Livio Stracca

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

58

DOWNLOADS
Rank 6,514

SSRN RANKINGS

Top 6,514

in Total Papers Downloads

7,624

SSRN CITATIONS
Rank 1,490

SSRN RANKINGS

Top 1,490

in Total Papers Citations

348

CROSSREF CITATIONS

463

Scholarly Papers (58)

1.

What is Global Excess Liquidity, and Does it Matter?

ECB Working Paper No. 696
Number of pages: 52 Posted: 06 Dec 2006
Rasmus Rueffer and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 899 (29,700)

Abstract:

Loading...

Global excess liquidity, monetary policy, open economy, international economics

2.

Myopic Loss Aversion, Disappointment Aversion, and the Equity Premium Puzzle

Number of pages: 38 Posted: 04 Feb 2003
Livio Stracca and David Fielding
European Central Bank (ECB) and University of Leicester - Department of Economics
Downloads 768 (36,874)
Citation 1

Abstract:

Loading...

Myopic loss aversion, disappointment aversion, equity premium puzzle, investment horizon, reference dependence

3.

The Optimal Allocation of Risks Under Prospect Theory

Number of pages: 31 Posted: 27 Apr 2003
Livio Stracca
European Central Bank (ECB)
Downloads 657 (45,613)

Abstract:

Loading...

Cumulative prospect theory, loss aversion, diminishing sensitivity, diversification, home bias puzzle

Delegated Portfolio Management: A Survey of the Theoretical Literature

ECB Working Paper No. 520
Number of pages: 41 Posted: 21 Sep 2005
Livio Stracca
European Central Bank (ECB)
Downloads 505 (63,145)
Citation 3

Abstract:

Loading...

Delegated portfolio management, agency, principalagent models, adverse selection, moral hazard

Delegated Portfolio Management: A Survey of the Theoretical Literature

Journal of Economic Surveys, Vol. 20, No. 5, pp. 823-848, December 2006
Number of pages: 26 Posted: 15 Nov 2006
Livio Stracca
European Central Bank (ECB)
Downloads 34 (522,787)
Citation 11
  • Add to Cart

Abstract:

Loading...

5.

Housing Finance and Monetary Policy

ECB Working Paper No. 1069
Number of pages: 51 Posted: 18 Jul 2009
Alessandro Calza, Tommaso Monacelli and Livio Stracca
European Central Bank (ECB), Bocconi University - Department of Economics and European Central Bank (ECB)
Downloads 365 (93,903)
Citation 28

Abstract:

Loading...

Housing finance, mortgage markets, collateral constraint, monetary policy

6.

The Real Exchange Rate and Economic Growth: Revisiting the Case Using External Instruments

ECB Working Paper No. 1921
Number of pages: 33 Posted: 19 Jun 2016
European Central Bank (ECB), European Central Bank and European Central Bank (ECB)
Downloads 257 (137,241)
Citation 2

Abstract:

Loading...

real exchange rate, economic growth, instrumental variables, panel data

7.

Crypto-Assets: Implications for Financial Stability, Monetary Policy, and Payments and Market Infrastructures

ECB Occasional Paper No. 223 (2019); ISBN 978-92-899-3688-0
Number of pages: 40 Posted: 21 May 2019
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, Banco de España, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), WZB Berlin Social Science Center - International Politics and Law, European Central Bank (ECB), CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 231 (152,180)
Citation 1

Abstract:

Loading...

crypto-assets, characterisation, monitoring, crypto-assets risks

8.

The Global Effects of the Euro Debt Crisis

ECB Working Paper No. 1573
Number of pages: 41 Posted: 24 Aug 2013
Livio Stracca
European Central Bank (ECB)
Downloads 228 (154,139)

Abstract:

Loading...

Euro debt crisis, contagion, spill-over, global risk aversion

Capital Regulation in a Macroeconomic Model with Three Layers of Default

Banque de France Working Paper No. 533
Number of pages: 63 Posted: 03 Jan 2015
Banque de France, Czech National Bank (CNB) - Monetary Department, Bank of Portugal, Deutsche Bundesbank - Research Centre, European Central Bank (ECB), European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and Board of Governors of the Federal Reserve System
Downloads 188 (184,570)
Citation 77

Abstract:

Loading...

