13
H index
16
i10 index
621
Citations
Federal Reserve Bank of Chicago | 13 H index 16 i10 index 621 Citations RESEARCH PRODUCTION: 18 Articles 46 Papers RESEARCH ACTIVITY: 14 years (2009 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfe214 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with filippo ferroni. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Chicago Fed Letter | 3 |
Journal of Monetary Economics | 2 |
Journal of Applied Econometrics | 2 |
Year | Title of citing document |
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2023 | A Measure of our Uncertainty: Households’ Inflation Expectation and Information Shocks. (2023). Galara, Ignacio. In: Working Papers. RePEc:aoz:wpaper:273. Full description at Econpapers || Download paper |
2023 | On the unimportance of commitment for monetary policy. (2023). Paez-Farrell, Juan. In: Papers. RePEc:arx:papers:2308.08044. Full description at Econpapers || Download paper |
2023 | Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?. (2023). Pagliari, Maria Sole ; Sestieri, Giulia ; Rossi, Barbara ; Penalver, Adrian ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:912. Full description at Econpapers || Download paper |
2023 | Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins. (2023). Savignac, Frederique ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:913. Full description at Econpapers || Download paper |
2023 | Did interest rate guidance in emerging markets work?. (2023). Gadanecz, Blaise ; Caballero, Julian. In: BIS Working Papers. RePEc:bis:biswps:1080. Full description at Econpapers || Download paper |
2023 | Uncertainty and corporate investments in response to the Feds dual shocks. (2023). Menassa, Elie ; Adra, Samer. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:463-484. Full description at Econpapers || Download paper |
2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75. Full description at Econpapers || Download paper |
2023 | Quantitative Easing and Wealth Inequality: The Asset Price Channel. (2023). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:638-670. Full description at Econpapers || Download paper |
2023 | Partial dollarization and financial frictions in emerging economies. (2023). Levine, Paul ; Gabriel, Vasco ; Yang, BO. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:609-651. Full description at Econpapers || Download paper |
2023 | Did monetary policy kill the Phillips Curve? Some simple arithmetics. (2023). Vaccaro-Grange, Etienne ; Furlanetto, Francesco ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2023_2. Full description at Econpapers || Download paper |
2023 | Sticky Prices or Sticky Wages? An Equivalence Result. (2023). Trabandt, Mathias ; bilbiie, florin. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2369. Full description at Econpapers || Download paper |
2023 | A single monetary policy for heterogeneous labour markets: the case of the euro area. (2023). Lozej, Matija ; Jacquinot, Pascal ; Gomes, Sandra. In: Research Technical Papers. RePEc:cbi:wpaper:3/rt/23. Full description at Econpapers || Download paper |
2023 | Breaking Monetary Policy News: The Role of Mass Media Coverage of ECB Announcements for Public Inflation Expectations. (2023). Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10285. Full description at Econpapers || Download paper |
2023 | Technology diffusion and international business cycles. (2023). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2023-02ua. Full description at Econpapers || Download paper |
2023 | Interest Rate Surprises: A Tale of Two Shocks. (2023). Nunes, Ricardo ; Tang, Jenny ; Ozdagli, Ali. In: Discussion Papers. RePEc:cfm:wpaper:2320. Full description at Econpapers || Download paper |
2023 | The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033. Full description at Econpapers || Download paper |
2023 | Risk and Uncertainty: The Role of Financial Frictions. (2023). Higgins, Charles. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003753. Full description at Econpapers || Download paper |
2023 | The macroeconomic effects of unconventional monetary policy: Comparing euro area and US models with shadow rates. (2023). Vogel, Lukas ; Ratto, Marco ; Hohberger, Stefan. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s026499932300250x. Full description at Econpapers || Download paper |
2023 | Modelling monetary policy’s impact on labour markets under Covid-19. (2023). Evgenidis, Anastasios ; Fasianos, Apostolos. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002665. Full description at Econpapers || Download paper |
2023 | Do monetary condition news at the zero lower bound influence households’ expectations and readiness to spend?. (2023). Wang, Ben Zhe ; Sheen, Jeffrey. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002252. Full description at Econpapers || Download paper |
2023 | Monetary policy shocks and consumer expectations in the euro area. (2023). Scharler, Johann ; Grundler, Daniel ; Geiger, Martin. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001404. Full description at Econpapers || Download paper |
2023 | Stock market evidence on the international transmission channels of US monetary policy surprises. (2023). Nitschka, Thomas ; Maurer, Tim D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000670. Full description at Econpapers || Download paper |
2023 | Are monetary policy shocks causal to bank health? Evidence from the euro area. (2023). Jung, Alexander. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000878. Full description at Econpapers || Download paper |
2023 | Can variable elasticity of substitution explain changes in labor shares?. (2023). Travaglini, Giuseppe ; Bellocchi, Alessandro. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000186. Full description at Econpapers || Download paper |
2023 | Wealth in utility, the Taylor principle and determinacy. (2023). Zhao, Junzhu. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000253. Full description at Econpapers || Download paper |
