Roberto Motto

European Central Bank (ECB)

Kaiserstrasse 29

Postfach 16 03 19

D-60311 Frankfurt am Main

Germany

SCHOLARLY PAPERS

20

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Top 755

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1,190

CROSSREF CITATIONS

618

Scholarly Papers (20)

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Number of pages: 27 Posted: 16 Mar 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 2,033 (13,461)
Citation 46

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential policy

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Bank of Italy Occasional Paper No. 87
Number of pages: 38 Posted: 23 May 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 863 (47,962)
Citation 36

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential

Basel III: Long-Term Impact on Economic Performance and Fluctuations

FRB of New York Staff Report No. 485
Number of pages: 24 Posted: 04 Mar 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 530 (90,454)
Citation 37

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Basel III, macroprudential

Basel III: Long-Term Impact on Economic Performance and Fluctuations

BIS Working Paper No. 338
Number of pages: 27 Posted: 06 Jun 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 513 (94,201)

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential

2.

Financial Factors in Economic Fluctuations

ECB Working Paper No. 1192
Number of pages: 133 Posted: 26 May 2010
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 2,482 (9,953)
Citation 15

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DSGE model, Financial frictions, Financial shocks, Bayesian estimation, Lending channel, Funding channel

3.

Asset Purchase Programmes and Financial Markets: Lessons from the Euro Area

ECB Working Paper No. 1864
Number of pages: 54 Posted: 19 Jan 2016
Carlo Altavilla, Giacomo Carboni and Roberto Motto
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,072 (35,976)
Citation 107

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yield curve, quantitative easing, LSAP, APP, event study

4.

Monetary Policy and Stock Market Boom-Bust Cycles

ECB Working Paper No. 955
Number of pages: 99 Posted: 20 Nov 2008
Northwestern University, Duke University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,016 (38,793)
Citation 73

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DSGE Models, Monetary Policy, Asset price boom-busts

The Great Depression and the Friedman-Schwartz Hypothesis

ECB Working Paper No. 326
Number of pages: 106 Posted: 29 Jul 2004
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 396 (128,125)

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general equilibrium, lower bound, deflation, shocks

The Great Depression and the Friedman-Schwartz Hypothesis

FRB of Cleveland Working Paper No. 03-18
Number of pages: 95 Posted: 13 Nov 2007
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 354 (145,363)
Citation 21

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Freidman-Schwartz hypothesis, Great Depression, causes of Great Depression, dynamic general equilibrium model

The Great Depression and the Friedman-Schwartz Hypothesis

NBER Working Paper No. w10255
Number of pages: 95 Posted: 31 Jan 2004 Last Revised: 09 Jan 2022
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 66 (584,319)
Citation 33

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6.

A Tale of Two Decades: The Ecb's Monetary Policy at 20

ECB Working Paper No. 20192346
Number of pages: 339 Posted: 08 Jan 2020 Last Revised: 18 Nov 2021
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and Independent
Downloads 802 (53,809)
Citation 40

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7.
Downloads 353 (146,818)
Citation 41

Monetary Policy and Stock Market Booms

Economic Research Initiatives at Duke (ERID) Working Paper No. 69
Number of pages: 48 Posted: 01 Oct 2010 Last Revised: 06 Aug 2014
Northwestern University, Duke University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 286 (182,488)
Citation 7

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Inflation Targeting, Sticky Prices, Sticky Wages, Stock Price Boom, DSGE Model, New Keynesian Model, News, Interest Rate Rule

Monetary Policy and Stock Market Booms

NBER Working Paper No. w16402
Number of pages: 48 Posted: 04 Oct 2010 Last Revised: 27 Apr 2023
Northwestern University, Duke University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 67 (579,695)

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8.
Downloads 312 (167,562)
Citation 134

Measuring Euro Area Monetary Policy

CFS Working Paper, No. 624, 2019
Number of pages: 57 Posted: 18 Jun 2019
European Central Bank (ECB), affiliation not provided to SSRN, Bilkent University - Department of Economics, European Central Bank (ECB) and University of Pisa - Department of Economics and Management
Downloads 114 (411,865)
Citation 6

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ECB policy surprise, event-study, intraday, persistence, asymmetry

Measuring Euro Area Monetary Policy

CESifo Working Paper No. 7699
Number of pages: 56 Posted: 10 Jul 2019 Last Revised: 18 Nov 2021
European Central Bank (ECB), affiliation not provided to SSRN, Bilkent University - Department of Economics, European Central Bank (ECB) and University of Pisa - Department of Economics and Management
Downloads 100 (453,180)
Citation 101

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ECB policy surprise, event-study, intraday, persistence, asymmetry

Measuring Euro Area Monetary Policy

ECB Working Paper No. 2281 (2019); ISBN 978-92-899-3543-2
Number of pages: 57 Posted: 20 May 2019
European Central Bank (ECB), affiliation not provided to SSRN, Bilkent University - Department of Economics, European Central Bank (ECB) and University of Pisa - Department of Economics and Management
Downloads 97 (462,558)
Citation 1

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ECB policy surprise, event-study, intraday, persistence, asymmetry

Measuring Euro Area Monetary Policy

CEPR Discussion Paper No. DP13759
Number of pages: 44 Posted: 11 Jun 2019 Last Revised: 04 Oct 2019
European Central Bank (ECB), affiliation not provided to SSRN, Bilkent University - Department of Economics, European Central Bank (ECB) and University of Pisa - Department of Economics and Management
Downloads 1 (1,091,946)
Citation 33
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Asymmetry, ECB policy surprise, Event-Study, intraday, Persistence

9.

