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Mauro Federico Roca

Personal Details

First Name:Mauro
Middle Name:Federico
Last Name:Roca
Suffix:
RePEc Short-ID:pro214
[This author has chosen not to make the email address public]
http://econ.columbia.edu/mauro-roca
Terminal Degree:2007 (from RePEc Genealogy)

Affiliation

Department of Economics
School of Arts and Sciences
Columbia University

New York City, New York (United States)
http://www.columbia.edu/cu/economics/
RePEc:edi:declbus (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Mr. Mauro F Roca, 2010. "Transparency and Monetary Policy with Imperfect Common Knowledge," IMF Working Papers 2010/091, International Monetary Fund.
  2. Mr. Mauro F Roca, 2009. "Search in the Labor Market under Imperfectly Insurable Income Risk," IMF Working Papers 2009/188, International Monetary Fund.
  3. Bruce Preston & Mauro Roca, 2007. "Incomplete Markets, Heterogeneity and Macroeconomic Dynamics," NBER Working Papers 13260, National Bureau of Economic Research, Inc.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Mr. Mauro F Roca, 2010. "Transparency and Monetary Policy with Imperfect Common Knowledge," IMF Working Papers 2010/091, International Monetary Fund.

    Cited by:

    1. George-Marios Angeletos & Luigi Iovino & Jennifer La'O, 2011. "Cycles, Gaps, and the Social Value of Information," NBER Working Papers 17229, National Bureau of Economic Research, Inc.
    2. Ryan A Chahrour, 2011. "Transparency and Costly Information Acquisition," 2011 Meeting Papers 1221, Society for Economic Dynamics.
    3. George-Marios Angeletos & Luigi Iovino & Jennifer La'o, 2015. "Real Rigidity, Nominal Rigidity, and the Social Value of Information," Working Papers 543, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    4. Glenn D. Rudebusch & John C. Williams, 2008. "Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections," NBER Chapters, in: Asset Prices and Monetary Policy, pages 247-289, National Bureau of Economic Research, Inc.
    5. George-Marios Angeletos & Alessandro Pavan, 2008. "Policy with Dispersed Information," Carlo Alberto Notebooks 86, Collegio Carlo Alberto.
    6. Wataru Tamura, 2016. "Optimal Monetary Policy and Transparency under Informational Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1293-1314, September.
    7. Michael Ehrmann & Marcel Fratzscher, 2013. "Dispersed communication by central bank committees and the predictability of monetary policy decisions," Public Choice, Springer, vol. 157(1), pages 223-244, October.
    8. Candian, Giacomo, 2021. "Central bank transparency, exchange rates, and demand imbalances," Journal of Monetary Economics, Elsevier, vol. 119(C), pages 90-107.
    9. Pierre Gosselin & Aileen Lotz & Charles Wyplosz, 2009. "Interest Rate Signals and Central Bank Transparency," NBER Chapters, in: NBER International Seminar on Macroeconomics 2007, pages 9-51, National Bureau of Economic Research, Inc.
    10. Ryan Chahrour, 2012. "Public Communication and Information Acquisition," Boston College Working Papers in Economics 803, Boston College Department of Economics.
    11. Mankiw, N. Gregory & Reis, Ricardo, 2010. "Imperfect Information and Aggregate Supply," Scholarly Articles 33907956, Harvard University Department of Economics.
    12. Michael Woodford, 2005. "Central bank communication and policy effectiveness," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, issue Aug, pages 399-474.
    13. Camille Cornand & Frank Heinemann, 2013. "Limited higher order beliefs and the welfare effects of public information," Working Papers halshs-00855049, HAL.
    14. Pacheco, Luis, 2010. "ECB Projections: should leave it to the pros?," Working Papers 11/2010, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
    15. Gaballo, G., 2013. "Rational Inattention to News: The Perils of Forward Guidance," Working papers 416, Banque de France.
    16. Luca Colombo & Gianluca Femminis & Alessandro Pavan, 2012. "Information Acquisition and Welfare," Discussion Papers 1554, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    17. Hwang, In Do & Lustenberger, Thomas & Rossi, Enzo, 2021. "Does communication influence executives’ opinion of central bank policy?☆," Journal of International Money and Finance, Elsevier, vol. 115(C).
