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Details about Filippo Ferroni

Homepage:https://naffe15.github.io/
Workplace:Federal Reserve Bank of Chicago, (more information at EDIRC)
Dipartimento di Scienze Economiche (Department of Economics), Alma Mater Studiorum - Università di Bologna (University of Bologna), (more information at EDIRC)

Access statistics for papers by Filippo Ferroni.

Last updated 2024-11-11. Update your information in the RePEc Author Service.

Short-id: pfe214


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Working Papers

2023

  1. A tail of labor supply and a tale of monetary policy
    Discussion Papers, Centre for Macroeconomics (CFM) Downloads View citations (2)
    Also in Bank of England working papers, Bank of England (2022) Downloads View citations (2)
  2. Identification Using Higher-Order Moments Restrictions
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (1)
  3. The Chicago Fed DSGE Model: Version 2
    Working Paper Series, Federal Reserve Bank of Chicago Downloads
  4. Unusual Shocks in our Usual Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2022) Downloads

    See also Journal Article Unusual shocks in our usual models, Journal of Monetary Economics, Elsevier (2024) Downloads (2024)

2021

  1. A Hitchhiker’s Guide to Empirical Macro Models
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (17)

2020

  1. Mind the gap! Stylized Dynamic Facts and Structural Models
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (3)
    Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2018) Downloads View citations (5)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (7)
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2019) Downloads View citations (6)

    See also Journal Article Mind the Gap! Stylized Dynamic Facts and Structural Models, American Economic Journal: Macroeconomics, American Economic Association (2022) Downloads View citations (11) (2022)
  2. The missing link: monetary policy and the labor share
    Bank of England working papers, Bank of England Downloads View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (17)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018) Downloads View citations (5)
    Discussion Papers, Centre for Macroeconomics (CFM) (2018) Downloads View citations (5)
    Studies in Economics, School of Economics, University of Kent (2018) Downloads View citations (7)

    See also Journal Article The Missing Link: Monetary Policy and The Labor Share, Journal of the European Economic Association, European Economic Association (2021) Downloads View citations (5) (2021)

2019

  1. Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (7)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2018) Downloads View citations (15)
    School of Economics Discussion Papers, School of Economics, University of Surrey (2016) Downloads View citations (56)
    2018 Meeting Papers, Society for Economic Dynamics (2018) Downloads View citations (43)

    See also Journal Article Delphic and odyssean monetary policy shocks: Evidence from the euro area, Journal of Monetary Economics, Elsevier (2021) Downloads View citations (95) (2021)
  2. The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries
    European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission Downloads View citations (19)
    Also in JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission (2017) Downloads View citations (27)
  3. The Limits of Forward Guidance
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (36)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2019) Downloads View citations (31)
    2019 Meeting Papers, Society for Economic Dynamics (2019) Downloads View citations (36)

    See also Journal Article The limits of forward guidance, Journal of Monetary Economics, Elsevier (2019) Downloads View citations (30) (2019)

2017

  1. Selecting Primal Innovations in DSGE models
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (3)

2016

  1. Approximating time varying structural models with time invariant structures
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School Downloads View citations (5)
    Also in Working Paper, Federal Reserve Bank of Richmond (2015) Downloads View citations (10)
    Working papers, Banque de France (2015) Downloads View citations (16)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (17)
    2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads View citations (5)
  2. Fundamental shock selection in DSGE models
    2016 Meeting Papers, Society for Economic Dynamics Downloads View citations (7)
    Also in Studies in Economics, School of Economics, University of Kent (2015) Downloads View citations (10)

2015

  1. Euro area business cycles in turbulent times: convergence or decoupling?
    Working Paper Series, European Central Bank Downloads View citations (30)
    Also in Working papers, Banque de France (2014) Downloads View citations (6)

    See also Journal Article Euro Area business cycles in turbulent times: convergence or decoupling?, Applied Economics, Taylor & Francis Journals (2015) Downloads View citations (30) (2015)

2013

  1. Choosing the variables to estimate singular DSGE models
    Working papers, Banque de France Downloads View citations (16)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (5)

    See also Journal Article CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014) Downloads View citations (26) (2014)

2012

  1. Interpreting the Hours-Technology time-varying relationship
    Studies in Economics, School of Economics, University of Kent Downloads View citations (4)
    Also in Working papers, Banque de France (2011) Downloads View citations (5)
  2. The dynamics of hours worked and technology
    Working Papers, Banco de España Downloads View citations (25)
    See also Journal Article The dynamics of hours worked and technology, Journal of Economic Dynamics and Control, Elsevier (2017) Downloads View citations (40) (2017)

2010

  1. Did Tax Policies mitigate US Business Cycles?
    Working papers, Banque de France Downloads
  2. Multiple Filtering Devices for the Estimation of Cyclical DSGE Models
    Working Papers, Barcelona School of Economics Downloads View citations (24)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2010) Downloads View citations (9)

