Matteo M. Iacoviello

Federal Reserve Board - Trade and Financial Studies

Senior Economist

20th St. and Constitution Ave.

Washington, DC 20551

United States

SCHOLARLY PAPERS

18

DOWNLOADS
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Top 11,421

in Total Papers Downloads

3,883

CITATIONS
Rank 4,514

SSRN RANKINGS

Top 4,514

in Total Papers Citations

117

Scholarly Papers (18)

1.

House Prices and the Macroeconomy in Europe: Results from a Structural VAR Analysis

ECB Working Paper No. 18
Number of pages: 65 Posted: 29 Jul 2001
Matteo M. Iacoviello
Federal Reserve Board - Trade and Financial Studies
Downloads 1,185 (15,637)
Citation 7

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House Prices, vector autoregressions, monetary policy

Housing Market Spillovers: Evidence from an Estimated DSGE Model

Bank of Italy Temi di Discussione (Working Paper) No. 659
Number of pages: 70 Posted: 16 Mar 2008
Stefano Neri and Matteo M. Iacoviello
Bank of Italy and Federal Reserve Board - Trade and Financial Studies
Downloads 511 (49,879)
Citation 64

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House prices, Collateral Constraints, Bayesian methods, Two-sector Models

Housing Market Spillovers: Evidence from an Estimated DSGE Model

National Bank of Belgium Working Paper No. 145
Number of pages: 58 Posted: 01 Oct 2010
Matteo M. Iacoviello and Stefano Neri
Federal Reserve Board - Trade and Financial Studies and Bank of Italy
Downloads 412 (65,224)
Citation 64

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Housing, Wealth E¤ects, Bayesian Estimation, Two-sector Models

The Credit Channel of Monetary Policy and Housing Markets: International Empirical Evidence

Bank of Finland Working Paper No. 14/2000
Number of pages: 47 Posted: 30 Jul 2001
Matteo M. Iacoviello and Raoul Minetti
Federal Reserve Board - Trade and Financial Studies and Michigan State University - Department of Economics
Downloads 413 (65,026)
Citation 3

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Monetary transmission, bank lending channel, house prices, vector autoregressions

The Credit Channel of Monetary Policy and Housing Markets: International Empirical Evidence

Bank of Finland Research Discussion Paper No. 14/2000
Number of pages: 49 Posted: 14 Mar 2017 Last Revised: 20 Jun 2018
Matteo M. Iacoviello and Raoul Minetti
Federal Reserve Board - Trade and Financial Studies and Michigan State University - Department of Economics
Downloads 11 (565,490)
Citation 3

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4.

Housing Wealth and Consumption

FRB International Finance Discussion Paper No. 1027
Number of pages: 20 Posted: 21 Aug 2011
Matteo M. Iacoviello
Federal Reserve Board - Trade and Financial Studies
Downloads 400 (68,261)
Citation 5

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borrowing constraints, consumption, consumption function, household budget

Housing and Debt Over the Life Cycle and Over the Business Cycle

FRB of Boston Working Paper No. 09-12
Number of pages: 47 Posted: 05 Aug 2010
Matteo M. Iacoviello and Marina Pavan
Federal Reserve Board - Trade and Financial Studies and affiliation not provided to SSRN
Downloads 119 (222,203)
Citation 9

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Housing and Debt Over the Life Cycle and Over the Business Cycle

FRB International Finance Discussion Paper No. 1032
Number of pages: 57 Posted: 07 Dec 2011
Matteo M. Iacoviello and Marina Pavan
Federal Reserve Board - Trade and Financial Studies and Jaume I University - Department of Economics
Downloads 33 (438,787)
Citation 9

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Housing, Housing Investment, Mortgage Debt, Life-cycle Models, Income Risk, Homeownership, Precautionary Savings, Borrowing Constraints

6.
Downloads 140 (194,848)
Citation 2

Collateral Constraints and Macroeconomic Asymmetries

National Bank of Poland Working Paper No. 202
Number of pages: 63 Posted: 22 Aug 2015 Last Revised: 09 Jul 2016
Luca Guerrieri and Matteo M. Iacoviello
Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board - Trade and Financial Studies
Downloads 135 (201,333)
Citation 2

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Housing; Collateral Constraints; Occasionally Binding Constraints; Nonlinear Estimation of DSGE Models; Great Recession

Collateral Constraints and Macroeconomic Asymmetries

FRB International Finance Discussion Paper No. 1082
Number of pages: 53 Posted: 30 May 2017
Luca Guerrieri and Matteo M. Iacoviello
Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board - Trade and Financial Studies
Downloads 5 (602,056)
Citation 2

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7.

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

FRB International Finance Discussion Paper No. 1216
Number of pages: 49 Posted: 26 Nov 2017
Board of Governors of the Federal Reserve System, Federal Reserve Board of Governors, Board of Governors of the Federal Reserve System - Division of International Finance, Federal Reserve Board, Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 122 (217,116)

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Risk, Uncertainty, Volatility, Monetary policy, Geopolitical risk, Equities, Interest rates, Exchange rates, Commodities, Inflation, Variance risk premium

8.
Downloads 105 (241,978)
Citation 5

Input and Output Inventories in General Equilibrium

FRB of Boston Working Paper No. 07-16
Number of pages: 56 Posted: 16 Dec 2007
Matteo M. Iacoviello, Fabio Schiantarelli and Scott D. Schuh
Federal Reserve Board - Trade and Financial Studies, Boston College - Department of Economics and Federal Reserve Bank of Boston - Research Department
Downloads 75 (302,353)
Citation 5

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inventories, business cycles, output volatility, Bayesian estimation, Great Moderation

