Vasco Cúrdia

Federal Reserve Bank of San Francisco

Research Advisor

101 Market Street

MS 1130

San Francisco, CA 94105

United States

http://www.frbsf.org/economics/economists/staff.php?vcurdia

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    • Tel: (415) 977-3624
SCHOLARLY PAPERS

14

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Top 966

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587

Scholarly Papers (14)

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1.

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

Downloads 4,027 ( 5,334)
Citation 122

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

Number of pages: 27 Posted: 16 Mar 2011
Paolo Angelini, Laurent Clerc, Vasco Cúrdia, Leonardo Gambacorta, Andrea Gerali, Alberto Locarno, Roberto Motto, Werner Roeger, Werner Roeger, Skander Van den Heuvel and Jan Vlček
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 2,049 (15,466)
Citation 48

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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
Paolo Angelini, Laurent Clerc, Vasco Cúrdia, Leonardo Gambacorta, Andrea Gerali, Alberto Locarno, Roberto Motto, Werner Roeger, Werner Roeger, Skander Van den Heuvel and Jan Vlček
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 915 (51,344)
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
Paolo Angelini, Laurent Clerc, Vasco Cúrdia, Leonardo Gambacorta, Andrea Gerali, Alberto Locarno, Roberto Motto, Werner Roeger, Werner Roeger, Skander Van den Heuvel and Jan Vlček
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 541 (101,966)
Citation 38

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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
Paolo Angelini, Laurent Clerc, Vasco Cúrdia, Leonardo Gambacorta, Andrea Gerali, Alberto Locarno, Roberto Motto, Werner Roeger, Werner Roeger, Skander Van den Heuvel and Jan Vlček
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)
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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential

2.

Conventional and Unconventional Monetary Policy

Downloads 2,120 (14,953)
Citation 23

Conventional and Unconventional Monetary Policy

FRB of New York Staff Report No. 404
Number of pages: 65 Posted: 13 Nov 2009
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 2,108 (14,789)
Citation 15

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unconventional monetary policy, credit policy, zero lower bound, central bank balance sheet

Conventional and Unconventional Monetary Policy

CEPR Discussion Paper No. DP7514
Number of pages: 66 Posted: 17 Nov 2009
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 12 (1,145,425)
Citation 8
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credit frictions, credit spread, interest on reserves, quantitative easing

3.

Credit Frictions and Optimal Monetary Policy

Downloads 864 (56,436)
Citation 120

Credit Frictions and Optimal Monetary Policy

BIS Working Paper No. 278
Number of pages: 78 Posted: 30 Jul 2009
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 509 (109,977)
Citation 50

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Financial Frictions, Interest Rate Spreads

Credit Frictions and Optimal Monetary Policy

National Bank of Belgium Working Paper No. 146
Number of pages: 108 Posted: 03 Oct 2010
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 231 (261,572)
Citation 16

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Credit Frictions and Optimal Monetary Policy

Number of pages: 100 Posted: 06 Feb 2013
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 100 (530,669)
Citation 10

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Credit Frictions and Optimal Monetary Policy

NBER Working Paper No. w21820
Number of pages: 76 Posted: 21 Dec 2015 Last Revised: 13 Feb 2023
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 24 (1,003,068)
Citation 44

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4.

The Central-Bank Balance Sheet as an Instrument of Monetary Policy

Downloads 264 (230,418)
Citation 120

The Central-Bank Balance Sheet as an Instrument of Monetary Policy

FRB of New York Staff Report No. 463
Number of pages: 82 Posted: 01 Aug 2010
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 172 (344,144)
Citation 38

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credit policy, quantitative easing, zero lower bound

The Central-Bank Balance Sheet as an Instrument of Monetary Policy

NBER Working Paper No. w16208
Number of pages: 82 Posted: 26 Jul 2010 Last Revised: 16 Apr 2023
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 92 (561,030)
Citation 82

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5.

Monetary Policy Tradeoffs and the Federal Reserve'S Dual Mandate

FEDS Working Paper No. 2020-66
Number of pages: 33 Posted: 02 Sep 2020 Last Revised: 11 Sep 2020
Andrea Ajello, Isabel Cairo, Vasco Cúrdia, Thomas Lubik and Albert Queralto
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of San Francisco, Federal Reserve Banks - Federal Reserve Bank of Richmond and Board of Governors of the Federal Reserve System
Downloads 241 (252,339)
Citation 1

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6.

Credit Spreads and Monetary Policy

Downloads 214 (282,557)
Citation 82

Credit Spreads and Monetary Policy

FRB of New York Staff Report No. 385
Number of pages: 62 Posted: 02 Sep 2009
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 132 (429,200)
Citation 82

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credit frictions, monetary policy

Credit Spreads and Monetary Policy

NBER Working Paper No. w15289
Number of pages: 62 Posted: 31 Aug 2009 Last Revised: 12 Apr 2023
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 82 (603,378)

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7.