Macroprudential policy; Financial frictions; Default risk

Capital Regulation in a Macroeconomic Model with Three Layers of Default

ECB Working Paper No. 1827
Number of pages: 60 Posted: 11 Jul 2015
Banque de France, Czech National Bank (CNB) - Monetary Department, Bank of Portugal, Deutsche Bundesbank - Research Centre, European Central Bank (ECB), European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and Board of Governors of the Federal Reserve System
Downloads 38 (502,186)

Abstract:

Loading...

Default risk; Financial frictions; Macroprudential policy

10.

Global Exchange Rate Configurations: Do Oil Shocks Matter?

ECB Working Paper No. 1442
Number of pages: 34 Posted: 09 Jul 2012
Ludwig-Maximilians-University, Department of Economics, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 210 (166,647)
Citation 10

Abstract:

Loading...

Oil, structural VAR, exchange rate, exchange market pressure, global imbalances

11.

Have Euro Area and EU Economic Governance Worked? Just the Facts

ECB Working Paper No. 1344
Number of pages: 41 Posted: 31 May 2011
Demosthenes Ioannou and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 202 (172,929)
Citation 1

Abstract:

Loading...

Stability and Growth Pact, Lisbon Strategy, Euro Area, European Union, governance, institutions

12.

Getting Beyond Carry Trade: What Makes a Safe Haven Currency?

ECB Working Paper No. 1288
Number of pages: 41 Posted: 16 Jan 2011
Maurizio Michael Habib and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 181 (190,902)
Citation 9

Abstract:

Loading...

VIX, global risk aversion, safe haven currencies, carry trade, globalisation

13.

Instability and Nonlinearity in the Euro Area Phillips Curve

ECB Working Paper No. 811
Number of pages: 40 Posted: 26 Sep 2007
Alberto Musso, Livio Stracca and Dick J. C. van Dijk
European Central Bank (ECB), European Central Bank (ECB) and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 170 (201,526)
Citation 4

Abstract:

Loading...

Inflation, output gap, structural change, asymmetry, smooth transition model

14.

How Does the ECB Allot Liquidity in its Weekly Main Refinancing Operations? A Look at the Empirical Evidence

Number of pages: 51 Posted: 13 Jan 2004
Steen Ejerskov, Clara Martin Moss and Livio Stracca
European Central Bank (ECB), Independent and European Central Bank (ECB)
Downloads 122 (263,324)

Abstract:

Loading...

Bank reserves, monetary policy, martingale hypothesis, liquidity effect, liquidity policy

More than a Feeling: Confidence, Uncertainty and Macroeconomic Fluctuations

ECB Working Paper No. 2100
Number of pages: 54 Posted: 17 Sep 2017
Laura Nowzohour and Livio Stracca
Graduate Institute of International and Development Studies (IHEID) and European Central Bank (ECB)
Downloads 112 (281,482)
Citation 1

Abstract:

Loading...

animal spirits, confi dence, uncertainty, business cycles, dynamic correlations

More than a Feeling: Confidence, Uncertainty, and Macroeconomic Fluctuations

Journal of Economic Surveys, Vol. 34, Issue 4, pp. 691-726, 2020
Number of pages: 36 Posted: 03 Sep 2020
Laura Nowzohour and Livio Stracca
Graduate Institute of International and Development Studies (IHEID) and European Central Bank (ECB)
Downloads 1 (771,483)
  • Add to Cart

Abstract:

Loading...

Animal spirits, Business cycles, Confidence, Dynamic correlations, Uncertainty

16.

Non-Standard Central Bank Loss Functions, Skewed Risks, and Certainty Equivalence

Number of pages: 37 Posted: 27 Jan 2003
Ali al-Nowaihi and Livio Stracca
University of Leicester - Department of Economics and European Central Bank (ECB)
Downloads 101 (300,573)

Abstract:

Loading...

Monetary Policy, Non-quadratic Loss Functions, Economic Psychologic, Certainty Equivalence

The Political Economy Under Monetary Union: Has the Euro Made a Difference?

ECB Working Paper No. 956
Number of pages: 48 Posted: 20 Nov 2008
Marcel Fratzscher and Livio Stracca
DIW Berlin and European Central Bank (ECB)
Downloads 91 (324,037)

Abstract:

Loading...

EMU, political economy, political news, monetary policy, fiscal policy, stock markets, transmission

The Political Economy Under Monetary Union: Has the Euro Made a Difference?

