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Juan Passadore
Juan Passadore
Verified email at IMF.org - Homepage
Title
Cited by
Cited by
Year
Are state-and time-dependent models really different?
F Alvarez, F Lippi, J Passadore
NBER Macroeconomics Annual 31 (1), 379-457, 2017
632017
Debt-maturity management with liquidity costs
S Bigio, G Nuño, J Passadore
Journal of Political Economy Macroeconomics 1 (1), 119-190, 2023
40*2023
Illiquidity in sovereign debt markets
J Passadore, Y Xu
Journal of International Economics 137, 103618, 2022
332022
Robust predictions in dynamic policy games
J Passadore, JP Xandri
Theoretical Economics, 2018
25*2018
Liquidity and risk in otc markets: A theory of asset pricing and portfolio flows
M Kargar, J Passadore, D Silva
Available at SSRN 3731019, 2020
5*2020
The macroeconomics of hedging income shares
A Grasso, J Passadore, F Piguillem
Review of Economic Dynamics 54, 101235, 2024
12024
Optimal debt management
J Passadore, G Nuno, S Bigio
2017 Meeting Papers, 2017
12017
A Monetary Policy Framework for Developing Countries
J Passadore, G Sciacovelli, FD Unsal, C van Hombeeck
2024
Debt Management Modelling Workshop
S Bigio, G Nuño, J Passadore, D Debortoli, R Nunes, P Yared, E Faraglia, ...
2020
S IEF
A Grasso, J Passadore, F Piguillem
2020
Risk Sharing Under Limited Commitment and Private Information
N Caramp, J Passadore
2018 Meeting Papers, 2018
2018
Rising Capital Shares, Risk Taking and The Secular Stagnation
J Passadore, F Piguillem, A Grasso
2017 Meeting Papers, 2017
2017
Essays on macroeconomics and contract theory
J Passadore
Massachusetts Institute of Technology, 2015
2015
Essays on debt markets
Y Xu, H Chen, J Yang, J Passadore
Massachusetts Institute of Technology, 2015
2015
Fiscal Multipliers in Italy
M Tiurina, J Passadore
Rising Capital Shares, Risk Taking and The Secular Stagnation
A Grasso, J Passadore, F Piguillem
Essays on optimal economic growth
JK Berner, TB Bishop, I Fernández-Val, A Finkelstein, R Hanna, D Jo, ...
Geometric methods in econometrics and statistics
A Finkelstein, R Hanna, D Jo, D Rees, A Abadie
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