Details about Francesco Bianchi
Access statistics for papers by Francesco Bianchi.
Last updated 2024-12-10. Update your information in the RePEc Author Service.
Short-id: pbi171
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Working Papers
2024
- Fiscal Sustainability and Policy Interactions
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section 
- Smooth Diagnostic Expectations
ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2024)
- What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market
NBER Working Papers, National Bureau of Economic Research, Inc
2023
- Fiscal Influences on Inflation in OECD Countries, 2020-2023
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
- Inflation and Real Activity over the Business Cycle
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2023) View citations (5)
- Who is Afraid of Eurobonds?
CEPR Discussion Papers, C.E.P.R. Discussion Papers
Also in Working Paper Series, Federal Reserve Bank of Chicago (2022) View citations (2)
2022
- A Fiscal Theory of Persistent Inflation
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
See also Journal Article A Fiscal Theory of Persistent Inflation*, The Quarterly Journal of Economics, President and Fellows of Harvard College (2023) View citations (17) (2023)
- A Fiscal Theory of Trend Inflation
CEPR Discussion Papers, C.E.P.R. Discussion Papers
- Diagnostic Business Cycles
CEPR Discussion Papers, C.E.P.R. Discussion Papers
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (5)
See also Journal Article Diagnostic Business Cycles, The Review of Economic Studies, Review of Economic Studies Ltd (2024) View citations (4) (2024)
- Inflation as a Fiscal Limit
Working Paper Series, Federal Reserve Bank of Chicago View citations (8)
- Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
- Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices
CEPR Discussion Papers, C.E.P.R. Discussion Papers
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (9)
See also Journal Article Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices, The Review of Financial Studies, Society for Financial Studies (2024) View citations (2) (2024)
2021
- Hitting the elusive inflation target
Discussion Papers, Deutsche Bundesbank View citations (35)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (17)
NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (19)
Working Paper Series, Federal Reserve Bank of Chicago (2019) View citations (14)
See also Journal Article Hitting the elusive inflation target, Journal of Monetary Economics, Elsevier (2021) View citations (17) (2021)
2020
- Belief Distortions and Macroeconomic Fluctuations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (11)
See also Journal Article Belief Distortions and Macroeconomic Fluctuations, American Economic Review, American Economic Association (2022) View citations (21) (2022)
- Monetary and Fiscal Policies in Times of Large Debt: Unity is Strength
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (40)
Also in Working Paper Series, Federal Reserve Bank of Chicago (2020) View citations (23)
Working Paper Series, Federal Reserve Bank of Chicago (2020) View citations (39)
NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (42)
- The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (11)
See also Journal Article The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates, Journal of Economic Dynamics and Control, Elsevier (2023) View citations (3) (2023)
2019
- A Generalized Approach to Indeterminacy in Linear Rational Expectations Models
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (20)
NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (16)
2016 Meeting Papers, Society for Economic Dynamics (2016)
See also Journal Article A generalized approach to indeterminacy in linear rational expectations models, Quantitative Economics, Econometric Society (2021) View citations (21) (2021)
- Slow recoveries through fiscal austerity: New insights in the effects of fiscal austerity
ZEW policy briefs, ZEW - Leibniz Centre for European Economic Research View citations (1)
- The Origins and Effects of Macroeconomic Uncertainty
2019 Meeting Papers, Society for Economic Dynamics View citations (8)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (8)
NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (20)
See also Journal Article The origins and effects of macroeconomic uncertainty, Quantitative Economics, Econometric Society (2023) View citations (2) (2023)
- Threats to Central Bank Independence: High-Frequency Identification with Twitter
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (53)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (53)
See also Journal Article Threats to central bank independence: High-frequency identification with twitter, Journal of Monetary Economics, Elsevier (2023) View citations (16) (2023)
2018
- Monetary Policy and Asset Valuation
