Vasco Cúrdia
Biographic Data
| ID | 5734232 |
|---|---|
| NAME | Vasco Cúrdia |
| GIVEN NAMES | Vasco |
| FAMILY NAME | Cúrdia |
| SIGNATURE | CÚRDIA V |
| AFFILIATIONS | Federal Reserve Bank of New York |
| ORCID | 0000-0003-3359-1823 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 9 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2012 |
| LATEST PUBLICATION YEAR | 2012 |
| H-INDEX | 1 |
The Macroeconomic Effects of Large‐scale Asset Purchase Programmes
We simulate the Federal Reserve second Large‐Scale Asset Purchase programme in a DSGE model with bond market segmentation estimated on US data. GDP growth increases by less than a third of a percentage point and inflation barely changes relative to the absence of intervention. The key reasons behind our findings are small estimates for both the elasticity of the risk premium to the quantity of long‐term debt and the degree of financial market seg…
The Macroeconomic Effects of Large‐scale Asset Purchase Programmes
We simulate the Federal Reserve second Large‐Scale Asset Purchase programme in a DSGE model with bond market segmentation estimated on US data. GDP growth increases by less than a third of a percentage point and inflation barely changes relative to the absence of intervention. The key reasons behind our findings are small estimates for both the elasticity of the risk premium to the quantity of long‐term debt and the degree of financial market seg…
The Macroeconomic Effects of Large‐scale Asset Purchase Programmes
We simulate the Federal Reserve second Large‐Scale Asset Purchase programme in a DSGE model with bond market segmentation estimated on US data. GDP growth increases by less than a third of a percentage point and inflation barely changes relative to the absence of intervention. The key reasons behind our findings are small estimates for both the elasticity of the risk premium to the quantity of long‐term debt and the degree of financial market seg…
Asset (computer security (1 works) · Bond (1 works) · Bond market (1 works) · Debt (1 works) · Dynamic stochastic general equilibrium (1 works) · Econometrics (1 works) · Economic theories and models (1 works) · Economic Theory and Policy (1 works) · Economics (1 works) · Finance (1 works)