Details about Diego Nicolas Moccero

Access statistics for papers by Diego Nicolas Moccero.

Last updated 2022-12-01. Update your information in the RePEc Author Service.

Short-id: pmo554

Working Papers

2020

1. Do non-performing loans matter for bank lending and the business cycle in euro area countries?
   Working Paper Series, European Central Bank View citations (9)
2. Fire sales by euro area banks and funds: what is their asset price impact?
   Working Paper Series, European Central Bank View citations (10)
   See also Journal Article Fire sales by euro area banks and funds: What is their asset price impact?, Economic Modelling, Elsevier (2020) View citations (10) (2020)

2019

3. Macroprudential stress test of the euro area banking system
   Occasional Paper Series, European Central Bank View citations (24)
4. The cost-efficiency and productivity growth of euro area banks
   Working Paper Series, European Central Bank View citations (8)

2017

5. Estimating the impact of shocks to bank capital in the euro area
   Working Paper Series, European Central Bank View citations (13)

2015

6. The risk management approach to monetary policy, nonlinearity and aggressiveness: the case of the US Fed
   Working Paper Series, European Central Bank View citations (9)

2014

7. Financial conditions index and credit supply shocks for the euro area
   Working Paper Series, European Central Bank View citations (44)
8. The retail bank interest rate pass-through: The case of the euro area during the financial and sovereign debt crisis
   Occasional Paper Series, European Central Bank View citations (75)

2011

9. What Drives Inflation in the Major OECD Economies?
   OECD Economics Department Working Papers, OECD Publishing View citations (9)

2010

10. Foreign Banks and Credit Volatility: The Case of Latin American Countries
    WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER)
    Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (2)
    See also Journal Article Foreign Banks and Credit Volatility: The Case of Latin American Countries, Review of International Economics, Wiley Blackwell (2012) View citations (2) (2012)

2009

11. Do Latin American Central Bankers Behave Non-Linearly?: The Experiences of Brazil, Chile, Colombia and Mexico
    OECD Economics Department Working Papers, OECD Publishing View citations (5)
    See also Journal Article Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2013) View citations (4) (2013)
12. Is there a Case for Price-level Targeting?
    OECD Economics Department Working Papers, OECD Publishing View citations (6)

2008

13. Delivering Cost-Efficient Public Services in Health Care, Education and Housing in Chile
    OECD Economics Department Working Papers, OECD Publishing
14. Improving the Business and Investment Climate in Indonesia
    OECD Economics Department Working Papers, OECD Publishing View citations (4)
15. Interdependencies between Monetary Policy and Foreign Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic
    WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) View citations (2)
    Also in OECD Economics Department Working Papers, OECD Publishing (2008)
    See also Journal Article Interdependencies between Monetary Policy and Foreign Exchange Interventions under Inflation Targeting: The Case of Brazil and the Czech Republic, International Finance, Wiley Blackwell (2010) View citations (4) (2010)

2007

16. Coordinación Macroeconómica en el Mercosur
    PSE-Ecole d'économie de Paris (Postprint), HAL
    Also in Post-Print, HAL (2007)
17. Monetary Policy and Macroeconomic Stability in Latin America: The Cases of Brazil, Chile, Colombia and Mexico
    OECD Economics Department Working Papers, OECD Publishing View citations (10)
    See also Journal Article Monetary policy and macroeconomic stability in Latin America: The cases of Brazil, Chile, Colombia and Mexico, Journal of International Money and Finance, Elsevier (2011) View citations (24) (2011)

2006

18. Brazil's Fiscal Stance during 1995-2005: The Effect of Indebtedness on Fiscal Policy Over the Business Cycle
    OECD Economics Department Working Papers, OECD Publishing View citations (11)
19. Consolidating Macroeconomic Adjustment in Brazil
    OECD Economics Department Working Papers, OECD Publishing
20. The Intertemporal Approach to the Current Account: Evidence from Argentina
    Department of Economics, Working Papers, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata
    Also in IIE, Working Papers, IIE, Universidad Nacional de La Plata (2006)
    See also Journal Article The Intertemporal Approach to the Current Account: Evidence for Argentina, Journal of Applied Economics, Taylor & Francis Journals (2008) View citations (2) (2008)

