Ortalo-Magné, François, 2002. "Hedging housing risk in London," LSE Research Online Documents on Economics 24934, London School of Economics and Political Science, LSE Library.
- François Ortalo-Magné & Matteo Iacoviello, "undated". "Hedging Housing Risk in London," Wisconsin-Madison CULER working papers 02-03, University of Wisconsin Center for Urban Land Economic Research.
- Matteo Iacoviello, 2002. "Hedging Housing Risk in London," FMG Discussion Papers dp415, Financial Markets Group.
- Matteo Iacoviello & Francois Ortalo-Magne, 2002. "Hedging Housing Risk in London," Boston College Working Papers in Economics 539, Boston College Department of Economics.
Software components
- Matteo Iacoviello, 2014.
"Code and data files for "Financial Business Cycles","
Computer Codes
14-27, Review of Economic Dynamics.
- Matteo Iacoviello, 2015. "Financial Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 140-164, January.
- Matteo Iacoviello, 2004. "Full dynamic new-Keynesian model," QM&RBC Codes 86, Quantitative Macroeconomics & Real Business Cycles.
- Matteo Iacoviello, 2004. "Reduced form dynamic new-Keynesian model," QM&RBC Codes 85, Quantitative Macroeconomics & Real Business Cycles.
- Matteo Iacoviello, 2004. "Model of interaction between monetary and fiscal policy," QM&RBC Codes 83, Quantitative Macroeconomics & Real Business Cycles.
- Matteo Iacoviello, 2004. "Asset prices in real business cycle models rbcfull.m (which calls rbcfull_go.m file and the rbcfull_sim.m file). This program uses Harald Uhlig's Toolkit," QM&RBC Codes 89, Quantitative Macroeconomics & Real Business Cycles.
- Matteo Iacoviello, 2004. "Sticky information model," QM&RBC Codes 88, Quantitative Macroeconomics & Real Business Cycles.
- Matteo Iacoviello, 2004. "Cash in advance model," QM&RBC Codes 81, Quantitative Macroeconomics & Real Business Cycles.
- Matteo Iacoviello, 2004. "Credit cycle model," QM&RBC Codes 84, Quantitative Macroeconomics & Real Business Cycles.
- Matteo Iacoviello, 2004. "Sidrauski money in utility function model," QM&RBC Codes 80, Quantitative Macroeconomics & Real Business Cycles.
- Matteo Iacoviello, 2004. "Optimal interest rate rule model," QM&RBC Codes 82, Quantitative Macroeconomics & Real Business Cycles.
- Matteo Iacoviello, 2004. "Dynamic new-Keynesian model with lags," QM&RBC Codes 87, Quantitative Macroeconomics & Real Business Cycles.
Chapters
- Matteo Iacoviello, 2014. "Macroeconomics of housing," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 2, pages 21-39, Edward Elgar Publishing.
- Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2012.
"Banks, Sovereign Debt, and the International Transmission of Business Cycles,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 181-213,
National Bureau of Economic Research, Inc.
- Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2013. "Banks, Sovereign Debt, and the International Transmission of Business Cycles," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 181-213.
- Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2012. "Banks, Sovereign Debt and the International Transmission of Business Cycles," NBER Working Papers 18303, National Bureau of Economic Research, Inc.
- Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2012. "Banks, sovereign debt and the international transmission of business cycles," International Finance Discussion Papers 1067, Board of Governors of the Federal Reserve System (U.S.).
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Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 48 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-MAC: Macroeconomics (33) 2003-02-10 2004-01-25 2004-08-02 2005-11-12 2005-12-01 2007-01-13 2007-01-13 2007-03-31 2007-03-31 2008-03-25 2008-11-11 2009-11-07 2010-01-10 2011-12-19 2012-08-23 2013-08-16 2014-07-28 2014-09-29 2015-02-05 2015-06-20 2015-06-27 2015-08-19 2016-07-02 2016-07-30 2017-12-03 2018-02-19 2018-06-11 2019-11-11 2019-11-18 2019-11-18 2020-08-17 2022-06-20 2024-01-15. Author is listed
- NEP-DGE: Dynamic General Equilibrium (29) 2002-10-18 2002-10-18 2003-02-10 2004-01-25 2004-08-02 2005-11-12 2005-12-01 2007-01-13 2007-03-31 2007-03-31 2008-01-05 2008-03-25 2008-11-11 2009-11-07 2010-01-10 2010-10-30 2011-12-19 2012-08-23 2013-08-16 2014-07-28 2014-09-29 2015-02-05 2015-06-20 2015-06-27 2015-08-19 2016-07-02 2019-04-22 2019-11-11 2024-01-15. Author is listed
- NEP-URE: Urban and Real Estate Economics (18) 2002-10-08 2002-10-18 2002-10-18 2002-10-18 2002-10-18 2002-10-18 2004-01-25 2004-08-02 2007-03-31 2008-03-25 2008-11-11 2009-11-07 2010-01-10 2011-08-29 2011-12-19 2013-08-16 2015-06-20 2020-08-17. Author is listed
- NEP-MON: Monetary Economics (9) 2000-09-01 2002-10-18 2015-06-27 2016-07-02 2018-06-11 2022-06-20 2023-05-29 2024-01-15 2024-08-19. Author is listed
- NEP-BEC: Business Economics (6) 2007-03-31 2007-03-31 2008-01-05 2008-03-25 2009-11-07 2019-11-11. Author is listed
- NEP-CBA: Central Banking (6) 2002-10-18 2002-10-18 2008-03-25 2012-08-23 2016-07-02 2024-01-15. Author is listed
- NEP-BAN: Banking (4) 2014-09-29 2015-06-27 2020-08-17 2024-01-15
- NEP-CIS: Confederation of Independent States (4) 2018-02-19 2018-09-17 2022-06-20 2024-08-19
- NEP-GEO: Economic Geography (4) 2004-01-25 2004-08-02 2008-03-25 2008-11-11
- NEP-OPM: Open Economy Macroeconomics (3) 2012-08-23 2018-06-11 2024-01-15
- NEP-RMG: Risk Management (3) 2002-10-08 2018-02-19 2018-09-17
- NEP-CMP: Computational Economics (2) 2014-07-28 2015-02-05
- NEP-EEC: European Economics (2) 2002-10-18 2012-08-23
- NEP-ENE: Energy Economics (2) 2016-07-30 2019-11-18
- NEP-HIS: Business, Economic and Financial History (2) 2018-09-17 2019-11-18
- NEP-IAS: Insurance Economics (2) 2002-10-08 2002-10-08
- NEP-INT: International Trade (2) 2019-11-11 2019-11-18
- NEP-AFR: Africa (1) 2003-02-10
- NEP-DES: Economic Design (1) 2023-05-29
- NEP-ECM: Econometrics (1) 2019-04-22
- NEP-FDG: Financial Development and Growth (1) 2024-01-15
- NEP-GER: German Papers (1) 2014-09-29
- NEP-IFN: International Finance (1) 2024-01-15
- NEP-ISF: Islamic Finance (1) 2021-09-13
- NEP-LTV: Unemployment, Inequality and Poverty (1) 2005-11-12
- NEP-ORE: Operations Research (1) 2019-04-22
- NEP-PKE: Post Keynesian Economics (1) 2003-02-10
- NEP-SPO: Sports and Economics (1) 2013-08-16
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