Livio Stracca : Citation Profile


Are you Livio Stracca?

European Central Bank

15

H index

22

i10 index

910

Citations

RESEARCH PRODUCTION:

34

Articles

56

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (1999 - 2017). See details.
   Cites by year: 50
   Journals where Livio Stracca has often published
   Relations with other researchers
   Recent citing documents: 184.    Total self citations: 21 (2.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pst122
   Updated: 2018-09-22    RAS profile: 2017-12-13    
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Relations with other researchers


Works with:

Suarez, Javier (8)

Mendicino, Caterina (8)

CLERC, Laurent (8)

Derviz, Alexis (8)

Moyen, Stéphane (8)

Nikolov, Kalin (6)

Rivolta, Giulia (2)

Montinari, Letizia (2)

Mileva, Elitza (2)

Buetzer, Sascha (2)

Lo Duca, Marco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Livio Stracca.

Is cited by:

Punzi, Maria Teresa (14)

Mendicino, Caterina (14)

Mignon, Valérie (12)

GUPTA, RANGAN (12)

Belke, Ansgar (11)

Berger, Helge (9)

Barnett, William (9)

Rüth, Sebastian (9)

Babecký, Jan (9)

Brzoza-Brzezina, Michal (8)

Kose, Ayhan (8)

Cites to:

Ehrmann, Michael (31)

Fratzscher, Marcel (30)

Nelson, Edward (26)

Gali, Jordi (22)

McCallum, Bennett (21)

Gertler, Mark (20)

de Haan, Jakob (20)

Rabin, Matthew (19)

Smets, Frank (17)

Barnett, William (17)

Jansen, David-Jan (16)

Main data


Where Livio Stracca has published?


Journals with more than one article published# docs
Manchester School3
International Finance3
International Journal of Central Banking2
Journal of International Money and Finance2
Macroeconomic Dynamics2
Journal of International Economics2
Economic Policy2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank40

Recent works citing Livio Stracca (2018 and 2017)


YearTitle of citing document
2017Asymmetric Effects on Financial Cycles in a Monetary Union with Diverging Country Preferences for Variable- and Fixed-Rate Mortgages. (2017). . In: Review of Economics & Finance. RePEc:bap:journl:170102.

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2017Monetary Policy Under Uncertainty: Practice Versus Theory. (2017). Mendes, Rhys ; Wilkins, Carolyn A ; Murchison, Stephen . In: Discussion Papers. RePEc:bca:bocadp:17-13.

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2017Optimal Capital Regulation. (2017). Schroth, Josef ; Moyen, Stéphane. In: Staff Working Papers. RePEc:bca:bocawp:17-6.

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2018Uncovered Return Parity: Equity Returns and Currency Returns. (2018). Djeutem, Edouard ; Dunbar, Geoffrey R. In: Staff Working Papers. RePEc:bca:bocawp:18-22.

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2018Chained financial frictions and credit cycles. (2018). Santoro, Emiliano ; Petrella, Ivan ; Lubello, Federico. In: BCL working papers. RePEc:bcl:bclwop:bclwp116.

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2018Real exchange rate misalignments in the euro area. (2018). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1162_18.

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2017An analytical framework to calibrate macroprudential policy. (2017). Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Idier, J ; Devulder, A ; Couaillier, C ; Bennani, T. In: Working papers. RePEc:bfr:banfra:648.

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2018Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors. (2018). Schmidt, Katja ; Faubert, Violaine ; Bereau, S. In: Working papers. RePEc:bfr:banfra:663.

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2018A General Equilibrium Appraisal of Capital Shortfall. (2018). Sahuc, Jean-Guillaume ; Jondeau, Eric ; J-G. Sahuc, . In: Working papers. RePEc:bfr:banfra:668.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Is there a debt service channel of monetary transmission?. (2017). Peersman, Gert ; Hofmann, Boris. In: BIS Quarterly Review. RePEc:bis:bisqtr:1712e.

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2017Household debt: recent developments and challenges. (2017). Zabai, Anna . In: BIS Quarterly Review. RePEc:bis:bisqtr:1712f.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018Residential investment and economic activity: evidence from the past five decades. (2018). Mehrotra, Aaron ; Kohlscheen, Emanuel ; Mihaljek, Dubravko. In: BIS Working Papers. RePEc:bis:biswps:726.

