Michele Cavallo

Division of Monetary Affairs

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Division of Monetary Affairs

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SCHOLARLY PAPERS

11

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59

Scholarly Papers (11)

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1.

Do Banks Provision for Bad Loans in Good Times? Empirical Evidence and Policy Implications

Number of pages: 34 Posted: 20 Apr 2016
Michele Cavallo and Giovanni Majnoni
Division of Monetary Affairs and World Bank
Downloads 920 (55,920)
Citation 1

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banks, bank regulation, loan loss provisions

2.

Exchange Rate Overshooting and the Costs of Floating

FRB of San Francisco Working Paper No. 2005-07
Number of pages: 32 Posted: 13 Jun 2005
Michele Cavallo, Kate Kisselev, Fabrizio Perri and Nouriel Roubini
Division of Monetary Affairs, Citigroup, Leonard N. Stern School of Business - Department of Economics and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 569 (104,945)
Citation 12

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Balance sheet effects, currency crises, exchange rate policy

3.

Government Consumption Expenditures and the Current Account

FRB of San Francisco Working Paper No. 2005-03
Number of pages: 28 Posted: 20 Apr 2005
Michele Cavallo
Division of Monetary Affairs
Downloads 358 (181,219)
Citation 6

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Government expenditure, Government hours, Current account

4.

Fiscal Implications of the Federal Reserve's Balance Sheet Normalization

Downloads 283 (233,267)
Citation 4

Fiscal Implications of the Federal Reserve's Balance Sheet Normalization

FRB of NY Staff Report No. 833
Number of pages: 47 Posted: 09 Jan 2018
Michele Cavallo, Marco Del Negro, W. Scott Frame, Jamie Grasing, Ben Malin and Carlo Rosa
Division of Monetary Affairs, Federal Reserve Bank of New York, Bank Policy Institute, University of Maryland, Federal Reserve Bank of Minneapolis and University of Parma
Downloads 100 (583,721)

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central bank balance sheets, monetary policy, remittances

Fiscal Implications of the Federal Reserve's Balance Sheet Normalization

FRB Atlanta Working Paper No. 2018-7
Number of pages: 46 Posted: 22 Aug 2018 Last Revised: 29 Apr 2020
Michele Cavallo, Marco Del Negro, W. Scott Frame, Jamie Grasing, Ben Malin and Carlo Rosa
Division of Monetary Affairs, Federal Reserve Bank of New York, Bank Policy Institute, University of Maryland, Federal Reserve Bank of Minneapolis and University of Parma
Downloads 92 (617,008)
Citation 3

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central bank balance sheets, monetary policy, remittances

Fiscal Implications of the Federal Reserve's Balance Sheet Normalization

FEDS Working Paper No. 2018-002
Number of pages: 47 Posted: 11 Jan 2018 Last Revised: 29 Apr 2020
Michele Cavallo, Marco Del Negro, W. Scott Frame, Jamie Grasing, Ben Malin and Carlo Rosa
Division of Monetary Affairs, Federal Reserve Bank of New York, Bank Policy Institute, University of Maryland, Federal Reserve Bank of Minneapolis and University of Parma
Downloads 91 (621,332)
Citation 1

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Central bank balance sheets, Monetary policy, Remittances

5.

Oil Price Elasticities and Oil Price Fluctuations

International Finance Discussion Paper No. 1173
Number of pages: 60 Posted: 19 Jul 2016 Last Revised: 21 Sep 2016
Dario Caldara, Michele Cavallo and Matteo Iacoviello
Board of Governors of the Federal Reserve System, Division of Monetary Affairs and Board of Governors of the Federal Reserve System
Downloads 282 (234,128)
Citation 35

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6.

Measuring Oil-Price Shocks Using Market-Based Information

IMF Working Paper No. NO.12/19
Number of pages: 42 Posted: 02 Feb 2012
Tao Wu and Michele Cavallo
International Monetary Fund (IMF) and Division of Monetary Affairs
Downloads 209 (314,745)
Citation 1

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Oil Shocks, Market-based Information, Var Identification, Commodity Price Fluctuations, External Shocks, Oil Prices, Price Increases

7.

Measuring Bank Credit Supply Shocks Using the Senior Loan Officer Survey

FEDS Notes No. 2024-05-24-1
Posted: 07 Jun 2024
Michele Cavallo, Juan Morelli, Rebecca Zarutskie and Solveig Baylor
Division of Monetary Affairs, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Dallas and Independent

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8.

Unpacking the Effects of Bank Credit Supply Shocks on Economic Activity

FEDS Notes No. 2024-05-24-2
Posted: 06 Jun 2024
Michele Cavallo, Juan Morelli and Rebecca Zarutskie
Division of Monetary Affairs, Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of Dallas

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9.

A New Index to Measure U.S. Financial Conditions

FEDS Notes No. 2023-06-30
Posted: 11 Jul 2023
Andrea Ajello, Michele Cavallo, Giovanni Favara, William Peterman, John W. Schindler and Nitish Ranjan Sinha
Board of Governors of the Federal Reserve System, Division of Monetary Affairs, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Independent and Board of Governors of the Federal Reserve System

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10.

Understanding Bank Deposit Growth During the COVID-19 Pandemic

FEDS Notes No. 2022-06-03-1
Posted: 07 Jun 2022
Andrew Castro, Michele Cavallo and Rebecca Zarutskie
Board of Governors of the Federal Reserve System, Division of Monetary Affairs and Federal Reserve Banks - Federal Reserve Bank of Dallas

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11.

Fiscal implications of the Federal Reserve’s Balance Sheet Normalization

FEDS Notes No. 2018-01-09-2 https://doi.org/10.17016/2380-7172.2126
Posted: 06 Jun 2018
Michele Cavallo, Marco Del Negro, W. Scott Frame, Jamie Grasing, Ben Malin and Carlo Rosa
Division of Monetary Affairs, Federal Reserve Bank of New York, Bank Policy Institute, University of Maryland, Federal Reserve Bank of Minneapolis and University of Parma

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