Pierlauro Lopez

Banque de France

Economist

Paris

France

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 48,452

SSRN RANKINGS

Top 48,452

in Total Papers Downloads

828

SSRN CITATIONS
Rank 16,433

SSRN RANKINGS

Top 16,433

in Total Papers Citations

0

CROSSREF CITATIONS

49

Scholarly Papers (7)

1.

A New Keynesian Q Theory and the Link between Inflation and the Stock Market

Review of Economic Dynamics, Vol. 29, No. July, 2018, https://doi.org/10.1016/j.red.2017.12.008
Number of pages: 48 Posted: 30 Dec 2012 Last Revised: 30 Aug 2018
Pierlauro Lopez
Banque de France
Downloads 224 (136,266)

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Nominal rigidities and asset prices, Return forecastability, Misspecification, Firm-specific capital, Money illusion

Nominal Rigidities and the Term Structures of Equity and Bond Returns

Number of pages: 44 Posted: 05 Jul 2015 Last Revised: 24 Jul 2015
Banque de France, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 112 (246,070)
Citation 2

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Structural term structure modeling, Equity and bond yields, Habit formation, Nominal rigidities

Nominal Rigidities and the Term Structures of Equity and Bond Returns

FEDS Working Paper No. 2015-064, http://dx.doi.org/10.17016/FEDS.2015.064
Number of pages: 45 Posted: 25 Aug 2015
Banque de France, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 73 (325,095)
Citation 1

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Equity and bond yields, Habit formation, Nominal rigidities, Structural term structure modeling

Risk-Adjusted Linearizations of Dynamic Equilibrium Models

Number of pages: 47 Posted: 05 Jul 2015 Last Revised: 08 Dec 2018
Banque de France, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 174 (172,231)
Citation 2

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Perturbation methods, Risky steady state, Macroeconomic uncertainty, Intertemporal risk prices, Risk-return tradeoff

Risk-Adjusted Linearizations of Dynamic Equilibrium Models

Banque de France Working Paper No. 702
Number of pages: 42 Posted: 11 Dec 2018
Banque de France, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 10 (606,764)
Citation 1

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Perturbation methods, Risky steady state, Macroeconomic uncertainty, Intertemporal risk prices, Risk-return tradeoff

4.
Downloads 124 (227,301)
Citation 18

The Term Structure of the Welfare Cost of Uncertainty

Number of pages: 33 Posted: 30 Dec 2012 Last Revised: 07 Nov 2014
Pierlauro Lopez
Banque de France
Downloads 99 (268,509)

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Welfare cost of business cycles, Macroeconomic priorities, Dividend strips, Return forecastability

The Term Structure of the Welfare Cost of Uncertainty

Banque de France Working Paper No. 521
Number of pages: 38 Posted: 28 Nov 2014
Pierlauro Lopez
Banque de France
Downloads 25 (508,043)
Citation 22

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Welfare cost of business cycles, Macroeconomic priorities, Dividend strips, Return forecastability

5.

Reassessing the Role of Stock Prices in the Conduct of Monetary Policy

Number of pages: 26 Posted: 30 Dec 2012 Last Revised: 04 Jul 2015
Pierlauro Lopez
Banque de France
Downloads 58 (362,417)
Citation 2

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Optimal interest-rate rules, New Keynesian model, Nominal rigidities, Asset prices, Tobin’s Q

6.

An Analytical Framework to Calibrate Macroprudential Policy.

Banque de France Working Paper No. 648
Number of pages: 86 Posted: 01 Nov 2017
Banque de France, Banque de France, Banque de France, Banque de France, Banque de France - Centre de Recherche, Banque de France, Banque de France and Banque de France
Downloads 28 (477,093)
Citation 1

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Macroprudential policy; Countercyclical capital buffer; Systemic risk buffer

7.

Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?

Number of pages: 49 Posted: 07 Nov 2018 Last Revised: 31 Jan 2019
Pierlauro Lopez
Banque de France
Downloads 25 (493,127)

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welfare cost of business cycles, macroeconomic priorities, equity and bond yields, optimal monetary policy, financial stability