Alessandro Villa

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

SCHOLARLY PAPERS

5

DOWNLOADS

532

SSRN CITATIONS

4

CROSSREF CITATIONS

5

Scholarly Papers (5)

1.

Levered Returns and Capital Structure Imbalances

Number of pages: 78 Posted: 24 Jan 2017 Last Revised: 10 Jan 2022
Universitat Pompeu Fabra - Faculty of Economic and Business SciencesBarcelona Graduate School of Economics, University of Luxembourg, Bocconi University - CAREFIN - Centre for Applied Research in Finance and Federal Reserve Bank of Chicago
Downloads 510 (77,183)
Citation 2

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Leverage, Cross Section of Returns, Target Leverage, Dynamic Capital Structure, Financial Frictions

A Machine Learning Projection Method for Macro-Finance Models

FRB of Chicago Working Paper No. 2022-19
Number of pages: 50 Posted: 26 May 2022
Vytautas Valaitis and Alessandro Villa
European University Institute and Federal Reserve Bank of Chicago
Downloads 20 (714,978)

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Machine Learning, Incomplete Markets, Projection Methods, Optimal Fiscal Policy, Maturity Management

3.

Optimal Procurement with Quality Concerns

FRB of Chicago Working Paper No. 2022-21
Number of pages: 44 Posted: 27 May 2022
Giuseppe Lopomo, Nicola Persico and Alessandro Villa
Fuqua School - Duke University, Northwestern University - Kellogg School of Management and Federal Reserve Bank of Chicago
Downloads 2 (858,590)

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Procurement Auctions, Mechanism Design

4.

Government Debt Management and Inflation with Real and Nominal Bonds

FRB of Chicago Working Paper No. 2022-28
Posted: 24 Jun 2022
Lukas Schmid, Vytautas Valaitis and Alessandro Villa
University of Southern California - Marshall School of Business, European University Institute and Federal Reserve Bank of Chicago

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Optimal Fiscal Policy, Optimal Debt Management, TIPS, Incomplete Markets, Inflation, Inflation Risk Premia, Monetary Policy, Machine Learning, Time Inconsistency

Capital and Labor Taxes with Costly State Contingency

CEPR Discussion Paper No. DP16616
Number of pages: 55 Posted: 09 Nov 2021 Last Revised: 04 Feb 2022
Alex Clymo, Andrea Lanteri and Alessandro Villa
University of Essex, Duke University - Department of Economics and Federal Reserve Bank of Chicago
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Costly State Contingency, Fiscal Announcements, Optimal fiscal policy, Time Inconsistency

Capital and Labor Taxes with Costly State Contingency

FRB of Chicago Working Paper No. 2022-20
Number of pages: 53 Posted: 26 May 2022
Alex Clymo, Andrea Lanteri and Alessandro Villa
University of Essex, Duke University - Department of Economics and Federal Reserve Bank of Chicago
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Optimal Fiscal Policy; Fiscal Announcements; Costly State Contingency; Time Inconsistency