Luca Guerrieri

Names

Identifer

Contact

Affiliations

• Federal Reserve Board (Board of Governors of the Federal Reserve System)
  • EDIRC entry
  • location:

Research profile

author of:

• International Competition and Inflation: A New Keynesian Perspective
  American Economic Journal: Macroeconomics, American Economic Association (2010)
  by Luca Guerrieri & Christopher Gust & J. David López-Salido
  (ReDIF-article, aea:aejmac:v:2:y:2010:i:4:p:247-80)
• Macroeconomic Effects of Banking Sector Losses across Structural Models
  BIS Working Papers, Bank for International Settlements (2015)
  by Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queraltoy & Jae Sim
  (ReDIF-paper, bis:biswps:507)
• Expansionary Fiscal Shocks and the US Trade Deficit
  International Finance, Wiley Blackwell (2005)
  by Christopher J. Erceg & Luca Guerrieri & Christopher Gust
  (ReDIF-article, bla:intfin:v:8:y:2005:i:3:p:363-397)
• The Elusive Gains from Nationally-Oriented Monetary Policy
  Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2020)
  by Bodenstein, M. & Corsetti, G. & Guerrieri, L.
  (ReDIF-paper, cam:camdae:2006)
• Social Distancing and Supply Disruptions in a Pandemic
  Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2020)
  by Bodenstein, M. & Corsetti, G. & Guerrieri, L.
  (ReDIF-paper, cam:camdae:2031)
• Economic and Epidemiological Effects of Mandated and Spontaneous Social Distancing
  Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2021)
  by Bodenstein, M. & Corsetti, G. & Guerrieri, L.
  (ReDIF-paper, cam:camdae:2117)
• The Elusive Gains from Nationally-Oriented Monetary Policy
  Discussion Papers, Centre for Macroeconomics (CFM) (2020)
  by Martin Bodenstein & Giancarlo Corsetti & Luca Guerrieri
  (ReDIF-paper, cfm:wpaper:2009)
• Social Distancing and Supply Disruptions in a Pandemic
  Discussion Papers, Centre for Macroeconomics (CFM) (2020)
  by Martin Bodenstein & Giancarlo Corsetti & Luca Guerrieri
  (ReDIF-paper, cfm:wpaper:2016)
• The effects of foreign shocks when interest rates are at zero
  Canadian Journal of Economics, Canadian Economics Association (2017)
  by Martin Bodenstein & Christopher J. Erceg & Luca Guerrieri
  (ReDIF-article, cje:issued:v:50:y:2017:i:3:p:660-684)
• The Elusive Gains from Nationally-Oriented Monetary Policy
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
  by Corsetti, Giancarlo & Bodenstein, Martin & Guerrieri, Luca
  (ReDIF-paper, cpr:ceprdp:14359)
• Social Distancing and Supply Disruptions in a Pandemic
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
  by Corsetti, Giancarlo & Bodenstein, Martin & Guerrieri, Luca
  (ReDIF-paper, cpr:ceprdp:14629)
• International Competition and Inflation: A New Keynesian Perspective
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
  by López-Salido, J David & Gust, Christopher & Guerrieri, Luca
  (ReDIF-paper, cpr:ceprdp:7561)
• The Effects of Foreign Shocks When Interest Rates Are at Zero
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
  by Erceg, Christopher & Bodenstein, Martin & Guerrieri, Luca
  (ReDIF-paper, cpr:ceprdp:8006)
• Monetary policy responses to oil price fluctuations
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
  by Kilian, Lutz & Bodenstein, Martin & Guerrieri, Luca
  (ReDIF-paper, cpr:ceprdp:8928)
• Trade adjustment and the composition of trade
  Journal of Economic Dynamics and Control, Elsevier (2008)
  by Erceg, Christopher J. & Guerrieri, Luca & Gust, Christopher
  (ReDIF-article, eee:dyncon:v:32:y:2008:i:8:p:2622-2650)
• What drives bank performance?
  Economics Letters, Elsevier (2021)
  by Guerrieri, Luca & Harkrader, James Collin
  (ReDIF-article, eee:ecolet:v:204:y:2021:i:c:s0165176521001610)
• Oil shocks and external adjustment
  Journal of International Economics, Elsevier (2011)
  by Bodenstein, Martin & Erceg, Christopher J. & Guerrieri, Luca
  (ReDIF-article, eee:inecon:v:83:y:2011:i:2:p:168-184)
• Oil shocks and the zero bound on nominal interest rates
  Journal of International Money and Finance, Elsevier (2013)
  by Bodenstein, Martin & Guerrieri, Luca & Gust, Christopher J.
  (ReDIF-article, eee:jimfin:v:32:y:2013:i:c:p:941-967)
• Comments on "Monetary policy rules and exchange rate flexibility in a simple dynamic general equilibrium model"
  Journal of Macroeconomics, Elsevier (2004)
