Juan Morelli
Biographic Data
| ID | 5869074 |
|---|---|
| NAME | Juan Morelli |
| GIVEN NAMES | Juan |
| FAMILY NAME | Morelli |
| SIGNATURE | MORELLI J |
| AFFILIATIONS | Federal Reserve Board of Governors |
| ORCID | 0009-0002-4466-5672 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Information Frictions, Reputation, and Sovereign Spreads
We formulate a reputational model in which the type of government is time varying and private information. Agents adjust their beliefs about the government’s type (i.e., reputation) using noisy signals about its policies. We consider a debt repayment setting in which reputation influences the market’s perceived probability of default, which affects sovereign spreads. We focus on the 2007–12 Argentine episode of inflation misreport to quantify how…
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Information Frictions, Reputation, and Sovereign Spreads
We formulate a reputational model in which the type of government is time varying and private information. Agents adjust their beliefs about the government’s type (i.e., reputation) using noisy signals about its policies. We consider a debt repayment setting in which reputation influences the market’s perceived probability of default, which affects sovereign spreads. We focus on the 2007–12 Argentine episode of inflation misreport to quantify how…
Banking stability, regulation, efficiency (1 work) · Business (1 work) · Corruption and Economic Development (1 work) · Economics (1 work) · Financial economics (1 work) · Global Financial Crisis and Policies (1 work) · Law (1 work) · Law (1 work) · Monetary economics (1 work) · Political science (1 work)