Monetary Regime Change and Business Cycles

Downloads 206 (294,084)
Citation 1

Monetary Regime Change and Business Cycles

Riksbank Research Paper Series No. 72, Sveriges Riksbank Working Paper Series No. 241
Number of pages: 59 Posted: 29 May 2010
Vasco Cúrdia and Daria Finocchiaro
Federal Reserve Bank of San Francisco and Sveriges Riksbank - Research Division
Downloads 83 (598,908)

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Bayesian estimation, DSGE models, target zone, inflation targeting, regime change

Monetary Regime Change and Business Cycles

FRB of New York Staff Report No. 294
Number of pages: 58 Posted: 10 Aug 2007 Last Revised: 22 Jul 2010
Vasco Cúrdia and Daria Finocchiaro
Federal Reserve Bank of San Francisco and Sveriges Riksbank - Research Division
Downloads 81 (612,497)

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Bayesian estimation, DSGE models, target zone, inflation targeting, regime change

Monetary Regime Change and Business Cycles

FRB of San Francisco Working Paper 2013-02
Number of pages: 45 Posted: 06 Feb 2013
Vasco Cúrdia and Daria Finocchiaro
Federal Reserve Bank of San Francisco and Sveriges Riksbank - Research Division
Downloads 42 (836,733)
Citation 1

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Bayesian estimation, DSGE models, target zone, inflation targeting, regime change

8.

Optimal Monetary Policy Under Sudden Stops

FRB of New York Staff Report No. 323
Number of pages: 57 Posted: 17 Apr 2008 Last Revised: 08 Jun 2010
Vasco Cúrdia
Federal Reserve Bank of San Francisco
Downloads 155 (376,481)
Citation 14

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sudden stops, monetary policy, emerging markets, financial crises

9.

Monetary Policy under Sudden Stops

FRB of New York Staff Report No. 278
Number of pages: 60 Posted: 13 Mar 2007
Vasco Cúrdia
Federal Reserve Bank of San Francisco
Downloads 155 (378,524)
Citation 14

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sudden stops, monetary policy, emerging markets, financial crises

10.

Evaluating Interest Rate Rules in an Estimated DSGE Model

FRB of New York Staff Report No. 510
Number of pages: 47 Posted: 26 Aug 2011
Vasco Cúrdia, Andrea Ferrero, Ging Cee Ng and Andrea Tambalotti
Federal Reserve Bank of San Francisco, University of Oxford - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 146 (395,448)
Citation 9

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inflation expectations, surveys, experimental economics

11.

The Macroeconomic Effects of Large-Scale Asset Purchase Programs

FRB of New York Staff Report No. 527
Number of pages: 56 Posted: 23 Dec 2011 Last Revised: 09 Feb 2013
Han Chen, Vasco Cúrdia and Andrea Ferrero
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of San Francisco and University of Oxford - Department of Economics
Downloads 145 (397,590)
Citation 26

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quantitative easing, zero lower bound, unconventional monetary policy

12.

Has U.S. Monetary Policy Tracked the Efficient Interest Rate?

Number of pages: 31 Posted: 20 May 2014
Vasco Cúrdia, Andrea Ferrero, Ging Cee Ng and Andrea Tambalotti
Federal Reserve Bank of San Francisco, University of Oxford - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 124 (452,030)
Citation 15

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Monetary Policy, Interest Rate Rules, DSGE Models, Bayesian Model Comparison

13.

Correlated Disturbances and U.S. Business Cycles

Downloads 115 (475,689)

Correlated Disturbances and U.S. Business Cycles

NBER Working Paper No. w15774
Number of pages: 50 Posted: 01 Mar 2010 Last Revised: 06 Feb 2023
Vasco Cúrdia and Ricardo Reis
Federal Reserve Bank of San Francisco and London School of Economics & Political Science (LSE)
Downloads 57 (732,680)

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Correlated Disturbances and U.S. Business Cycles

FRB of New York Staff Report No. 434
Number of pages: 47 Posted: 03 Mar 2010
Vasco Cúrdia and Ricardo Reis
Federal Reserve Bank of San Francisco and London School of Economics & Political Science (LSE)
Downloads 54 (751,473)

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DSGE, Bayesian estimation, robustness

Correlated Disturbances and U.S. Business Cycles

CEPR Discussion Paper No. DP7712
Number of pages: 49 Posted: 01 Mar 2010
Vasco Cúrdia and Ricardo Reis
Federal Reserve Bank of San Francisco and London School of Economics & Political Science (LSE)
Downloads 4 (1,247,684)
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Bayesian estimation, DSGE, Robustness

14.

Rare Shocks, Great Recessions

FRB of New York Staff Report No. 585
Number of pages: 52 Posted: 18 Dec 2012
Vasco Cúrdia, Marco Del Negro and Daniel Greenwald
Federal Reserve Bank of San Francisco, Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 81 (599,896)
Citation 40

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Bayesian Analysis of DSGE Models, Fat tails, stochastic volatility, Great Recession