  by Guerrieri, Luca
  (ReDIF-article, eee:jmacro:v:26:y:2004:i:2:p:315-317)
• Macroeconomic policy games
  Journal of Monetary Economics, Elsevier (2019)
  by Bodenstein, Martin & Guerrieri, Luca & LaBriola, Joe
  (ReDIF-article, eee:moneco:v:101:y:2019:i:c:p:64-81)
• Optimal monetary policy with distinct core and headline inflation rates
  Journal of Monetary Economics, Elsevier (2008)
  by Bodenstein, Martin & Erceg, Christopher J. & Guerrieri, Luca
  (ReDIF-article, eee:moneco:v:55:y:2008:i:s1:p:s18-s33)
• OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily
  Journal of Monetary Economics, Elsevier (2015)
  by Guerrieri, Luca & Iacoviello, Matteo
  (ReDIF-article, eee:moneco:v:70:y:2015:i:c:p:22-38)
• Collateral constraints and macroeconomic asymmetries
  Journal of Monetary Economics, Elsevier (2017)
  by Guerrieri, Luca & Iacoviello, Matteo
  (ReDIF-article, eee:moneco:v:90:y:2017:i:c:p:28-49)
• Can macro variables used in stress testing forecast the performance of banks?
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012)
  by Luca Guerrieri & Michelle Welch
  (ReDIF-paper, fip:fedgfe:2012-49)
• OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014)
  by Luca Guerrieri & Matteo Iacoviello
  (ReDIF-paper, fip:fedgfe:2014-47)
• Macroeconomic Policy Games
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014)
  by Martin Bodenstein & Luca Guerrieri & Joe LaBriola
  (ReDIF-paper, fip:fedgfe:2014-87)
• Macroeconomic Effects of Banking Sector Losses across Structural Models
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
  by Francisco Covas & John C. Driscoll & Luca Guerrieri & Matteo Iacoviello & Mohammad Jahan-Parvar & Michael T. Kiley & Albert Queraltó & Jae W. Sim
  (ReDIF-paper, fip:fedgfe:2015-44)
• Interpreting Shocks to the Relative Price of Investment with a Two-Sector Model
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2016)
  by Luca Guerrieri & Dale W. Henderson & Jinill Kim
  (ReDIF-paper, fip:fedgfe:2016-07)
• Likelihood Evaluation of Models with Occasionally Binding Constraints
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2019)
  by Pablo A. Cuba-Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong
  (ReDIF-paper, fip:fedgfe:2019-28)
• Social Distancing and Supply Disruptions in a Pandemic
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020)
  by Martin Bodenstein & Giancarlo Corsetti & Luca Guerrieri
  (ReDIF-paper, fip:fedgfe:2020-31)
• Optimal Dynamic Capital Requirements and Implementable Capital Buffer Rules
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020)
  by Matthew B. Canzoneri & Behzad T. Diba & Luca Guerrieri & Arsenii Mishin
  (ReDIF-paper, fip:fedgfe:2020-56)
• What Drives Bank Peformance?
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2021)
  by Luca Guerrieri & James Collin Harkrader
  (ReDIF-paper, fip:fedgfe:2021-09)
• The Information Content of Stress Test Announcements
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2021)
  by Luca Guerrieri & Michele Modugno
  (ReDIF-paper, fip:fedgfe:2021-12)
• Lessons from the Co-movement of Inflation around the World
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2024)
  by Danilo Cascaldi-Garcia & Luca Guerrieri & Matteo Iacoviello & Michele Modugno
  (ReDIF-paper, fip:fedgfn:2024-06-28)
• Interpreting investment-specific technology shocks
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2010)
  by Luca Guerrieri & Dale W. Henderson & Jinill Kim
  (ReDIF-paper, fip:fedgif:1000)
• Oil shocks and the zero bound on nominal interest rates
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2010)
  by Martin Bodenstein & Luca Guerrieri & Christopher J. Gust
  (ReDIF-paper, fip:fedgif:1009)
• Oil efficiency, demand, and prices: a tale of ups and downs
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2011)
  by Martin Bodenstein & Luca Guerrieri
  (ReDIF-paper, fip:fedgif:1031)
• Banks, sovereign debt and the international transmission of business cycles
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012)
  by Luca Guerrieri & Matteo Iacoviello & Raoul Minetti
  (ReDIF-paper, fip:fedgif:1067)
• Collateral constraints and macroeconomic asymmetries
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013)
  by Luca Guerrieri & Matteo Iacoviello
  (ReDIF-paper, fip:fedgif:1082)
