Matteo Falagiarda

University of Bologna - Department of Economics

Strada Maggiore 45

Bologna, 40125

Italy

SCHOLARLY PAPERS

6

DOWNLOADS

583

SSRN CITATIONS
Rank 42,478

SSRN RANKINGS

Top 42,478

in Total Papers Citations

2

CROSSREF CITATIONS

10

Scholarly Papers (6)

1.

A DSGE Model with Endogenous Term Structure

Quaderni DSE Working Paper No. 830
Number of pages: 39 Posted: 05 Jun 2012
Matteo Falagiarda and Massimiliano Marzo
University of Bologna - Department of Economics and Department of Management, University of Bologna
Downloads 183 (166,107)
Citation 2

Abstract:

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term structure, DSGE models

2.

Credit, Endogenous Collateral and Risky Assets: A DSGE Model

Quaderni - Working Paper DSE No. 916
Number of pages: 49 Posted: 20 Dec 2013
Matteo Falagiarda and Alessandro Saia
University of Bologna - Department of Economics and University of Bologna - Department of Economics
Downloads 163 (183,720)

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Banks, Leverage, DSGE models, Basel Accords

3.

Credit Supply Dynamics and Economic Activity in Euro Area Countries: A Time-Varying Parameter VAR Analysis

ECB Working Paper No. 1714
Number of pages: 51 Posted: 14 Aug 2014
Martin Bijsterbosch and Matteo Falagiarda
European Central Bank (ECB) and University of Bologna - Department of Economics
Downloads 135 (214,724)

Abstract:

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credit supply shocks, euro area, TVP-VAR, sign restrictions

Domestic and Multilateral Effects of Capital Controls in Emerging Markets

NBER Working Paper No. w20822
Number of pages: 54 Posted: 12 Jan 2015
Government of Canada - Bank of Canada, University of Bologna - Department of Economics, European Central Bank (ECB) and University of Southern California - Department of Economics
Downloads 10 (612,329)
Citation 2

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5.

Fiscal Policy Announcements of Italian Governments and Spread Reaction during the Sovereign Debt Crisis

Quaderni - Working Paper DSE N° 961
Number of pages: 24 Posted: 05 Sep 2014
Matteo Falagiarda and Wildmer Daniel Gregori
University of Bologna - Department of Economics and University of Bologna - Department of Economics
Downloads 62 (353,866)

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fiscal policy announcements, political communication, Italian government, sovereign debt crisis, interest rate spread, GARCH models

6.

The Impact of Fiscal Policy Announcements by the Italian Government on the Sovereign Spread: A Comparative Analysis

ECB Working Paper No. 1782
Number of pages: 32 Posted: 21 Jun 2015
Matteo Falagiarda and Wildmer Daniel Gregori
University of Bologna - Department of Economics and University of Bologna - Department of Economics
Downloads 30 (471,293)

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fiscal policy announcements; GARCH models; interest rate spread; political communication; sovereign debt crisis