Economic Policy, Vol. 24, Issue 58, pp. 307-348, April 2009
Number of pages: 42 Posted: 27 Apr 2009
Marcel Fratzscher and Livio Stracca
DIW Berlin and European Central Bank (ECB)
Downloads 1 (771,660)
Citation 2
  • Add to Cart

Abstract:

Loading...

18.

Keeping Up with the Joneses, Reference Dependence, and Equilibrium Indeterminacy

Number of pages: 27 Posted: 05 May 2005
Livio Stracca and Ali al-Nowaihi
European Central Bank (ECB) and University of Leicester - Department of Economics
Downloads 90 (323,654)

Abstract:

Loading...

Consumption externalities, keeping up with the Joneses, reference dependence, equilibrium indeterminacy, optimal taxation

19.

The Fundamentals of Safe Assets

ECB Working Paper No. 2355
Number of pages: 42 Posted: 08 Jan 2020
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 88 (328,325)
Citation 1

Abstract:

Loading...

fundamentals, global risk, monetary policy, safe assets

20.

Does Fiscal Austerity Affect Public Opinion?

ECB Working Paper No. 1774
Number of pages: 41 Posted: 02 Apr 2015
Anna Kalbhenn and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 88 (328,325)

Abstract:

Loading...

fiscal consolidation, primary balance, public opinion, trust, euroscepticism

21.

Does it Pay to Have the Euro? Italy's Troubled Politics and Financial Markets Under the Lira and the Euro

Second Singapore International Conference on Finance 2008
Number of pages: 42 Posted: 13 Feb 2008
Marcel Fratzscher and Livio Stracca
DIW Berlin and European Central Bank (ECB)
Downloads 84 (337,792)

Abstract:

Loading...

Euro; Italy, political economy, exchange rates, asset prices, financial markets, shocks

22.

Medium Term Treatment and Side Effects of Quantitative Easing: International Evidence

ECB Working Paper No. 2229 (2019); ISBN 978-92-899-3491-6
Number of pages: 49 Posted: 31 Jan 2019
Roland Beck, Ioana Duca and Livio Stracca
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 83 (340,181)

Abstract:

Loading...

unconvential monetary policy, quantitative easing, augmented inverse probability weighting estimation, AIPW

23.

Housing, Consumption and Monetary Policy: How Different are the US and the Euro Area?

ECB Working Paper No. 1161
Number of pages: 47 Posted: 17 Jan 2012
Alberto Musso, Stefano Neri and Livio Stracca
European Central Bank (ECB), Bank of Italy and European Central Bank (ECB)
Downloads 83 (340,181)
Citation 186

Abstract:

Loading...

Residential investment, House prices, Credit, Monetary Policy

Central Bank Digital Currency in an Open Economy

ECB Working Paper No. 20202488
Number of pages: 69 Posted: 19 Nov 2020
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 79 (356,398)

Abstract:

Loading...

central bank digital currency, DSGE model, international monetary system, open-economy, optimal monetary policy

Central Bank Digital Currency in an Open Economy

CEPR Discussion Paper No. DP15335
Number of pages: 65 Posted: 03 Nov 2020
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 0
  • Add to Cart

Abstract:

Loading...

Central bank digital currency, DSGE model, international monetary system, open-economy, Optimal monetary policy

25.

What Do We Know About the Global Financial Safety Net? Rationale, Data and Possible Evolution

ECB Occasional Paper No. 177
Number of pages: 55 Posted: 28 Sep 2016
Beatrice Scheubel and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 77 (355,502)
Citation 7

Abstract:

Loading...

global financial safety net, financial integration, financial globalisation, IMF

What Does a Financial Shock Do? First International Evidence

ECB Working Paper No. 1522
Number of pages: 42 Posted: 06 Mar 2013
Fabio Fornari and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 76 (361,948)

Abstract:

Loading...

financial shocks, VAR, identification, stochastic pooling, leverage, credit

What Does a Financial Shock Do? First International Evidence

Economic Policy, Vol. 27, Issue 71, pp. 407-445, 2012
Number of pages: 39 Posted: 03 Jul 2012
Fabio Fornari and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1 (771,660)
Citation 4
  • Add to Cart

Abstract:

Loading...

27.
Downloads 77 (355,502)
Citation 7

The Functional Form of the Demand for Euro Area M1

Number of pages: 40 Posted: 09 Apr 2003
Livio Stracca
European Central Bank (ECB)
Downloads 58 (418,910)

Abstract:

Loading...

