Domenico Massaro

Catholic University of Milan

Largo Gemelli, 1

Via Necchi 9

Milan, MI 20123

Italy

University of Amsterdam - CeNDEF

Roetersstraat 11

Amsterdam, 1018 WB

Netherlands

  • Catholic University of Milan

  • University of Amsterdam - CeNDEF

SCHOLARLY PAPERS

9

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Scholarly Papers (9)

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1.

Individual Expectations and Aggregate Macro Behavior

Downloads 273 (116,231)
Citation 28

Individual Expectations and Aggregate Macro Behavior

Tinbergen Institute Discussion Paper 13-016/II
Number of pages: 59 Posted: 15 Jan 2013 Last Revised: 11 Dec 2015
Tiziana Assenza, Peter Heemeijer, Cars H. Hommes and Domenico Massaro
Catholic University of Milan, University of Amsterdam - Department of Quantitative Economics (KE), University of Amsterdam - Amsterdam School of Economics (ASE) and Catholic University of Milan
Downloads 228 (139,073)
Citation 26

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Experiments, New Keynesian Macro Model, Monetary Policy, Expectations, Heterogeneity

Individual Expectations and Aggregate Macro Behavior

De Nederlandsche Bank Working Paper No. 298
Number of pages: 48 Posted: 31 Oct 2011
Tiziana Assenza, Peter Heemeijer, Cars H. Hommes and Domenico Massaro
Catholic University of Milan, University of Amsterdam - Department of Quantitative Economics (KE), University of Amsterdam - Amsterdam School of Economics (ASE) and Catholic University of Milan
Downloads 45 (429,309)
Citation 28

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Experiments, Monetary Policy, Expectations, Heterogeneity

2.

Monetary Policy Under Behavioral Expectations: Theory and Experiment

European Economic Review, 2019, 118:193–212
Number of pages: 52 Posted: 28 Jul 2015 Last Revised: 08 Jul 2019
Cars H. Hommes, Domenico Massaro and Matthias Weber
University of Amsterdam - Amsterdam School of Economics (ASE), Catholic University of Milan and University of St. Gallen - School of Finance
Downloads 267 (118,916)
Citation 7

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Behavioral Macroeconomics, Experimental Macroeconomics, Heterogeneous Expectations, Learning-to-Forecast Experiment

3.

Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations

Macroeconomic Dynamics, Forthcoming
Number of pages: 46 Posted: 07 May 2009 Last Revised: 03 Apr 2012
Mikhail Anufriev, Tiziana Assenza, Cars H. Hommes and Domenico Massaro
University of Technology Sydney (UTS), Catholic University of Milan, University of Amsterdam - Amsterdam School of Economics (ASE) and Catholic University of Milan
Downloads 118 (245,379)
Citation 7

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Heterogeneous Expectations, Monetary Policy, Cumulative Process, Taylor Rule

4.

Heterogeneous Expectations in Monetary DSGE Models

Number of pages: 31 Posted: 03 Apr 2012
Domenico Massaro
Catholic University of Milan
Downloads 89 (296,911)
Citation 10

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Heterogeneous Expectations, Monetary Policy, Determinacy, Evolutionary Dynamics

5.

The Behavioral Economics of Currency Unions: Economic Integration and Monetary Policy

Downloads 83 (310,156)
Citation 5

The Behavioral Economics of Currency Unions: Economic Integration and Monetary Policy

Bank of Lithuania Working Paper No 49/2018
Number of pages: 50 Posted: 24 May 2018 Last Revised: 22 Sep 2019
Akvile Bertasiute, Domenico Massaro and Matthias Weber
National Audit Office of Lithuania - Budget Policy Monitoring Department, Catholic University of Milan and University of St. Gallen - School of Finance
Downloads 66 (357,307)
Citation 5

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Behavioral Macroeconomics; Monetary Unions; Determinacy of Equilibria; Reinforcement Learning

The Behavioral Economics of Currency Unions: Economic Integration and Monetary Policy

University of St.Gallen, School of Finance Research Paper No. 2019/16
Number of pages: 51 Posted: 14 Nov 2019
Akvile Bertasiute, Domenico Massaro and Matthias Weber
National Audit Office of Lithuania - Budget Policy Monitoring Department, Catholic University of Milan and University of St. Gallen - School of Finance
Downloads 17 (581,097)

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Behavioral Macroeconomics, Monetary Unions, Determinacy of Equilibria, Reinforcement Learning

6.

Do Investors Trade Too Much? A Laboratory Experiment

Number of pages: 57 Posted: 11 Dec 2015
João da Gama Batista, Domenico Massaro, Jean-Philippe Bouchaud, Damien Challet and Cars H. Hommes
CentraleSupélec, Catholic University of Milan, Capital Fund Management, CentraleSupélec and University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 74 (331,665)

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7.

Dispersed Information and the Origins of Aggregate Fluctuations

CESifo Working Paper Series No. 5957
Number of pages: 41 Posted: 25 Jul 2016
Jakob Grazzini and Domenico Massaro
Catholic University of the Sacred Heart of Milan and Catholic University of Milan
Downloads 27 (501,131)

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business cycle, social networks, dispersed information, aggregate volatility

8.

Great Volatility and Great Moderation

CESifo Working Paper No. 7272
Number of pages: 37 Posted: 21 Feb 2019
Jakob Grazzini and Domenico Massaro
Catholic University of the Sacred Heart of Milan and Catholic University of Milan
Downloads 6 (632,305)

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business cycle, micro-macro volatility, input-output network

9.

Monetary and Fiscal Policy Design at the Zero Lower Bound: Evidence from the Lab

Economic Inquiry, Vol. 57, Issue 2, pp. 1120-1140, 2019
Number of pages: 21 Posted: 27 Feb 2019
Cars H. Hommes, Domenico Massaro and Isabelle Salle
University of Amsterdam - Amsterdam School of Economics (ASE), Catholic University of Milan and Government of Canada - Bank of Canada
Downloads 1 (675,705)
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