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

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Scholarly Papers (3)

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1.

Measuring Geopolitical Risk

FRB International Finance Discussion Paper No. 1222
Number of pages: 66 Posted: 07 Feb 2018
Dario Caldara and Matteo Iacoviello
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
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Geopolitical Risk, Economic Uncertainty, War, Terrorism, Business Cycles

2.

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: 21 Feb 2019
Matteo Iacoviello and Gaston Navarro
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 51 (376,416)

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

3.

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, Federal Reserve Board - Trade and Financial Studies, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 10 (567,713)

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