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2017Monetary integration, soft budget constraints, and the EMU sovereign debt crises. (2017). Hessami, Zohal ; Baskaran, Thushyanthan. In: Economics and Politics. RePEc:bla:ecopol:v:29:y:2017:i:3:p:252-275.

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2017Heterogeneous Mortgage Markets: Implications for Business Cycles and Welfare in the EMU. (2017). Mayer, Eric ; Gareis, Johannes . In: German Economic Review. RePEc:bla:germec:v:18:y:2017:i:2:p:133-153.

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2017Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Nguyen, Phong ; Liu, Wei-Han. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:43-76.

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2017Idiosyncratic and international transmission of shocks in the G7: Does EMU matter?. (2017). Bettendorf, Timo. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:856-890.

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2017Safe-haven currency: An empirical identification. (2017). Lee, Kang-Soek. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:924-947.

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2018Concerted efforts? Monetary policy and macro-prudential tools. (2018). Nelson, Benjamin ; Harrison, Richard ; Ferrero, Andrea. In: Bank of England working papers. RePEc:boe:boeewp:0727.

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2017Should bank capital requirements be less risk-sensitive because of credit constraints?. (2017). Jokivuolle, Esa ; Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_010.

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2017Business cycle synchronisation in a currency union : Taking stock of the evidence. (2017). Korhonen, Iikka ; Fidrmuc, Jarko ; Campos, Nauro ; Iikka, Korhonen ; Jarko, Fidrmuc . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_028.

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2018One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification. (2018). Duarte, Joao ; Mann, S ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1816.

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2017The macroeconomic effects of the regulatory LTV and LTI ratios in the Central Bank of Irelands DSGE model. (2017). Rannenberg, Ansgar ; Lozej, Matija. In: Economic Letters. RePEc:cbi:ecolet:04/el/17.

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2017Monetary Policy and the Redistribution Channel. (2017). Auclert, Adrien. In: Working Papers. RePEc:ceq:wpaper:1706.

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2017Memorable Encounters? Own and Neighbours Experience with IMF Conditionality and IMF Stigma. (2017). Andone, Irina ; Scheubel, Beatrice D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6399.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6458.

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2017House Prices and Macroprudential Policy in an Estimated DSGE Model of New Zealand. (2017). Kirkby, Robert ; Funke, Michael ; Mihaylovski, Petar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6487.

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2018Out of Sync Subnational Housing Markets and Macroprudential Policies. (2018). Funke, Michael ; Wende, Adrian ; Mihaylovski, Petar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6887.

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2018STIGMA? WHAT STIGMA? A Contribution to the Debate on the Effectiveness of IMF Lending. (2018). Scheubel, Beatrice D ; Vonessen, Benjamin ; Tafuro, Andrea . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7036.

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2018Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission. (2018). Koeniger, Winfried ; Hintermaier, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7088.

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2017Explaining Central Bank Trust in an Inflation Targeting Country: The Case of the Reserve Bank of New Zealand. (2017). Neumeier, Florian ; Hayo, Bernd. In: ifo Working Paper Series. RePEc:ces:ifowps:_236.

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2018One Money, Many Markets. (2018). Duarte, Joao ; Corsetti, Giancarlo ; Mann, Samuel . In: Discussion Papers. RePEc:cfm:wpaper:1805.

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2017Trade and External Relations. (2017). Babecký, Jan ; Brazdik, Frantisek ; Audzei, Volha ; Novotny, Filip ; Bruha, Jan ; Kucharcukova, Oxana Babecka ; Sutoris, Ivan ; Galuscak, Kamil . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb15/1.

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2017Effects of Monetary Policy. (2017). Babecký, Jan ; Hajkova, Dana ; Aliyev, Ruslan ; Vlcek, Jan ; Trajcev, Ljubica ; Polansky, Jiri ; Hledik, Tibor ; Djukic, Mirko ; Havranek, Tomas ; Hampl, Mojmir ; Tonner, Jaromir ; Kubicova, Ivana ; Bruha, Jan. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb15/2.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Rueth, Sebastian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12024.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701.

