Matteo Iacoviello

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

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SCHOLARLY PAPERS

24

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589

CROSSREF CITATIONS

409

Scholarly Papers (24)

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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 Iacoviello
Board of Governors of the Federal Reserve System
Downloads 1,261 (16,833)

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House Prices, vector autoregressions, monetary policy

2.

Housing Market Spillovers: Evidence from an Estimated DSGE Model

Downloads 949 ( 25,655)
Citation 239

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 Iacoviello
Bank of Italy and Board of Governors of the Federal Reserve System
Downloads 527 (56,145)
Citation 140

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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 Iacoviello and Stefano Neri
Board of Governors of the Federal Reserve System and Bank of Italy
Downloads 422 (73,964)
Citation 116

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

3.

Measuring Geopolitical Risk

FRB International Finance Discussion Paper No. 1222
Number of pages: 66 Posted: 07 Feb 2018 Last Revised: 29 Apr 2020
Dario Caldara and Matteo Iacoviello
Federal Reserve Board - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System
Downloads 875 (28,833)
Citation 1

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Geopolitical Risk, Economic Uncertainty, War, Terrorism, Business Cycles

4.

Housing Wealth and Consumption

FRB International Finance Discussion Paper No. 1027
Number of pages: 20 Posted: 21 Aug 2011
Matteo Iacoviello
Board of Governors of the Federal Reserve System
Downloads 549 (53,869)
Citation 12

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borrowing constraints, consumption, consumption function, household budget

5.

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

Downloads 448 ( 69,450)
Citation 50

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 Iacoviello and Raoul Minetti
Board of Governors of the Federal Reserve System and Michigan State University - Department of Economics
Downloads 433 (71,712)
Citation 4

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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 Iacoviello and Raoul Minetti
Board of Governors of the Federal Reserve System and Michigan State University - Department of Economics
Downloads 15 (617,647)
Citation 5

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6.

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

Downloads 169 (191,687)
Citation 44

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 Iacoviello and Marina Pavan
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 132 (235,648)
Citation 47

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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 Iacoviello and Marina Pavan
Board of Governors of the Federal Reserve System and Jaume I University - Department of Economics
Downloads 37 (481,620)
Citation 6

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

7.

Collateral Constraints and Macroeconomic Asymmetries

Downloads 151 (210,805)
Citation 39

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 Iacoviello
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 142 (222,116)
Citation 44

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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 Iacoviello
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 9 (662,711)

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8.

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

FRB International Finance Discussion Paper No. 1216
Number of pages: 49 Posted: 26 Nov 2017
Deepa Datta, Juan M. Londono, Bo Sun, Daniel O. Beltran, Thiago R.T. Ferreira, Matteo Iacoviello, Mohammad R. Jahan-Parvar, Canlin Li, Marius Rodriguez and John H. Rogers
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System - Division of International Finance, Federal Reserve Board, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, 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 147 (215,513)
Citation 1

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

9.

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

Forthcoming, Review of Financial Studies
Number of pages: 71 Posted: 31 Aug 2016 Last Revised: 26 May 2020
Stuart A. Gabriel, Matteo Iacoviello and Chandler Lutz
University of California, Los Angeles - Anderson School of Management, Board of Governors of the Federal Reserve System and Securities and Exchange Commission
Downloads 120 (252,355)
Citation 8

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Foreclosure Crisis, Mortgage Forbearance, Mortgage Modification, Great Recession

10.

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 Iacoviello
Federal Reserve Board - Trade and Financial Studies Section, Board of Governors of the Federal Reserve System - Division of Monetary Affairs and Board of Governors of the Federal Reserve System
Downloads 115 (260,305)
Citation 20

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Oil Prices, Vector Autoregressions, Commodity Prices

11.

Input and Output Inventories in General Equilibrium

Downloads 112 (265,233)
Citation 2

Input and Output Inventories in General Equilibrium

FRB of Boston Working Paper No. 07-16
Number of pages: 56 Posted: 16 Dec 2007
Matteo Iacoviello, Fabio Schiantarelli and Scott D. Schuh
Board of Governors of the Federal Reserve System, Boston College - Department of Economics and Federal Reserve Bank of Boston - Research Department
Downloads 79 (335,477)
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 Iacoviello, Fabio Schiantarelli and Scott D. Schuh
Board of Governors of the Federal Reserve System, Boston College - Department of Economics and Federal Reserve Bank of Boston - Research Department
Downloads 31 (512,175)
Citation 2

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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 Iacoviello, Fabio Schiantarelli and Scott D. Schuh
Board of Governors of the Federal Reserve System, Boston College - Department of Economics and Federal Reserve Bank of Boston - Research Department
Downloads 2 (722,035)
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12.