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (16)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (13)
2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (13)
See also Journal Article Monetary Policy and Asset Valuation, Journal of Finance, American Finance Association (2022) View citations (28) (2022)
2017
- The Dire Effects of the Lack of Monetary and Fiscal Coordination
NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (7)
2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (7)
Working Paper Series, Federal Reserve Bank of Chicago (2017) View citations (7)
See also Journal Article The dire effects of the lack of monetary and fiscal coordination, Journal of Monetary Economics, Elsevier (2019) View citations (40) (2019)
- Uncertainty shocks, asset supply and pricing over the business cycle
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (17)
2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (4)
See also Journal Article Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle, The Review of Economic Studies, Review of Economic Studies Ltd (2018) View citations (38) (2018)
2016
- Constrained Discretion and Central Bank Transparency
Working Paper Series, Federal Reserve Bank of Chicago View citations (6)
Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2012) View citations (11)
2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (3)
Working Paper Series, Federal Reserve Bank of Chicago (2014) View citations (3)
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2012) View citations (7)
Working Papers, Duke University, Department of Economics (2013) View citations (5)
NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (3)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (3)
See also Journal Article Constrained Discretion and Central Bank Transparency, The Review of Economics and Statistics, MIT Press (2018) View citations (16) (2018)
- Escaping the Great Recession
Working Paper Series, Federal Reserve Bank of Chicago View citations (6)
Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (4)
2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (7)
NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (13)
Working Paper Series, Federal Reserve Bank of Chicago (2014) View citations (11)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (4)
Working Papers, Duke University, Department of Economics (2013) View citations (5)
See also Journal Article Escaping the Great Recession, American Economic Review, American Economic Association (2017) View citations (140) (2017)
2015
- Growth, Slowdowns, and Recoveries
2015 Meeting Papers, Society for Economic Dynamics View citations (1)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (52)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (26)
See also Journal Article Growth, slowdowns, and recoveries, Journal of Monetary Economics, Elsevier (2019) View citations (79) (2019)
- Monetary/Fiscal Policy Mix and Asset Prices
2015 Meeting Papers, Society for Economic Dynamics View citations (2)
- Rare Events, Financial Crises, and the Cross-Section of Asset Returns
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (8)
Working Papers, Duke University, Department of Economics (2010) View citations (7)
- The Great Depression and the Great Recession: A View from Financial Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
See also Journal Article The Great Depression and the Great Recession: A view from financial markets, Journal of Monetary Economics, Elsevier (2020) View citations (5) (2020)
2014
- Monetary/Fiscal Policy Mix and Agents' Beliefs
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (4)
2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (1)
See also Journal Article Monetary/Fiscal Policy Mix and Agent's Beliefs, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2017) View citations (93) (2017)
- Online Appendix to "Globalization and Inflation: Evidence from a Time Varying VAR"
Online Appendices, Review of Economic Dynamics View citations (3)
See also Journal Article Globalization and Inflation: Evidence from a Time Varying VAR, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) View citations (93) (2015)
2013
- Dormant Shocks and Fiscal Virtue
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (56)
Also in Working Papers, Duke University, Department of Economics (2013) View citations (48)
2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (3)
See also Chapter Dormant Shocks and Fiscal Virtue, NBER Chapters, National Bureau of Economic Research, Inc (2013) View citations (46) (2013)
Journal Article Dormant Shocks and Fiscal Virtue, NBER Macroeconomics Annual, University of Chicago Press (2014) View citations (16) (2014)
- Globalization and Inflation: Structural Evidence from a Time Varying VAR Approach
Working Papers, Duke University, Department of Economics View citations (9)
- Methods for Measuring Expectations and Uncertainty in Markov-Switching Models
