Pierlauro Lopez

Federal Reserve Banks - Federal Reserve Bank of Cleveland

East 6th & Superior

Cleveland, OH 44101-1387

United States

SCHOLARLY PAPERS

11

DOWNLOADS

1,078

SSRN CITATIONS
Rank 16,162

SSRN RANKINGS

Top 16,162

in Total Papers Citations

13

CROSSREF CITATIONS

57

Scholarly Papers (11)

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
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 256 (150,742)

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

Risk-Adjusted Linearizations of Dynamic Equilibrium Models

Number of pages: 47 Posted: 05 Jul 2015 Last Revised: 08 Dec 2018
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 232 (165,496)
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
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 15 (702,623)
Citation 5

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

Nominal Rigidities and the Term Structures of Equity and Bond Returns

Number of pages: 44 Posted: 05 Jul 2015 Last Revised: 24 Jul 2015
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 123 (286,373)
Citation 4

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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
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 93 (347,409)
Citation 3

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

4.
Downloads 129 (275,139)
Citation 20

The Term Structure of the Welfare Cost of Uncertainty

Number of pages: 33 Posted: 30 Dec 2012 Last Revised: 07 Nov 2014
Pierlauro Lopez
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 102 (327,021)

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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
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 27 (610,836)
Citation 24

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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
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 62 (433,811)
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, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Banque de FranceParis School of Economics (PSE) and Banque de France
Downloads 60 (440,893)
Citation 3

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Macroprudential policy; Countercyclical capital buffer; Systemic risk buffer

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

Number of pages: 40 Posted: 07 Nov 2018 Last Revised: 09 Apr 2021
Pierlauro Lopez
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 39 (539,664)

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

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

FRB of Cleveland Working Paper No. 21-16
Number of pages: 43 Posted: 01 Sep 2021
Pierlauro Lopez
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 7 (770,909)

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Welfare cost of business cycles, Macroeconomic priorities, Equity and bond yields, Optimal monetary policy, Financial stability

8.

Perturbations Around the Risky Steady State

Number of pages: 44 Posted: 31 Jul 2020
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 44 (504,837)

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Perturbation methods, Risky steady state, Macroeconomic uncertainty, Risk modeling, Intertemporal choice under uncertainty

9.

On the Importance of Household versus Firm Credit Frictions in the Great Recession

FRB of Cleveland Working Paper No. 20-28
Number of pages: 76 Posted: 28 Sep 2020
Federal Reserve Bank of Minneapolis - Research Department, Federal Reserve Banks - Federal Reserve Bank of Cleveland, New York University (NYU) and Stanford University - Department of Economics
Downloads 8 (732,942)
Citation 1

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credit constraints, collateral constraints, Great Recession, financial recession, government transfers

10.

Asset Prices and Unemployment Fluctuations

NBER Working Paper No. w26580
Number of pages: 55 Posted: 24 Dec 2019 Last Revised: 18 Aug 2021
Stanford University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, New York University (NYU) - Department of Economics and Stanford University - Department of Economics
Downloads 7 (740,701)

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11.

Credit Frictions in the Great Recession

NBER Working Paper No. w28201
Number of pages: 64 Posted: 21 Dec 2020 Last Revised: 23 Jul 2021
Stanford University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, New York University (NYU) - Department of Economics and Stanford University - Department of Economics
Downloads 3 (771,950)
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