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2017Heterogeneity in house price dynamics. (2017). Galati, Gabriele ; Teppa, Federica. In: DNB Working Papers. RePEc:dnb:dnbwpp:564.

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2018Central bank policies and income and wealth inequality: A survey. (2018). Samarina, Anna ; de Haan, Jakob ; Colciago, Andrea. In: DNB Working Papers. RePEc:dnb:dnbwpp:594.

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2018Strengthening the Global Financial Safety Net. (2018). Bussiere, Matthieu ; On, Irc Taskforce. In: Occasional Paper Series. RePEc:ecb:ecbops:2018207.

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2017Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area. (2017). Semmler, Willi ; Gross, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172004.

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2017House prices and monetary policy in the euro area: evidence from structural VARs. (2017). Nocera, Andrea ; Roma, Moreno . In: Working Paper Series. RePEc:ecb:ecbwps:20172073.

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2018Countercyclical capital regulation in a small open economy DSGE model. (2018). Lozej, Matija ; Rannenberg, Ansgar ; Onorante, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20182144.

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2018Benefits and costs of liquidity regulation. (2018). Schepens, Glenn ; Nikolov, Kalin ; Mendicino, Caterina ; Hoerova, Marie ; van den Heuvel, Skander . In: Working Paper Series. RePEc:ecb:ecbwps:20182169.

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2017Expectations-driven cycles in the housing market. (2017). Punzi, Maria Teresa ; Mendicino, Caterina ; Lambertini, Luisa . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:297-312.

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2017Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy. (2017). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:334-348.

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2017The role of financial shocks in business cycles with a liability side financial friction. (2017). Afrin, Sadia. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:249-269.

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2018The impact of monetary policy on housing market activity: An assessment using sign restrictions. (2018). Ume, Ejindu . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:23-31.

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2018U.S. wage growth and nonlinearities: The roles of inflation and unemployment. (2018). Donayre, Luiggi ; Panovska, Irina . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:273-292.

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2018EAGLE-FLI: A macroeconomic model of banking and financial interdependence in the euro area. (2018). Pisani, Massimiliano ; Jacquinot, Pascal ; Gerali, Andrea ; Gomes, S ; Bokan, N. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:249-280.

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2018Risk shocks in a small open economy: Business cycle dynamics in Canada. (2018). Zhang, Yahong ; Mendicino, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:391-409.

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2018Changing credit limits, changing business cycles. (2018). Santoro, Emiliano ; Ravn, Søren Hove ; Jensen, Henrik. In: European Economic Review. RePEc:eee:eecrev:v:102:y:2018:i:c:p:211-239.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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2018Oil price and USD-Naira exchange rate crash: Can economic diversification save the Naira?. (2018). Alley, Ibrahim . In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:245-256.

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2018Exchange rate fluctuations, oil price shocks and economic growth in a small net-importing economy. (2018). Lin, Boqiang ; Wesseh, Presley K. In: Energy. RePEc:eee:energy:v:151:y:2018:i:c:p:402-407.

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2017Monetary policy, bank lending and corporate investment. (2017). Vithessonthi, Chaiporn ; Muller, Matthias O ; Schwaninger, Markus . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:129-142.

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2017Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:92-105.

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2017Does easing monetary policy increase financial instability?. (2017). Rebucci, Alessandro ; Cesa-Bianchi, Ambrogio. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:111-125.

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2018Financial stress and its non-linear impact on CEE exchange rates. (2018). Adam, Toma ; Matj, Jakub ; Benecka, Soa. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:346-360.

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2018Reward schemes. (2018). Lagziel, David ; Lehrer, Ehud . In: Games and Economic Behavior. RePEc:eee:gamebe:v:107:y:2018:i:c:p:21-40.

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2018Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach. (2018). Tachibana, Minoru. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:82-96.

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2018International credit supply shocks. (2018). Rebucci, Alessandro ; Cesa-Bianchi, Ambrogio ; Ferrero, Andrea. In: Journal of International Economics. RePEc:eee:inecon:v:112:y:2018:i:c:p:219-237.