    18. Camille Cornand & Frank Heinemann, 2014. "Measuring Agents' Reaction to Private and Public Information in Games with Strategic Complementarities," Working Papers halshs-00925018, HAL.
    19. Ricardo Reis, 2013. "Central Bank Design," NBER Working Papers 19187, National Bureau of Economic Research, Inc.
    20. Thomas Lustenberger & Dr. Enzo Rossi, 2017. "The Social Value of Information: A Test of a Beauty and Non-Beauty Contest," Working Papers 2017-17, Swiss National Bank.
    21. Olga Kuznetsova, 2016. "The Value of Public Information in a Two-Region Model," HSE Working papers WP BRP 126/EC/2016, National Research University Higher School of Economics.
    22. George-Marios Angeletos & Alessandro Pavan, 2007. "Socially Optimal Coordination: Characterization and Policy Implications," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 585-593, 04-05.
    23. Bennani, Hamza, 2014. "Does one word fit all? The asymmetric effects of central banks' communication policy," MPRA Paper 57150, University Library of Munich, Germany.
    24. Stefano Eusepi & Bruce Preston, 2007. "Central Bank Communication and Expectations Stabilization," NBER Working Papers 13259, National Bureau of Economic Research, Inc.
    25. James, Jonathan G. & Lawler, Phillip, 2012. "Heterogeneous information quality; strategic complementarities and optimal policy design," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 342-352.
    26. Manuel Amador & Pierre-Olivier Weill, 2010. "Learning from Prices: Public Communication and Welfare," Journal of Political Economy, University of Chicago Press, vol. 118(5), pages 866-907.
    27. Chari, V.V. & Pérez, Luis, 2022. "Comment on Iovino, La’O and Mascarenhas, “Optimal Monetary Policy and Disclosure with an Informationally-Constrained Central Banker”," Journal of Monetary Economics, Elsevier, vol. 125(C), pages 173-181.
    28. Jonathan G. James & Phillip Lawler, 2011. "Optimal Policy Intervention and the Social Value of Public Information," American Economic Review, American Economic Association, vol. 101(4), pages 1561-1574, June.
    29. George-Marios Angeletos & Chen Lian, 2016. "Incomplete Information in Macroeconomics: Accommodating Frictions in Coordination," NBER Working Papers 22297, National Bureau of Economic Research, Inc.
    30. George-Marios Angeletos & Alessandro Pavan, 2005. "Efficiency and Welfare with Complementarities and Asymmetric Information," NBER Working Papers 11826, National Bureau of Economic Research, Inc.
    31. Cheick Kader M'baye, 2012. "Inflation Targeting under Heterogeneous Information and Sticky Prices," Working Papers 1202, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    32. Kohlhas, Alexandre N., 2020. "An informational rationale for action over disclosure," Journal of Economic Theory, Elsevier, vol. 187(C).
    33. Jonathan G. James & Phillip Lawler, 2012. "Strategic Complementarity, Stabilization Policy, and the Optimal Degree of Publicity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 551-572, June.
    34. Cheick Kader M'Baye, 2012. "Inflation Targeting under Heterogeneous Information and Sticky Prices," Working Papers halshs-00677671, HAL.
    35. Venky Venkateswaran & Luis Llosa, 2012. "Efficiency With Endogenous Information Choice," 2012 Meeting Papers 660, Society for Economic Dynamics.
    36. Luigi Iovino & Jennifer La'O & George-Marios Angeletos, 2015. "The Social Value of Information in a Business-Cycle Model," 2015 Meeting Papers 1299, Society for Economic Dynamics.
    37. Jonathan G. James & Phillip Lawler, 2015. "Heterogeneous private sector information, central bank disclosure, and stabilization policy," Southern Economic Journal, John Wiley & Sons, vol. 82(2), pages 620-634, October.
    38. In Do Hwang & Dr. Enzo Rossi, 2020. "Does communication influence executives' opinion of central bank policy?," Working Papers 2020-17, Swiss National Bank.

  2. Mr. Mauro F Roca, 2009. "Search in the Labor Market under Imperfectly Insurable Income Risk," IMF Working Papers 2009/188, International Monetary Fund.

    Cited by:

    1. Bruce Preston & Mauro Roca, 2007. "Incomplete Markets, Heterogeneity and Macroeconomic Dynamics," NBER Working Papers 13260, National Bureau of Economic Research, Inc.

  3. Bruce Preston & Mauro Roca, 2007. "Incomplete Markets, Heterogeneity and Macroeconomic Dynamics," NBER Working Papers 13260, National Bureau of Economic Research, Inc.