M1, money demand, interest rate elasticity, cointegration, Kalman filter

The Functional Form of the Demand for Euro Area M1

Number of pages: 33 Posted: 20 Sep 2003
Livio Stracca
European Central Bank (ECB)
Downloads 19 (619,902)
  • Add to Cart

Abstract:

Loading...

28.

A Decade (and a Global Financial Crisis) after Blinder: The Interaction between Researchers and Policy-Makers in Central Banks

ECB Working Paper No. 1260
Number of pages: 48 Posted: 11 Nov 2010
Matthieu Bussière and Livio Stracca
Banque de France and European Central Bank (ECB)
Downloads 76 (358,200)

Abstract:

Loading...

Economic research, policy making, central bank communication, economic crises, DSGE models

29.

Should We Take Inside Money Seriously?

ECB Working Paper No. 841
Number of pages: 43 Posted: 17 Dec 2007
Livio Stracca
European Central Bank (ECB)
Downloads 76 (358,200)

Abstract:

Loading...

Endogenous money, inside money, monetary policy, dynamic general equilibrium models, deposit in advance constraint

30.

Does Liquidity Matter? Properties of the Synthetic Divisia Monetary Aggregate in the Euro Area

Number of pages: 54 Posted: 27 Feb 2003
Livio Stracca
European Central Bank (ECB)
Downloads 75 (360,916)

Abstract:

Loading...

EMU; Divisia monetary aggregates; money demand; liquidity

31.

EMU and the Adjustment to Asymmetric Shocks: The Case of Italy

ECB Working Paper No. 1128
Number of pages: 39 Posted: 24 Dec 2009
Gianni Amisano, Nicola Giammarioli and Livio Stracca
Board of Governors of the Federal Reserve System, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 74 (363,600)

Abstract:

Loading...

EMU, relative economic performance, shocks, adjustment, Italy

32.

Monetary Policy and its Transmission in a Globalised World

ECB Working Paper No. 20202407
Number of pages: 71 Posted: 13 May 2020
European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 73 (366,354)

Abstract:

Loading...

international monetary policy coordination, international shock transmission, monetary policy shocks, monetary policy spillovers

33.

The Rise of China and India: Blessing or Curse for the Advanced Countries?

ECB Working Paper No. 1620
Number of pages: 39 Posted: 14 Dec 2013
Livio Stracca
European Central Bank (ECB)
Downloads 73 (366,354)

Abstract:

Loading...

Globalisation, China, India, economic growth, trade, comparative advantage, offshoring

34.

Liquidity and Real Equilibrium Interest Rates: A Framework of Analysis

ECB Working Paper No. 542
Number of pages: 29 Posted: 11 Nov 2005
Livio Stracca
European Central Bank (ECB)
Downloads 71 (371,983)

Abstract:

Loading...

Real interest rates, liquidity services, financial market, heterogeneity

35.

The Effect of G20 Summits on Global Financial Markets

ECB Working Paper No. 1668
Number of pages: 47 Posted: 03 Jul 2014
Marco Lo Duca and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 69 (377,814)

Abstract:

Loading...

G20, global financial markets, event studies, volatility, global governance, financial crisis

36.

Is the New Keynesian IS Curve Structural?

ECB Working Paper No. 1236
Number of pages: 47 Posted: 25 Aug 2010
Livio Stracca
European Central Bank (ECB)
Downloads 69 (377,814)

Abstract:

Loading...

IS curve, New Keynesian model, panel data, Instrumental variables

37.

Macroeconomic Imbalances: A Question of Trust?

ECB Working Paper No. 1584
Number of pages: 48 Posted: 12 Sep 2013
Sascha Bützer, Christina Jordan and Livio Stracca
Ludwig-Maximilians-University, Department of Economics, European Commission, DG ECFIN and European Central Bank (ECB)
Downloads 67 (383,833)

Abstract:

Loading...

macro-economic imbalances, trust, culture, Euro area

38.

A Speed Limit Monetary Policy Rule for the Euro Area

ECB Working Paper No. 600
Number of pages: 32 Posted: 25 Apr 2006
Livio Stracca
European Central Bank (ECB)
Downloads 66 (386,877)

Abstract:

Loading...

Euro area, hybrid New Keynesian model, monetary policy rules, commitment, speed limit policies

39.

