Vivek Sharma

I am a Visiting Researcher at Department of Economics, University of Lancaster Management School. I am also a Research Associate at Center for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University (ANU), Canberra and a Fellow at Arcelli Center for Monetary and Financial Studies (CASMEF) in Rome. I was previously a Visiting Researcher at Department of Economics, University of Melbourne.
I have a PhD in Economics from LUISS, Rome and a Master in Economics from University of Rome II.
My primary research interests are in macro-finance, macro-banking, international macroeconomics, monetary economics and financial intermediation. I also have secondary research interests in firm dynamics.

Working Papers

A Macroeconomic Model with Heterogeneous Lending Relationships
Real Effects of Bank Shocks [pdf]
Loan-to-Value Shocks and Housing in the Production Function [CAMA WP 62/2023][CASMEF WP 2023/08] Under Review
Credit Shocks, Lending Relationships and Economic Activity [pdf]
Collateral Shocks, Lending Relationships and Economic Dynamics [CAMA WP 49/2023][CASMEF WP 2023/04] Under Review
Credit Shocks, Endogenous Lending Standards and Macroeconomic Dynamics [pdf]
Lending Relationships and Loan-to-Value Shocks [pdf]
Twin Debts, Endogenous Lending Standards and Macroeconomic Fluctuations [pdf]
Steady-State LTV Ratio Matters for the Effects of Macroeconomic Shocks [pdf]
replaces the previous version titled State-Dependent Effects of Loan-to-Value Shocks
A Note on Financial Shocks in a Model of Deep Habits in Banking [pdf]
Bank Competition on Collateral, Fluctuations in Credit Conditions and the Macroeconomy [pdf]
supersedes the previous version titled Shocks to the Lending Standards and the Macroeconomy

Work in Progress

Financial Shocks, Endogenous Lending Standards and Macroeconomic Dynamics
Lending Relationships and Firm Dynamics
Lending Relationships, Loan-to-Value Shocks and Macroeconomic Stability [slides]