Matteo Iacoviello

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

31

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Scholarly Papers (31)

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1.

Measuring Geopolitical Risk

International Finance Discussion Paper No. 1222R1
Number of pages: 81 Posted: 07 Feb 2018 Last Revised: 29 Apr 2020
Dario Caldara and Matteo Iacoviello
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 2,929 (8,923)
Citation 175

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Geopolitical Risk, War, Terrorism, Business Cycles, Disaster Risk, Firm-level investment, Textual Analysis, Earnings Calls, Quantile Regressions

2.

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 1,724 (20,769)

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House Prices, vector autoregressions, monetary policy

3.

Housing Market Spillovers: Evidence from an Estimated DSGE Model

Downloads 1,087 (41,025)
Citation 286

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 626 (85,018)
Citation 149

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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 461 (123,965)
Citation 137

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

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 1,046 (43,327)
Citation 20

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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 549 (101,458)
Citation 7

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 503 (111,671)

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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: 18 Nov 2021
Matteo Iacoviello and Raoul Minetti
Board of Governors of the Federal Reserve System and Michigan State University - Department of Economics
Downloads 46 (807,493)
Citation 7

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6.

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

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, University of Virginia Darden School of Business, 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, Board of Governors of the Federal Reserve System and Fudan University - Fanhai International School of Finance (FISF)
Downloads 364 (164,420)
Citation 4

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7.

The Economic Effects of Trade Policy Uncertainty

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
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
Downloads 283 (215,049)
Citation 75

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8.

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

Downloads 259 (235,158)
Citation 60

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 186 (321,154)
Citation 54

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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 73 (646,118)
Citation 6

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

9.

Collateral Constraints and Macroeconomic Asymmetries

Downloads 210 (288,008)
Citation 94

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 175 (339,369)
Citation 93

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

Collateral Constraints and Macroeconomic Asymmetries

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 35 (896,373)
Citation 1

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10.

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 205 (294,452)
Citation 8

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Foreclosure Crisis, Mortgage Forbearance, Mortgage Modification, Great Recession

11.

Oil Price Elasticities and Oil Price Fluctuations

International Finance Discussion Paper No. 1173
Number of pages: 60 Posted: 19 Jul 2016 Last Revised: 21 Sep 2016
Dario Caldara, Michele Cavallo and Matteo Iacoviello
Board of Governors of the Federal Reserve System, Division of Monetary Affairs and Board of Governors of the Federal Reserve System
Downloads 190 (315,745)
Citation 35

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12.

Input and Output Inventories in General Equilibrium

Downloads 168 (352,134)
Citation 9

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 109 (498,720)
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 59 (721,650)
Citation 4

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

13.

Macroeconomic Effects of Banking Sector Losses Across Structural Models

Downloads 156 (374,867)
Citation 3

Macroeconomic Effects of Banking Sector Losses Across Structural Models

FEDS Working Paper No. 2015-44
Posted: 09 Jul 2021
Francisco Covas, John C. Driscoll, Luca Guerrieri, Matteo Iacoviello, Mohammad 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, Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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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, 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
Downloads 111 (491,931)

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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, FEDS Working Paper No. 2015-44
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, 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
Downloads 45 (814,920)
Citation 3

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Bank losses, Banks, Capital requirements, DSGE models

14.

Do Geopolitical Risks Raise or Lower Inflation?

Number of pages: 40 Posted: 03 Jun 2024
Matteo Iacoviello, Dario Caldara, Maddie Penn and Sarah Conlisk
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Yale University and Board of Governors of the Federal Reserve System
Downloads 142 (407,083)
Citation 1

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Geopolitical Risk, War, Inflation, Commodity Prices, Fiscal policy, Shortages, Vector Autoregressions, International trade, Panel Data Estimation.

15.

Foreign Effects of Higher U.S. Interest Rates

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 142 (404,846)
Citation 62

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16.

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

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 122 (455,277)
Citation 3

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17.

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 111 (488,852)
Citation 45

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

18.

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 101 (523,249)
Citation 133

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

19.

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 84 (587,721)

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Forecasting, Bayesian Vector Autoregressions, leading indicators

20.

Likelihood Evaluation of Models with Occasionally Binding Constraints

FEDS Working Paper No. 2019-28
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 59 (707,255)
Citation 12

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21.

Raising an Inflation Target: The Japanese Experience with Abenomics

International Finance Discussion Paper No. 1168
Number of pages: 44 Posted: 07 Jun 2016 Last Revised: 21 Sep 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 54 (736,169)
Citation 14

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22.

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

FEDS Working Paper No. 2020-53
Number of pages: 72 Posted: 16 Jul 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 (SEC)
Downloads 45 (795,058)
Citation 12

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23.

Banks, Sovereign Debt and the International Transmission of Business Cycles

Downloads 43 (809,393)
Citation 8

Banks, Sovereign Debt and the International Transmission of Business Cycles

NBER Working Paper No. w18303
Number of pages: 38 Posted: 18 Aug 2012 Last Revised: 07 Jul 2023
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 24 (1,004,432)
Citation 7

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Banks, Sovereign Debt and the International Transmission of Business Cycles

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 19 (1,061,454)
Citation 1

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24.

The Inflationary Effects of Sectoral Reallocation

International Finance Discussion Paper No. 1369
Number of pages: 57 Posted: 09 May 2023
Francesco Ferrante, Sebastian Graves 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 38 (847,341)

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Sectoral Reallocation, Inflation, Input-Output Models, Moment-matching exercise

25.

The International Spillovers of Synchronous Monetary Tightening

International Finance Discussion Paper No. 1384
Number of pages: 74 Posted: 21 Dec 2023
Dario Caldara, Francesco Ferrante, Matteo Iacoviello, Andrea Prestipino and Albert Queralto
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
Downloads 31 (906,840)
Citation 4

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Monetary Policy, Inflation, International Spillovers, Financial Frictions, Open Economy Macroeconomics, Panel Data Estimation

26.

Lessons from the Co-Movement of Inflation Around the World

FEDS Notes No. 2024-06-28
Posted: 25 Jul 2024
Danilo Cascaldi-Garcia, Luca Guerrieri, Matteo Iacoviello and Michele Modugno
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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27.

The Effect of the War in Ukraine on Global Activity and Inflation

FEDS Notes No. 2022-05-27-2
Posted: 02 Jun 2022
Dario Caldara, Sarah Conlisk, Matteo Iacoviello and Maddie Penn
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Independent

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28.

What Did We Learn from 2 Billion Jabs? Early Cross-Country Evidence on the Effect of COVID-19 Vaccinations on Deaths, Mobility, and Economic Activity

FEDS Notes No. 2021-09-01
Posted: 03 Sep 2021
Giuseppe Fiori and Matteo Iacoviello
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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29.

The Global Recovery: Lessons from the Past

FEDS Notes No. 2021-06-22
Posted: 09 Jul 2021
Dario Caldara, Matthew DeHaven, Francesco Ferrante and Matteo Iacoviello
Board of Governors of the Federal Reserve System, Brown University, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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30.

Does Trade Policy Uncertainty Affect Global Economic Activity?

FEDS Notes No. 2019-09-04
Posted: 22 Oct 2019 Last Revised: 16 Sep 2020
Dario Caldara, Matteo Iacoviello, Patrick Molligo, Andrea Prestipino and Andrea Raffo
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

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31.

Hedging Housing Risk in London

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