    See also Journal Article Multiple filtering devices for the estimation of cyclical DSGE models, Quantitative Economics, Econometric Society (2011) View citations (53) (2011)
  3. The dynamics of US inflation: Can monetary policy explain the changes?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (5)
    Also in Working Papers, Barcelona School of Economics View citations (30)

    See also Journal Article The dynamics of US inflation: Can monetary policy explain the changes?, Journal of Econometrics, Elsevier (2012) Downloads View citations (31) (2012)

2009

  1. Trend agnostic one step estimation of DSGE models
    MPRA Paper, University Library of Munich, Germany Downloads View citations (17)
    See also Journal Article Trend Agnostic One-Step Estimation of DSGE Models, The B.E. Journal of Macroeconomics, De Gruyter (2011) Downloads View citations (34) (2011)

Journal Articles

2024

  1. Unusual shocks in our usual models
    Journal of Monetary Economics, 2024, 147, (C) Downloads
    See also Working Paper Unusual Shocks in our Usual Models, CEPR Discussion Papers (2023) Downloads (2023)

2023

  1. How Tight is U.S. Monetary Policy
    Chicago Fed Letter, 2023, No 476 Downloads View citations (1)

2022

  1. How Interconnected Are Cryptocurrencies and What Does This Mean for Risk Management
    Chicago Fed Letter, 2022, (466), 5 Downloads View citations (1)
  2. Mind the Gap! Stylized Dynamic Facts and Structural Models
    American Economic Journal: Macroeconomics, 2022, 14, (4), 104-35 Downloads View citations (11)
    See also Working Paper Mind the gap! Stylized Dynamic Facts and Structural Models, Working Paper Series (2020) Downloads View citations (3) (2020)
  3. What Is the Impact of Monetary Policy on Households’ Desired Labor Supply?
    Chicago Fed Letter, 2022 Downloads

2021

  1. Delphic and odyssean monetary policy shocks: Evidence from the euro area
    Journal of Monetary Economics, 2021, 117, (C), 816-832 Downloads View citations (95)
    See also Working Paper Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area, Working Papers (2019) Downloads View citations (7) (2019)
  2. The Missing Link: Monetary Policy and The Labor Share
    Journal of the European Economic Association, 2021, 19, (3), 1592-1620 Downloads View citations (5)
    See also Working Paper The missing link: monetary policy and the labor share, Bank of England working papers (2020) Downloads View citations (10) (2020)

2020

  1. DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS
    International Economic Review, 2020, 61, (1), 105-125 Downloads View citations (12)

2019

  1. Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model
    Economic Modelling, 2019, 81, (C), 242-273 Downloads View citations (7)
  2. Selecting structural innovations in DSGE models
    Journal of Applied Econometrics, 2019, 34, (2), 205-220 Downloads View citations (11)
  3. The Macroeconomic Effects of the 2018 Bipartisan Budget Act
    Economic Perspectives, 2019, (2), 2-12 Downloads
  4. The limits of forward guidance
    Journal of Monetary Economics, 2019, 108, (C), 118-134 Downloads View citations (30)
    See also Working Paper The Limits of Forward Guidance, CEPR Discussion Papers (2019) Downloads View citations (36) (2019)

2017

  1. The dynamics of hours worked and technology
    Journal of Economic Dynamics and Control, 2017, 82, (C), 67-82 Downloads View citations (40)
    See also Working Paper The dynamics of hours worked and technology, Working Papers (2012) Downloads View citations (25) (2012)

2015

  1. Euro Area business cycles in turbulent times: convergence or decoupling?
    Applied Economics, 2015, 47, (34-35), 3791-3815 Downloads View citations (30)
    See also Working Paper Euro area business cycles in turbulent times: convergence or decoupling?, Working Paper Series (2015) Downloads View citations (30) (2015)

2014

  1. CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS
    Journal of Applied Econometrics, 2014, 29, (7), 1099-1117 Downloads View citations (26)
    See also Working Paper Choosing the variables to estimate singular DSGE models, Working papers (2013) Downloads View citations (16) (2013)

2012

  1. The dynamics of US inflation: Can monetary policy explain the changes?
    Journal of Econometrics, 2012, 167, (1), 47-60 Downloads View citations (31)
    See also Working Paper The dynamics of US inflation: Can monetary policy explain the changes?, Economics Working Papers (2010) Downloads View citations (5) (2010)

2011

  1. Multiple filtering devices for the estimation of cyclical DSGE models
    Quantitative Economics, 2011, 2, (1), 73-98 View citations (53)
    See also Working Paper Multiple Filtering Devices for the Estimation of Cyclical DSGE Models, Working Papers (2010) Downloads View citations (24) (2010)
  2. Trend Agnostic One-Step Estimation of DSGE Models
    The B.E. Journal of Macroeconomics, 2011, 11, (1), 36 Downloads View citations (34)
    See also Working Paper Trend agnostic one step estimation of DSGE models, MPRA Paper (2009) Downloads View citations (17) (2009)

2010

  1. Commentary on MEDEA: A DSGE model for the Spanish economy
    SERIEs: Journal of the Spanish Economic Association, 2010, 1, (1), 245-249 Downloads
 
Page updated 2024-12-11