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Details about Filippo Ferroni

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Homepage:http://www.filippoferroni.com
Workplace:Federal Reserve Bank of Chicago, (more information at EDIRC)

Access statistics for papers by Filippo Ferroni.

Last updated 2022-01-14. Update your information in the RePEc Author Service.

Short-id: pfe214


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Working Papers

2021

  1. A Hitchhiker’s Guide to Empirical Macro Models
    Working Paper Series, Federal Reserve Bank of Chicago Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (9)

2020

  1. Mind the gap! Stylized Dynamic Facts and Structural Models
    Working Paper Series, Federal Reserve Bank of Chicago Downloads
    Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2018) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (5)
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2019) Downloads View citations (5)
  2. The missing link: monetary policy and the labor share
    Bank of England working papers, Bank of England Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (11)
    Discussion Papers, Centre for Macroeconomics (CFM) (2018) Downloads
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018) Downloads
    Studies in Economics, School of Economics, University of Kent (2018) Downloads View citations (3)

    See also Journal Article in Journal of the European Economic Association (2021)

2019

  1. Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (2)
    Also in School of Economics Discussion Papers, School of Economics, University of Surrey (2016) Downloads View citations (52)
    2018 Meeting Papers, Society for Economic Dynamics (2018) Downloads View citations (12)
    Working Paper Series, Federal Reserve Bank of Chicago (2018) Downloads View citations (12)

    See also Journal Article in Journal of Monetary Economics (2021)
  2. The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries
    European Economy - Discussion Papers 2015 -, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission Downloads View citations (11)
    Also in Working Papers, Joint Research Centre, European Commission (2017) Downloads View citations (15)
  3. The Limits of Forward Guidance
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in 2019 Meeting Papers, Society for Economic Dynamics (2019) Downloads View citations (13)
    Working Paper Series, Federal Reserve Bank of Chicago (2019) Downloads View citations (17)

    See also Journal Article in Journal of Monetary Economics (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
    2016 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
    Also in Working papers, Banque de France (2015) Downloads View citations (8)
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2016) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (9)
    Working Paper, Federal Reserve Bank of Richmond (2015) Downloads View citations (8)
  2. Fundamental shock selection in DSGE models
    2016 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
    Also in Studies in Economics, School of Economics, University of Kent (2015) Downloads View citations (9)

2015

  1. Euro area business cycles in turbulent times: convergence or decoupling?
    Working Paper Series, European Central Bank Downloads View citations (21)
    Also in Working papers, Banque de France (2014) Downloads View citations (5)

    See also Journal Article in Applied Economics (2015)

2013

  1. Choosing the variables to estimate singular DSGE models
    Working papers, Banque de France Downloads View citations (13)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (3)

    See also Journal Article in Journal of Applied Econometrics (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 (4)
  2. The dynamics of hours worked and technology
    Working Papers, Banco de España Downloads View citations (25)
    See also Journal Article in Journal of Economic Dynamics and Control (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 Graduate School of Economics Downloads View citations (23)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2010) Downloads View citations (9)

    See also Journal Article in Quantitative Economics (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 Graduate School of Economics View citations (15)

    See also Journal Article in Journal of Econometrics (2012)

2009

  1. Trend agnostic one step estimation of DSGE models
    MPRA Paper, University Library of Munich, Germany Downloads View citations (16)
    See also Journal Article in The B.E. Journal of Macroeconomics (2011)

Journal Articles

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 (17)
    See also Working Paper (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 (1)
    See also Working Paper (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 (6)

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 (2)
  2. Selecting structural innovations in DSGE models
    Journal of Applied Econometrics, 2019, 34, (2), 205-220 Downloads View citations (8)
  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 (13)
    See also Working Paper (2019)

2017

  1. The dynamics of hours worked and technology
    Journal of Economic Dynamics and Control, 2017, 82, (C), 67-82 Downloads View citations (21)
    See also Working Paper (2012)

2015

  1. Euro Area business cycles in turbulent times: convergence or decoupling?
    Applied Economics, 2015, 47, (34-35), 3791-3815 Downloads View citations (21)
    See also Working Paper (2015)

2014

  1. CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS
    Journal of Applied Econometrics, 2014, 29, (7), 1099-1117 Downloads View citations (24)
    See also Working Paper (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 (23)
    See also Working Paper (2010)

2011

  1. Multiple filtering devices for the estimation of cyclical DSGE models
    Quantitative Economics, 2011, 2, (1), 73-98 View citations (38)
    See also Working Paper (2010)
  2. Trend Agnostic One-Step Estimation of DSGE Models
    The B.E. Journal of Macroeconomics, 2011, 11, (1), 1-36 Downloads View citations (31)
    See also Working Paper (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 2022-01-23