2023 | Where is the EU economy headed? The international dimension. (2023). Pfeiffer, Philipp ; Orsini, Kristian ; Eriksgrd, Annika ; Bertoldi, Moreno. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:4:p:817-832. Full description at Econpapers || Download paper |
2023 | What does anticipated monetary policy do?. (2023). King, Thomas B ; Damico, Stefania. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:123-139. Full description at Econpapers || Download paper |
2023 | Currency Areas, Labor Markets, and Regional Cyclical Sensitivity. (2023). Singh, Sanjay R ; Shambaugh, Jay C ; Russ, Katheryn N. In: Working Paper Series. RePEc:fip:fedfwp:96581. Full description at Econpapers || Download paper |
2023 | Propositions pour construire un système informationnel guidant une politique régionale d’innovation. (2023). Raffestin, Louis ; Leroy, Aurelien ; Benchora, Inessa. In: Bordeaux Economics Working Papers. RePEc:grt:bdxewp:2023-08. Full description at Econpapers || Download paper |
2023 | Stablecoins: Adoption and Fragility. (2023). Bertsch, Christoph. In: Working Paper Series. RePEc:hhs:rbnkwp:0423. Full description at Econpapers || Download paper |
2023 | Macroeconomic effects of oil price shocks on an emerging market economy. (2023). Mattos, Leonardo Bornacki ; da Silva, Rodrigo. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09445-w. Full description at Econpapers || Download paper |
2023 | Monetary Policy Announcements, Information Shocks, and Exchange Rate Dynamics. (2023). Scharler, Johann ; Mayer, Eric ; Grundler, Daniel. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09682-6. Full description at Econpapers || Download paper |
2023 | China’s Monetary Policy and the Loan Market: How Strong is the Credit Channel in China?. (2023). Nuutilainen, Riikka ; Breitenlechner, Max. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:3:d:10.1007_s11079-022-09705-2. Full description at Econpapers || Download paper |
2023 | Identifying Quantitative and Qualitative Monetary Policy Shocks. (2023). Takahashi, Koji ; Shibamoto, Masahiko ; Nakashima, Kiyotaka. In: Discussion Paper Series. RePEc:kob:dpaper:dp2019-09. Full description at Econpapers || Download paper |
2023 | Not all ECB meetings are created equal. (2023). Tillmann, Peter ; Kandemir, Sinem. In: MAGKS Papers on Economics. RePEc:mar:magkse:202312. Full description at Econpapers || Download paper |
2023 | Empirical DSGE model evaluation with interest rate expectations measures and preferences over safe assets. (2023). Rannenberg, Ansgar ; Lejeune, Thomas ; de Walque, Grégory. In: Working Paper Research. RePEc:nbb:reswpp:202302-433. Full description at Econpapers || Download paper |
2023 | The Global Dollar Cycle. (2023). Zhou, Haonan ; Obstfeld, Maurice. In: NBER Working Papers. RePEc:nbr:nberwo:31004. Full description at Econpapers || Download paper |
2023 | Monetary Policy Spillovers to Polish Financial Markets. (2023). Grothe, Magdalena. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2023:i:2:p:1-10. Full description at Econpapers || Download paper |
2023 | Interest Rate Surprises: A Tale of Two Shocks. (2023). Nunes, Ricardo ; Tang, Jenny ; Ozdagli, Ali. In: School of Economics Discussion Papers. RePEc:sur:surrec:0923. Full description at Econpapers || Download paper |
2023 | Imperfect Information and Hidden Dynamics. (2023). Levine, Paul ; Yang, BO ; Wright, Stephen ; Pearlman, Joseph. In: School of Economics Discussion Papers. RePEc:sur:surrec:1223. Full description at Econpapers || Download paper |
2023 | Global financial uncertainty. (2023). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:432-449. Full description at Econpapers || Download paper |
2023 | Nowcasting inflation with Lasso?regularized vector autoregressions and mixed frequency data. (2023). Tancioni, Massimiliano ; Ciganovic, Milos ; Aliaj, Tesi. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:464-480. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2022 | Mind the Gap! Stylized Dynamic Facts and Structural Models In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 16 |
2018 | Mind the gap! Stylized dynamic facts and structural models..(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2019 | Mind the gap! Stylized dynamic facts and structural models.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2020 | Mind the gap! Stylized Dynamic Facts and Structural Models..(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2019 | Mind the gap! Stylized dynamic facts and structural models.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2012 | The dynamics of hours worked and technology In: Working Papers. [Full Text][Citation analysis] | paper | 44 |
2017 | The dynamics of hours worked and technology.(2017) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
2010 | Did Tax Policies mitigate US Business Cycles? In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Interpreting the Hours-Technology time-varying relationship In: Working papers. [Full Text][Citation analysis] | paper | 5 |
2012 | Interpreting the Hours-Technology time-varying relationship.(2012) In: Studies in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2013 | Choosing the variables to estimate singular DSGE models. In: Working papers. [Full Text][Citation analysis] | paper | 40 |
2013 | Choosing the variables to estimate singular DSGE models.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2014 | CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
2014 | Euro Area business cycles in turbulent times: convergence or decoupling? In: Working papers. [Full Text][Citation analysis] | paper | 31 |
2015 | Euro area business cycles in turbulent times: convergence or decoupling?.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2015 | Euro Area business cycles in turbulent times: convergence or decoupling?.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