Combining Negative Rates, Forward Guidance and Asset Purchases: Identification and Impacts of the ECB's Unconventional Policies

ECB Working Paper No. 2021/2564
Number of pages: 64 Posted: 03 Jun 2021
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 241 (217,545)
Citation 12

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10.

A Monetary Policy Strategy in Good and Bad Times: Lessons from the Recent Past

ECB Working Paper No. 1336
Number of pages: 66 Posted: 08 May 2011
European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 215 (242,619)

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Monetary Policy, Monetary transmission, Credit, Supply factors, Financial crisis, Non-standard policy measures

Shocks, Structures or Monetary Policies? The Euro Area and US After 2001

ECB Working Paper No. 774
Number of pages: 51 Posted: 11 Jul 2007
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 132 (368,539)
Citation 7

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Policy activism, DSGE model, policy inertia, shocks

Shocks, Structures or Monetary Policies? The Euro Area and Us after 2001

NBER Working Paper No. w13521
Number of pages: 42 Posted: 24 Oct 2007 Last Revised: 12 Dec 2022
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 41 (730,533)
Citation 2

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12.

The Ecb's Price Stability Framework: Past Experience, and Current and Future Challenges

ECB Occasional Paper No. 2021269
Number of pages: 128 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), Banque de France - Centre de Recherche, Bank of Latvia, ECB -DG Monetary Policy, De Nederlandsche Bank, European Central Bank (ECB), Bank of Portugal, European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), Banque de France, Bank of Finland - Research, Central Bank of Cyprus, Deutsche BundesbankEuropean Central Bank (ECB)University of Kiel, European Central BankECB, European Central Bank (ECB), Central Bank of Ireland, Banco de España, Bank of Italy, Deutsche Bundesbank, Deutsche Bundesbank, Banque de France, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, European Central Bank, University of St. Gallen, European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), Bank of Finland, Central Bank of Ireland, European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), Národná banka Slovenska, European Central Bank (ECB), European Central Bank (ECB), Banque de France, Deutsche Bundesbank, Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Frankfurt School of Finance & Management, European Central Bank, European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, National Bank of Belgium, Bank of Italy and Bank of Italy
Downloads 137 (357,111)
Citation 1

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effective lower bound, euro area, European Central Bank, monetary policy strategy, price stability

13.

Employment and the Conduct of Monetary Policy in the Euro Area

ECB Occasional Paper No. 2021/275
Number of pages: 149 Posted: 23 Sep 2021 Last Revised: 28 Jan 2022
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Central Bank of Ireland, Bank of Latvia, Deutsche BundesbankEuropean Central Bank (ECB)University of Kiel, European Central Bank (ECB), European Central Bank (ECB), Banco de España, Deutsche Bundesbank, KU Leuven, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Národná banka Slovenska, University of St. Gallen, European Central BankECB, European Central Bank (ECB), Bank of Italy, Banque de France, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, Central Bank of Ireland, Banque de France, Národná banka Slovenska, European Central Bank (ECB), European Central Bank (ECB), Bank of Portugal, Banco de España, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB)CEPR, Bank of Italy, Banco de España, Bank of Finland - Research, National Bank of Belgium, University of Bonn, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Portugal, Bank of Finland, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Université Paris I Panthéon-Sorbonne and Bank of Portugal
Downloads 109 (423,336)
Citation 1

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Employment, inequality, monetary policy

14.

Risk Shocks

NBER Working Paper No. w18682
Number of pages: 62 Posted: 12 Jan 2013 Last Revised: 20 Jul 2023
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 104 (437,815)
Citation 245

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15.

Market-Stabilization QE

ECB Working Paper No. 2022/2640
Number of pages: 72 Posted: 15 Feb 2022
Roberto Motto and Kadir Özen
European Central Bank (ECB) and Universitat Pompeu Fabra
Downloads 88 (488,434)

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Central Bank Communication, COVID-19 pandemic, European debt crisis, monetary policy shocks, unconventional monetary policies

16.

Two Reasons Why Money and Credit May Be Useful in Monetary Policy

NBER Working Paper No. w13502
Number of pages: 43 Posted: 16 Oct 2007 Last Revised: 24 Nov 2022
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 73 (545,389)
Citation 1

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17.

A Toolkit for Computing Constrained Optimal Policy Projections (COPPs)

ECB Working Paper No. 2021/2555
Number of pages: 47 Posted: 24 May 2021
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Sveriges RiksbankParis School of Economics (PSE)
Downloads 60 (603,880)
Citation 4

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18.

Monetary Policy Strategies for the Euro Area: Optimal Rules in the Presence of the ELB

ECB Working Paper No. 2023/2797
Number of pages: 40 Posted: 22 Mar 2023
Falk Mazelis, Roberto Motto and Annukka Ristiniemi
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 39 (726,458)

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asset purchases, effective lower bound, forward guidance, makeup strategies, monetary policy, optimal policy

19.

Asymmetric Monetary Policy Rules for the Euro Area and the Us

ECB Working Paper No. 20212587
Number of pages: 39 Posted: 14 Sep 2021 Last Revised: 18 Nov 2021
Norges Bank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 38 (733,540)
Citation 4

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Bayesian Estimation, effective lower bound, Inflation targeting, Markov-switching DSGE, optimal monetary policy

20.

A Toolkit for Computing Constrained Optimal Policy Projections (Copps)

CEPR Discussion Paper No. DP16865
Number of pages: 43 Posted: 04 Feb 2022
University of Liverpool - Management School (ULMS), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 0 (1,056,430)
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asset purchases, Commitment vs. discretion, forward guidance puzzle, Lower Bound, Optimal monetary policy