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2017The role of prepayment penalties in mortgage loans. (2017). Gavazza, Alessandro ; Benetton, Matteo ; Beltratti, Andrea . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:165-179.

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2018Loss aversion around the world: Empirical evidence from pension funds. (2018). Hwang, Soosung ; Pantelous, Athanasios A ; Xie, Yuxin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:52-62.

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2018Cultural change and innovation performance. (2018). Kostis, Pantelis C ; Petrakis, Panagiotis E ; Kafka, Kyriaki I. In: Journal of Business Research. RePEc:eee:jbrese:v:88:y:2018:i:c:p:306-313.

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2018One size fits all? Tailoring retirement plan defaults. (2018). Thorp, Susan ; Warren, Geoffrey J ; Foster, Douglas F ; Donald, Scott M ; Butt, Adam. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:145:y:2018:i:c:p:546-566.

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2017Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area. (2017). Zhu, Bing ; Sebastian, Steffen ; Betzinger, Michael . In: Journal of Housing Economics. RePEc:eee:jhouse:v:37:y:2017:i:c:p:1-21.

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2017International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe. (2017). Feldkircher, Martin ; Fadejeva, Ludmila ; Reininger, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:1-25.

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2017Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach. (2017). Potjagailo, Galina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:72:y:2017:i:c:p:127-147.

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2017Systematic consumption risk in currency returns. (2017). Hoffmann, Mathias ; Studer-Suter, Rahel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:187-208.

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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:283-300.

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2017Is the Renminbi a safe haven?. (2017). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:189-202.

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2018How does financial liberalisation affect the influence of monetary policy on the current account?. (2018). Hjortsoe, Ida ; Wieladek, Tomasz ; Weale, Martin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:93-123.

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2018The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Basher, Syed ; Sadorsky, Perry ; Haug, Alfred A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:264-280.

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2017Conventional and unconventional monetary policy rules. (2017). Sheedy, Kevin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pa:p:127-147.

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2017Unexpected loan losses and bank capital in an estimated DSGE model of the euro area. (2017). Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:161-186.

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2017Macroprudential policy with convertible debt. (2017). Hollander, Hylton. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:285-305.

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2017Global banking and the conduct of macroprudential policy in a monetary union. (2017). Vermandel, Gauthier ; Poutineau, Jean-Christophe. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:306-331.

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2017Countercyclical capital rules for small open economies. (2017). Merola, Rossana ; Clancy, Daragh. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:332-351.

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2018House prices and macroprudential policy in an estimated DSGE model of New Zealand. (2018). Kirkby, Robert ; Funke, Michael ; Mihaylovski, Petar. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:152-171.

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2018The transmission of monetary policy through bank lending: The floating rate channel. (2018). Ippolito, Filippo ; Perez-Orive, Ander ; Ozdagli, Ali K. In: Journal of Monetary Economics. RePEc:eee:moneco:v:95:y:2018:i:c:p:49-71.

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2017Features of spillover networks in international financial markets: Evidence from the G20 countries. (2017). Liu, Xueyong ; Wen, Shaobo ; Feng, Sida ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:265-278.

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2017The asymmetry in carry trade and the U.S. dollar. (2017). Wu, Chih-Chiang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:304-313.

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2017Heterogeneity in the debt-growth nexus: Evidence from EMU countries. (2017). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:470-486.

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2017The impact of heuristics on investment decision and performance: Exploring multiple mediation mechanisms. (2017). Farooq, Mariam ; Ul, Syed Zain ; Sultana, Naheed . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:674-688.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2018One money, many markets: a factor model approach to monetary policy in the Euro Area with high-frequency identification. (2018). Duarte, Joao ; Mann, Samuel ; Corsetti, Giancarlo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87182.

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2018ON THE RELATION BETWEEN OIL PRICE AND U.S. DOLLAR: A REVIEW OF FINANCIAL POINT-OF-VIEW. (2018). Costa, Vincenzo ; Maddaleni, Angela. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:6:y:2018:i:1:p:84-92.

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2018Does International Liquidity Matter For G-7 Countries? A PVAR Approach. (2018). Turkay, Mesut. In: International Econometric Review (IER). RePEc:erh:journl:v:10:y:2018:i:1:p:1-13.