Does it Pay to Have the Euro? Italy's Politics and Financial Markets under the Lira and the Euro

ECB Working Paper No. 1064
Number of pages: 43 Posted: 16 Jun 2009
Marcel Fratzscher and Livio Stracca
DIW Berlin and European Central Bank (ECB)
Downloads 62 (399,492)

Abstract:

Loading...

Euro, Italy, political economy, exchange rates, asset prices, financial markets, shocks

The Global Financial Cycle and Capital Flow Episodes: A Wobbly Link?

ECB Working Paper No. 2337
Number of pages: 49 Posted: 04 Dec 2019
Beatrice Scheubel, Livio Stracca and Cédric Tille
European Central Bank (ECB), European Central Bank (ECB) and Graduate Institute of International and Development Studies (HEI)
Downloads 37 (507,147)

Abstract:

Loading...

capital flows, global financial cycle, push factors, structural factor analysis

The Global Financial Cycle and Capital Flow Episodes: A Wobbly Link?

CESifo Working Paper No. 7967
Number of pages: 47 Posted: 06 Dec 2019
Beatrice Scheubel, Livio Stracca and Cédric Tille
European Central Bank (ECB), European Central Bank (ECB) and Graduate Institute of International and Development Studies (HEI)
Downloads 21 (605,216)

Abstract:

Loading...

capital flows, global financial cycle, push factors, structural factor analysis

41.

Are Money and Consumption Additively Separable in the Euro Area? A Non-Parametric Approach

ECB Working Paper No. 704
Number of pages: 48 Posted: 28 Dec 2006
Barry E. Jones and Livio Stracca
SUNY at Binghamton - Department of Economics and European Central Bank (ECB)
Downloads 56 (419,680)

Abstract:

Loading...

Non-parametric testing, Revealed Preference, Additive Separability, Money, IS Curve

42.

Housing, Consumption and Monetary Policy: How Different are the U.S. And the Euro Area?

Bank of Italy Temi di Discussione (Working Paper) No. 807
Number of pages: 57 Posted: 23 May 2011
Alberto Musso, Stefano Neri and Livio Stracca
European Central Bank (ECB), Bank of Italy and European Central Bank (ECB)
Downloads 53 (430,341)
Citation 31

Abstract:

Loading...

residential investment, house prices, credit, monetary policy

43.

Explaining EU Citizens’ Trust in the ECB in Normal and Crisis Times

ECB Working Paper No. 1501
Number of pages: 31 Posted: 09 Feb 2013
Michael Ehrmann, Michel Soudan and Livio Stracca
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 50 (441,342)
Citation 2

Abstract:

Loading...

Trust, Eurobarometer, global financial crisis, public opinion, European Central Bank

44.

What Do We Know About the Global Financial Safety Net? A New Comprehensive Data Set

CESifo Working Paper Series No. 6184
Number of pages: 83 Posted: 19 Dec 2016
Beatrice Scheubel and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 49 (445,192)
Citation 1

Abstract:

Loading...

global financial safety net, financial integration, financial globalisation, IMF

45.

A Persistence-Weighted Measure of Core Inflation in the Euro Area

ECB Working Paper No. 905
Number of pages: 29 Posted: 30 Jun 2008
Laurent Bilke and Livio Stracca
Citadel and European Central Bank (ECB)
Downloads 47 (453,032)

Abstract:

Loading...

core inflation, inflation persistence

Does Money Matter in the IS Curve? The Case of the UK

ECB Working Paper No. 904
Number of pages: 38 Posted: 26 Jun 2008
Barry E. Jones and Livio Stracca
SUNY at Binghamton - Department of Economics and European Central Bank (ECB)
Downloads 41 (487,918)

Abstract:

Loading...

Additive Separability, IS Curve, Non-Parametric Tests, Measurement Error, Divisia Monetary Aggregates

Does Money Matter in the IS Curve? The Case of the UK

Manchester School, Vol. 76, Issue s1, pp. 58-84, September 2008
Number of pages: 27 Posted: 18 Aug 2008
Barry E. Jones and Livio Stracca
SUNY at Binghamton - Department of Economics and European Central Bank (ECB)
Downloads 3 (746,020)
  • Add to Cart

Abstract:

Loading...

47.

Foreign Investors and Risk Shocks: Seeking a Safe Haven or Running for the Exit?

ECB Working Paper No. 1609
Number of pages: 38 Posted: 09 Nov 2013
Maurizio Michael Habib and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 41 (478,072)

Abstract:

Loading...

safe haven, portfolio flows, information, risk aversion, home bias

48.

