IMF Publications by Author
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Andrea Pescatori:
2018
Title: Central Bank Communication and Monetary Policy Surprises in Chile
Series: Working Paper No. 18/156
Date: July 6, 2018
Subject: Central Banks Exchange rates Financial crises Inflation expectations Monetary policy Stock markets
2017
Title: The Macroeconomic Effects of Trade Tariffs : Revisiting the Lerner Symmetry Result
Series: Working Paper No. 17/151
Date: July 7, 2017
Subject: Central banks and their policies Economic models Exchange rate adjustments Exchange rate pegs Export subsidies Import tariffs Incomplete markets Keynesian economics
2016
Title: U.S. Dollar Dynamics : How Important Are Policy Divergence and FX Risk Premiums?
Series: Working Paper No. 16/125
Date: July 5, 2016
Subject: External shocks Foreign exchange General equilibrium models Monetary policy Risk premium Structural vector autoregression United States US dollar
Title: Credit, Securitization and Monetary Policy : Watch Out for Unintended Consequences
Series: Working Paper No. 16/76
Date: March 23, 2016
Subject: Credit expansion Financial intermediaries Interest rate increases Monetary policy Mortgages Nonbank financial sector Securities United States
Title: Financial Stability and Interest-Rate Policy : A Quantitative Assessment of Costs and Benefits
Series: Working Paper No. 16/73
Date: March 21, 2016
Subject: Canada Credit expansion Financial risk Financial stability Household credit Housing prices Interest rate policy Monetary policy
2015
Title: Systemic Risk : A New Trade-off for Monetary Policy?
Series: Working Paper No. 15/142
Date: June 30, 2015
Subject: Monetary policy
Title: Lower for Longer : Neutral Rates in the United States
Series: Working Paper No. 15/135
Date: June 24, 2015
Subject: Monetary policy United States
2014
Title: Oil Price Volatility and the Role of Speculation
Series: Working Paper No. 14/218
Date: December 12, 2014
Subject: Commodity price shocks Econometric models Oil prices Vector autoregression
Title: Debt and Growth : Is There a Magic Threshold?
Series: Working Paper No. 14/34
Date: February 13, 2014
Subject: Economic growth Economic models Public debt Sovereign debt
2013
Title: Competition among Exchanges and Enforcement Policy
Series: Working Paper No. 13/37
Date: February 1, 2013
Subject: Competition Securities regulations Stock exchanges Stock markets
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