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
See also Journal Article Methods for measuring expectations and uncertainty in Markov-switching models, Journal of Econometrics, Elsevier (2016) View citations (16) (2016)
- Modeling the Evolution of Expectations and Uncertainty in General Equilibrium
Working Papers, Duke University, Department of Economics View citations (6)
Also in Working Paper Series, Federal Reserve Bank of Chicago (2013) View citations (4)
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2012) View citations (2)
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2012) View citations (3)
See also Journal Article MODELING THE EVOLUTION OF EXPECTATIONS AND UNCERTAINTY IN GENERAL EQUILIBRIUM, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2016) View citations (11) (2016)
2012
- Inflationary Sentiments and Monetary Policy Communcation
2012 Meeting Papers, Society for Economic Dynamics View citations (3)
- Regime Switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics
Working Papers, Duke University, Department of Economics View citations (63)
Also in 2009 Meeting Papers, Society for Economic Dynamics (2009)
MPRA Paper, University Library of Munich, Germany (2010) View citations (22)
Working Papers, Duke University, Department of Economics (2010) View citations (13)
See also Journal Article Regime Switches, Agents' Beliefs, and Post-World War II U.S. Macroeconomic Dynamics, The Review of Economic Studies, Review of Economic Studies Ltd (2013) View citations (147) (2013)
- Risk shocks in a business cycle model with ambiguity averse agents
2012 Meeting Papers, Society for Economic Dynamics
2010
- Dynamics of the Term Structure of UK Interest Rates
Working Papers, Duke University, Department of Economics View citations (4)
Also in Bank of England working papers, Bank of England (2009) View citations (16)
- Monetary/Fiscal Mix and Agents' Beliefs
2010 Meeting Papers, Society for Economic Dynamics
Journal Articles
2024
- Diagnostic Business Cycles
The Review of Economic Studies, 2024, 91, (1), 129-162 View citations (4)
See also Working Paper Diagnostic Business Cycles, CEPR Discussion Papers (2022) (2022)
- Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices
The Review of Financial Studies, 2024, 37, (7), 2244-2272 View citations (2)
See also Working Paper Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices, CEPR Discussion Papers (2022) (2022)
2023
- A Fiscal Theory of Persistent Inflation*
The Quarterly Journal of Economics, 2023, 138, (4), 2127-2179 View citations (17)
See also Working Paper A Fiscal Theory of Persistent Inflation, NBER Working Papers (2022) View citations (4) (2022)
- The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates
Journal of Economic Dynamics and Control, 2023, 146, (C) View citations (3)
See also Working Paper The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates, NBER Working Papers (2020) View citations (11) (2020)
- The origins and effects of macroeconomic uncertainty
Quantitative Economics, 2023, 14, (3), 855-896 View citations (2)
See also Working Paper The Origins and Effects of Macroeconomic Uncertainty, 2019 Meeting Papers (2019) View citations (8) (2019)
- Threats to central bank independence: High-frequency identification with twitter
Journal of Monetary Economics, 2023, 135, (C), 37-54 View citations (16)
See also Working Paper Threats to Central Bank Independence: High-Frequency Identification with Twitter, CEPR Discussion Papers (2019) View citations (53) (2019)
2022
- Belief Distortions and Macroeconomic Fluctuations
American Economic Review, 2022, 112, (7), 2269-2315 View citations (21)
See also Working Paper Belief Distortions and Macroeconomic Fluctuations, NBER Working Papers (2020) View citations (12) (2020)
- Jackson Hole 2022 - Reassessing Constraints on Policy: Fiscal Constraints
Proceedings - Economic Policy Symposium - Jackson Hole, 2022
- Monetary Policy and Asset Valuation
Journal of Finance, 2022, 77, (2), 967-1017 View citations (28)
See also Working Paper Monetary Policy and Asset Valuation, CEPR Discussion Papers (2018) View citations (11) (2018)
2021
- A generalized approach to indeterminacy in linear rational expectations models
Quantitative Economics, 2021, 12, (3), 843-868 View citations (21)
See also Working Paper A Generalized Approach to Indeterminacy in Linear Rational Expectations Models, Finance and Economics Discussion Series (2019) View citations (10) (2019)
- Hitting the elusive inflation target
Journal of Monetary Economics, 2021, 124, (C), 107-122 View citations (17)
See also Working Paper Hitting the elusive inflation target, Discussion Papers (2021) View citations (35) (2021)
- Some inflation scenarios for the American Rescue Plan Act of 2021
Chicago Fed Letter, 2021, (453), 8 View citations (1)
2020
- The Great Depression and the Great Recession: A view from financial markets
