Alessandro Rebucci

Johns Hopkins University - Carey Business School

Associate Professor

100 International Drive

Baltimore, MD 21202

United States

http://carey.jhu.edu/faculty-research/faculty-directory/alessandro-rebucci-phd

National Bureau of Economic Research (NBER)

Faculty Research Fellow

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Centre for Economic Policy Research (CEPR)

Research Fellow

London

United Kingdom

SCHOLARLY PAPERS

46

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Rank 9,212

SSRN RANKINGS

Top 9,212

in Total Papers Downloads

6,537

SSRN CITATIONS
Rank 810

SSRN RANKINGS

Top 810

in Total Papers Citations

1,041

CROSSREF CITATIONS

338

Ideas:
“  I am currently working on COVID19, Estimating Models of Financial Crises, Capital Flows, Exchange Rates, and Capital Flow Management Policies.  ”

Scholarly Papers (46)

An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies

Number of pages: 44 Posted: 26 May 2020 Last Revised: 30 Jan 2021
Alessandro Rebucci, Jonathan Hartley and Daniel Jiménez
Johns Hopkins University - Carey Business School, Stanford University and Universidad EAFIT, Students
Downloads 497 (71,335)
Citation 11

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Bond Yields, Central Banks, COVID-19, Event Study, Exchange Rates, GVAR, Monetary Policy, Swap Lines, Quantitative Easing

An Event Study of Covid-19 Central Bank Quantitative Easing in Advanced and Emerging Economies

NBER Working Paper No. w27339
Number of pages: 45 Posted: 10 Jun 2020 Last Revised: 13 Sep 2021
Jonathan Hartley, Alessandro Rebucci and Daniel Jiménez
Stanford University, Johns Hopkins University - Carey Business School and Universidad EAFIT, Students
Downloads 47 (501,105)
Citation 2

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An Event Study of Covid-19 Central Bank Quantitative Easing in Advanced and Emerging Economies

CEPR Discussion Paper No. DP14841
Number of pages: 47 Posted: 16 Jun 2020 Last Revised: 11 Feb 2021
Jonathan Hartley and Alessandro Rebucci
Stanford University and Johns Hopkins University - Carey Business School
Downloads 1 (829,715)
Citation 3
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COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing

Johns Hopkins Carey Business School Research Paper No. 20-03
Number of pages: 58 Posted: 17 Apr 2020 Last Revised: 24 Mar 2021
Alexander Chudik, M. Hashem Pesaran and Alessandro Rebucci
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 407 (90,594)
Citation 3

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COVID-19, SIR model, epidemics, multiplication factor, under-reporting, voluntary social distancing

Covid-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing

NBER Working Paper No. w28629
Number of pages: 59 Posted: 05 Apr 2021 Last Revised: 23 Sep 2021
Alexander Chudik, M. Hashem Pesaran and Alessandro Rebucci
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 28 (604,747)

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Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries

CESifo Working Paper No. 8243
Number of pages: 38 Posted: 28 Apr 2020
Alexander Chudik, M. Hashem Pesaran and Alessandro Rebucci
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 23 (640,583)

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COVID-19, SIR model, epidemics, exposed population, measurement error, social distancing, self-isolation, employment loss

Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries

NBER Working Paper No. w27039
Number of pages: 37 Posted: 28 Apr 2020 Last Revised: 27 Jun 2021
Alexander Chudik, M. Hashem Pesaran and Alessandro Rebucci
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 10 (745,874)

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Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries

Globalization and Monetary Policy Institute Working Paper No. 382
Number of pages: 37 Posted: 29 Apr 2020
Alexander Chudik, M. Hashem Pesaran and Alessandro Rebucci
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 6 (780,240)

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social distancing, exposed population, measurement error, COVID-19, self-isolation, employment loss, epidemics, SIR model

COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing

Globalization and Monetary Policy Institute Working Paper No. 407
Number of pages: 59 Posted: 14 May 2021
Alexander Chudik, M. Hashem Pesaran and Alessandro Rebucci
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 5 (788,644)

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Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries

CEPR Discussion Paper No. DP14646
Number of pages: 40 Posted: 08 May 2020
Alexander Chudik, M. Hashem Pesaran and Alessandro Rebucci
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 0
Citation 10
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COVID-19, employment loss, Epidemics, exposed population, Measurement error, self-isolation, SIR model, social distancing

COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing

CEPR Discussion Paper No. DP15993
Number of pages: 62 Posted: 14 May 2021
Alexander Chudik, M. Hashem Pesaran and Alessandro Rebucci
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
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Uncertainty and Economic Activity: A Global Perspective

CAFE Research Paper No. 14.03
Number of pages: 66 Posted: 24 Mar 2014
Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 246 (156,527)
Citation 13

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Uncertainty, Realized volatility, GVAR, Great Recession, Identification, Business Cycle, Common Factors

Uncertainty and Economic Activity

CESifo Working Paper Series No. 4736
Number of pages: 66 Posted: 07 May 2014
Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 100 (331,762)

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uncertainty, realized volatility, GVAR, great recession, identification, business cycle, common factors

Uncertainty and Economic Activity: A Multi-Country Perspective

USC-INET Research Paper No. 18-05, Johns Hopkins Carey Business School Research Paper No. 18-04
Number of pages: 87 Posted: 09 Feb 2018
Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 47 (501,105)
Citation 1

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Uncertainty, Business Cycle, Common Factors, Real and Financial Global Shocks, Multi-Country, Identification, Realized Volatility

Uncertainty and Economic Activity: A Multi-Country Perspective

CESifo Working Paper Series No. 6910
Number of pages: 89 Posted: 07 May 2018
Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 44 (515,269)

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uncertainty, business cycle, common factors, real and financial global shocks, multi-country, identification, realized volatility

Uncertainty and Economic Activity: A Multi-Country Perspective

Bank of England Working Paper No. 730
Number of pages: 85 Posted: 05 Jun 2018
Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 13 (720,302)

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Uncertainty, business cycle, common factors, real and financial global shocks, multi-country,

Uncertainty and Economic Activity: A Multi-Country Perspective

NBER Working Paper No. w24325
Number of pages: 87 Posted: 21 Feb 2018 Last Revised: 20 Jun 2021
Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 3 (805,882)
Citation 1

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Uncertainty and Economic Activity: A Multi-Country Perspective

CEPR Discussion Paper No. DP12713
Number of pages: 89 Posted: 20 Feb 2018
Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 0
Citation 4
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Business cycle, Common Factors, identification, Multi-Country, Real and Financial Global Shocks, uncertainty, Volatility.

