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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6

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65

Scholarly Papers (9)

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1.

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 263 (115,869)
Citation 2

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

2.

Individual Expectations and Aggregate Macro Behavior

Downloads 263 (115,869)
Citation 27

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 219 (138,954)
Citation 22

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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 44 (417,089)
Citation 23

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Experiments, Monetary Policy, Expectations, Heterogeneity

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 117 (237,327)
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 83 (298,266)
Citation 7

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Heterogeneous Expectations, Monetary Policy, Determinacy, Evolutionary Dynamics

5.

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 73 (321,624)

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6.

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

Bank of Lithuania Working Paper No 49/2018
Number of pages: 72 Posted: 24 May 2018
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 56 (368,692)
Citation 4

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Behavioral Macroeconomics, Monetary Unions, Reinforcement Learning, Expectation Formation

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 (482,345)

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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 (608,152)

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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 (652,000)
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