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

25

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788

CROSSREF CITATIONS

400

Scholarly Papers (25)

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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 1,311 (18,030)

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House Prices, vector autoregressions, monetary policy

2.

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
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 1,305 (18,163)
Citation 1

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

3.

Housing Market Spillovers: Evidence from an Estimated DSGE Model

Downloads 957 ( 28,660)
Citation 266

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 533 (62,075)
Citation 145

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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 424 (82,173)
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 624 (51,410)
Citation 16

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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 457 ( 75,865)
Citation 52

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 440 (78,574)
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 17 (658,410)
Citation 7

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6.

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

Downloads 170 (210,571)
Citation 51

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 133 (258,382)
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 37 (527,528)
Citation 6

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

7.

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
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Downloads 169 (211,548)
Citation 2

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

8.

Collateral Constraints and Macroeconomic Asymmetries

Downloads 159 (222,833)
Citation 53

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 148 (236,891)
Citation 58

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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 11 (706,291)

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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 157 (225,215)
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
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 123 (273,000)
Citation 35

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Oil Prices, Vector Autoregressions, Commodity Prices

11.

Input and Output Inventories in General Equilibrium

Downloads 117 (283,108)
Citation 4

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 82 (360,288)
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 33 (549,300)
Citation 4

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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 (785,405)
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12.

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
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Downloads 110 (295,603)
Citation 24

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

13.

Macroeconomic Effects of Banking Sector Losses Across Structural Models

Downloads 89 (339,684)
Citation 3

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 63 (418,130)

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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
Luca Guerrieri, Matteo Iacoviello, Francisco Covas, John C. Driscoll, Michael T. Kiley, Mohammad R. Jahan-Parvar, Albert Queralto and Jae Sim
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Downloads 26 (592,555)
Citation 4

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Bank losses, Banks, Capital requirements, DSGE models

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 68 (396,487)
Citation 19

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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 61 (419,208)
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 (433,259)

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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 53 (447,846)
Citation 133

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

18.

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 35 (525,725)
Citation 4

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

19.

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

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 (525,725)
Citation 2
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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
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Downloads 27 (569,557)
Citation 12

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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 26 (575,834)
Citation 2

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

22.

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

FEDS Working Paper No. 2020-053
Number of pages: 72 Posted: 16 Jul 2020
Stuart Gabriel, Matteo Iacoviello and Chandler Lutz
University of California, Los Angeles (UCLA), Board of Governors of the Federal Reserve System and Securities and Exchange Commission (SEC)
Downloads 15 (649,984)

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Foreclosure crisis, Mortgage forbearance, Mortgage modification, Great recession

23.

Banks, Sovereign Debt and the International Transmission of Business Cycles

Downloads 14 (657,216)
Citation 19

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 7 (739,060)
Citation 1

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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: 04 Jan 2021
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 (739,060)
Citation 7

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24.

Does Trade Policy Uncertainty Affect Global Economic Activity?

FEDS Notes No. 2019-09-04
Posted: 22 Oct 2019
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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25.

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