Vasco Cúrdia

Federal Reserve Bank of San Francisco

Research Advisor

101 Market Street

MS 1130

San Francisco, CA 94105

United States

http://www.frbsf.org/economics/economists/staff.php?vcurdia

SCHOLARLY PAPERS

14

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7,030

SSRN CITATIONS
Rank 725

SSRN RANKINGS

Top 725

in Total Papers Citations

659

CROSSREF CITATIONS

818

Scholarly Papers (14)

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Number of pages: 27 Posted: 16 Mar 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 2,004 (9,819)
Citation 18

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential policy

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Bank of Italy Occasional Paper No. 87
Number of pages: 38 Posted: 23 May 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 821 (37,634)
Citation 36

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Number of pages: 24 Posted: 04 Mar 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 507 (70,730)
Citation 24

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Basel III, macroprudential

Basel III: Long-Term Impact on Economic Performance and Fluctuations

BIS Working Paper No. 338
Number of pages: 27 Posted: 06 Jun 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 491 (73,604)

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential

Basel III: Long‐Term Impact on Economic Performance and Fluctuations

The Manchester School, Vol. 83, Issue 2, pp. 217-251, 2015
Number of pages: 35 Posted: 22 Jan 2015
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
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2.
Downloads 1,190 ( 22,545)
Citation 33

Conventional and Unconventional Monetary Policy

Number of pages: 65 Posted: 13 Nov 2009
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 1,178 (22,474)
Citation 15

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unconventional monetary policy, credit policy, zero lower bound, central bank balance sheet

Conventional and Unconventional Monetary Policy

Number of pages: 66 Posted: 17 Nov 2009
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 12 (737,719)
Citation 7
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credit frictions, credit spread, interest on reserves, quantitative easing

3.
Downloads 765 ( 42,104)
Citation 165

Credit Frictions and Optimal Monetary Policy

BIS Working Paper No. 278
Number of pages: 78 Posted: 30 Jul 2009
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 479 (75,860)
Citation 50

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Financial Frictions, Interest Rate Spreads

Credit Frictions and Optimal Monetary Policy

National Bank of Belgium Working Paper No. 146
Number of pages: 108 Posted: 03 Oct 2010
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 203 (192,052)
Citation 13

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Credit Frictions and Optimal Monetary Policy

Number of pages: 100 Posted: 06 Feb 2013
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 69 (421,813)
Citation 7

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Credit Frictions and Optimal Monetary Policy

Number of pages: 76 Posted: 21 Dec 2015 Last Revised: 14 Feb 2021
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 14 (720,573)
Citation 44

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The Central-Bank Balance Sheet as an Instrument of Monetary Policy

Number of pages: 82 Posted: 01 Aug 2010
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 149 (250,308)
Citation 49

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credit policy, quantitative easing, zero lower bound

The Central-Bank Balance Sheet as an Instrument of Monetary Policy

Number of pages: 82 Posted: 26 Jul 2010 Last Revised: 16 Oct 2021
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 72 (411,944)
Citation 27

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5.
Downloads 165 (229,423)
Citation 80

Credit Spreads and Monetary Policy

Number of pages: 62 Posted: 02 Sep 2009
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 105 (325,737)
Citation 82

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credit frictions, monetary policy

Credit Spreads and Monetary Policy

Number of pages: 62 Posted: 31 Aug 2009 Last Revised: 11 Oct 2021
Vasco Cúrdia and Michael Woodford
Federal Reserve Bank of San Francisco and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 60 (453,899)

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6.
Downloads 143 (258,120)
Citation 1

Monetary Regime Change and Business Cycles

Riksbank Research Paper Series No. 72, Sveriges Riksbank Working Paper Series No. 241
Number of pages: 59 Posted: 29 May 2010
Vasco Cúrdia and Daria Finocchiaro
Federal Reserve Bank of San Francisco and Sveriges Riksbank - Research Division
Downloads 62 (446,497)

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Bayesian estimation, DSGE models, target zone, inflation targeting, regime change