Measuring Contagion with a Bayesian, Time-Varying Coefficient Model

Number of pages: 45 Posted: 26 Jan 2004
Matteo Ciccarelli and Alessandro Rebucci
European Central Bank (ECB) and Johns Hopkins University - Carey Business School
Downloads 236 (162,972)

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Contagion, Gibbs sampling, Heteroskedasticity, Omitted variable bias, Time-varying coefficient models

Measuring Contagion with a Bayesian Time-Varying Coefficient Model

IMF Working Paper No. 03/171
Number of pages: 33 Posted: 03 Feb 2006
Matteo Ciccarelli and Alessandro Rebucci
European Central Bank (ECB) and Johns Hopkins University - Carey Business School
Downloads 60 (447,732)

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contagion Gibbs sampling heteroskedasticity omitted variable bias time-varying coefficient models

Measuring Contagion and Interdependence with a Bayesian Time-Varying Coefficient Model: An Application to the Chilean Fx Market During the Argentine Crisis

Journal of Financial Econometrics, Vol. 5, Issue 2, pp. 285-320, 2007
Posted: 16 Jun 2008
Matteo Ciccarelli and Alessandro Rebucci
European Central Bank (ECB) and Johns Hopkins University - Carey Business School

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Argentine crisis, Chile, contagion, interdependence, omitted variables, time-varying coefficient models

5.
Downloads 275 (140,457)
Citation 4

Optimal Policy for Macro-Financial Stability

IDB Working Paper No. IDB-WP-361
Number of pages: 55 Posted: 21 Apr 2013
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, MarketShare Partners, University of Missouri, Johns Hopkins University - Carey Business School and Inter-American Development Bank (IDB)
Downloads 132 (271,718)

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Optimal Policy for Macro-Financial Stability

Number of pages: 34 Posted: 11 Aug 2019 Last Revised: 20 Feb 2020
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, MarketShare Partners, University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 85 (368,265)
Citation 1

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Constrained efficiency, Financial crises, Macroprudential policies and capital controls, Pecuniary externalities, Ramsey optimal policy, Social planner

Optimal Policy for Macro-Financial Stability

FRB of St. Louis Working Paper No. 2012-041A
Number of pages: 49 Posted: 20 Oct 2012
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, MarketShare Partners, University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 34 (567,629)

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Capital Controls, Exchange Rate Policy, Financial Frictions, Financial Crises, Macro-Financial Stability, Macro-Prudential Policies

Optimal Policy for Macro-Financial Stability

FRB of New York Staff Report No. 899, October 2019
Number of pages: 26 Posted: 21 Oct 2019
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, Uber Technologies, Inc., University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 20 (663,549)

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constrained efficiency, financial crises, macroprudential policies and capital controls, pecuniary externalities, Ramsey optimal policy, social planner

Optimal Policy for Macro-Financial Stability

CEPR Discussion Paper No. DP9223
Number of pages: 41 Posted: 01 Feb 2013
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, MarketShare Partners, University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 2 (816,524)
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Bailouts, Capital Controls, Exchange Rate Policy, Financial Crises, Financial Frictions, Macro-Financial Stability, Macro-Prudential Policies

Optimal Policy for Macro-Financial Stability

NBER Working Paper No. w26397
Number of pages: 27 Posted: 30 Oct 2019 Last Revised: 18 Aug 2021
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, MarketShare Partners, University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 2 (816,524)
Citation 1

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Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach

Number of pages: 67 Posted: 28 Oct 2019 Last Revised: 22 Oct 2020
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Missouri and Johns Hopkins University - Carey Business School
Downloads 226 (170,017)
Citation 4

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COVID-19, Financial Crises, Business Cycles, Endogenous Regime-Switching, Bayesian Estimation, Occasionally Binding Constraints, Mexico

Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach

FRB of New York Staff Report No. 944
Number of pages: 68 Posted: 27 Oct 2020
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Missouri and Johns Hopkins University - Carey Business School
Downloads 24 (633,136)
Citation 1

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financial crises, business cycles, endogenous regime-switching, Bayesian estimation, occasionally binding constraints, Mexico

Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach

NBER Working Paper No. w26935
Number of pages: 72 Posted: 06 Apr 2020 Last Revised: 07 Aug 2021
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Missouri and Johns Hopkins University - Carey Business School
Downloads 4 (797,089)
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Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach

CEPR Discussion Paper No. DP14545
Number of pages: 75 Posted: 08 May 2020
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Missouri and Johns Hopkins University - Carey Business School
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Citation 1
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Bayesian estimation, business cycles, Endogenous Regime-Switching, financial crises, Mexico, occasionally binding constraints

Aid, Exports, and Growth: A Time-Series Perspective on the Dutch Disease Hypothesis

IMF Working Paper No. 13/73
Number of pages: 30 Posted: 09 Apr 2013
Alessandro Prati, Alessandro Rebucci and Joong Shik Kang
International Monetary Fund (IMF) - Research Department, Deceased, Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 131 (273,298)

