MATTEO
IACOVIELLO: RESEARCH
WORKING PAPERS PUBLICATIONS POLICY PAPERS DISCUSSIONS
WORKING PAPERS AND WORK IN PROGRESS
Iacoviello, Matteo, Housing Wealth and Consumption, September 2009 (draft entry
prepared for the International Encyclopedia of Housing and Home, Elsevier,
forthcoming, 2011)
Iacoviello,
Matteo, and Marina Pavan, Housing and
Debt over the Life Cycle and over the Business Cycle, November 2009
(slides are here)
Iacoviello,
Matteo, Fabio Schiantarelli and Scott Schuh, Input and Output
Inventories in General Equilibrium, October 2009
Technical
Appendix: Iacoviello-Schiantarelli-Schuh
Technical_Appendix.
Iacoviello,
Matteo and Raoul Minetti, Foreign Lenders
in Emerging Economies, November 2008
Iacoviello,
Matteo, and Frank Smets, House Prices and the Transmission Mechanism in the
Euro Area: Theory and Evidence from a Monetary Union Model, in progress
Iacoviello,
Matteo, and
Appendix
C (Estimation Details): Iacoviello-Neri
Appendix_C.
Appendix
D (Robustness Analysis): Iacoviello-Neri
Appendix_D.
Appendix
E (Mathematical Derivations): Iacoviello-Neri
Appendix_E.
Replication
files: Iacoviello-Neri
Replication.
Iacoviello,
Matteo, Household
Debt and Income Inequality, 1963-2003, (2008), Journal of Money, Credit and Banking, Vol. Vol. 40, No. 5 (August),
pp. 929-965
Iacoviello, Matteo, and Raoul Minetti, The Credit
Channel of Monetary Policy: Evidence from the Housing Market, (2008), Journal of Macroeconomics, Vol. 30, No.
1 (March), pp. 69-96.
Iacoviello,
Matteo, and Marina Pavan, An
Equilibrium Model of Lumpy Housing Investment, (2007) Rivista di Politica Economica, Vol. II,
March-April.
Iacoviello,
Matteo, and Raoul Minetti, International
Business Cycles with Domestic and Foreign Lenders, (2006), Journal of Monetary Economics, Vol. 53,
No. 8 (November), pp. 2267-2282.
(A technical appendix
is available. The working paper version
of the article contains additional empirical results. Replication files are here).
Iacoviello, Matteo, House Prices,
Borrowing Constraints and Monetary Policy in the Business Cycle, (2005), American Economic Review, Vol. 95, No. 3
(June), pp. 739-764.
(Appendix C is
available. A technical
appendix is here. Replication files (including technical appendix) are here)
(Dynare_3
code
to replicate impulse responses)
Iacoviello, Matteo, Consumption,
House Prices and Collateral Constraints: a Structural Econometric Analysis,
(2004), Journal of Housing Economics,
Vol 13, No. 4, pp. 305-321.
Iacoviello, Matteo and Franηois
Ortalo-Magnι, Hedging
Housing Risk in London, (2003) the Journal of Real Estate Finance and
Economics, Vol 27, No.2, pp.
191-209
Iacoviello, Matteo and
Raoul Minetti, Financial
Liberalisation and the Sensitivity of House Prices to Monetary Policy: Theory
and Evidence, (2003) The
POLICY PAPERS, PRESENTATIONS, ETC.
Iacoviello,
Matteo, What Do
VAR and DSGE Models Tell Us About the Current Business Cycle?, May 6, 2009
(Slides
for a presentation at the Boston Fed, containing outlook and forecasts for the
housing market as of May 2009)
Iacoviello,
Matteo, Lessons
from the Recent Housing Market Cycle, March 28, 2008
(Slides
for a presentation at the IMF)
Iacoviello,
Matteo, The
Fed and the Housing Boom, January 2006
Iacoviello,
Matteo, Short-term
Forecasting: Projecting Italian GDP 1 Quarter to 2 Years Ahead, IMF Working
Paper 109/2001
Iacoviello,
Matteo, House Prices and Business
Cycles in Europe: a VAR Analysis, (10/2002), BC Working Paper 540
Iacoviello,
Matteo, Discussion
of Valentina_Michelangeli (Does_it_Pay_to_Get_a_Reverse_Mortgage),
September 2008 (BC/BU Green Line Macro Workshop,
Iacoviello,
Matteo, Discussion
of Lawrence Christiano, Roberto Motto and Massimo Rostagno (Financial Factors
in Business Cycles), June 2008 (Bank of
Iacoviello,
Matteo, Discussion
of Jonas Fisher and Martin Gervais (First-Time Home Buyers), January 2008
(ASSA Meetings,
Iacoviello,
Matteo, Discussion
of Michael Johnston (Real and Nominal Frictions Within
the Firm), December 2007 (BC/BU Green Line Macro Workshop,
Iacoviello,
Matteo, Discussion
of Alessandro Calza, Tommaso Monacelli and Livio Stracca (Mortgage Markets,
Collateral Constraints and Monetary Policy), December 2006 (ECB/Board
International Research Forum on Monetary Policy,
Iacoviello,
Matteo, Discussion
of Jeffrey Campbell and Zvi Hercowitz (The Role of Collateralized Household
Debt in Macroeconomic Stabilization), September 2006 (Bank of
Canada/Cleveland Fed/Swiss National Bank conference,
Iacoviello,
Matteo, Discussion
of Riccardo DiCecio (Comovement: Its not a Puzzle), December 2005
(Italian Workshop on Dynamic Macroeconomics,