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2017Safe Haven Currency and Market Uncertainty: Yen, renminbi, dollar, and alternatives. (2017). Yuki, MASUJIMA . In: Discussion papers. RePEc:eti:dpaper:17048.

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2017Optimal Bank Regulation in the Presence of Credit and Run Risk. (2017). Tsomocos, Dimitrios ; Vardoulakis, Alexandros ; Kashyap, Anil K. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-97.

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2018Foreign Effects of Higher U.S. Interest Rates. (2018). Iacoviello, Matteo ; Navarro, Gaston. In: International Finance Discussion Papers. RePEc:fip:fedgif:1227.

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2017The Inverted Leading Indicator Property and Redistribution Effect of the Interest Rate. (2017). Wen, Yi ; Pintus, Patrick ; Xing, Xiaochuan. In: Working Papers. RePEc:fip:fedlwp:2016-027.

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2018International capital flow pressures. (2018). Krogstrup, Signe ; Goldberg, Linda. In: Staff Reports. RePEc:fip:fednsr:834.

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2017Working Paper 04-17 - Qu’est-ce qui compte pour les Belges ? Analyse des déterminants du bien-être individuel en Belgique. (2017). Joskin, Arnaud. In: Working Papers. RePEc:fpb:wpaper:1704.

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2018Performance of Exchange Traded Funds during the Brexit Referendum: An Event Study. (2018). Alkhatib, Akram ; Harasheh, Murad . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:64-:d:157723.

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2017A Discussion of a Risk-Sharing Pension Plan. (2017). Donnelly, Catherine . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:12-:d:90221.

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2017The Determinants of Excess Liquidity in the Banking Sector of Bosnia and Herzegovina. (2017). Hasanovic, Elma ; Latic, Tanja . In: IHEID Working Papers. RePEc:gii:giihei:heidwp11-2017.

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2017Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?. (2017). Razafindrabe, Tovonony ; Mignon, Valérie ; COUHARDE, Cécile ; Allegret, Jean-Pierre. In: Post-Print. RePEc:hal:journl:hal-01589267.

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More than 100 citations found, this list is not complete...

Works by Livio Stracca:


YearTitleTypeCited
2011Housing, consumption and monetary policy: how different are the U.S. and the euro area? In: Temi di discussione (Economic working papers).
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2010Housing, consumption and monetary policy: how different are the US and the euro area?.(2010) In: Working Paper Series.
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This paper has another version. Agregated cites: 57
paper
2011Housing, consumption and monetary policy: How different are the US and the euro area?.(2011) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 57
article
2014Capital Regulation in a Macroeconomic Model with Three Layers of Default. In: Working papers.
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paper65
2014Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2014) In: Working Papers.
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paper
2014Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2014) In: CEPR Discussion Papers.
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paper
2015Capital regulation in a macroeconomic model with three layers of default.(2015) In: Working Paper Series.
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This paper has another version. Agregated cites: 65
paper
2015Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2015) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 65
article
2015Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 65
paper
2014Macroprudential capital tools: assessing their rationale and effectiveness. In: Financial Stability Review.
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article3
2009The political economy under monetary union: has the euro made a difference? In: Economic Policy.
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article17
2008The political economy under monetary union: has the euro made a difference?.(2008) In: Working Paper Series.
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This paper has another version. Agregated cites: 17
paper
2012What does a financial shock do? First international evidence In: Economic Policy.
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article34
2013What does a financial shock do? First international evidence.(2013) In: Working Paper Series.
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This paper has another version. Agregated cites: 34
paper
2007A Speed Limit Monetary Policy Rule for the Euro Area* In: International Finance.
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article12
2006A speed limit monetary policy rule for the euro area.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 12
paper
2009Does It Pay to Have the Euro? Italys Troubled Politics and Financial Markets under the Lira and the Euro* In: International Finance.
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article3
2015Is There a Global Safe Haven? In: International Finance.
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article0
2006DELEGATED PORTFOLIO MANAGEMENT: A SURVEY OF THE THEORETICAL LITERATURE In: Journal of Economic Surveys.
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article28
2005Delegated portfolio management: a survey of the theoretical literature.(2005) In: Working Paper Series.
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This paper has another version. Agregated cites: 28
paper
2013HOUSING FINANCE AND MONETARY POLICY In: Journal of the European Economic Association.
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article151
2009Housing finance and monetary policy.(2009) In: Working Paper Series.
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This paper has another version. Agregated cites: 151
paper
2003The Functional Form Of The Demand For Euro Area M1 In: Manchester School.
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article23
2001The functional form of the demand for euro area M1.(2001) In: Working Paper Series.
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This paper has another version. Agregated cites: 23
paper
2003Behavioural Central Bank Loss Functions, Skewed Risks and Certainty Equivalence In: Manchester School.
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article3
2008DOES MONEY MATTER IN THE IS CURVE? THE CASE OF THE UK In: Manchester School.
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article5
2008Does money matter in the IS curve? The case of the UK.(2008) In: Working Paper Series.
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This paper has another version. Agregated cites: 5
paper
2004Does Liquidity Matter? Properties of a Divisia Monetary Aggregate in the Euro Area In: Oxford Bulletin of Economics and Statistics.
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article18
2013Explaining European Union Citizens’ Trust in the European Central Bank in Normal and Crisis Times In: Scandinavian Journal of Economics.
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article19
2017The Euler equation around the world In: The B.E. Journal of Macroeconomics.
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article0
2016What Do We Know About the Global Financial Safety Net? A New Comprehensive Data Set In: CESifo Working Paper Series.
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paper2
2007Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter? In: CEPR Discussion Papers.
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paper49
2006Mortgage markets, collateral constraints, and monetary policy: Do institutional factors matter?.(2006) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 49
paper
2006A NOTE ON LIQUIDITY AND REAL EQUILIBRIUM INTEREST RATES In: Macroeconomic Dynamics.
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article0
2013INSIDE MONEY IN GENERAL EQUILIBRIUM: DOES IT MATTER FOR MONETARY POLICY? In: Macroeconomic Dynamics.
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article2
2016What do we know about the global financial safety net? Rationale, data and possible evolution In: Occasional Paper Series.
[Full Text][Citation analysis]
paper4
2001Does liquidity matter? Properties of a synthetic divisia monetary aggregate in the euro area In: Working Paper Series.
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paper15
2002Non-standard central bank loss functions, skewed risks, and certainty equivalence In: Working Paper Series.
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paper2
2002The optimal allocation of risks under prospect theory In: Working Paper Series.
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paper3
2003Myopic loss aversion, disappointment aversion, and the equity premium puzzle In: Working Paper Series.
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paper13
2007Myopic loss aversion, disappointment aversion, and the equity premium puzzle.(2007) In: Journal of Economic Behavior & Organization.
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This paper has another version. Agregated cites: 13
article
2003How does the ECB allot liquidity in its weekly main refinancing operations? A look at the empirical evidence In: Working Paper Series.
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paper14
2005Keeping up with the Joneses, reference dependence, and equilibrium indeterminacy In: Working Paper Series.
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paper1
2005Liquidity and real equilibrium interest rates: a framework of analysis In: Working Paper Series.
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paper0
2006What is global excess liquidity, and does it matter? In: Working Paper Series.
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paper76