2005

21. Macroeconomic Coordination Policies: Why and How?: From Europe to MERCOSUR
    IDB Publications (Working Papers), Inter-American Development Bank View citations (2)

2001

22. Esquemas Cambiarios y Monetarios Alternativos en un Modelo de Interdependencia Macroeconómica entre Argentina y Brasil
    IIE, Working Papers, IIE, Universidad Nacional de La Plata
    Also in Department of Economics, Working Papers, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata (2001)

Journal Articles

2022

1. The productivity growth of euro area banks
   Journal of Productivity Analysis, 2022, 58, (1), 15-33 View citations (3)

2021

2. Bank productivity in CESEE countries
   Focus on European Economic Integration, 2021, (Q2/21), 83-104

2020

3. Fire sales by euro area banks and funds: What is their asset price impact?
   Economic Modelling, 2020, 93, (C), 430-444 View citations (10)
   See also Working Paper Fire sales by euro area banks and funds: what is their asset price impact?, Working Paper Series (2020) View citations (10) (2020)
4. The macroeconomic impact of shocks to bank capital buffers in the Euro Area
   The B.E. Journal of Macroeconomics, 2020, 20, (1), 17 View citations (9)

2019

5. The macroeconomic impact of changes in economic bank capital buffers
   Macroprudential Bulletin, 2019, 8

2015

6. Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed
   Journal of Banking & Finance, 2015, 55, (C), 281-294 View citations (18)

2014

7. Financial Conditions Index and Identification of Credit Supply Shocks for the Euro Area
   International Finance, 2014, 17, (3), 297-321 View citations (49)
8. Recent Experience of European Countries with Macro-Prudential Policy
   Financial Stability Review, 2014, 1 View citations (1)

2013

9. Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico
   Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (2), 141-165 View citations (4)
   See also Working Paper Do Latin American Central Bankers Behave Non-Linearly?: The Experiences of Brazil, Chile, Colombia and Mexico, OECD Economics Department Working Papers (2009) View citations (5) (2009)

2012

10. Foreign Banks and Credit Volatility: The Case of Latin American Countries
    Review of International Economics, 2012, 20, (5), 1017-1033 View citations (2)
    See also Working Paper Foreign Banks and Credit Volatility: The Case of Latin American Countries, WIDER Working Paper Series (2010) (2010)

2011

11. Monetary policy and macroeconomic stability in Latin America: The cases of Brazil, Chile, Colombia and Mexico
    Journal of International Money and Finance, 2011, 30, (1), 229-245 View citations (24)
    See also Working Paper Monetary Policy and Macroeconomic Stability in Latin America: The Cases of Brazil, Chile, Colombia and Mexico, OECD Economics Department Working Papers (2007) View citations (10) (2007)

2010

12. Interdependencies between Monetary Policy and Foreign Exchange Interventions under Inflation Targeting: The Case of Brazil and the Czech Republic
    International Finance, 2010, 13, (2), 195-221 View citations (4)
    See also Working Paper Interdependencies between Monetary Policy and Foreign Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic, WIDER Working Paper Series (2008) View citations (2) (2008)

2009

13. Monetary Policy and Inflation Expectations in Latin America: Long-Run Effects and Volatility Spillovers
    Journal of Money, Credit and Banking, 2009, 41, (8), 1671-1690 View citations (25)
    Also in Journal of Money, Credit and Banking, 2009, 41, (8), 1671-1690 (2009) View citations (4)

2008

14. The Intertemporal Approach to the Current Account: Evidence for Argentina
    Journal of Applied Economics, 2008, 11, (2), 327-353 View citations (2)
    Also in Journal of Applied Economics, 2008, 11, 327-353 (2008) View citations (2)
    See also Working Paper The Intertemporal Approach to the Current Account: Evidence from Argentina, Department of Economics, Working Papers (2006) (2006)

Books

2008

1. Deepening integration in MERCOSUR: Dealing with Disparities
   IDB Publications (Books), Inter-American Development Bank View citations (3)