Luca Guerrieri

Federal Reserve Board - Trade and Financial Studies

20th St. and Constitution Ave.

Washington, DC 20551

United States

SCHOLARLY PAPERS

26

DOWNLOADS
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Top 13,630

in Total Papers Downloads

3,449

CITATIONS
Rank 826

SSRN RANKINGS

Top 826

in Total Papers Citations

411

Scholarly Papers (26)

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 1,549 (10,853)
Citation 41

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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 Federal Reserve Board - Trade and Financial Studies
Downloads 426 (66,602)
Citation 132

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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 195 (153,576)
Citation 9

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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 Federal Reserve Board - Trade and Financial Studies
Downloads 174 (170,172)
Citation 47

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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 161 (181,902)
Citation 56

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Oil-price shocks, trade, DSGE models

6.
Downloads 142 (201,902)
Citation 43

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 M. Iacoviello
Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board - Trade and Financial Studies
Downloads 137 (208,428)
Citation 51

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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 M. Iacoviello
Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board - Trade and Financial Studies
Downloads 5 (633,446)

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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 Federal Reserve Board - Trade and Financial Studies
Downloads 131 (215,441)
Citation 63

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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 91 (278,371)
Citation 5

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

9.

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 77 (308,233)
Citation 13

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maximum likelihood, Phillips curve

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, Federal Reserve Board - Trade and Financial Studies, 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, Federal Reserve Board - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System
Downloads 49 (393,444)

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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, Federal Reserve Board - Trade and Financial Studies, 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, Federal Reserve Board - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System
Downloads 22 (520,145)
Citation 2

Abstract:

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Bank losses, Banks, Capital requirements, DSGE models

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 70 (325,255)

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 Federal Reserve Board - Trade and Financial Studies
Downloads 66 (335,648)
Citation 16

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 52 (376,904)
Citation 10

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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 47 (400,771)
Citation 10

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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 (641,043)
Citation 4
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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 48 (390,331)
Citation 1

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oil prices, SDGE models, monetary policy

16.

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 33 (447,729)
Citation 30

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Energy-price shocks, monetary policy tradeoffs, DSGE models

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 M. Iacoviello
Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board - Trade and Financial Studies
Downloads 28 (471,206)
Citation 20

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

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
Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board - Trade and Financial Studies
Downloads 27 (476,313)
Citation 18

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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 19 (520,989)

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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 11 (568,285)
Citation 1

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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 10 (574,446)

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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 M. Iacoviello and Raoul Minetti
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board - Trade and Financial Studies and Michigan State University - Department of Economics
Downloads 5 (633,446)
Citation 11

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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 M. Iacoviello and Raoul Minetti
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board - Trade and Financial Studies and Michigan State University - Department of Economics
Downloads 4 (641,043)

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23.

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
affiliation not provided to SSRN, Federal Reserve Board - Trade and Financial Studies and University of Michigan at Ann Arbor - Department of Economics
Downloads 6 (599,646)
Citation 36
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endogeneity, global economy, monetary policy, oil price, open economy, policy rule, welfare

24.

International Competition and Inflation: A New Keynesian Perspective

CEPR Discussion Paper No. DP7561
Number of pages: 46 Posted: 11 Jan 2010
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 2 (630,944)
Citation 16
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inflation, New Keynesian Phillips curve, variable markups

25.

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 (661,847)
Citation 2
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26.

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

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