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

SCHOLARLY PAPERS

13

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Scholarly Papers (13)

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, DGECFIN, Federal Reserve Board and International Monetary Fund (IMF)
Downloads 1,969 (7,100)

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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, DGECFIN, Federal Reserve Board and International Monetary Fund (IMF)
Downloads 810 (28,255)

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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, DGECFIN, Federal Reserve Board and International Monetary Fund (IMF)
Downloads 499 (53,866)

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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, DGECFIN, Federal Reserve Board and International Monetary Fund (IMF)
Downloads 482 (56,325)

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

2.
Downloads 736 ( 32,724)

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 472 (57,867)

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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 192 (154,944)

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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 61 (352,453)

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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: 01 Jan 2016
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 11 (588,326)

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3.
Downloads 689 ( 35,901)

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 677 (36,181)

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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 (581,620)
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credit frictions, credit spread, interest on reserves, quantitative easing

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 131 (215,143)

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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: 31 Jul 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 64 (343,764)

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5.
Downloads 142 (200,969)

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 94 (273,438)

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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: 02 Oct 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 48 (395,193)

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6.
Downloads 127 (219,568)

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 58 (361,583)

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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 52 (381,207)

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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 17 (549,086)

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

7.

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 115 (236,504)

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sudden stops, monetary policy, emerging markets, financial crises

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 112 (240,932)

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sudden stops, monetary policy, emerging markets, financial crises

9.

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 101 (259,009)

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quantitative easing, zero lower bound, unconventional monetary policy

10.

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

Number of pages: 31 Posted: 20 May 2014
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 80 (299,896)

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

11.

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
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 61 (347,729)

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inflation expectations, surveys, experimental economics

12.
Downloads 38 (424,985)

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 21 (523,569)

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DSGE, Bayesian estimation, robustness

Correlated Disturbances and U.S. Business Cycles

NBER Working Paper No. w15774
Number of pages: 50 Posted: 01 Mar 2010 Last Revised: 09 Aug 2010
Vasco Cúrdia and Ricardo Reis
Federal Reserve Bank of San Francisco and London School of Economics & Political Science (LSE)
Downloads 14 (568,505)

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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 3 (645,426)
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Bayesian estimation, DSGE, Robustness

13.

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 33 (445,506)

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