Luca Benati

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

12

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2,740

SSRN CITATIONS
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Top 3,243

in Total Papers Citations

26

CROSSREF CITATIONS

322

Scholarly Papers (12)

1.

Unconventional Monetary Policy and the Great Recession - Estimating the Impact of a Compression in the Yield Spread at the Zero Lower Bound

ECB Working Paper No. 1258
Number of pages: 52 Posted: 22 Oct 2010
Christiane Baumeister and Luca Benati
University of Notre Dame and European Central Bank (ECB)
Downloads 1,046 (21,373)
Citation 17

Abstract:

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Great Recession, structural VARs, time-varying parameters, Bayesian VARs, stochastic volatility, Monte Carlo integration, policy counterfactuals

2.

Long Run Evidence on Money Growth and Inflation

ECB Working Paper No. 1027
Number of pages: 83 Posted: 12 Mar 2009
Luca Benati
European Central Bank (ECB)
Downloads 499 (58,621)

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Quantity theory of money, inflation, frequency domain, cross-spectral analysis, band-pass filtering, DSGE models, Bayesian estimation, trend inflation

3.

VAR Analysis and the Great Moderation

ECB Working Paper No. 866
Number of pages: 40 Posted: 26 Feb 2008
Luca Benati and Paolo Surico
European Central Bank (ECB) and London Business School - Department of Economics
Downloads 293 (108,860)
Citation 3

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Great Moderation, DSGE models, indeterminacy, vector autoregressions

4.

Investigating Inflation Persistence Across Monetary Regimes

ECB Working Paper No. 851
Number of pages: 57 Posted: 26 Jan 2008
Luca Benati
European Central Bank (ECB)
Downloads 234 (137,316)
Citation 3

Abstract:

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Inflation, European Monetary Union, inflation targeting, Gold Standard, Lucas critique, median-unbiased estimation, Markov Chain Monte Carlo

5.

Joint Estimation of the Natural Rate of Interest, the Natural Rate of Unemployment, Expected Inflation, and Potential Output

ECB Working Paper No. 797
Number of pages: 45 Posted: 22 Aug 2007
Luca Benati and Giovanni Vitale
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 222 (144,478)

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Monetary policy, natural rate of interest, time-varying parameters, Monte Carlo integration, median-unbiased estimation, endogenous break tests, bootstrapping

6.

The 'Great Moderation' in the United Kingdom

ECB Working Paper No. 769
Number of pages: 49 Posted: 28 Jun 2007
Luca Benati
European Central Bank (ECB)
Downloads 95 (287,335)

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Bayesian VARs, stochastic volatility, identified VARs, timevarying parameters, frequency domain, Great Inflation, policy counterfactuals, Lucas critique, European Monetary System

7.

Investigating Time-Variation in the Marginal Predictive Power of the Yield Spread

ECB Working Paper No. 802
Number of pages: 54 Posted: 22 Aug 2007
Luca Benati and Charles Goodhart
European Central Bank (ECB) and London School of Economics & Political Science (LSE) - Financial Markets Group
Downloads 94 (289,290)
Citation 1

Abstract:

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Bayesian VARs, stochastic volatility, time-varying parameters, median-unbiased estimation, Monte Carlo integration

8.

Evolving U.S. Monetary Policy and the Decline of Inflation Predictability

ECB Working Paper No. 824
Number of pages: 26 Posted: 02 Nov 2007
Luca Benati and Paolo Surico
European Central Bank (ECB) and London Business School - Department of Economics
Downloads 70 (344,813)
Citation 2

Abstract:

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Bayesian time-varying VARs, sign restrictions, frequency domain, Great Inflation, predictability

9.

Are Policy Counterfactuals Based on Structural VARs Reliable?

ECB Working Paper No. 1188
Number of pages: 61 Posted: 06 May 2010
Luca Benati
European Central Bank (ECB)
Downloads 63 (364,588)
Citation 1

Abstract:

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Lucas Critique, Structural VARs, Policy Counterfactuals, DSGE Models, Taylor Rules, Monetary Policy, Great Depression, Great Inflation, Great Moderation

10.

Are 'Intrinsic Inflation Persistence' Models Structural in the Sense of Lucas (1976)?

ECB Working Paper No. 1038
Number of pages: 58 Posted: 19 Mar 2009
Luca Benati
European Central Bank (ECB)
Downloads 59 (376,685)

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New Keynesian models, inflation persistence, Bayesian estimation

11.

Evolving Phillips Trade-Off

ECB Working Paper No. 1176
Number of pages: 45 Posted: 26 Apr 2010
Luca Benati
European Central Bank (ECB)
Downloads 40 (444,447)

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Phillips trade-off, Lucas critique, Bayesian VARs, time-varying parameters, stochastic volatility, identified VARs, Great Inflation, Great Depression, globalisation

12.

Would the Bundesbank Have Prevented the Great Inflation in the United States?

ECB Working Paper No. 1134
Number of pages: 33 Posted: 15 Dec 2009
Luca Benati
European Central Bank (ECB)
Downloads 25 (516,428)

Abstract:

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Bayesian VARs, time-varying parameters, stochastic volatility, identified VARs, Great Inflation, policy counterfactuals