Luca Guerrieri

Federal Reserve Board - Trade and Financial Studies

20th St. and Constitution Ave.

Washington, DC 20551

United States

SCHOLARLY PAPERS

29

DOWNLOADS
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Top 13,986

in Total Papers Downloads

3,688

SSRN CITATIONS
Rank 2,332

SSRN RANKINGS

Top 2,332

in Total Papers Citations

241

CROSSREF CITATIONS

254

Scholarly Papers (29)

1.

Preventing Deflation: Lessons from Japan's Experience in the 1990s

FRB International Finance Discussion Paper No. 729
Number of pages: 64 Posted: 21 Jul 2003
National University of Ireland, Galway (NUIG) - Department of Economics, Peterson Institute, 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 - Division of International Finance, Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, Federal Reserve Board and Johns Hopkins University - Department of Economics
Downloads 1,630 (11,170)
Citation 28

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Monetary policy, Taylor rule, fiscal policy

2.

Sigma: A New Open Economy Model for Policy Analysis

IFDP Discussion Paper No. 835, IFDP Discussion Paper No. 835
Number of pages: 53 Posted: 17 Aug 2005
Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 450 (68,150)
Citation 90

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SDGE model, open-economy macroeconomics

3.

Can Macro Variables Used in Stress Testing Forecast the Performance of Banks?

FEDS Working Paper No. 2012-49
Number of pages: 30 Posted: 22 Dec 2012
Luca Guerrieri and Michelle Welch
Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 210 (155,607)
Citation 11

Abstract:

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Forecast combinations, macro variables, banking conditions, stress test

4.

Expansionary Fiscal Shocks and the Trade Deficit

FRB International Finance Discussion Paper No. 825
Number of pages: 50 Posted: 05 Feb 2005
Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 179 (180,212)
Citation 24

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DGE model, open-economy macroeconomics

5.

Oil Shocks and External Adjustment

FRB International Finance Discussion Paper No. 897
Number of pages: 56 Posted: 26 Jul 2007
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Board - Trade and Financial Studies
Downloads 166 (192,325)
Citation 20

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Oil-price shocks, trade, DSGE models

6.
Downloads 151 (208,379)
Citation 36

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
Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 142 (219,574)
Citation 36

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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
Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 9 (655,432)

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7.

Can Long-Run Restrictions Identify Technology Shocks?

FRB International Finance Discussion Paper No. 792
Number of pages: 56 Posted: 17 Feb 2004
Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 135 (228,018)
Citation 37

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Technology shocks, vector autoregressions, real business cycle models

8.

Investment-Specific and Multifactor Productivity in Multi-Sector Open Economies: Data and Analysis

FRB International Finance Discussion Paper No. 828
Number of pages: 34 Posted: 04 Apr 2005
Luca Guerrieri, Dale W. Henderson and Jinill Kim
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board and Korea University
Downloads 93 (297,292)
Citation 6

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Technology shocks, technical change, dynamic general equilibrium, learning, Harrod-Balassa-Samuelson Effect, nontraded goods

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, 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 55 (403,537)

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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, 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 (548,865)
Citation 2

Abstract:

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Bank losses, Banks, Capital requirements, DSGE models

10.

The Inflation Persistence of Staggered Contracts

FRB, Division of International Finance Discussion Paper No. 734
Number of pages: 36 Posted: 01 May 2003
Luca Guerrieri
Federal Reserve Board - Trade and Financial Studies
Downloads 79 (328,514)
Citation 7

Abstract:

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maximum likelihood, Phillips curve

11.

Inflation Dynamics

FRB International Finance Discussion Paper No. 715
Number of pages: 28 Posted: 04 Mar 2002
Luca Guerrieri
Federal Reserve Board - Trade and Financial Studies
Downloads 72 (346,399)
Citation 1

Abstract:

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Phillips Curve, Staggered Contracts, Monte Carlo

12.

Trade Adjustment and the Composition of Trade

Number of pages: 47 Posted: 19 May 2006
Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 69 (354,609)
Citation 7

Abstract:

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SDGE model, open-economy macroeconomics

13.

Macroeconomic Policy Games

FEDS Working Paper No. 2014-87
Number of pages: 58 Posted: 16 Nov 2014
Martin Bodenstein, Luca Guerrieri and Joe LaBriola
Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies and University of California, Berkeley
Downloads 59 (384,191)
Citation 5

Abstract:

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Optimal policy, strategic interaction, welfare analysis, monetary policy cooperation, marcroprudential regulation

The Effects of Foreign Shocks When Interest Rates are at Zero

FRB International Finance Discussion Paper No. 983r
Number of pages: 35 Posted: 17 Nov 2009
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Board - Trade and Financial Studies
Downloads 53 (410,554)
Citation 13

Abstract:

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Zero lower bound, spillover effects, DSGE models

The Effects of Foreign Shocks When Interest Rates are at Zero

CEPR Discussion Paper No. DP8006
Number of pages: 55 Posted: 14 Nov 2010
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Board - Trade and Financial Studies
Downloads 4 (693,453)
Citation 1
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DSGE models, spillover effects, zero lower bound

The Effects of Foreign Shocks When Interest Rates are at Zero

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 50, Issue 3, pp. 660-684, 2017
Number of pages: 25 Posted: 14 Aug 2017
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Board - Trade and Financial Studies
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15.