• The Elusive Gains from Nationally-Oriented Monetary Policy
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2020)
  by Martin Bodenstein & Giancarlo Corsetti & Luca Guerrieri
  (ReDIF-paper, fip:fedgif:1271)
• Inflation dynamics
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2001)
  by Luca Guerrieri
  (ReDIF-paper, fip:fedgif:715)
• The inflation persistence of staggered contracts
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2002)
  by Luca Guerrieri
  (ReDIF-paper, fip:fedgif:734)
• Can long-run restrictions identify technology shocks?
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2004)
  by Christopher J. Erceg & Luca Guerrieri & Christopher J. Gust
  (ReDIF-paper, fip:fedgif:792)
• Expansionary fiscal shocks and the trade deficit
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2005)
  by Christopher J. Erceg & Luca Guerrieri & Christopher J. Gust
  (ReDIF-paper, fip:fedgif:825)
• Investment-specific and multifactor productivity in multi-sector open economies: data and analysis
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2005)
  by Luca Guerrieri & Dale W. Henderson & Jinill Kim
  (ReDIF-paper, fip:fedgif:828)
• SIGMA: A New Open Economy Model for Policy Analysis
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2005)
  by Christopher J. Erceg & Luca Guerrieri & Christopher J. Gust
  (ReDIF-paper, fip:fedgif:835)
• Trade adjustment and the composition of trade
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006)
  by Christopher J. Erceg & Luca Guerrieri & Christopher J. Gust
  (ReDIF-paper, fip:fedgif:859)
• Oil shocks and external adjustment
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007)
  by Martin Bodenstein & Christopher J. Erceg & Luca Guerrieri
  (ReDIF-paper, fip:fedgif:897)
• International competition and inflation: a New Keynesian perspective
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008)
  by Luca Guerrieri & Christopher J. Gust & J. David López-Salido
  (ReDIF-paper, fip:fedgif:918)
• On the application of automatic differentiation to the likelihood function for dynamic general equilibrium models
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008)
  by Houtan Bastani & Luca Guerrieri
  (ReDIF-paper, fip:fedgif:920)
• Optimal monetary policy with distinct core and headline inflation rates
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008)
  by Martin Bodenstein & Christopher J. Erceg & Luca Guerrieri
  (ReDIF-paper, fip:fedgif:941)
• Did easy money in the dollar bloc fuel the global commodity boom?
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2009)
  by Christopher J. Erceg & Luca Guerrieri & Steven B. Kamin
  (ReDIF-paper, fip:fedgif:979)
• The Effects of Foreign Shocks when Interest Rates are at Zero
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2009)
  by Martin Bodenstein & Christopher J. Erceg & Luca Guerrieri
  (ReDIF-paper, fip:fedgif:983)
• Trade adjustment and the composition of trade
  Proceedings, Board of Governors of the Federal Reserve System (U.S.) (2005)
  by Christopher J. Erceg & Luca Guerrieri & Christopher J. Gust
  (ReDIF-article, fip:fedgpr:y:2005:x:11)
• SIGMA: A New Open Economy Model for Policy Analysis
  International Journal of Central Banking, International Journal of Central Banking (2006)
  by Christopher J. Erceg & Luca Guerrieri & Christopher Gust
  (ReDIF-article, ijc:ijcjou:y:2006:q:1:a:1)
• Did Easy Money in the Dollar Bloc Fuel the Oil Price Run-Up?
  International Journal of Central Banking, International Journal of Central Banking (2011)
  by Christopher Erceg & Luca Guerrieri & Steven B. Kamin
  (ReDIF-article, ijc:ijcjou:y:2011:q:1:a:6)
• Macroeconomic Effects of Banking-Sector Losses across Structural Models
  International Journal of Central Banking, International Journal of Central Banking (2019)
  by Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queralto & Jae Sim
  (ReDIF-article, ijc:ijcjou:y:2019:q:3:a:5)
• The Inflation Persistence of Staggered Contracts
  Journal of Money, Credit and Banking, Blackwell Publishing (2006)
  by Guerrieri, Luca
  (ReDIF-article, mcb:jmoncb:v:38:y:2006:i:2:p:483-494)
• Collateral constraints and macroeconomic asymmetries
  NBP Working Papers, Narodowy Bank Polski (2015)
  by Luca Guerrieri & Matteo Iacoviello
  (ReDIF-paper, nbp:nbpmis:202)
