Ricardo Cavaco Nunes

Federal Reserve Banks - Federal Reserve Bank of Boston

SCHOLARLY PAPERS

22

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2,110

SSRN CITATIONS
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in Total Papers Citations

64

CROSSREF CITATIONS

61

Scholarly Papers (22)

1.

On Linear-Quadratic Approximations

Number of pages: 6 Posted: 03 Aug 2006
Davide Debortoli and Ricardo Cavaco Nunes
Universitat Pompeu Fabra - Department of Economics and Business and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 534 (71,974)
Citation 10

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Linear-Quadratic Approximation, Distorted Steady State, Timeless Perspective

2.

Inflation Dynamics: The Role of Expectations

Number of pages: 28 Posted: 26 Jul 2006
Ricardo Cavaco Nunes
Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 254 (164,676)
Citation 12

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Inflation; Phillips curve; Marginal cost; Survey Expectations

3.

Learning the Inflation Target

Number of pages: 34 Posted: 28 Apr 2005
Ricardo Cavaco Nunes
Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 172 (235,451)

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Learning, Policy shifts, Volker disinflation

4.

Loose Commitment

FRB International Finance Discussion Paper No. 916
Number of pages: 44 Posted: 19 May 2006
Davide Debortoli and Ricardo Cavaco Nunes
Universitat Pompeu Fabra - Department of Economics and Business and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 167 (241,266)
Citation 8

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Commitment, Discretion, Fiscal Policy

5.

On the Epidemiological Microfoundations of Sticky Information

Number of pages: 11 Posted: 20 Jul 2006
Ricardo Cavaco Nunes
Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 156 (255,445)
Citation 2

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D84, E31

6.
Downloads 146 (269,542)
Citation 3

Simple Monetary Rules Under Fiscal Dominance

IMF Working Paper No. 07/271
Number of pages: 27 Posted: 21 Dec 2007
Michael Kumhof, Irina V. Yakadina and Ricardo Cavaco Nunes
CEPR, International Monetary Fund (IMF) and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 98 (361,512)

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Monetary policy, Inflation, Interest rates, Debt, Government expenditures

Simple Monetary Rules under Fiscal Dominance

Number of pages: 37 Posted: 31 Oct 2008
Michael Kumhof, Ricardo Cavaco Nunes and Irina V. Yakadina
CEPR, Federal Reserve Banks - Federal Reserve Bank of Boston and International Monetary Fund (IMF)
Downloads 48 (531,346)
Citation 2

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Optimal simple policy rules, fiscal dominance

7.

Inflation Expectations and Nonlinearities in the Phillips Curve

FRB of Boston Working Paper No. 17-11
Number of pages: 28 Posted: 16 Nov 2017 Last Revised: 17 Nov 2017
Alexander Doser, Ricardo Cavaco Nunes, Nikhil Rao and Viacheslav Sheremirov
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 87 (389,126)
Citation 1

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inflation expectations, Phillips curve, Volcker disinflation

8.

Political Disagreement, Lack of Commitment and the Level of Debt

FRB International Finance Discussion Paper No. 938
Number of pages: 49 Posted: 01 Nov 2008
David Debortoli and Ricardo Cavaco Nunes
University of California, San Diego and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 87 (386,360)
Citation 9

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Time-consistency, political disagreement

Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?

FRB of Boston Working Paper No. 15-3
Number of pages: 44 Posted: 19 Oct 2015
Davide Debortoli, Jinill Kim, Jesper Lindé and Ricardo Cavaco Nunes
Universitat Pompeu Fabra - Department of Economics and Business, Korea University, Sveriges Riksbank - Research Division and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 77 (419,462)

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central banks, objectives, simple loss function, monetary policy design, Smets-Wouters model

Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?

CEPR Discussion Paper No. DP10409
Number of pages: 48 Posted: 10 Feb 2015
Davide Debortoli, Jinill Kim, Jesper Lindé and Ricardo Cavaco Nunes
Universitat Pompeu Fabra - Department of Economics and Business, Korea University, Sveriges Riksbank - Research Division and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 1 (894,979)
Citation 3
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central banks' objectives, household welfare, linear-quadratic approximation, monetary policy design, simple loss function, Smets-Wouters model

10.

News and Sovereign Default Risk in Small Open Economies

FRB International Finance Discussion Paper No. 997
Number of pages: 29 Posted: 26 Jun 2010
Ceyhun Bora Durdu, Ricardo Cavaco Nunes and Horacio Sapriza
Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Boston and Board of Governors of the Federal Reserve System
Downloads 75 (420,961)
Citation 7

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Sovereign default risk, news shocks, endogenous borrowing constraints

11.

The Macroeconomic Effects of External Pressures on Monetary Policy

Number of pages: 42 Posted: 13 Aug 2008
Davide Debortoli and Ricardo Cavaco Nunes
Universitat Pompeu Fabra - Department of Economics and Business and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 60 (472,578)
Citation 1

Abstract:

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Monetary Policy, Time-Consistency, Political Disagreement

12.