Did Easy Money in the Dollar Bloc Fuel the Global Commodity Boom?

FRB International Finance Discussion Paper No. 979
Number of pages: 43 Posted: 01 Nov 2009
Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 52 (407,425)
Citation 2

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oil prices, SDGE models, 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 Iacoviello
Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 42 (444,912)
Citation 96

Abstract:

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

17.

Optimal Monetary Policy with Distinct Core and Headline Inflation Rates

FRB International Finance Discussion No. 941
Number of pages: 48 Posted: 01 Nov 2008
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Board - Trade and Financial Studies
Downloads 39 (457,353)
Citation 9

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Energy-price shocks, monetary policy tradeoffs, DSGE models

18.

Oil Shocks and the Zero Bound on Nominal Interest Rates

FRB International Finance Discussion Paper No. 1009
Number of pages: 52 Posted: 14 Nov 2010
Martin Bodenstein, Luca Guerrieri and Christopher Gust
Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 30 (498,821)
Citation 9

Abstract:

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Oil Shocks, zero lower bound, DSGE models

19.

Interpreting Shocks to the Relative Price of Investment with a Two-Sector Model

FEDS Working Paper No. 2016-7
Number of pages: 40 Posted: 09 Feb 2016
Luca Guerrieri, Dale W. Henderson and Jinill Kim
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board and Korea University
Downloads 26 (520,641)

Abstract:

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DSGE Models, Long-Run Restrictions, Multi-Sector Models, Vector Auto-Regressions

20.

Likelihood Evaluation of Models with Occasionally Binding Constraints

FEDS Working Paper No. 2019-028
Number of pages: 40 Posted: 22 Apr 2019
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 25 (526,487)
Citation 4

Abstract:

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

21.

Investment-Specific and Multi-Factor Productivity in Multi-Sector Open Economies: Data and Analysis

Seoul Journal of Economics 2017, Vol. 30, No. 3
Number of pages: 40 Posted: 31 Aug 2017
Luca Guerrieri, Dale W. Henderson and Jinill Kim
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board and Korea University
Downloads 13 (601,832)

Abstract:

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Technological shocks, Technical change, Dynamic, General Equilibrium, Learning, Harrod–Balassa–Samuelson Effect, Nontraded goods

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
Federal Reserve Board - Trade and Financial Studies, Board of Governors of the Federal Reserve System and Michigan State University - Department of Economics
Downloads 7 (670,341)
Citation 3

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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
Federal Reserve Board - Trade and Financial Studies, Board of Governors of the Federal Reserve System and Michigan State University - Department of Economics
Downloads 6 (678,002)
Citation 1

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23.

Social Distancing and Supply Disruptions in a Pandemic

FEDS Working Paper No. 2020-031
Number of pages: 52 Posted: 18 May 2020
Board of Governors of the Federal Reserve System, University of Cambridge and Federal Reserve Board - Trade and Financial Studies
Downloads 8 (635,851)

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Infectious disease; Epidemic; Recession; COVID-19

24.

Monetary Policy Responses to Oil Price Fluctuations

CEPR Discussion Paper No. DP8928
Number of pages: 52 Posted: 04 Apr 2012
Martin Bodenstein, Luca Guerrieri and Lutz Kilian
Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies and University of Michigan at Ann Arbor - Department of Economics
Downloads 6 (649,754)
Citation 5
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endogeneity, global economy, monetary policy, oil price, open economy, policy rule, welfare

25.

The Elusive Gains from Nationally-Oriented Monetary Policy

CEPR Discussion Paper No. DP14359
Number of pages: 62 Posted: 11 Feb 2020
University of Cambridge, Board of Governors of the Federal Reserve System and Federal Reserve Board - Trade and Financial Studies
Downloads 2 (681,085)
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global imbalances, monetary policy cooperation, open-loop Nash games

26.

International Competition and Inflation: A New Keynesian Perspective

CEPR Discussion Paper No. DP7561
Number of pages: 46 Posted: 11 Jan 2010
Luca Guerrieri, Christopher Gust and David Lopez-Salido
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 2 (681,085)
Citation 2
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inflation, New Keynesian Phillips curve, variable markups

27.

Social Distancing and Supply Disruptions in a Pandemic

CEPR Discussion Paper No. DP14629
Number of pages: 58 Posted: 08 May 2020
Board of Governors of the Federal Reserve System, University of Cambridge and Federal Reserve Board - Trade and Financial Studies
Downloads 1 (693,134)
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COVID-19, Epidemic, Infectious disease, Recession

28.

Modeling Investment‐Sector Efficiency Shocks: When Does Disaggregation Matter?

International Economic Review, Vol. 55, Issue 3, pp. 891-917, 2014
Number of pages: 27 Posted: 30 Jul 2014
Luca Guerrieri, Dale W. Henderson and Jinill Kim
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board and Korea University
Downloads 0 (711,284)
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29.

Interpreting Investment-Specific Technology Shocks

Posted: 26 Jul 2010
Luca Guerrieri, Dale W. Henderson and Jinill Kim
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board and Korea University

Abstract:

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DSGE Models, Multi-Factor Productivity Shocks, Investment-Specific