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Aid, Exports, and Growth: A Time-Series Perspective on the Dutch Disease Hypothesis

IDB Working Paper No. 29
Number of pages: 32 Posted: 20 Apr 2011 Last Revised: 14 Oct 2019
Joong Shik Kang, Alessandro Prati and Alessandro Rebucci
International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department, Deceased and Johns Hopkins University - Carey Business School
Downloads 92 (350,175)

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Macroeconomic Effects of China’s Fiscal Stimulus

IDB Working Paper No. 72
Number of pages: 28 Posted: 25 Apr 2011
Pietro Cova, Massimiliano Pisani and Alessandro Rebucci
Bank of Italy, Bank of Italy and Johns Hopkins University - Carey Business School
Downloads 220 (174,842)
Citation 7

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9.
Downloads 216 (177,916)
Citation 52

Oil Shocks and External Balances

IMF Working Paper No. 07/110
Number of pages: 41 Posted: 25 Jun 2007
Lutz Kilian, Alessandro Rebucci and Nicola Spatafora
Federal Reserve Banks - Federal Reserve Bank of Dallas, Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 213 (179,964)
Citation 2

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Oil Shocks and External Balances

CEPR Discussion Paper No. DP6303
Number of pages: 45 Posted: 23 May 2008
Lutz Kilian, Alessandro Rebucci and Nicola Spatafora
Federal Reserve Banks - Federal Reserve Bank of Dallas, Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 3 (805,882)
Citation 6
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Balance of payments, External balances, International financial integration, Oil demand shocks, Oil prices, Oil supply shocks

Credible Emerging Market Central Banks Could Embrace Quantitative Easing to Fight COVID-19

CEPR Policy Portal 2020
Number of pages: 6 Posted: 07 Jul 2020
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, Stanford University, Bruegel, Johns Hopkins University - Carey Business School and Institute of International Finance
Downloads 179 (210,935)

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Credible Emerging Market Central Banks could Embrace Quantitative Easing to Fight COVID-19

HKUST IEMS Working Paper Forthcoming
Number of pages: 10 Posted: 18 Aug 2020
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, Stanford University, Bruegel, Johns Hopkins University - Carey Business School and Institute of International Finance
Downloads 34 (567,629)
Citation 1

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Coronavirus, COVID-19, Quantitative Easing, Emerging Markets, Fiscal Stimulus

Does Easing Monetary Policy Increase Financial Instability?

IDB Working Paper No. IDB-WP-387
Number of pages: 46 Posted: 21 Apr 2013
Ambrogio Cesa-Bianchi and Alessandro Rebucci
Bank of England and Johns Hopkins University - Carey Business School
Downloads 65 (429,600)
Citation 3

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Does Easing Monetary Policy Increase Financial Instability?

IMF Working Paper No. 15/139
Number of pages: 48 Posted: 21 Jul 2015
Ambrogio Cesa-Bianchi and Alessandro Rebucci
Bank of England and Johns Hopkins University - Carey Business School
Downloads 41 (529,896)

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Monetary policy, Macroprudential Policy, United States, Real interest rates, Automatic stabilizers, Financial stability, Econometric models, Macro-prudential policies, financial crises, credit frictions, interest rate rigidities, instruments, lending, financial crisis, monetary fund

Does Easing Monetary Policy Increase Financial Instability?

Bank of England Working Paper No. 570
Number of pages: 47 Posted: 12 Dec 2015
Ambrogio Cesa-Bianchi and Alessandro Rebucci
Bank of England and Johns Hopkins University - Carey Business School
Downloads 36 (556,257)

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Macroprudential policies, monetary policy, financial crises, frictions, interest rate

Does Easing Monetary Policy Increase Financial Instability?

Number of pages: 46 Posted: 04 Feb 2016
Ambrogio Cesa-Bianchi and Alessandro Rebucci
Bank of England and Johns Hopkins University - Carey Business School
Downloads 33 (573,473)
Citation 1

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Macro-Prudential Policies, Monetary Policy, Financial Crises, Frictions Frictions, Interest Rate Rigidities

Does Easing Monetary Policy Increase Financial Instability?

NBER Working Paper No. w22283
Number of pages: 47 Posted: 01 Jun 2016 Last Revised: 22 May 2021
Ambrogio Cesa-Bianchi and Alessandro Rebucci
Bank of England and Johns Hopkins University - Carey Business School
Downloads 12 (728,847)
Citation 1

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Does Easing Monetary Policy Increase Financial Stability?

Journal of Financial Stability, Vol. 30, 2017
Number of pages: 41 Posted: 21 Oct 2019
Ambrogio Cesa-Bianchi and Alessandro Rebucci
Bank of England and Johns Hopkins University - Carey Business School
Downloads 9 (754,537)
Citation 1

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Macro-prudential policies, Monetary policy, Financial crises, Financial regulation, Pecuniary externality, Interest rate rigidities, Subprime mortgage crisis

Global Liquidity, House Prices and the Macroeconomy: Evidence from Advanced and Emerging Economies

Bank of England Working Paper No. 522
Number of pages: 43 Posted: 25 Jan 2015
Bank of England, International Monetary Fund (IMF) and Johns Hopkins University - Carey Business School
Downloads 97 (338,520)
Citation 2

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Capital flows, emerging markets, global liquidity, house prices, external instrumental variables

Global Liquidity, House Prices, and the Macroeconomy: Evidence from Advanced and Emerging Economies

IMF Working Paper No. 15/23
Number of pages: 44 Posted: 23 Feb 2015
Ambrogio Cesa-Bianchi, Luis Céspedes and Alessandro Rebucci
Bank of England, Adolfo Ibanez University and Johns Hopkins University - Carey Business School
Downloads 56 (463,115)