Input and Output Inventories in General Equilibrium

FRB International Finance Discussion Paper No. 1004
Number of pages: 56 Posted: 14 Nov 2010
Matteo M. Iacoviello, Fabio Schiantarelli and Scott D. Schuh
Federal Reserve Board - Trade and Financial Studies, Boston College - Department of Economics and Federal Reserve Bank of Boston - Research Department
Downloads 28 (463,178)
Citation 5

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Inventories, business cycles, output volatility, Bayesian estimation, great moderation

Input and Output Inventories in General Equilibrium

International Economic Review, Vol. 52, Issue 4, pp. 1179-1213, 2011
Number of pages: 35 Posted: 25 Nov 2011
Matteo M. Iacoviello, Fabio Schiantarelli and Scott D. Schuh
Federal Reserve Board - Trade and Financial Studies, Boston College - Department of Economics and Federal Reserve Bank of Boston - Research Department
Downloads 2 (625,990)
Citation 5
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9.

Oil Price Elasticities and Oil Price Fluctuations

FRB International Finance Discussion Paper No. 1173
Number of pages: 60 Posted: 19 Jul 2016
Dario Caldara, Michele Cavallo and Matteo M. Iacoviello
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System - Division of Monetary Affairs and Federal Reserve Board - Trade and Financial Studies
Downloads 91 (266,190)

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Oil Prices, Vector Autoregressions, Commodity Prices

10.

A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession

Number of pages: 56 Posted: 31 Aug 2016 Last Revised: 01 Mar 2017
Stuart A. Gabriel, Matteo M. Iacoviello and Chandler Lutz
University of California, Los Angeles - Anderson School of Management, Federal Reserve Board - Trade and Financial Studies and Copenhagen Business School
Downloads 78 (292,386)

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Mortgage Modification, Foreclosure Costs, Housing Crisis

Macroeconomic Effects of Banking Sector Losses Across Structural Models

BIS Working Paper No. 507
Number of pages: 53 Posted: 03 Aug 2015
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board - Trade and Financial Studies, Board of Governors of the Federal Reserve System, Federal Reserve Board, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System
Downloads 47 (383,254)

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Banks, DSGE Models, Capital Requirements, Bank Losses

Macroeconomic Effects of Banking Sector Losses Across Structural Models

FEDS Working Paper No. 2015-044, http://dx.doi.org/10.17016/FEDS.2015.044
Number of pages: 52 Posted: 10 Jul 2015
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board - Trade and Financial Studies, Board of Governors of the Federal Reserve System, Federal Reserve Board, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System
Downloads 19 (516,061)

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Bank losses, Banks, Capital requirements, DSGE models

12.

Short-Term Forecasting: Projecting Italian GDP, One Quarter to Two Years Ahead

IMF Working Paper No. 01/109
Number of pages: 23 Posted: 31 Jan 2006
Matteo M. Iacoviello
Federal Reserve Board - Trade and Financial Studies
Downloads 53 (357,501)

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Forecasting, Bayesian Vector Autoregressions, leading indicators

13.

Financial Business Cycles

FRB International Finance Discussion Paper No. 1116
Number of pages: 50 Posted: 17 Sep 2014
Matteo M. Iacoviello
Federal Reserve Board - Trade and Financial Studies
Downloads 51 (363,672)
Citation 2

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Banks; DSGE Models; Collateral Constraints; Housing; Bayesian Estimation

14.

Financial Liberalization and the Sensitivity of House Prices to Monetary Policy: Theory and Evidence

Manchester School, Vol. 71, pp. 20-34, 2003
Number of pages: 15 Posted: 13 Mar 2003
Matteo M. Iacoviello and Raoul Minetti
Federal Reserve Board - Trade and Financial Studies and Michigan State University - Department of Economics
Downloads 35 (420,505)
Citation 20
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15.

Raising an Inflation Target: The Japanese Experience with Abenomics

FRB International Finance Discussion Paper No. 1168
Number of pages: 44 Posted: 07 Jun 2016
Andrea De Michelis and Matteo M. Iacoviello
Government of the United States of America - Division of International Finance (IFDP) and Federal Reserve Board - Trade and Financial Studies
Downloads 25 (466,108)

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Abenomics, Credibility, Deflation, Inflation target, Japan, Monetary policy

16.

OccBin: A Toolkit for Solving Dynamic Models with Occasionally Binding Constraints Easily

FEDS Working Paper No. 2014-47
Number of pages: 50 Posted: 16 Jul 2014
Luca Guerrieri and Matteo M. Iacoviello
Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board - Trade and Financial Studies
Downloads 24 (471,429)

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Occasionally binding constraints, DSGE models, regime shifts, first-order perturbation

Banks, Sovereign Debt and the International Transmission of Business Cycles

NBER Working Paper No. w18303
Number of pages: 38 Posted: 18 Aug 2012
Luca Guerrieri, Matteo M. Iacoviello and Raoul Minetti
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board - Trade and Financial Studies and Michigan State University - Department of Economics
Downloads 5 (602,056)

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Banks, Sovereign Debt and the International Transmission of Business Cycles

FRB International Finance Discussion Paper No. 1067
Number of pages: 38 Posted: 30 May 2017
Luca Guerrieri, Matteo M. Iacoviello and Raoul Minetti
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board - Trade and Financial Studies and Michigan State University - Department of Economics
Downloads 4 (608,466)

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18.

Hedging Housing Risk in London

Journal of Real Estate Finance & Economics, Vol. 27, No. 2
Posted: 04 Apr 2003
Matteo M. Iacoviello and François Ortalo-Magné
Federal Reserve Board - Trade and Financial Studies and Wisconsin School of Business

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portfolio risk, hedging, house prices, London