Pierlauro Lopez

Federal Reserve Banks - Federal Reserve Bank of Cleveland

East 6th & Superior

Cleveland, OH 44101-1387

United States

SCHOLARLY PAPERS

8

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Top 47,901

in Total Papers Downloads

901

SSRN CITATIONS
Rank 14,737

SSRN RANKINGS

Top 14,737

in Total Papers Citations

4

CROSSREF CITATIONS

59

Scholarly Papers (8)

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 235 (136,705)

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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 210 (151,929)
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 13 (613,771)
Citation 4

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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 115 (253,227)
Citation 6

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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 78 (327,499)
Citation 2

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

4.
Downloads 125 (236,990)
Citation 19

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 100 (279,737)

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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 25 (532,017)
Citation 23

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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 59 (376,595)
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 France and Banque de France
Downloads 33 (474,678)
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
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 28 (499,670)

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

8.

Asset Prices and Unemployment Fluctuations

NBER Working Paper No. w26580
Number of pages: 55 Posted: 24 Dec 2019
Stanford University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, New York University (NYU) - Department of Economics and Stanford University - Department of Economics
Downloads 5 (644,485)
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