Author Page for Matteo Iacoviello :: SSRN.
Matteo Iacoviello Federal Reserve Board Chandler Lutz Securities and Exchange Commission August 26, 2019 Abstract We investigate the causal housing impacts of Great Recession policies in California that substan- tially increased lender pecuniary and time costs of foreclosure. The California Foreclosure Prevention Laws (CFPLs) prevented 250,000 California foreclosures (a 20% reduction) and.
International Finance Discussion Papers Board of Governors of the Federal Reserve System Number 1256 September 2019 Please cite paper as: Caldara, Dario, Matteo Iacoviello, Patrick Molligo, Andrea Prestipino, and Andrea Raffo (2019). The Economic Effects of Trade Policy Uncertainty. International Finance Discussion Papers 1256.
Research. More. Working Papers. The Heterogeneous Effects of Government Spending: It's all About the Taxes -with Axelle Ferriere. February 2020: Draft -- Slides. The Unemployment Accelerator-with Andres Blanco. March 2017: Draft-- Slides. Publications. Foreign Effects of Higher U.S. Interest Rates-with Matteo Iacoviello. Journal of International Money and Finance, vol 95, pp. 232-250, pp. 232.
Matteo Iacoviello Federal Reserve Board Mail Stop 20 20th and C st NW Washington DC 20551. E-Mail: Institutional Affiliation: Federal Reserve Board. Information about this author at RePEc. NBER Working Papers and Publications. August 2012: Banks, Sovereign Debt, and the International Transmission of Business Cycles with Luca Guerrieri, Raoul Minetti in NBER International Seminar on.
Matteo Iacoviello. Division of International Finance, Federal Reserve Board. Verified email at frb.gov - Homepage. Macroeconomics Monetary Economics Housing Economics. Articles Cited by Co-authors. Title. Sort. Sort by citations Sort by year Sort by title. Cited by. Cited by. Year; House prices, borrowing constraints, and monetary policy in the business cycle. M Iacoviello. American economic.
Matteo Iacovielloy and Gaston Navarroz April 23, 2018 Abstract This paper analyzes the spillovers of higher U.S. interest rates on economic activity in a large panel of 50 advanced and emerging economies. We allow the response of GDP in each country to vary according to its exchange rate regime, trade openness, and a vulnera-.
Matteo Iacoviello's 71 research works with 4,036 citations and 4,440 reads, including: Oil Prices and Consumption across Countries and U.S. States.
Research highlight. Likelihood evaluation of models with occasionally binding constraints The paper by our colleague Pablo Cuba Borda on “Likelihood evaluation of models with occasionally binding constraints”, co-authored with Luca Guerrieri, Matteo Iacoviello and M. continue reading.
See all articles by Matteo Iacoviello Matteo Iacoviello. Board of Governors of the Federal Reserve System. Date Written: August 29, 2014. Abstract. Using Bayesian methods, I estimate a DSGE model where a recession is initiated by losses suffered by banks and exacerbated by their inability to extend credit to the real sector. The event triggering the recession has the workings of a.
Access statistics for papers by Matteo Iacoviello. Last updated 2018-01-24. Update your information in the RePEc Author Service. Short-id: pia2 Jump to Journal Articles Chapters Software Items Working Papers 2020. A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession Finance and Economics Discussion Series, Board of Governors of the Federal.
Luca Guerrieri, Matteo Iacoviello, Raoul Minetti. NBER Working Paper No. 18303 Issued in August 2012 NBER Program(s):International Finance and Macroeconomics. This paper studies the international propagation of sovereign debt default. We posit a two-country economy where capital constrained banks grant loans to firms and invest in bonds issued by the domestic and the foreign government. The.
The paper studies the problem of determining the optimal control when singular arcs are present in the solution. In the general classical approach, the expressions obtained depend on the state and.
Luca Guerrieri, Matteo Iacoviello, and Raoul Minetti NBER Working Paper No. 18303 August 2012 JEL No. F4,G21,H63 ABSTRACT This paper studies the international propagation of sovereign debt default. We posit a two-country economy where capital constrained banks grant loans to firms and invest in bonds issued by the domestic and the foreign.
Research; Publications; News and Events; School of Economics; Print; Email this Page; Search this Section. Matteo Iacoviello (US Federal Reserve Board) Location A40 Sir Clive Granger Building Date(s) Thursday 2nd May 2019 (14:00-15:30) Description. The economic effects of trade policy uncertainty. Abstract: This paper takes a comprehensive approach to study the link between uncertainty about.
A model with collateral constraints displays asymmetric responses to house price changes. When housing wealth is high, collateral constraints become slack, and the response of consumption and hours to shocks that move house prices is positive yet small. When housing wealth is low, collateral constraints become tight, and the response of consumption and hours to house price changes is negative.
Iacoviello, Matteo and Navarro, Gaston, Foreign Effects of Higher U.S. Interest Rates (2018-05). FRB International Finance Discussion Paper No. 1227. Available at SSRN: FRB International Finance Discussion Paper No. 1227.