Meet the Researchers
![Photo of Luca Guerrieri](/econres/images/luca-guerrieri.jpg)
Luca Guerrieri
Associate Director
Program Direction Section
International Finance
202-452-2550
[email protected]
[email protected]
Education
- Ph.D., Economics, Stanford University, 2001
- M.Sc., Economics, London School of Economics, 1996
- B.Sc., Economics, London School of Economics, 1995
Current Research Topics
- Monetary policy and macroprudential regulation.
- Solution and estimation of DSGE models.
Economist
Board of Governors of the Federal Reserve System
2001 - presentVisiting Economist
Georgetown University
2018Visiting Economist in Residence
American University
2010Visiting Assistant Professor
Johns Hopkins University
2007
- Social Distancing And Supply Disruptions In A Pandemic
Martin Bodenstein, Giancarlo Corsetti, and Luca Guerrieri
Quantitative Economics (2022)
https://doi.org/10.3982/QE1618
See also » FRB Working Paper (2020) - What Drives Bank Performance?
Luca Guerrieri and James Collin Harkrader
Economics Letters (2021)
https://doi.org/10.1016/j.econlet.2021.109884
See also » FRB Working Paper (2021) - Economic and epidemiological effects of mandated and spontaneous social distancing
Martin Bodenstein, Giancarlo Corsetti, and Luca Guerrieri
Covid Economics (2021) - The Information Content of Stress Test Announcements
Luca Guerrieri and Michele Modugno
Finance and Economics Discussion Series (2021)
https://doi.org/10.17016/FEDS.2021.012 - Optimal Dynamic Capital Requirements and Implementable Capital Buffer Rules
Matthew Canzoneri, Behzad Diba, Luca Guerrieri, and Arsenii Mishin
Finance and Economics Discussion Series (2020)
https://doi.org/10.17016/FEDS.2020.056 - Interpreting Shocks to the Relative Price of Investment with a Two‐Sector Model
Luca Guerrieri, Dale Henderson, and Jinill Kim
Journal of Applied Econometrics (2020)
https://doi.org/10.1002/jae.2728 - The Elusive Gains from Nationally-Oriented Monetary Policy
Martin Bodenstein, Giancarlo Corsetti, and Luca Guerrieri
International Finance Discussion Papers (2020)
https://doi.org/10.17016/IFDP.2020.1271 - Likelihood Evaluation of Models with Occasionally Binding Constraints
Pablo Cuba-Borda, Luca Guerrieri, Matteo Iacoviello, and Molin Zhong
Journal of Applied Econometrics (2019)
https://doi.org/10.1002/jae.2729
See also » FRB Working Paper (2019) - Macroeconomic Policy Games
Martin Bodenstein, Luca Guerrieri, and Joe LaBriola
Journal of Monetary Economics (2019)
https://doi.org/10.1016/j.jmoneco.2018.07.015
See also » FRB Working Paper (2014) - Macroeconomic Effects of Banking Sector Losses across Structural Models
Luca Guerrieri, Matteo Iacoviello, Francisco Covas, John C. Driscoll, Mohammad Jahan-Parvar, Michael Kiley, Albert Queralto, and Jae Sim
International Journal of Central Banking (2019)
See also » FRB Working Paper (2015) - The Effects of Foreign Shocks When Interest Rates are at Zero
Martin Bodenstein, Christopher J. Erceg, and Luca Guerrieri
Canadian Journal of Economics (2017)
https://doi.org/10.1111/caje.12274
See also » FRB Working Paper (2016) - Collateral Constraints and Macroeconomic Asymmetries
Luca Guerrieri and Matteo Iacoviello
Journal of Monetary Economics (2017)
https://doi.org/10.1016/j.jmoneco.2017.06.004
See also » FRB Working Paper (2013) - Investment-Specific and Multi-Factor Productivity in Multi-Sector Open Economies: Data and Analysis
Luca Guerrieri, Dale W. Henderson, and Jinill Kim
Seoul Journal of Economics (2017) - OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily
Luca Guerrieri and Matteo Iacoviello
Journal of Monetary Economics (2015)
https://doi.org/10.1016/j.jmoneco.2014.08.005
See also » FRB Working Paper (2014) - Modeling Investment-Sector Efficiency Shocks: When Does Disaggregation Matter?
Luca Guerrieri, Dale Henderson, and Jinill Kim
International Economic Review (2014)
https://doi.org/10.1111/iere.12075 - Oil Shocks and the Zero Bound on Nominal Interest Rates
Martin Bodenstein, Luca Guerrieri, and Christopher J. Gust
Journal of International Money and Finance (2013)
https://doi.org/10.1016/j.jimonfin.2012.08.002 - Monetary Policy Responses to Oil Price Fluctuations
Martin Bodenstein, Luca Guerrieri, and Lutz Kilian
IMF Economic Review (2012)
https://doi.org/10.1057/imfer.2012.19 - Banks, Sovereign Debt and the International Transmission of Business Cycles
Luca Guerrieri, Matteo Iacoviello, and Raoul Minetti
NBER International Seminar on Macroeconomics (2012)
https://doi.org/10.1086/669586
See also » FRB Working Paper (2012) - Did Easy Money in the Dollar Bloc Fuel the the Oil Price Run-Up?
Christopher J. Erceg, Luca Guerrieri, and Steven B. Kamin
International Journal of Central Banking (2011) - Oil Shocks and External Adjustment
Martin Bodenstein, Christopher J. Erceg, and Luca Guerrieri
Journal of International Economics (2011)
https://doi.org/10.1016/j.jinteco.2010.10.006 - International Competition and Inflation: A New Keynesian Perspective
Luca Guerrieri, Christopher Gust, and David Lopez-Salido
American Economic Journal: Macroeconomics (2010)
https://doi.org/10.1257/mac.2.4.247 - Optimal Monetary Policy with Distinct Core and Headline Inflation Rates
Martin Bodenstein, Christopher J. Erceg, and Luca Guerrieri
Journal of Monetary Economics (2008)
https://doi.org/10.1016/j.jmoneco.2008.07.010 - On the Application of Automatic Differentiation to the Likelihood Function for Dynamic General Equilibrium Models
Houtan Bastani and Luca Guerrieri
Lecture Notes in Computational Science and Engineering (2008) - Trade Adjustment and the Composition of Trade
Christopher J. Erceg, Luca Guerrieri, and Christopher Gust
Journal of Economic Dynamics & Control (2008)
https://doi.org/10.1016/j.jedc.2007.09.015 - SIGMA: A New Open Economy Model for Policy Analysis
Christopher J. Erceg, Luca Guerrieri, and Christopher Gust
International Journal of Central Banking (2006) - The Inflation Persistence of Staggered Contracts
Luca Guerrieri
Journal of Money, Credit and Banking (2006) - Expansionary Fiscal Shocks and the US Trade Deficit
Christopher J. Erceg, Luca Guerrieri, and Christopher Gust
International Finance (2005)
https://doi.org/10.1111/j.1468-2362.2005.00164.x - Can Long-Run Restrictions Identify Technology Shocks?
Christopher J. Erceg, Luca Guerrieri, and Christopher Gust
Journal of the European Economic Association (2005)
https://doi.org/10.1162/154247605775012860
Conference Organization
2021, 2022 | Federal Reserve Bank of Boston
Federal Reserve Stress Testing Research Conference
Lead organizer
Editor
- Associate Editor, Review of Economic Dynamics
Last Update:
August 2, 2024