Much Ado About Nothing? The Shale Oil Revolution and the Global Supply Curve

ECB Working Paper No. 2309
Number of pages: 27 Posted: 16 Aug 2019
Claudia Foroni and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 38 (491,449)

Abstract:

Loading...

instrumental variables, oil shocks, oil supply, shale oil, sign restrictions, structural VAR

49.

Behavioural Central Bank Loss Functions, Skewed Risks and Certainty Equivalence

Number of pages: 18 Posted: 29 Sep 2003
Ali al-Nowaihi and Livio Stracca
University of Leicester - Department of Economics and European Central Bank (ECB)
Downloads 32 (520,623)
  • Add to Cart

Abstract:

Loading...

50.

Trade, Finance or Policies: What Drives the Cross-Border Spill-Over of Business Cycles?

ECB Working Paper No. 1993
Number of pages: 42 Posted: 03 Feb 2017
Letizia Montinari and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 22 (579,464)
Citation 1

Abstract:

Loading...

growth spillovers, multi-country models, trade integration, financial integration, FDI, gravity

51.

Financial Imbalances and Household Welfare: Empirical Evidence from the EU

ECB Working Paper No. 1543
Number of pages: 30 Posted: 19 Jun 2013
Livio Stracca
European Central Bank (ECB)
Downloads 21 (585,998)

Abstract:

Loading...

Eurobarometer, life satisfaction, consumer confidence, …financial stability, central bank

52.

A Speed Limit Monetary Policy Rule for the Euro Area

International Finance, Vol. 10, Issue 1, pp. 21-41, Spring 2007
Number of pages: 21 Posted: 11 Dec 2007
Livio Stracca
European Central Bank (ECB)
Downloads 18 (605,964)
  • Add to Cart

Abstract:

Loading...

53.

Firm-Specific Shocks and Contagion: Are Banks Special?

ECB Working Paper No. 20202481
Number of pages: 54 Posted: 15 Oct 2020
affiliation not provided to SSRN and European Central Bank (ECB)
Downloads 15 (626,171)

Abstract:

Loading...

contagion, event study, global banks, local projections, systemic risk

54.

Does Liquidity Matter? Properties of a Divisia Monetary Aggregate in the Euro Area

Number of pages: 23 Posted: 21 Jul 2004
Livio Stracca
European Central Bank (ECB)
Downloads 15 (626,171)
  • Add to Cart

Abstract:

Loading...

55.

The International Dimension of an Incomplete Emu

ECB Working Paper No. 20202459
Number of pages: 59 Posted: 25 Aug 2020
European Central Bank (ECB), European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 11 (654,954)

Abstract:

Loading...

Bayesian SVAR, Economic and Monetary Union, narrative sign restrictions, panel local projections

Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter?

CEPR Discussion Paper No. DP6231
Number of pages: 61 Posted: 22 May 2008
Alessandro Calza, Tommaso Monacelli and Livio Stracca
European Central Bank (ECB), Bocconi University - Department of Economics and European Central Bank (ECB)
Downloads 9 (696,866)
  • Add to Cart

Abstract:

Loading...

Collateral constraint, house prices, monetary policy, mortgage markets

Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter?

CFS Working Paper No. 2007/10
Posted: 08 Mar 2007
Alessandro Calza, Tommaso Monacelli and Livio Stracca
European Central Bank (ECB), Bocconi University - Department of Economics and European Central Bank (ECB)

Abstract:

Loading...

House Prices, Mortgage Markets, Collateral Constraint, Monetary Policy

57.

How Much Does Aggregate Demand Travel Across the Atlantic?

ECB Working Paper No. 20202430
Number of pages: 26 Posted: 26 Jun 2020
Ine Van Robays and Livio Stracca
affiliation not provided to SSRN and European Central Bank (ECB)
Downloads 7 (683,955)

Abstract:

Loading...

Bayesian VAR, international spillovers, open economy, sign restrictions.

58.

Explaining European Union Citizens’ Trust in the European Central Bank in Normal and Crisis Times

The Scandinavian Journal of Economics, Vol. 115, Issue 3, pp. 781-807, 2013
Number of pages: 27 Posted: 20 Jun 2013
Michael Ehrmann, Michel Soudan and Livio Stracca
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 0 (754,160)
Citation 4
  • Add to Cart

Abstract:

Loading...

Eurobarometer, European Central Bank, global financial crisis, public opinion, trust