Livio Stracca

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

64

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15,615

SSRN CITATIONS
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Top 1,852

in Total Papers Citations

584

CROSSREF CITATIONS

339

Scholarly Papers (64)

1.

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), 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 2,043 (14,866)
Citation 8

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

2.

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 1,087 (38,453)

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

3.

Climate Change and Monetary Policy in the Euro Area

ECB Occasional Paper No. 2021/271
Number of pages: 193 Posted: 23 Sep 2021 Last Revised: 12 Jan 2022
European Central Bank (ECB), Frankfurt School of Finance & Management, European Central Bank (ECB), Bank of France, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Bank of Italy, European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General International and European Relations, Central Bank of Cyprus, European Central Bank (ECB), Bank of Greece - Economic Research Department, De Nederlandsche Bank, Goethe University Frankfurt, European Central Bank (ECB), University of Bonn, European Central Bank (ECB), European Central Bank (ECB), European Central Bank, Central Bank of Ireland, Central Bank of Ireland, Suomen Panki, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Central Bank of Cyprus, European Central Bank (ECB), European Central Bank (ECB), Banco de España, Banco de España, Latvijas Banka, Banque Centrale du Luxembourg, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, European Central Bank (ECB), University of Edinburgh Business School, Deutsche Bundesbank, Central Bank of Ireland, Deutsche Bundesbank, National and Kapodistrian University of Athens, De Nederlandsche Bank, Bank of Greece, Deutsche Bundesbank, European Central Bank (ECB) and Banque de France
Downloads 1,018 (42,258)
Citation 4

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climate change, environmental economics, green finance, monetary policy, sustainable growth economics

4.
Downloads 1,008 (42,800)
Citation 31

Central Bank Digital Currency in an Open Economy

ECB Working Paper No. 20202488
Number of pages: 69 Posted: 19 Nov 2020 Last Revised: 18 Nov 2021
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,008 (42,141)

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

5.

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 811 (57,654)
Citation 5

Abstract:

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

6.

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 755 (63,523)
Citation 21

Abstract:

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

7.

The Optimal Allocation of Risks Under Prospect Theory

Number of pages: 31 Posted: 27 Apr 2003
Livio Stracca
European Central Bank (ECB)
Downloads 698 (70,276)
Citation 1

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

8.

Feeling the Heat: Extreme Temperatures and Price Stability

ECB Working Paper No. 2021/2626
Number of pages: 60 Posted: 09 Dec 2021
Donata Faccia, Miles Parker and Livio Stracca
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 649 (77,895)

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climate change, extreme temperatures, inflation, panel local projections

9.

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 534 (98,565)
Citation 15

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

10.

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 409 (135,229)
Citation 31

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Housing finance, mortgage markets, collateral constraint, monetary policy

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, European Central Bank (ECB) - Directorate General Research, 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 230 (246,277)
Citation 83

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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, European Central Bank (ECB) - Directorate General Research, 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 145 (372,034)
Citation 12

Abstract:

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Default risk; Financial frictions; Macroprudential policy

12.

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 344 (163,998)
Citation 11

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

13.

Global Exchange Rate Configurations: Do Oil Shocks Matter?

ECB Working Paper No. 1442
Number of pages: 34 Posted: 09 Jul 2012
International Monetary Fund (IMF), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 334 (169,216)
Citation 12

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

14.

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 325 (174,210)

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

15.

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 285 (200,006)

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

16.

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 259 (220,125)
Citation 5

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

17.

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 243 (234,411)
Citation 7

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

18.

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 223 (254,640)
Citation 9

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

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

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 169 (326,706)

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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 51 (725,219)

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

20.

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 166 (332,043)
Citation 10

Abstract:

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

21.

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 157 (348,222)

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

22.

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 157 (348,222)
Citation 5

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

23.

The Fundamentals of Safe Assets

Number of pages: 42 Posted: 08 Jan 2020
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 154 (353,865)
Citation 15

Abstract:

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fundamentals, global risk, monetary policy, safe assets

24.

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 153 (355,853)
Citation 3

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

25.

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 152 (357,706)
Citation 1

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

26.

Globalisation and the Efficiency-Equity Trade-Off

ECB Working Paper No. 2021/2546
Number of pages: 53 Posted: 07 May 2021 Last Revised: 18 Nov 2021
Roland Beck, Virginia Di Nino and Livio Stracca
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 135 (393,001)
Citation 1

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27.