Optimal Monetary Policy in a Heterogenous Expectations Framework

Number of pages: 27 Posted: 12 Jul 2007
Ricardo Cavaco Nunes
Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 56 (487,950)

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Optimal Monetary Policy; Adaptive Learning; Disinflation

13.

Interest Rate Surprises: A Tale of Two Shocks

FRB of Boston Working Paper No. 22-2
Number of pages: 39 Posted: 09 Feb 2022
Ricardo Cavaco Nunes, Ali K. Ozdagli and Jenny Tang
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 48 (521,687)

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monetary policy, central bank information, high-frequency identification, proxy structural VAR, external instruments

14.
Downloads 45 (535,309)
Citation 19

Optimal Time-Consistent Government Debt Maturity

Columbia Business School Research Paper No. 14-56
Number of pages: 46 Posted: 21 Oct 2014 Last Revised: 01 Jan 2016
Davide Debortoli, Ricardo Cavaco Nunes and Pierre Yared
Universitat Pompeu Fabra - Department of Economics and Business, Federal Reserve Banks - Federal Reserve Bank of Boston and Columbia University - Columbia Business School, Finance
Downloads 36 (594,220)

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Public debt, optimal taxation, fiscal policy

Optimal Time-Consistent Government Debt Maturity

NBER Working Paper No. w20632
Number of pages: 47 Posted: 03 Nov 2014 Last Revised: 18 May 2022
Davide Debortoli, Ricardo Cavaco Nunes and Pierre Yared
Universitat Pompeu Fabra - Department of Economics and Business, Federal Reserve Banks - Federal Reserve Bank of Boston and Columbia University - Columbia Business School, Finance
Downloads 9 (805,146)
Citation 8

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15.

The Macroeconomic Effect of External Pressures on Monetary Policy

FRB International Finance Discussion Paper No. 944
Number of pages: 48 Posted: 01 Nov 2008
Davide Debortoli and Ricardo Cavaco Nunes
Universitat Pompeu Fabra - Department of Economics and Business and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 36 (580,674)
Citation 3

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Monetary policy, time-consistency, political disagreement

16.

Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?

IMF Working Paper No. 17/164
Number of pages: 57 Posted: 01 Feb 2018
Davide Debortoli, Jinill Kim, Jesper Lindé and Ricardo Cavaco Nunes
Universitat Pompeu Fabra - Department of Economics and Business, Korea University, Sveriges Riksbank and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 35 (586,126)
Citation 8

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Central banks, Monetary policy, Sticky prices, Sticky wages, Econometric models, Central banks objectives, simple loss function, monetary policy design, sticky prices and sticky wages, DSGE models, Central banks; objectives, Time-Series Models

17.

Delegation and Loose Commitment

Number of pages: 36 Posted: 13 Nov 2008
Ricardo Cavaco Nunes
Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 31 (608,892)

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Targeting Regimes, Imperfect Commitment

18.

Loose Commitment in Medium-Scale Macroeconomic Models: Theory and an Application

Norges Bank Working Paper 2010/25
Number of pages: 28 Posted: 09 Jan 2011
Davide Debortoli, Junior Maih and Ricardo Cavaco Nunes
Universitat Pompeu Fabra - Department of Economics and Business, Norges Bank and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 30 (614,974)
Citation 1

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Commitment, Discretion, Linear-Quadratic

Optimal Fiscal Policy without Commitment: Beyond Lucas-Stokey

Columbia Business School Research Paper No. 18-36
Number of pages: 43 Posted: 02 May 2018 Last Revised: 22 Feb 2019
Davide Debortoli, Ricardo Cavaco Nunes and Pierre Yared
Universitat Pompeu Fabra - Department of Economics and Business, Federal Reserve Banks - Federal Reserve Bank of Boston and Columbia University - Columbia Business School, Finance
Downloads 11 (785,927)
Citation 11

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public debt, optimal taxation, fiscal policy

20.

*On the Epidemiological Microfoundations of Sticky Information

Oxford Bulletin of Economics and Statistics, Vol. 71, Issue 5, pp. 643-657, October 2009
Number of pages: 15 Posted: 13 Oct 2009
Ricardo Cavaco Nunes
Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 2 (843,127)

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21.

News and Sovereign Default Risk in Small Open Economies

International Finance Discussion Paper No. 997
Posted: 09 Jul 2021 Last Revised: 23 Aug 2021
Ceyhun Bora Durdu, Ricardo Cavaco Nunes and Horacio Sapriza
Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Boston and affiliation not provided to SSRN

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Imperfect Credibility and the Zero Lower Bound on the Nominal Interest Rate

International Finance Discussion Paper No. 1001
Posted: 12 Jul 2021 Last Revised: 11 Jul 2021
Martin Bodenstein, James Hebden and Ricardo Cavaco Nunes
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Boston

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Imperfect Credibility and the Zero Lower Bound on the Nominal Interest Rate

Posted: 26 Jul 2010
Martin Bodenstein, James Hebden and Ricardo Cavaco Nunes
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Boston

Abstract:

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Monetary policy, zero interest rate bound, commitment, liquidity trap