    Cited by:

    1. Mordecai Kurz & M. Motolese & G. Piccillo & H. Hu, 2015. "Monetary Policy with Diverse Private Expectations," Working Papers 15-03, Utrecht School of Economics.
    2. Mr. Mauro F Roca, 2009. "Search in the Labor Market under Imperfectly Insurable Income Risk," IMF Working Papers 2009/188, International Monetary Fund.
    3. Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers 201101, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Mar 2011.
    4. Marcelo Veracierto, 2020. "Computing Equilibria of Stochastic Heterogeneous Agent Models Using Decision Rule Histories," Working Paper Series WP-2020-05, Federal Reserve Bank of Chicago.
    5. Michael Reiter, 2006. "Solving heterogeneous-agent models by projection and perturbation," Economics Working Papers 972, Department of Economics and Business, Universitat Pompeu Fabra.
    6. François Le Grand & Xavier Ragot, 2017. "Optimal Fiscal Policy with Heterogeneous Agents and Aggregate Shocks," Working Papers hal-03458683, HAL.
    7. Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," PSE Working Papers halshs-00589129, HAL.
    8. Fernández-Villaverde, J. & Rubio-Ramírez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
    9. Den Haan, Wouter, 2008. "Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty," CEPR Discussion Papers 7019, C.E.P.R. Discussion Papers.
    10. Martin D. D. Evans, 2012. "Exchange-Rate Dark Matter," Working Papers gueconwpa~12-12-01, Georgetown University, Department of Economics.
    11. Mertens, Thomas M. & Judd, Kenneth L., 2018. "Solving an incomplete markets model with a large cross-section of agents," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 349-368.
    12. Gauti Eggertsson & Sergey K. Egiev & Alessandro Lin & Josef Platzer & Luca Riva, 2020. "A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration," Working Papers 2020-14, Brown University, Department of Economics.
    13. Kim, Sunghyun Henry & Kollmann, Robert & Kim, Jinill, 2010. "Solving the incomplete market model with aggregate uncertainty using a perturbation method," Journal of Economic Dynamics and Control, Elsevier, vol. 34(1), pages 50-58, January.
    14. Moll, Benjamin & Wolf, Christian & Ahn, SeHyoun & Kaplan, Greg & Winberry, Thomas, 2017. "When Inequality Matters for Macro and Macro Matters for Inequality," CEPR Discussion Papers 12123, C.E.P.R. Discussion Papers.
    15. Den Haan, Wouter & Rendahl, Pontus, 2008. "Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation," CEPR Discussion Papers 6963, C.E.P.R. Discussion Papers.
    16. Karmakar, Sudipto, 2013. "Macroprudential Regulation and Macroeconomic Activity," MPRA Paper 52172, University Library of Munich, Germany.
    17. Wouter J. DEN HAAN, 2009. "Solving Dynamic Models with Heterogeneous Agents and Aggregate Uncertainty with Dynare or Dynare++," 2009 Meeting Papers 776, Society for Economic Dynamics.
    18. Matteo Iacoviello, 2014. "OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily," 2014 Meeting Papers 801, Society for Economic Dynamics.
    19. Ravenna, Federico & Cacciatore, Matteo, 2020. "Uncertainty, Wages, and the Business Cycle," CEPR Discussion Papers 14715, C.E.P.R. Discussion Papers.
    20. Christophe Gouel, 2013. "Comparing Numerical Methods for Solving the Competitive Storage Model," Computational Economics, Springer;Society for Computational Economics, vol. 41(2), pages 267-295, February.
    21. Araujo, Juliana D. & Li, Bin Grace & Poplawski-Ribeiro, Marcos & Zanna, Luis-Felipe, 2016. "Current account norms in natural resource rich and capital scarce economies," Journal of Development Economics, Elsevier, vol. 120(C), pages 144-156.
    22. Thomas Mertens, 2012. "Solving General Incomplete Market Models with Substantial Heterogeneity," 2012 Meeting Papers 1173, Society for Economic Dynamics.
    23. Reiter, Michael, 2010. "Approximate and Almost-Exact Aggregation in Dynamic Stochastic Heterogeneous-Agent Models," Economics Series 258, Institute for Advanced Studies.
    24. Mr. Martin D Evans, 2012. "Exchange-Rate Dark Matter," IMF Working Papers 2012/066, International Monetary Fund.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BEC: Business Economics (1) 2007-07-20
  2. NEP-CBA: Central Banking (1) 2007-07-20
  3. NEP-DGE: Dynamic General Equilibrium (1) 2007-07-20
  4. NEP-MAC: Macroeconomics (1) 2007-07-20

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