• Banks, Sovereign Debt, and the International Transmission of Business Cycles
  NBER Chapters, National Bureau of Economic Research, Inc (2012)
  by Luca Guerrieri & Matteo Iacoviello & Raoul Minetti
  (ReDIF-chapter, nbr:nberch:12786)
• Banks, Sovereign Debt and the International Transmission of Business Cycles
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Luca Guerrieri & Matteo Iacoviello & Raoul Minetti
  (ReDIF-paper, nbr:nberwo:18303)
• Monetary Policy Responses to Oil Price Fluctuations
  IMF Economic Review, Palgrave Macmillan;International Monetary Fund (2012)
  by Martin Bodenstein & Luca Guerrieri & Lutz Kilian
  (ReDIF-article, pal:imfecr:v:60:y:2012:i:4:p:470-504)
• Persistent Issues in Inflation Persistence
  Review on Economic Cycles, International Association of Economic Cycles (2002)
  by Guerrieri, Luca
  (ReDIF-article, rec:cycles:v:5:y:2002:i:1_3)
• Productivity Growth and the Trade Balance in the 1990s: the Role of Evolving Perceptions
  2004 Meeting Papers, Society for Economic Dynamics (2004)
  by Luca Guerrieri & Christopher Erceg
  (ReDIF-paper, red:sed004:719)
• Trade Adjustment and the Composition of Trade
  2006 Meeting Papers, Society for Economic Dynamics (2006)
  by Christopher Erceg & Luca Guerrieri & Christopher Gust
  (ReDIF-paper, red:sed006:788)
• Oil Shocks and External Adjustment
  2008 Meeting Papers, Society for Economic Dynamics (2008)
  by Luca Guerrieri & Christopher Erceg & Martin Bodenstein
  (ReDIF-paper, red:sed008:945)
• Collateral Constraints and Macroeconomic Asymmetries
  2012 Meeting Papers, Society for Economic Dynamics (2012)
  by Luca Guerrieri & Matteo Iacoviello
  (ReDIF-paper, red:sed012:1024)
• Oil Efficiency, Demand, and Prices: a Tale of Ups and Downs
  2012 Meeting Papers, Society for Economic Dynamics (2012)
  by Luca Guerrieri & Martin Bodenstein
  (ReDIF-paper, red:sed012:25)
• Can Long-Run Restrictions Identify Technology Shocks?
  Computing in Economics and Finance 2004, Society for Computational Economics (2004)
  by Christopher J. Erceg & Luca Guerrieri
  (ReDIF-paper, sce:scecf4:3)
• Expansionary Fiscal Shocks and the Trade Deficit
  Computing in Economics and Finance 2005, Society for Computational Economics (2005)
  by Christopher Erceg & Luca Guerrieri
  (ReDIF-paper, sce:scecf5:128)
• Investment-Specific and Multifactor Productivity in Multi-Sector Open Economies:Data and Analysis
  Computing in Economics and Finance 2005, Society for Computational Economics (2005)
  by Luca Guerrieri & Dale Henderson
  (ReDIF-paper, sce:scecf5:143)
• Can Long-Run Restrictions Identify Technology Shocks?
  Journal of the European Economic Association, MIT Press (2005)
  by Christopher J. Erceg & Luca Guerrieri & Christopher Gust
  (ReDIF-article, tpr:jeurec:v:3:y:2005:i:6:p:1237-1278)
• Banks, Sovereign Debt, and the International Transmission of Business Cycles
  NBER International Seminar on Macroeconomics, University of Chicago Press (2013)
  by Luca Guerrieri & Matteo Iacoviello & Raoul Minetti
  (ReDIF-article, ucp:intsma:doi:10.1086/669586)
• The effects of foreign shocks when interest rates are at zero
  Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2017)
  by Martin Bodenstein & Christopher J. Erceg & Luca Guerrieri
  (ReDIF-article, wly:canjec:v:50:y:2017:i:3:p:660-684)
• Modeling Investment‐Sector Efficiency Shocks: When Does Disaggregation Matter?
  International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2014)
  by Luca Guerrieri & Dale Henderson & Jinill Kim
  (ReDIF-article, wly:iecrev:v:55:y:2014:i:3:p:891-917)
• Likelihood evaluation of models with occasionally binding constraints
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019)
  by Pablo Cuba‐Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong
  (ReDIF-article, wly:japmet:v:34:y:2019:i:7:p:1073-1085)
• Interpreting shocks to the relative price of investment with a two‐sector model
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020)
  by Luca Guerrieri & Dale Henderson & Jinill Kim
  (ReDIF-article, wly:japmet:v:35:y:2020:i:1:p:82-98)
• Social distancing and supply disruptions in a pandemic
  Quantitative Economics, Econometric Society (2022)
  by Martin Bodenstein & Giancarlo Corsetti & Luca Guerrieri
  (ReDIF-article, wly:quante:v:13:y:2022:i:2:p:681-721)