Filippo Occhino

Federal Reserve Banks - Federal Reserve Bank of Cleveland

Senior Research Economist

East 6th & Superior

Cleveland, OH 44101-1387

United States

SCHOLARLY PAPERS

10

DOWNLOADS

575

SSRN CITATIONS
Rank 41,437

SSRN RANKINGS

Top 41,437

in Total Papers Citations

14

CROSSREF CITATIONS

3

Scholarly Papers (10)

1.

The Impact of Monetary Policy on Bond Returns: A Segmented Markets Approach

Rutgers University Economics Working Paper No. 2004-02
Number of pages: 19 Posted: 10 Aug 2004
Bruce Mizrach and Filippo Occhino
Rutgers University, Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 161 (217,607)
Citation 1

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Bond returns volatility, limited participation, segmented markets, monetary policy shocks

2.

Debt Overhang in a Business Cycle Model

FRB of Cleveland Working Paper No. 10-03R
Number of pages: 42 Posted: 24 Apr 2010 Last Revised: 15 Dec 2010
Filippo Occhino and Andrea Pescatori
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 127 (263,226)
Citation 12

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Debt Overhang, Default, Credit Risk, Financial Frictions, Financial-Accelerator

3.

Debt-Overhang Banking Crises

FRB of Cleveland Working Paper No. 14-25
Number of pages: 42 Posted: 25 Oct 2014
Filippo Occhino
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 64 (404,493)

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Debt overhang; bank interconnectedness; multiple equilibria; financial contagion; financial fragility; systemic risk; macroprudential policy; stress tests.

4.

The 2012 Eurozone Crisis and the ECB's OMT Program: A Debt-Overhang Banking and Sovereign Crisis Interpretation

FRB of Cleveland Working Paper No. 15-09
Number of pages: 48 Posted: 29 May 2015
Filippo Occhino
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 53 (442,734)

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Debt overhang, multiple equilibria, self-fulfilling expectations, financial fragility, systemic risk

5.

Government Debt Dynamics Under Discretion

Number of pages: 17 Posted: 14 May 2010
Filippo Occhino
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 39 (500,939)
Citation 1

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Commitment, Time-consistency, Ramsey equilibrium, Markov perfect equilibrium

6.

The Macroeconomic Effects of the Tax Cuts and Jobs Act

FRB of Cleveland Working Paper No. 19-28
Number of pages: 52 Posted: 16 Dec 2019
Filippo Occhino
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 35 (519,896)

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Tax reform, tax multiplier, interest deductibility, accelerated depreciation, financial frictions

7.

How Occupied France Financed its Own Exploitation in World War Ii

NBER Working Paper No. w12137
Number of pages: 55 Posted: 18 May 2006 Last Revised: 01 Mar 2021
Filippo Occhino, Kim Oosterlinck and Eugene N. White
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Université Libre de Bruxelles - SBS-EM, CEB and Rutgers University - Department of Economics
Downloads 33 (530,126)
Citation 2

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8.

Quantitative Easing and Direct Lending in Response to the COVID-19 Crisis

FRB of Cleveland Working Paper No. 20-29
Number of pages: 29 Posted: 26 Oct 2020
Filippo Occhino
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 23 (588,589)
Citation 1

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quantitative easing, credit easing, liquidity premium, risk premium

9.

The Optimal Response of Bank Capital Requirements to Credit and Risk in a Model with Financial Spillovers

FRB of Cleveland Working Paper No. 17-11
Number of pages: 58 Posted: 04 Jul 2017
Filippo Occhino
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 20 (608,404)

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Debt Overhang, Financial Vulnerabilities, Financial Stability

10.

The 2012 Eurozone Crisis and the ECB's OMT Program: A Debt-Overhang Banking and Sovereign Crisis Interpretation

FRB of Cleveland Working Paper No. 1509
Number of pages: 48 Posted: 01 Jan 2016
Filippo Occhino
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 20 (608,404)

Abstract:

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Debt overhang, multiple equilibria, self-fulfilling expectations, financial fragility, systemic risk