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
International Monetary Fund (IMF), European Commission, DG ECFIN and European Central Bank (ECB)
Downloads 127 (411,994)
Citation 7

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macro-economic imbalances, trust, culture, Euro area

28.

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 123 (421,954)

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

29.

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 123 (421,954)
Citation 3

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

30.

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 120 (429,891)
Citation 9

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

31.

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 119 (432,610)
Citation 186

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Residential investment, House prices, Credit, Monetary Policy

32.

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 116 (440,933)

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

33.

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 113 (449,669)
Citation 4

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

34.

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 110 (458,731)
Citation 5

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

35.

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

Number of pages: 27 Posted: 16 Aug 2019
Claudia Foroni and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 109 (464,748)
Citation 4

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

36.

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 109 (461,740)

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EMU, relative economic performance, shocks, adjustment, Italy

37.

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 108 (464,748)

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

38.

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 104 (477,657)

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

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 102 (484,089)

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

40.

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 96 (503,940)
Citation 1

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

41.

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 92 (517,890)
Citation 3

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

42.

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 89 (528,751)

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EMU; Divisia monetary aggregates; money demand; liquidity

43.

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 88 (532,497)
Citation 3

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

44.

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 87 (536,167)
Citation 30

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residential investment, house prices, credit, monetary policy

45.

Leaning Against the Global Financial Cycle

ECB Working Paper No. 2022/2763
Number of pages: 57 Posted: 27 Dec 2022
University of Oxford - Department of Economics, European Central Bank (ECB), European Central Bank (ECB) and Bank of Italy
Downloads 84 (547,857)

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capital controls, emerging markets, foreign-exchange intervention, Global Financial Cycle, institutions., macro-prudential policies, monetary policy

46.

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 79 (568,226)

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Real interest rates, liquidity services, financial market, heterogeneity

47.

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 76 (581,096)

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

48.

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 76 (581,096)

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

49.

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 70 (608,053)

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

50.

Pollution Havens? Carbon Taxes, Globalization, and the Geography of Emissions

ECB Working Paper No. 2023/2862
Number of pages: 53 Posted: 06 Nov 2023
Christofer Schroeder and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 68 (617,436)

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carbon leakage, carbon taxes, emissions

51.

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, Laurent Bilke and Livio Stracca
Lehman Brothers, Global EconomicsCitadel and European Central Bank (ECB)
Downloads 68 (617,436)
Citation 4

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core inflation, inflation persistence

52.

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 68 (617,436)

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

53.

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 59 (663,486)

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

54.

Public and Private Risk Sharing: Friends or Foes? The Interplay between Different Forms of Risk Sharing

ECB Occasional Paper No. 2022/295
Number of pages: 48 Posted: 14 Jun 2022
European Central Bank (ECB) - Directorate General International and European Relations, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 55 (685,703)

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Economic and Monetary Union, monetary union, Risk sharing

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 De Nederlandsche Bank
Downloads 52 (703,375)

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

56.

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 46 (741,420)

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

57.

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 45 (748,223)
Citation 4

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

58.

The International Dimension of a Fragile EMU

Banque de France Working Paper No. 795
Number of pages: 57 Posted: 25 Jan 2021
European Central Bank (ECB), Banque de France and European Central Bank (ECB)
Downloads 37 (805,959)

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

59.

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 36 (813,662)
Citation 1

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

60.

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 29 (871,719)

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

61.

The Asymmetric Adjustment of Global Imbalances: Myth or Fact?

ECB Working Paper No. 2023/2777
Number of pages: 36 Posted: 09 Feb 2023
Neus Dausà and Livio Stracca
European University Institute and European Central Bank (ECB)
Downloads 18 (977,637)

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Current account adjustment, fiscal policy, Harry Dexter White, John Maynard Keynes, secular international problem

62.

The International Impact of a Fragile Emu1

Number of pages: 57 Posted: 04 Jul 2022
European Central Bank (ECB), Banque de France and European Central Bank (ECB)
Downloads 9 (1,068,713)

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Economic and Monetary Union, Bayesian SVAR, 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 (1,108,381)
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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)

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House Prices, Mortgage Markets, Collateral Constraint, Monetary Policy

64.

Making Waves: Monetary Policy and its Asymmetric Spillovers in a Globalised World

CEPR Discussion Paper No. DP16134
Number of pages: 44 Posted: 14 May 2021
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
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Abstract:

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