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Housing prices, Business cycles, Capital flows, International liquidity, Emerging markets, Developed countries, global liquidity, house prices, external instrumental variables, economies, advanced economies, exchange rate, consumption, collateral, price inflation, financial crisis, equilibrium, currency, general equilibrium, general equilibrium models, exchange rate channel, current account, long-term interest rates, international borrowing, real exchange rate, risk, supply, imbalances, exchange rate appreciations, market economies, current account response, investment opportunities, consumption growth, exchange rates, external shocks, asset, emerging market economies, financial crises, mone

Global Liquidity, House Prices and the Macroeconomy: Evidence from Advanced and Emerging Economies

IDB Working Paper No. IDB-WP-576
Number of pages: 40 Posted: 06 May 2015
Ambrogio Cesa-Bianchi, Luis Céspedes and Alessandro Rebucci
Bank of England, Adolfo Ibanez University and Johns Hopkins University - Carey Business School
Downloads 39 (540,197)
Citation 18

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Capital flows, Emerging markets, Global liquidity, House prices, External instrumental variables

Direct and Spillover Effects from Staggered Adoption of Health Policies: Evidence from COVID-19 Stay at Home Orders

Johns Hopkins Carey Business School Research Paper No. 20-06
Number of pages: 36 Posted: 07 Aug 2020 Last Revised: 01 May 2021
Vadim Elenev, Luis Quintero, Alessandro Rebucci and Emilia Simeonova
Johns Hopkins Carey Business School, Johns Hopkins University - Carey Business School, Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
Downloads 170 (220,631)
Citation 3

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COVID-19, Smart-phone-based Mobility Data, Media Markets, Non Pharmaceutical Interventions, Place-based Policies, Spillovers, Stay Home Orders, Voluntary Social Distancing

Direct and Spillover Effects from Staggered Adoption of Health Policies: Evidence from Covid-19 Stay-at-Home Orders

NBER Working Paper No. w29088
Number of pages: 48 Posted: 11 Aug 2021
Vadim Elenev, Luis Quintero, Alessandro Rebucci and Emilia Simeonova
Johns Hopkins Carey Business School, Johns Hopkins University - Carey Business School, Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
Downloads 18 (679,330)

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14.
Downloads 169 (221,510)
Citation 3

New Shocks, Exchange Rates and Equity Prices

IMF Working Paper No. 08/284
Number of pages: 38 Posted: 18 Dec 2008
International Monetary Fund (IMF), Bank of Italy, Bank of Italy and Johns Hopkins University - Carey Business School
Downloads 86 (365,518)

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Working Paper

News Shocks and Asset Price Volatility in General Equilibrium

IDB Working Paper No. IDB-WP-252
Number of pages: 38 Posted: 15 Aug 2011
International Monetary Fund (IMF), Bank of Italy, Bank of Italy and Johns Hopkins University - Carey Business School
Downloads 45 (510,463)
Citation 2

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New Shocks and Asset Price Volatility in General Equilibrium

IMF Working Paper No. 11/110
Number of pages: 35 Posted: 20 May 2011
International Monetary Fund (IMF), Bank of Italy, Bank of Italy and Johns Hopkins University - Carey Business School
Downloads 38 (545,328)

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Asset prices, Business cycles, Economic models, External shocks, Monetary policy, Productivity, Stock prices

15.
Downloads 168 (222,618)
Citation 45

Capital Control Measures: A New Dataset

IMF Working Paper No. 15/80
Number of pages: 33 Posted: 26 May 2015
Inter-American Development Bank (IDB) - Research Department, Tufts University - The Fletcher School of Law and Diplomacy, Johns Hopkins University - Carey Business School, International Monetary Fund (IMF) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 90 (355,223)
Citation 1

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Capital controls, Capital inflows, Capital outflows, Capital flows, Data analysis, Time series, capital control measures, international financial integration, exchange, international capital, investment, monetary fund, transactions, capital account, finance

Capital Control Measures: A New Dataset

IDB Working Paper No. IDB-WP-573
Number of pages: 32 Posted: 20 Mar 2015
Inter-American Development Bank (IDB) - Research Department, Tufts University - The Fletcher School of Law and Diplomacy, Johns Hopkins University - Carey Business School, International Monetary Fund (IMF) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 42 (524,895)
Citation 10

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Capital flows, Financial integration, Capital control measures

Capital Control Measures: A New Dataset

NBER Working Paper No. w20970
Number of pages: 38 Posted: 02 Mar 2015 Last Revised: 20 Oct 2021
Inter-American Development Bank (IDB) - Research Department, Tufts University - The Fletcher School of Law and Diplomacy, Johns Hopkins University - Carey Business School, International Monetary Fund (IMF) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 20 (663,549)
Citation 1

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Capital Control Measures: A New Dataset

IMF Economic Review, Vol. Issue, 2016
Number of pages: 39 Posted: 24 Jun 2019
Inter-American Development Bank (IDB) - Research Department, Tufts University - The Fletcher School of Law and Diplomacy, Johns Hopkins University - Carey Business School, International Monetary Fund (IMF) and Universidad Externado de Colombia
Downloads 16 (695,160)
Citation 28

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A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model

Number of pages: 38 Posted: 21 Sep 2020
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Cambridge - Judge Business School, University of Southern California - Department of Economics, International Monetary Fund (IMF) - Fiscal Affairs Department and Johns Hopkins University - Carey Business School
Downloads 60 (447,732)

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Threshold-augmented Global VAR (TGVAR), International Business Cycle, COVID-19, Global Volatility, Threshold Effects

A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model

CESifo Working Paper No. 8588
Number of pages: 43 Posted: 07 Oct 2020
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Cambridge - Judge Business School, University of Southern California - Department of Economics, International Monetary Fund (IMF) - Fiscal Affairs Department and Johns Hopkins University - Carey Business School
Downloads 44 (515,269)
Citation 6