Monetary Regime Change and Business Cycles

Number of pages: 58 Posted: 10 Aug 2007 Last Revised: 22 Jul 2010
Vasco Cúrdia and Daria Finocchiaro
Federal Reserve Bank of San Francisco and Sveriges Riksbank - Research Division
Downloads 57 (465,646)
Citation 1

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Bayesian estimation, DSGE models, target zone, inflation targeting, regime change

Monetary Regime Change and Business Cycles

FRB of San Francisco Working Paper 2013-02
Number of pages: 45 Posted: 06 Feb 2013
Vasco Cúrdia and Daria Finocchiaro
Federal Reserve Bank of San Francisco and Sveriges Riksbank - Research Division
Downloads 24 (641,362)

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Bayesian estimation, DSGE models, target zone, inflation targeting, regime change

7.

Optimal Monetary Policy Under Sudden Stops

Number of pages: 57 Posted: 17 Apr 2008 Last Revised: 08 Jun 2010
Vasco Cúrdia
Federal Reserve Bank of San Francisco
Downloads 127 (282,769)
Citation 14

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sudden stops, monetary policy, emerging markets, financial crises

8.

Monetary Policy under Sudden Stops

Number of pages: 60 Posted: 13 Mar 2007
Vasco Cúrdia
Federal Reserve Bank of San Francisco
Downloads 126 (284,577)
Citation 13

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sudden stops, monetary policy, emerging markets, financial crises

9.

The Macroeconomic Effects of Large-Scale Asset Purchase Programs

Number of pages: 56 Posted: 23 Dec 2011 Last Revised: 09 Feb 2013
Han Chen, Vasco Cúrdia and Andrea Ferrero
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of San Francisco and University of Oxford - Department of Economics
Downloads 109 (315,502)
Citation 26

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quantitative easing, zero lower bound, unconventional monetary policy

10.

Monetary Policy Tradeoffs and the Federal Reserve'S Dual Mandate

Number of pages: 33 Posted: 02 Sep 2020 Last Revised: 11 Sep 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of San Francisco, Federal Reserve Banks - Federal Reserve Bank of Richmond and Board of Governors of the Federal Reserve System
Downloads 101 (332,019)
Citation 1

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11.

Has U.S. Monetary Policy Tracked the Efficient Interest Rate?

Number of pages: 31 Posted: 20 May 2014
Federal Reserve Bank of San Francisco, University of Oxford - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 92 (352,452)
Citation 15

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Monetary Policy, Interest Rate Rules, DSGE Models, Bayesian Model Comparison

12.

Evaluating Interest Rate Rules in an Estimated DSGE Model

Number of pages: 47 Posted: 26 Aug 2011
Federal Reserve Bank of San Francisco, University of Oxford - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 72 (407,228)
Citation 9

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inflation expectations, surveys, experimental economics

13.

Rare Shocks, Great Recessions

Number of pages: 52 Posted: 18 Dec 2012
Vasco Cúrdia, Marco Del Negro and Daniel Greenwald
Federal Reserve Bank of San Francisco, Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 49 (490,221)
Citation 32

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Bayesian Analysis of DSGE Models, Fat tails, stochastic volatility, Great Recession

14.
Downloads 47 (498,916)
Citation 4

Correlated Disturbances and U.S. Business Cycles

Number of pages: 47 Posted: 03 Mar 2010
Vasco Cúrdia and Ricardo Reis
Federal Reserve Bank of San Francisco and London School of Economics & Political Science (LSE)
Downloads 25 (633,911)

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DSGE, Bayesian estimation, robustness

Correlated Disturbances and U.S. Business Cycles

Number of pages: 50 Posted: 01 Mar 2010 Last Revised: 07 Feb 2021
Vasco Cúrdia and Ricardo Reis
Federal Reserve Bank of San Francisco and London School of Economics & Political Science (LSE)
Downloads 19 (679,972)

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Correlated Disturbances and U.S. Business Cycles

Number of pages: 49 Posted: 01 Mar 2010
Vasco Cúrdia and Ricardo Reis
Federal Reserve Bank of San Francisco and London School of Economics & Political Science (LSE)
Downloads 3 (815,011)
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Bayesian estimation, DSGE, Robustness