Research Staff and Resources
Monetary Affairs Staff | Program Direction
Roberto Perli
Deputy Associate Director
Division of Monetary Affairs
Contact Information
202-452-2465
roberto.perli@frb.gov
Fields of Interest
Financial Markets
Banking and Financial Institutions
Macroeconomics
Education
Ph.D., Economics, New York University, 1995
B.A., Economics, University of Venice, 1990
Professional Experience
Board of Governors of the Federal Reserve System, 2002-present
Adjunct Professor, R.H. Smith School of Business, University of Maryland, 2004-present
Senior Risk Specialist, Capital One Financial Corp., 2001-2002
Assistant Professor, University of Pennsylvania, 1995-2001
Selected Publications
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Financial Market Perceptions of Recession Risk
(with Andrew T. Levin and Thomas B. King),
Finance and Economics Discussion Series 2007-57. Washington: Board of Governors of the Federal Reserve System, 2007.
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''Frictions in the Markets for Corporate Debt and Credit Derivatives ''
(with Andrew T. Levin and Egon Zakrajsek), in
Risk Measurement and Systemic Risk. Frankfurt: Fourth Central Bank Research Conference, 8-9 November 2005, European Central Bank, pp. 93-120, 2007.
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''Persistence of Business Cycles in Multisector RBC Models''
(with Jess Benhabib and Plutarchos Sakellaris),
International Journal of Economic Theory, vol. 2
(September 2006), pp. 181-197.
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''The Recent Behavior of Financial Market Volatility''
(with CGFS Study Group on Financial Volatility),
BIS Working Papers no. 29
(August 2006).
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''Selected Indicators of Financial Stability''
(with William R. Nelson),
Irving Fisher Committee's Bulletin on Central Bank Statistics, vol. 23
(October 2005), pp. 92-105.
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''Profits and Balance Sheet Developments at U.S. Commercial Banks in 2003''
(with Mark Carlson),
Federal Reserve Bulletin,
vol. 90 (Spring 2004), pp. 162-191.
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''Economic and Regulatory Capital Allocation for Revolving Retail Exposures''
(with William I. Nayda),
Journal of Banking and Finance, vol. 28
(April 2004), pp. 789-809.
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''Does Mortgage Hedging Amplify Movements in Long-Term Interest Rates?''
(with Brian Sack),
The Journal of Fixed Income, vol. 13
(December 2003), pp. 7-17.
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''Profits and Balance Sheet Developments at U.S. Commercial Banks in 2002''
(with Mark Carlson),
Federal Reserve Bulletin,
vol. 89 (June 2003), pp. 243-270.
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''Human Capital Formation and Business Cycle Persistence''
(with Plutarchos Sakellaris),
Journal of Monetary Economics, vol. 42
(August 1998), pp. 67-92.
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''Increasing Returns, Home Production and Persistence of Business Cycles,''
Journal of Economic Dynamics and Control, vol. 22
(April 1998), pp. 519-43.
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''Indeterminacy, Home Production and the Business Cycle: A Calibrated Analysis,''
Journal of Monetary Economics, vol. 41
(February 1998), pp. 105-25.
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''Monopolistic Competition, Indeterminacy and Growth''
(with Jess Benhabib and Danyang Xie),
Ricerche Economiche, vol. 48
(December 1994), pp. 279-98.
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''Uniqueness and Indeterminacy: On the Dynamics of Endogenous Growth''
(with Jess Benhabib),
Journal of Economic Theory, vol. 63
(June 1994), pp. 113-42.
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