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threshold-augmented global VAR (TGVAR), international business cycle, Covid-19, global volatility, threshold effects

A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model

NBER Working Paper No. w27855
Number of pages: 39 Posted: 28 Sep 2020 Last Revised: 25 Oct 2021
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Cambridge - Judge Business School, University of Southern California - Department of Economics, International Monetary Fund (IMF) - Fiscal Affairs Department and Johns Hopkins University - Carey Business School
Downloads 20 (663,549)
Citation 1

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A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model

CAMA Working Paper No. 85/2020
Number of pages: 40 Posted: 23 Sep 2020 Last Revised: 25 Sep 2020
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Cambridge - Judge Business School, University of Southern California - Department of Economics, International Monetary Fund (IMF) - Fiscal Affairs Department and Johns Hopkins University - Carey Business School
Downloads 17 (687,176)
Citation 1

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Threshold-augmented Global VAR (TGVAR), international business cycle, Covid-19, global volatility, threshold effects.

A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model

Globalization and Monetary Policy Institute Working Paper No. 402
Number of pages: 39 Posted: 05 Oct 2020
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Cambridge - Judge Business School, University of Southern California - Department of Economics, International Monetary Fund (IMF) - Fiscal Affairs Department and Johns Hopkins University - Carey Business School
Downloads 17 (687,176)
Citation 1

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Threshold-augmented Global VAR (TGVAR), international business cycle, COVID-19, global volatility, threshold effects

17.

Housing Finance in Chile: Instruments, Actors, and Policies

IDB Working Paper No. IDB-WP-312
Number of pages: 35 Posted: 09 Jun 2012
University of Chile, Central Bank of Chile, affiliation not provided to SSRN and Johns Hopkins University - Carey Business School
Downloads 154 (239,580)
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18.

Bayesian Vars: A Survey of the Recent Literature with an Application to the European Monetary System

IMF Working Paper No. 03/102
Number of pages: 46 Posted: 29 Jan 2006
Alessandro Rebucci and Matteo Ciccarelli
Johns Hopkins University - Carey Business School and European Central Bank (ECB)
Downloads 153 (240,802)
Citation 2

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Bayesian VAR, Gibbs sampling, Time-Varying Reaction Function, EMS

Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms

Number of pages: 69 Posted: 02 Jan 2020 Last Revised: 20 Nov 2020
Peter Bednarek, Daniel te Kaat, Chang Ma and Alessandro Rebucci
Deutsche Bundesbank, University of Groningen, Fudan University - Fanhai International School of Finance (FISF) and Johns Hopkins University - Carey Business School
Downloads 120 (292,008)
Citation 1

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Cross-border Flows, Capital Flows, Collateral, City Business Cycles, Credit, Germany, GIPS Spread, Real Estate, Tangible Assets

Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms

Deutsche Bundesbank Discussion Paper No. 45/2019
Number of pages: 51 Posted: 26 Feb 2020
Peter Bednarek, Daniel te Kaat, Chang Ma and Alessandro Rebucci
Deutsche Bundesbank, University of Groningen, Fudan University and Johns Hopkins University - Carey Business School
Downloads 19 (671,477)

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BIS Cross-border flows, Capital Flows, Collateral, City Business Cycles, Credit, Germany, Misallocation, GIPS Spread, Real Estate, Tangible Assets

Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms

NBER Working Paper No. w26820
Number of pages: 67 Posted: 09 Mar 2020 Last Revised: 14 Oct 2021
Peter Bednarek, Daniel te Kaat, Chang Ma and Alessandro Rebucci
Deutsche Bundesbank, University of Groningen, Fudan University - Fanhai International School of Finance (FISF) and Johns Hopkins University - Carey Business School
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Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms

CEPR Discussion Paper No. DP14187
Number of pages: 59 Posted: 17 Dec 2019
Peter Bednarek, Chang Ma, Alessandro Rebucci and Daniel te Kaat
Deutsche Bundesbank, Fudan University, Johns Hopkins University - Carey Business School and University of Groningen
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Citation 3
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business cycles, Capital Flows, cities, real estate

China's Emergence in the World Economy and Business Cycles in Latin America

IZA Discussion Paper No. 5889
Number of pages: 64 Posted: 08 Aug 2011
M. Hashem Pesaran, Alessandro Rebucci and TengTeng Xu
University of Southern California - Department of Economics, Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 73 (403,061)
Citation 1

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China, GVAR, Great Recession, emerging markets, international business cycle, Latin America, trade linkages

China’s Emergence in the World Economy and Business Cycles in Latin America

IDB Working Paper No. IDB-WP-266
Number of pages: 67 Posted: 14 Dec 2011
Bank of England, University of Southern California - Department of Economics, Johns Hopkins University - Carey Business School and affiliation not provided to SSRN
Downloads 61 (443,988)
Citation 31

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The Transmission Mechanism of European Monetary Policy: Is There Heterogeneity? Is it Changing Over Time?

IMF Working Paper No. 02/54
Number of pages: 42 Posted: 09 Feb 2006
Matteo Ciccarelli and Alessandro Rebucci
European Central Bank (ECB) and Johns Hopkins University - Carey Business School
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Bayesian estimation, European monetary policy, Gibbs sampling, Heterogeneity, Transmission mechanism

Has the Transmission Mechanism of Euro Monetary Policy Changed in the Run-Up to Emu?