2007What is global excess liquidity, and does it matter?.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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This paper has another version. Agregated cites: 76
paper
2006Are money and consumption additively separable in the euro area? A non-parametric approach In: Working Paper Series.
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paper10
2007Instability and nonlinearity in the euro area Phillips curve In: Working Paper Series.
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paper43
2009Instability and Nonlinearity in the Euro-Area Phillips Curve.(2009) In: International Journal of Central Banking.
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article
2007Should we take inside money seriously? In: Working Paper Series.
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paper1
2008A persistence-weighted measure of core inflation in the euro area In: Working Paper Series.
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paper7
2007A persistence-weighted measure of core inflation in the Euro area.(2007) In: Economic Modelling.
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This paper has another version. Agregated cites: 7
article
2009Does it pay to have the euro? Italy’s politics and financial markets under the lira and the euro In: Working Paper Series.
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paper2
2009EMU and the adjustment to asymmetric shocks: the case of Italy In: Working Paper Series.
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paper5
2010Is the New Keynesian IS curve structural? In: Working Paper Series.
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paper5
2010A decade (and a global financial crisis) after Blinder: The interaction between researchers and policy-makers in central banks In: Working Paper Series.
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paper3
2011Getting beyond carry trade: what makes a safe haven currency? In: Working Paper Series.
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paper63
2012Getting beyond carry trade: What makes a safe haven currency?.(2012) In: Journal of International Economics.
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This paper has another version. Agregated cites: 63
article
2011Have euro area and EU economic governance worked? Just the facts In: Working Paper Series.
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paper4
2012Global exchange rate configurations: Do oil shocks matter? In: Working Paper Series.
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paper37
2016Global Exchange Rate Configurations: Do Oil Shocks Matter?.(2016) In: IMF Economic Review.
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This paper has another version. Agregated cites: 37
article
2012Explaining EU citizens’ trust in the ECB in normal and crisis times In: Working Paper Series.
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paper4
2012Explaining EU Citizens Trust in the ECB in Normal and Crisis Times.(2012) In: Economics Series.
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This paper has another version. Agregated cites: 4
paper
2013Financial imbalances and household welfare: empirical evidence from the EU In: Working Paper Series.
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paper2
2014Financial imbalances and household welfare: Empirical evidence from the EU.(2014) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 2
article
2013The global effects of the euro debt crisis In: Working Paper Series.
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paper8
2013Macroeconomic imbalances: a question of trust? In: Working Paper Series.
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paper3
2013Foreign investors and risk shocks: seeking a safe haven or running for the exit? In: Working Paper Series.
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paper2
2013The rise of China and India: blessing or curse for the advanced countries? In: Working Paper Series.
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paper0
2014The effect of G20 summits on global financial markets In: Working Paper Series.
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paper0
2015Does fiscal austerity affect public opinion? In: Working Paper Series.
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paper0
2016The real exchange rate and economic growth: revisiting the case using external instruments In: Working Paper Series.
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paper9
2017The real exchange rate and economic growth: Revisiting the case using external instruments.(2017) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 9
article
2017Trade, finance or policies: what drives the cross-border spill-over of business cycles? In: Working Paper Series.
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paper2
2016Trade, finance or policies: What drives the cross-border spill-over of business cycles?.(2016) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 2
article
2017If the Fed sneezes, who catches a cold? In: Working Paper Series.
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paper15
2017If the Fed sneezes, who catches a cold?.(2017) In: Journal of International Economics.
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article
2016If the Fed Sneezes, Who Catches a Cold?.(2016) In: NBER Chapters.
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This paper has another version. Agregated cites: 15
chapter
2017More than a feeling: confidence, uncertainty and macroeconomic fluctuations In: Working Paper Series.
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paper0
2002Non-standard central bank loss functions, skewed risks, and the certainty equivalence principle In: Royal Economic Society Annual Conference 2002.
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paper3
2015Our currency, your problem? The global effects of the euro debt crisis In: European Economic Review.
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article3
2015Worth the hype? The effect of G20 summits on global financial markets In: Journal of International Money and Finance.
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article3
2004Behavioral finance and asset prices: Where do we stand? In: Journal of Economic Psychology.
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article23
2006The output gap and the real interest rate gap in the euro area, 1960-2003 In: Journal of Policy Modeling.
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article5
2014Have the euro area and EU governance worked? Just the facts In: European Journal of Political Economy.
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article11
1999Economics and Politics: Interest Rate Convergence in Europe and EMU In: Discussion Papers in European Economics.
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paper1
2002Behavioural Finance and Aggregate Market Behaviour: Where do we Stand? In: Discussion Papers in Economics.
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paper1
2004Demand and supply in the ECBs main refinancing operations In: Money Macro and Finance (MMF) Research Group Conference 2003.
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paper1
2014The 3D Model: a Framework to Assess Capital Regulation In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article5
2000An econometric analysis of the main components of M3 in the Euro area In: Review of World Economics (Weltwirtschaftliches Archiv).
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article7
2016What do we know about the global financial safety net? Data, rationale and possible evolution In: Annual Conference 2016 (Augsburg): Demographic Change.
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