Macroeconomic Effects of Banking Sector Losses Across Structural Models

Downloads 80 (329,819)
Citation 2

Macroeconomic Effects of Banking Sector Losses Across Structural Models

BIS Working Paper No. 507
Number of pages: 53 Posted: 03 Aug 2015
Luca Guerrieri, Matteo Iacoviello, Francisco Covas, John C. Driscoll, Mohammad R. Jahan-Parvar, Michael T. Kiley, Albert Queralto and Jae Sim
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, 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, Board of Governors of the Federal Reserve System, Global Modeling Studies and Board of Governors of the Federal Reserve System
Downloads 56 (404,367)

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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
Number of pages: 52 Posted: 10 Jul 2015
Luca Guerrieri, Matteo Iacoviello, Francisco Covas, John C. Driscoll, Michael T. Kiley, Mohammad R. Jahan-Parvar, Albert Queralto and Jae Sim
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, 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, Board of Governors of the Federal Reserve System, Global Modeling Studies and Board of Governors of the Federal Reserve System
Downloads 24 (554,967)
Citation 3

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Bank losses, Banks, Capital requirements, DSGE models

13.

The Economic Effects of Trade Policy Uncertainty

FRB International Finance Discussion Paper No. 1256
Number of pages: 56 Posted: 22 Oct 2019 Last Revised: 29 Apr 2020
Dario Caldara, Matteo Iacoviello, Patrick Molligo, Andrea Prestipino and Andrea Raffo
Federal Reserve Board - Trade and Financial Studies Section, 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
Downloads 73 (347,674)
Citation 10

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Trade Policy Uncertainty, Textual Analysis, Tariffs, Investment, Uncertainty Shocks

14.

Foreign Effects of Higher U.S. Interest Rates

FRB International Finance Discussion Paper No. 1227
Number of pages: 41 Posted: 06 Jun 2018 Last Revised: 29 Apr 2020
Matteo Iacoviello and Gaston Navarro
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 65 (369,980)
Citation 13

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U.S. Monetary Policy, Foreign Spillovers, Local Projection, Macroeconomic Transmission, Panel Data

15.

Financial Business Cycles

FRB International Finance Discussion Paper No. 1116
Number of pages: 50 Posted: 17 Sep 2014
Matteo Iacoviello
Board of Governors of the Federal Reserve System
Downloads 58 (391,676)
Citation 22

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

16.

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 Iacoviello
Board of Governors of the Federal Reserve System
Downloads 57 (394,959)

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Forecasting, Bayesian Vector Autoregressions, leading indicators

17.

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 Iacoviello
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 45 (437,767)
Citation 99

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

18.

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 Iacoviello and Raoul Minetti
Board of Governors of the Federal Reserve System and Michigan State University - Department of Economics
Downloads 35 (480,024)
Citation 2
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19.

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 Iacoviello
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 33 (489,511)

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

20.

Likelihood Evaluation of Models with Occasionally Binding Constraints

FEDS Working Paper No. 2019-028
Number of pages: 40 Posted: 22 Apr 2019
Pablo Cuba-Borda, Luca Guerrieri, Matteo Iacoviello and Molin Zhong
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
Downloads 26 (526,316)
Citation 5

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Measurement error, Solution error, Occasionally binding constraints, Particle filter

21.

Oil Prices and Consumption Across Countries and U.S. States

FRB International Finance Discussion Paper No. 1263
Number of pages: 36 Posted: 27 Nov 2019 Last Revised: 29 Apr 2020
Andrea De Michelis, Thiago R.T. Ferreira and Matteo Iacoviello
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
Downloads 20 (562,991)

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Oil prices, Consumption, Cross-country, U.S. states, Oil dependency

22.

Banks, Sovereign Debt and the International Transmission of Business Cycles

Downloads 13 (608,527)
Citation 17

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 Iacoviello and Raoul Minetti
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Michigan State University - Department of Economics
Downloads 7 (677,938)
Citation 4

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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 Iacoviello and Raoul Minetti
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Michigan State University - Department of Economics
Downloads 6 (685,675)
Citation 1

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23.

Does Trade Policy Uncertainty Affect Global Economic Activity?

FED Notes No. 2019-09-04
Posted: 22 Oct 2019
Dario Caldara, Matteo Iacoviello, Patrick Molligo, Andrea Prestipino and Andrea Raffo
Federal Reserve Board - Trade and Financial Studies Section, 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

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24.

Hedging Housing Risk in London

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

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portfolio risk, hedging, house prices, London