Number of pages: 51 Posted: 30 Sep 2004
Matteo Ciccarelli and Alessandro Rebucci
European Central Bank (ECB) and Johns Hopkins University - Carey Business School
Downloads 18 (679,330)
Citation 1
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European monetary policy, Bayesian estimation, Gibbs sampling, time-varying coefficient model, transmission mechanism

Net Foreign Asset Position and Consumption Dynamics in the International Economy

IMF Working Paper No. 05/82
Number of pages: 34 Posted: 03 Mar 2006
Fabio Pietro Ghironi, Talan Iscan and Alessandro Rebucci
University of Washington, Dalhousie University - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 121 (290,236)

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Net foreign assets, consumption, consumption tilting, productivity

Net Foreign Asset Positions and Consumption Dynamics in the International Economy

Journal of International Money and Finance, Vol. 27, No. 8, 2008
Number of pages: 35 Posted: 21 Oct 2019
Fabio Pietro Ghironi, Talan Iscan and Alessandro Rebucci
University of Washington, Dalhousie University - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 4 (797,089)
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Net foreign assets, Consumption, Consumption tilting, Productivity

Capital Controls or Real Exchange Rate Policy? A Pecuniary Externality Perspective

IDB Working Paper No. IDB-WP-393
Number of pages: 33 Posted: 06 Jun 2013
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, MarketShare Partners, Johns Hopkins University - Carey Business School, University of Missouri and Inter-American Development Bank (IDB)
Downloads 99 (333,969)
Citation 8

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Are Capital Controls Prudential? An Empirical Investigation

NBER Working Paper No. w19671
Number of pages: 34 Posted: 23 Nov 2013 Last Revised: 07 Oct 2021
Andrés Fernàndez, Alessandro Rebucci and Martín Uribe
Inter-American Development Bank (IDB) - Research Department, Johns Hopkins University - Carey Business School and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 12 (728,847)
Citation 7

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24.

Real Effects of the ECB's Quantitative Easing: A Housing Portfolio Channel

Number of pages: 52 Posted: 19 Mar 2021 Last Revised: 27 Jul 2021
Daniel te Kaat, Chang Ma and Alessandro Rebucci
University of Groningen, Fudan University - Fanhai International School of Finance (FISF) and Johns Hopkins University - Carey Business School
Downloads 110 (308,956)

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Asset Market Segmentation, Buy-to-let, Housing Portfolio Channel, Quantitative Easing, Germany, Rental Yields, House Prices

25.
Downloads 102 (325,190)
Citation 83

Financial Crises and Macro-Prudential Policies

IDB Working Paper No. 83
Number of pages: 49 Posted: 25 Apr 2011
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, International Monetary Fund (IMF), University of Missouri, Johns Hopkins University - Carey Business School and Inter-American Development Bank (IDB)
Downloads 96 (340,810)
Citation 96

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Financial Crisis and Macro-Prudential Policies

CEPR Discussion Paper No. DP8175
Number of pages: 53 Posted: 18 Jan 2011
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, International Monetary Fund (IMF), University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
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Bailouts, Capital Controls, Crises, Financial Frictions, Macro Prudential Policies, Overborrowing

26.
Downloads 97 (336,002)
Citation 9

The Valuation Channel of External Adjustment

NBER Working Paper No. w12937
Number of pages: 50 Posted: 24 Feb 2007 Last Revised: 09 May 2021
Fabio Pietro Ghironi, Jaewoo Lee and Alessandro Rebucci
University of Washington, International Monetary Fund (IMF) - Research Department and Johns Hopkins University - Carey Business School
Downloads 44 (515,269)

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The Valuation Channel of External Adjustment

IMF Working Paper No. 09/275
Number of pages: 45 Posted: 05 Jan 2010
Fabio Pietro Ghironi, Jaewoo Lee and Alessandro Rebucci
University of Washington, International Monetary Fund (IMF) - Research Department and Johns Hopkins University - Carey Business School
Downloads 28 (604,747)

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Asset prices, Capital transactions, Current account, Economic models, External shocks, Financial sector, Foreign exchange, Government expenditures, International capital markets, Productivity

The Valuation Channel of External Adjustment

FRB of Boston Working Paper No. 09-18
Number of pages: 52 Posted: 03 Mar 2010
Fabio Pietro Ghironi, Jaewoo Lee and Alessandro Rebucci
University of Washington, International Monetary Fund (IMF) - Research Department and Johns Hopkins University - Carey Business School
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Citation 3

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current account, equity, net foreign assets, risk sharing, valuation

27.

Global Imbalances: The Role of Non-Tradable Total Factor Productivity in Advanced Economies

IMF Working Paper No. 09/63
Number of pages: 41 Posted: 29 Mar 2009
Bank of Italy, Bank of Italy, International Monetary Fund (IMF) and Johns Hopkins University - Carey Business School
Downloads 96 (338,258)

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Payments imbalances, United States, European Union, Japan, Developed countries, Productivity, Balance of trade, Economic models, Time series, Cross country analysis

28.

Retail Bank Interest Rate Pass-Through: Is Chile Atypical?

IMF Working Paper No. 03/112
Number of pages: 36 Posted: 29 Jan 2006
Marco A. Espinosa-Vega and Alessandro Rebucci
International Monetary Fund (IMF) and Johns Hopkins University - Carey Business School
Downloads 92 (347,375)
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Interest Rates, Pass-Through, Central Bank

29.
Downloads 90 (352,291)
Citation 7

Global Imbalances: The Role of Emerging Asia

IMF Working Paper No. 09/64
Number of pages: 42 Posted: 29 Mar 2009
Pietro Cova, Massimiliano Pisani and Alessandro Rebucci
Bank of Italy, Bank of Italy and Johns Hopkins University - Carey Business School
Downloads 87 (362,871)

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Payments imbalances, Asia, Emerging markets, International trade, Productivity, Demand, Balance of payments deficits, Foreign exchange reserves, Economic models, Cross country analysis

Global Imbalances: The Role of Emerging Asia

Review of International Economics, Vol. 17, Issue 4, pp. 716-733, September 2009
Number of pages: 18 Posted: 15 Oct 2009
Pietro Cova, Massimiliano Pisani and Alessandro Rebucci
Bank of Italy, Bank of Italy and Johns Hopkins University - Carey Business School
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30.