Journal of Monetary Economics, 2020, 114, (C), 240-261 View citations (5)
See also Working Paper The Great Depression and the Great Recession: A View from Financial Markets, NBER Working Papers (2015) View citations (2) (2015)
2019
- Growth, slowdowns, and recoveries
Journal of Monetary Economics, 2019, 101, (C), 47-63 View citations (79)
See also Working Paper Growth, Slowdowns, and Recoveries, 2015 Meeting Papers (2015) View citations (1) (2015)
- The dire effects of the lack of monetary and fiscal coordination
Journal of Monetary Economics, 2019, 104, (C), 1-22 View citations (40)
See also Working Paper The Dire Effects of the Lack of Monetary and Fiscal Coordination, NBER Working Papers (2017) View citations (7) (2017)
2018
- Constrained Discretion and Central Bank Transparency
The Review of Economics and Statistics, 2018, 100, (1), 187-202 View citations (16)
See also Working Paper Constrained Discretion and Central Bank Transparency, Working Paper Series (2016) View citations (6) (2016)
- Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle
The Review of Economic Studies, 2018, 85, (2), 810-854 View citations (38)
See also Working Paper Uncertainty shocks, asset supply and pricing over the business cycle, CEPR Discussion Papers (2017) View citations (21) (2017)
2017
- Escaping the Great Recession
American Economic Review, 2017, 107, (4), 1030-58 View citations (140)
See also Working Paper Escaping the Great Recession, Working Paper Series (2016) View citations (6) (2016)
- Monetary/Fiscal Policy Mix and Agent's Beliefs
Review of Economic Dynamics, 2017, 26, 113-139 View citations (93)
See also Software Item Code and data files for "Monetary/Fiscal Policy Mix and Agent's Beliefs", Computer Codes (2017) (2017)
Working Paper Monetary/Fiscal Policy Mix and Agents' Beliefs, NBER Working Papers (2014) View citations (8) (2014)
2016
- MODELING THE EVOLUTION OF EXPECTATIONS AND UNCERTAINTY IN GENERAL EQUILIBRIUM
International Economic Review, 2016, 57, (2), 717-756 View citations (11)
See also Working Paper Modeling the Evolution of Expectations and Uncertainty in General Equilibrium, Working Papers (2013) View citations (6) (2013)
- Methods for measuring expectations and uncertainty in Markov-switching models
Journal of Econometrics, 2016, 190, (1), 79-99 View citations (16)
See also Working Paper Methods for Measuring Expectations and Uncertainty in Markov-Switching Models, CEPR Discussion Papers (2013) View citations (5) (2013)
2015
- Globalization and Inflation: Evidence from a Time Varying VAR
Review of Economic Dynamics, 2015, 18, (2), 406-433 View citations (93)
See also Software Item Code files for "Globalization and Inflation: Evidence from a Time Varying VAR", Computer Codes (2014) (2014)
Working Paper Online Appendix to "Globalization and Inflation: Evidence from a Time Varying VAR", Online Appendices (2014) View citations (3) (2014)
- REVIEW OF “UNDERSTANDING GLOBAL CRISES”, BY: ASSAF RAZIN
Israel Economic Review, 2015, 12, (1), 157-162
2014
- Dormant Shocks and Fiscal Virtue
NBER Macroeconomics Annual, 2014, 28, (1), 1 - 46 View citations (16)
See also Chapter Dormant Shocks and Fiscal Virtue, NBER Chapters, 2013, 1-46 (2013) View citations (46) (2013)
Working Paper Dormant Shocks and Fiscal Virtue, PIER Working Paper Archive (2013) View citations (56) (2013)
2013
- Regime Switches, Agents' Beliefs, and Post-World War II U.S. Macroeconomic Dynamics
The Review of Economic Studies, 2013, 80, (2), 463-490 View citations (147)
See also Working Paper Regime Switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics, Working Papers (2012) View citations (63) (2012)
2012
- Evolving Monetary/Fiscal Policy Mix in the United States
American Economic Review, 2012, 102, (3), 167-72 View citations (57)
2009
- The great moderation of the term structure of UK interest rates
Journal of Monetary Economics, 2009, 56, (6), 856-871 View citations (88)
Chapters
2013
- Dormant Shocks and Fiscal Virtue
A chapter in NBER Macroeconomics Annual 2013, Volume 28, 2013, pp 1-46 View citations (46)
See also Journal Article Dormant Shocks and Fiscal Virtue, University of Chicago Press (2014) View citations (16) (2014)
Working Paper Dormant Shocks and Fiscal Virtue, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013) View citations (56) (2013)
Software Items
2017
- Code and data files for "Monetary/Fiscal Policy Mix and Agent's Beliefs"
Computer Codes, Review of Economic Dynamics
See also Journal Article Monetary/Fiscal Policy Mix and Agent's Beliefs, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2017) View citations (93) (2017)
2014
- Code files for "Globalization and Inflation: Evidence from a Time Varying VAR"
Computer Codes, Review of Economic Dynamics
See also Journal Article Globalization and Inflation: Evidence from a Time Varying VAR, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) View citations (93) (2015)
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