2015 | Approximating time varying structural models with time invariant structures. In: Working papers. [Full Text][Citation analysis] | paper | 15 |
2016 | Approximating time varying structural models with time invariant structures.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2015 | Approximating time varying structural models with time invariant structures.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2015 | Approximating Time Varying Structural Models With Time Invariant Structures.(2015) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2016 | Approximating time varying structural models with time invariant structures.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
The Dynamics of US Inflation: Can Monetary Policy Explain the Changes? In: Working Papers. [Citation analysis] | paper | 44 | |
2012 | The dynamics of US inflation: Can monetary policy explain the changes?.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
2010 | The dynamics of US inflation: Can monetary policy explain the changes?.(2010) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2010 | Multiple Filtering Devices for the Estimation of Cyclical DSGE Models In: Working Papers. [Full Text][Citation analysis] | paper | 70 |
2011 | Multiple filtering devices for the estimation of cyclical DSGE models.(2011) In: Quantitative Economics. [Citation analysis] This paper has nother version. Agregated cites: 70 | article | |
2010 | Multiple filtering devices for the estimation of cyclical DSGE models.(2010) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2020 | The missing link: monetary policy and the labor share In: Bank of England working papers. [Full Text][Citation analysis] | paper | 25 |
2018 | The Missing Link: Monetary policy and the labor share.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2019 | The Missing Link: Monetary Policy and The Labor Share.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2018 | The missing link: monetary policy and the labor share.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2021 | The Missing Link: Monetary Policy and The Labor Share.(2021) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2018 | The Missing Link: Monetary Policy and The Labor Share.(2018) In: Studies in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2022 | A tail of labour supply and a tale of monetary policy In: Bank of England working papers. [Full Text][Citation analysis] | paper | 2 |
2023 | A tail of labor supply and a tale of monetary policy.(2023) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2011 | Trend Agnostic One-Step Estimation of DSGE Models In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 43 |
2009 | Trend agnostic one step estimation of DSGE models.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2019 | The Limits of Forward Guidance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
2019 | The limits of forward guidance.(2019) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
2019 | The limits of forward guidance.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2019 | The limits of forward guidance.(2019) In: 2019 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2020 | A hitchhiker guide to empirical macro models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
2021 | A Hitchhiker’s Guide to Empirical Macro Models.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2019 | Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
2021 | Delphic and odyssean monetary policy shocks: Evidence from the euro area In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 156 |
2019 | Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
2018 | Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
2018 | Delphic and Odyssean monetary policy shocks: Evidence from the euro-area.(2018) In: 2018 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
2016 | Delphic and Odyssean monetary policy shocks: Evidence from the euro-area.(2016) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
2019 | The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries In: European Economy - Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
2017 | The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2019 | The Macroeconomic Effects of the 2018 Bipartisan Budget Act In: Economic Perspectives. [Full Text][Citation analysis] | article | 0 |
2022 | How Interconnected Are Cryptocurrencies and What Does This Mean for Risk Management In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 1 |
2022 | What Is the Impact of Monetary Policy on Households’ Desired Labor Supply? In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 0 |
2023 | How Tight is U.S. Monetary Policy In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 0 |
2022 | Usual Shocks in our Usual Models In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | Identification Using Higher-Order Moments Restrictions In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | The Chicago Fed DSGE Model: Version 2 In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2017 | Selecting Primal Innovations in DSGE models In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2016 | Fundamental shock selection in DSGE models In: 2016 Meeting Papers. [Full Text][Citation analysis] | paper | 11 |
2015 | Fundamental shock selection in DSGE models.(2015) In: Studies in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2010 | Commentary on MEDEA: A DSGE model for the Spanish economy In: SERIEs: Journal of the Spanish Economic Association. [Full Text][Citation analysis] | article | 0 |
2020 | DETECTING AND ANALYZING THE EFFECTS OF TIME?VARYING PARAMETERS IN DSGE MODELS In: International Economic Review. [Full Text][Citation analysis] | article | 11 |
2019 | Selecting structural innovations in DSGE models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 10 |
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