On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications

IMF Working Paper No. 03/73
Number of pages: 45 Posted: 29 Jan 2006
Alessandro Rebucci
Johns Hopkins University - Carey Business School
Downloads 81 (375,602)
Citation 1

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Dynamic Panel Data Models, Monte Carlo Simulation, Heterogeneity Bias, VARs

31.
Downloads 80 (378,349)
Citation 7

Capital Controls: A Survey of the New Literature

Number of pages: 36 Posted: 17 Dec 2019
Alessandro Rebucci and Chang Ma
Johns Hopkins University - Carey Business School and Fudan University - Fanhai International School of Finance (FISF)
Downloads 75 (396,873)

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Business Cycles, Capital Controls, Capital Flows, Financial Crises, Monetary and Exchange Rate Policy, Macroprudential Policy, Pecuniary and Demand Externalities, Terms of Trade Manipulation

Capital Controls: A Survey of the New Literature

NBER Working Paper No. w26558
Number of pages: 37 Posted: 16 Dec 2019 Last Revised: 26 Jul 2021
Alessandro Rebucci and Chang Ma
Johns Hopkins University - Carey Business School and Fudan University - Fanhai International School of Finance (FISF)
Downloads 5 (788,644)
Citation 1

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Capital Controls: A Survey of the New Literature

CEPR Discussion Paper No. DP14186
Number of pages: 39 Posted: 17 Dec 2019
Chang Ma and Alessandro Rebucci
Fudan University and Johns Hopkins University - Carey Business School
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Citation 6
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capital controls, Capital Flows, financial crises, Pecuniary and Demand Externalities, Terms of Trade Manipulation

32.

Technology Adoption, Market Structure, and the Cost of Bank Intermediation

Number of pages: 60 Posted: 24 Mar 2021
Gianni De Nicolo, Andrea Presbitero, Alessandro Rebucci and Gang Zhang
Johns Hopkins University - Carey Business School, Johns Hopkins University, Johns Hopkins University - Carey Business School and University of Virginia
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Banking, Cost of Finance, Financial Intermediation, Imperfect Competition, Productivity slowdown, Technology Adoption

Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective

FRB of St. Louis Working Paper No. 2012-025A
Number of pages: 27 Posted: 02 Aug 2012
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, University of Missouri, Johns Hopkins University - Carey Business School, University of Virginia and MarketShare Partners
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Citation 9

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Capital Controls, Exchange Rate Policy, Financial Frictions, Financial Crises, Financial Stability, Optimal Taxation, Prudential Policies, Planning Problem

Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective

NBER Working Paper No. w22224
Number of pages: 65 Posted: 09 May 2016 Last Revised: 23 Sep 2021
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, MarketShare Partners, University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 9 (754,537)
Citation 6

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Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective

CEPR Discussion Paper No. DP9936
Number of pages: 56 Posted: 02 Jun 2014
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, MarketShare Partners, University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
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Citation 32
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Capital Controls, Financial Crises, Financial Frictions, Macro-prudential policies, Pecuniary Externality, Real Exchange Rate

34.

The Domestic and Global Impact of Japan's Policies for Growth

IMF Working Paper No. 05/209
Number of pages: 22 Posted: 03 Mar 2006
Nicoletta Batini, Papa N'Diaye and Alessandro Rebucci
International Monetary Fund (IMF), International Monetary Fund (IMF) - Asia and Pacific Department and Johns Hopkins University - Carey Business School
Downloads 66 (420,721)

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Japan, Global External Imbalance, Fiscal Consolidation, Productivity Growth, Macroeconomic Models

35.

The U.S. Dollar and the Trade Deficit: What Accounts for the Late 1990s?

IMF Working Paper No. 03/194
Number of pages: 42 Posted: 06 Feb 2006
Ben Hunt and Alessandro Rebucci
International Monetary Fund (IMF) - Research Department and Johns Hopkins University - Carey Business School
Downloads 57 (452,349)
Citation 3

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Balassa-Samuelson Effect, Learning, Productivity Shocks, Real Exchange Rate, Risk Premium Shocks, Trade Balance, U.S. Economy

36.

Measuring Disinflation Credibility in Emerging Markets: A Bayesian Approach with an Application to Turkey

IMF Working Paper No. 04/208
Number of pages: 14 Posted: 09 Feb 2006
Marco Rossi and Alessandro Rebucci
International Monetary Fund (IMF) and Johns Hopkins University - Carey Business School
Downloads 53 (467,436)

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Bayesian Learning, Credibility, Disinflation, Mixing Estimation, Turkey

Global Business and Financial Cycles: A Tale of Two Capital Account Regimes

Number of pages: 37 Posted: 21 Sep 2020
Julien Acalin and Alessandro Rebucci
Johns Hopkins University and Johns Hopkins University - Carey Business School
Downloads 27 (611,453)

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Business Cycles, Equity Returns, Global Financial Cycle, Factor-Models, Panel VARs, China, South Korea

Global Business and Financial Cycles: A Tale of Two Capital Account Regimes

Seoul Journal of Economics, Vol. 33, No. 3, 2020
Number of pages: 42 Posted: 21 Sep 2020
Julien Acalin and Alessandro Rebucci
Johns Hopkins University and Johns Hopkins University - Carey Business School
Downloads 22 (648,193)

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Business Cycles, Equity Returns, Global Financial Cycle, Factor-Models, Panel VARs, China, South Korea

Global Business and Financial Cycles: A Tale of Two Capital Account Regimes

NBER Working Paper No. w27739
Number of pages: 38 Posted: 31 Aug 2020 Last Revised: 18 Apr 2021
Julien Acalin and Alessandro Rebucci
Johns Hopkins University and Johns Hopkins University - Carey Business School
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Global Business and Financial Cycles: A Tale of Two Capital Account Regimes

