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

43

DOWNLOADS

3,659

CITATIONS

213

Scholarly Papers (43)

Measuring Contagion with a Bayesian, Time-Varying Coefficient Model

ECB Working Paper No. 263
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 218 (138,842)

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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 55 (375,866)

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

2.

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 204 (148,227)
Citation 5

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3.
Downloads 200 (150,937)
Citation 48

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
University of Michigan at Ann Arbor - Department of Economics, Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 197 (152,957)
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
University of Michigan at Ann Arbor - Department of Economics, Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 3 (655,636)
Citation 1
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Balance of payments, External balances, International financial integration, Oil demand shocks, Oil prices, Oil supply shocks

4.

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 195 (154,627)

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

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 62 (353,813)

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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 36 (448,555)

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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 33 (462,167)

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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 29 (482,543)
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
Ambrogio Cesa-Bianchi and Alessandro Rebucci
Bank of England and Johns Hopkins University - Carey Business School
Downloads 8 (617,527)

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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 79 (308,795)

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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 51 (389,398)

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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 27 (493,701)
Citation 2

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

7.
Downloads 153 (191,307)
Citation 3

Optimal Policy for Macro-Financial Stability

IDB Working Paper No. IDB-WP-361
Number of pages: 55 Posted: 21 Apr 2013
London 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 120 (232,834)

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Optimal Policy for Macro-Financial Stability

FRB of St. Louis Working Paper No. 2012-041A
Number of pages: 49 Posted: 20 Oct 2012
London 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 28 (488,039)

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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

Number of pages: 35 Posted: 11 Aug 2019
London 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 3 (655,636)

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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
London 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 (666,826)
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Bailouts, Capital Controls, Exchange Rate Policy, Financial Crises, Financial Frictions, Macro-Financial Stability, Macro-Prudential Policies

8.
Downloads 143 (202,153)
Citation 6

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 84 (297,388)
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 38 (439,832)
Citation 3

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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
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 19 (543,687)

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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 2 (666,826)

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9.

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 137 (209,289)

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

10.

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, Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 125 (224,850)

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11.

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 123 (227,583)

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12.

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 115 (239,203)

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Net foreign assets, consumption, consumption tilting, productivity

13.

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
Downloads 98 (267,256)

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Bayesian estimation, European monetary policy, Gibbs sampling, Heterogeneity, Transmission mechanism

14.

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 93 (276,527)

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

15.

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
London 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 91 (280,302)

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16.

Financial Crises and Macro-Prudential Policies

IDB Working Paper No. 83
Number of pages: 49 Posted: 25 Apr 2011
London 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 91 (280,302)
Citation 32

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17.
Downloads 90 (282,273)
Citation 8

The Valuation Channel of External Adjustment

NBER Working Paper No. w12937
Number of pages: 50 Posted: 24 Feb 2007 Last Revised: 30 May 2007
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 41 (427,039)

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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 26 (499,595)

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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
Downloads 23 (517,920)
Citation 1

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

18.
Downloads 89 (284,284)
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 86 (293,043)

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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
Downloads 3 (655,636)
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19.

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 83 (296,919)

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

20.

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 82 (299,184)

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Working Paper

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 36 (448,555)

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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 36 (448,555)

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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 7 (624,582)

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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
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 2 (666,826)
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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
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Business cycle, Common Factors, identification, Multi-Country, Real and Financial Global Shocks, uncertainty, Volatility.

22.

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 81 (301,330)

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Interest Rates, Pass-Through, Central Bank

23.

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
Joong Shik Kang, Alessandro Prati and Alessandro Rebucci
affiliation not provided to SSRN, International Monetary Fund (IMF) - Research Department and Johns Hopkins University - Carey Business School
Downloads 79 (305,836)

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24.

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 71 (325,039)
Citation 1

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

25.

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 68 (332,836)

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

26.

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 63 (346,331)

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

27.

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 58 (360,784)
Citation 9

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28.

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 54 (373,366)

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

29.

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
London School of Economics & Political Science (LSE) - Department of Economics, University of Missouri, Johns Hopkins University - Carey Business School, University of Virginia and MarketShare Partners
Downloads 51 (382,990)
Citation 3

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

30.

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 51 (382,990)

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Bayesian Learning, Credibility, Disinflation, Mixing Estimation, Turkey

31.

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 43 (410,953)

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32.
Downloads 43 (410,953)
Citation 9

Revisiting Overborrowing and its Policy Implications

IDB Working Paper No. 60
Number of pages: 43 Posted: 21 Apr 2011
London 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 39 (435,392)
Citation 8

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Revisiting Overborrowing and its Policy Implications

CEPR Discussion Paper No. DP7872
Number of pages: 45 Posted: 19 Jul 2010
London 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 (646,720)
Citation 1
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Bailouts, Financial Frictions, Macro Prudential Policies, Overborrowing

33.
Downloads 39 (426,238)
Citation 1

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 17 (556,622)

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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
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 12 (589,935)

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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 (603,678)

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

34.

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

IDB Working Paper No. 569
Number of pages: 27 Posted: 25 Apr 2011
Eduardo Fernandez-Arias, Andrew Powell and Alessandro Rebucci
Inter-American Development Bank (IDB), Universidad Torcuato Di Tella - School of Business and Johns Hopkins University - Carey Business School
Downloads 36 (438,506)
Citation 2

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35.

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 34 (446,831)

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

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 23 (517,920)

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External Capital Structures and Oil Price Volatility

NBER Working Paper No. w16052
Number of pages: 40 Posted: 07 Jun 2010
Loyola University Maryland - Department of Economics, Johns Hopkins University - Carey Business School, University of Virginia - Darden Business School and Darden Business School
Downloads 10 (603,678)

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37.

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 Universidad Torcuato Di Tella - School of Business
Downloads 20 (519,268)

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38.

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

CEPR Discussion Paper No. 4535
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 (530,948)
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European monetary policy, Bayesian estimation, Gibbs sampling, time-varying coefficient model, transmission mechanism

39.

Are Capital Controls Prudential? An Empirical Investigation

NBER Working Paper No. w19671
Number of pages: 34 Posted: 23 Nov 2013
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 11 (572,958)
Citation 2

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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
London 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 7 (624,582)
Citation 1

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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
London 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 2
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Capital Controls, Financial Crises, Financial Frictions, Macro-prudential policies, Pecuniary Externality, Real Exchange Rate

41.

Financial Crisis and Macro-Prudential Policies

CEPR Discussion Paper No. DP8175
Number of pages: 53 Posted: 18 Jan 2011
London 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

42.

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

43.

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