Access Statistics for Luigi Bocola

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model of Financial Crises in Open Economies 0 0 0 0 0 1 5 101
Accounting for Credibility: Fiscal-Monetary Interactions and the Credibility of Central Bank Mandates 11 11 11 11 13 13 13 13
Accounting for Heterogeneity 0 1 1 132 0 2 13 243
Assessing DSGE Model Nonlinearities 0 0 1 81 2 2 15 232
Assessing DSGE model nonlinearities 0 0 1 91 1 2 63 222
Bond Market Views of the Fed 0 1 2 16 0 1 28 65
Exchange Rate Policies at the Zero Lower Bound 1 1 2 42 1 3 15 74
Exchange Rate Policies at the Zero Lower Bound 0 0 0 68 0 2 17 114
Exchange Rate Policies at the Zero Lower Bound 0 0 0 69 1 1 9 90
Financial Crises and Lending of Last Resort in Open Economies 0 1 1 83 1 2 16 108
Financial Crises, Dollarization, and Lending of Last Resort in Open Economies 0 0 0 60 0 1 25 131
Imperfect Risk-Sharing and the Business Cycle 0 0 2 27 1 4 18 93
Indeterminacy in Sovereign Debt Markets: An Empirical Investigation 0 0 0 26 1 1 12 67
Monetary Policy without an Anchor 0 0 22 22 0 3 45 45
Optimal Reserve Management at the Zero Lower Bound 0 0 0 0 0 1 10 77
Private Leverage and Sovereign Default 0 0 0 93 1 1 15 126
Quantitative Sovereign Default Models and the European Debt Crisis 0 0 1 29 0 1 16 65
Reverse Speculative Attacks 0 0 0 23 0 0 5 105
Reverse Speculative Attacks 0 0 0 32 0 1 15 149
Risk Sharing Externalities 0 0 1 20 0 0 16 75
Risk Sharing and Financial Amplification 0 0 0 62 1 1 13 142
Risk, economic growth and the value of U.S. corporations 0 0 0 25 0 0 16 96
Self-Fulfilling Debt Crises: A Quantitative Analysis 1 1 2 66 1 2 22 123
Self_fulfilling Debt Crises: A Quantitative Analysis 0 0 0 0 1 2 20 116
Sovereign Default Risk and Firm Heterogeneity 1 1 2 65 6 11 45 188
Sovereign risk and firm heterogeneity 0 1 1 59 1 2 24 157
The Macroeconomics of Trade Credit 0 0 0 18 2 4 22 76
The Pass-Through of Sovereign Risk 1 1 1 92 1 3 34 304
The Pass-Through of Sovereign Risk 0 0 3 153 1 3 44 367
Total Working Papers 15 19 54 1,465 36 70 611 3,764

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing DSGE model nonlinearities 0 1 3 62 1 3 19 253
Exchange Rate Policies at the Zero Lower Bound 0 1 3 19 0 2 18 113
Financial Crises, Dollarization, and Lending of Last Resort in Open Economies 0 0 1 45 0 3 16 240
Imperfect Risk Sharing and the Business Cycle 0 0 4 35 0 1 29 160
Quantitative sovereign default models and the European debt crisis 0 0 0 33 1 1 15 131
Reverse speculative attacks 0 0 0 9 0 0 3 99
Risk-Sharing Externalities 0 1 1 15 0 2 15 94
Self-Fulfilling Debt Crises: A Quantitative Analysis 0 1 6 65 0 3 22 299
The Pass-Through of Sovereign Risk 3 3 16 187 7 11 80 687
Total Journal Articles 3 7 34 470 9 26 217 2,076

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Quantitative Sovereign Default Models and the European Debt Crisis 0 0 0 0 1 3 15 44
Total Chapters 0 0 0 0 1 3 15 44

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11