CEPR Discussion Paper No. DP15190
Number of pages: 40 Posted: 12 Sep 2020
Julien Acalin and Alessandro Rebucci
Johns Hopkins University and Johns Hopkins University - Carey Business School
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Citation 2
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business cycles, China, Factor-models, Global financial cycle, Panel VARs, South Korea

38.
Downloads 48 (487,703)
Citation 22

International Credit Supply Shocks

Johns Hopkins Carey Business School Research Paper No. 17-14
Number of pages: 72 Posted: 08 Dec 2017
Ambrogio Cesa-Bianchi, Andrea Ferrero and Alessandro Rebucci
Bank of England, University of Oxford - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 23 (640,583)

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Cross-border claims, Capital Flows, Credit Supply Shock, Leverage, Exchange Rates, House Prices, International Financial Intermediation

International Credit Supply Shocks

NBER Working Paper No. w23841
Number of pages: 69 Posted: 25 Sep 2017 Last Revised: 23 Aug 2021
Ambrogio Cesa-Bianchi, Andrea Ferrero and Alessandro Rebucci
Bank of England, University of Oxford - Department of Economics and Johns Hopkins University - Carey Business School
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International Credit Supply Shocks

Bank of England Working Paper No. 680
Number of pages: 69 Posted: 09 Oct 2017
Ambrogio Cesa-Bianchi, Andrea Ferrero and Alessandro Rebucci
Bank of England, University of Oxford - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 10 (745,874)

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Cross-Border Claims, Capital Flows, Credit Supply Shock, Leverage, Exchange Rates, House Prices, International Financial Intermediation

International Credit Supply Shocks

CEPR Discussion Paper No. DP12501
Number of pages: 74 Posted: 19 Dec 2017
Ambrogio Cesa-Bianchi, Andrea Ferrero and Alessandro Rebucci
Bank of England, University of Oxford - Department of Economics and Johns Hopkins University - Carey Business School
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Citation 18
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Capital Flows, Credit Supply Shock, Cross-border claims, Exchange Rates, House Prices, International Financial Intermediation., leverage

39.
Downloads 46 (496,467)
Citation 14

Revisiting Overborrowing and its Policy Implications

IDB Working Paper No. 60
Number of pages: 43 Posted: 21 Apr 2011
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, International Monetary Fund (IMF), University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 42 (524,895)
Citation 16

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Revisiting Overborrowing and its Policy Implications

CEPR Discussion Paper No. DP7872
Number of pages: 45 Posted: 19 Jul 2010
Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, International Monetary Fund (IMF), University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 4 (797,089)
Citation 1
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Bailouts, Financial Frictions, Macro Prudential Policies, Overborrowing

40.

The Multilateral Response to the Global Crisis: Rationale, Modalities, and Feasibility

IDB Working Paper No. 569
Number of pages: 27 Posted: 25 Apr 2011
Inter-American Development Bank (IDB), Inter-American Development Bank (IDB)Universidad Torcuato Di Tella - School of Business and Johns Hopkins University - Carey Business School
Downloads 44 (505,397)
Citation 2

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External Capital Structures and Oil Price Volatility

IDB Working Paper No. 23
Number of pages: 39 Posted: 20 Apr 2011
Loyola University Maryland - Department of Economics, Johns Hopkins University - Carey Business School, University of Virginia - Darden Business School and Darden Business School
Downloads 27 (611,453)

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External Capital Structures and Oil Price Volatility

NBER Working Paper No. w16052
Number of pages: 40 Posted: 07 Jun 2010 Last Revised: 13 May 2021
Loyola University Maryland - Department of Economics, Johns Hopkins University - Carey Business School, University of Virginia - Darden Business School and Darden Business School
Downloads 11 (737,330)

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42.

Monetary and Exchange Rate Policies for the Perfect Storm

IDB Working Paper No. 564
Number of pages: 99 Posted: 25 Apr 2011
Central Bank of Brazil, Johns Hopkins University - Carey Business School, affiliation not provided to SSRN and Inter-American Development Bank (IDB)Universidad Torcuato Di Tella - School of Business
Downloads 22 (628,375)

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43.

How Might CAFTA Change Macroeconomic fluctuations in Central America? Lessons From NAFTA

Journal of Asian Economics, Vol. 16, 2005
Number of pages: 32 Posted: 28 Oct 2019
Alessandro Rebucci and M. Ayhan Kose
Johns Hopkins University - Carey Business School and World Bank
Downloads 14 (686,403)

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Macroeconomic fluctuations, Regional integration, Volatility, NAFTA, CAFTA

44.

Is Growth Exogenous? Evidence from the 1970s and 1980s

Applied Economics, Vol. 42, 2010
Number of pages: 33 Posted: 28 Oct 2019
Alessandro Rebucci
Johns Hopkins University - Carey Business School
Downloads 9 (725,685)

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45.

The Financial Fragility of For-Profit Hospitals: Evidence from the COVID-19 Pandemic

NBER Working Paper No. w29388
Number of pages: 36 Posted: 25 Oct 2021
Johns Hopkins University - Carey Business School, International Monetary Fund (IMF), Johns Hopkins University - Carey Business School, Johns Hopkins University - Carey Business School, Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
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46.

The Valuation Channel of International Adjustment

CEPR Discussion Paper No. DP10564
Number of pages: 48 Posted: 27 Apr 2015
Fabio Pietro Ghironi, Jaewoo Lee and Alessandro Rebucci
University of Washington, International Monetary Fund (IMF) - Research Department and Johns Hopkins University - Carey Business School
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current account, equity, net foreign assets, risk sharing, valuation