Details about Silvia Miranda-Agrippino

Access statistics for papers by Silvia Miranda-Agrippino.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: pmi740

Working Papers

2025

1. Global Trends in U.S. Inflation Dynamics
   Liberty Street Economics, Federal Reserve Bank of New York
2. Supply and Demand Drivers of Global Inflation Trends
   Liberty Street Economics, Federal Reserve Bank of New York

2024

3. What Happens to U.S. Activity and Inflation if China’s Property Sector Leads to a Crisis?
   Liberty Street Economics, Federal Reserve Bank of New York
4. What if China Manufactures a Sugar High?
   Liberty Street Economics, Federal Reserve Bank of New York

2023

5. Bayesian Local Projections
   Working Papers, Center for Research in Economics and Statistics View citations (3)
   Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2021) View citations (1)
   Working Papers Series, Central Bank of Brazil, Research Department (2023) View citations (3)
   Working Papers, HAL (2021)
   SciencePo Working papers Main, HAL (2021)
6. Measuring Monetary Policy in the UK: the UK Monetary Policy Event-Study Database
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Bank of England working papers, Bank of England (2023)
   See also Journal Article Measuring monetary policy in the UK: The UK monetary policy event-study database, Journal of Monetary Economics, Elsevier (2025) (2025)

2022

7. A Tale of Two Global Monetary Policies
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Discussion Papers, Centre for Macroeconomics (CFM) (2021) View citations (1)
   See also Journal Article A tale of two global monetary policies, Journal of International Economics, Elsevier (2022) View citations (14) (2022)
   Chapter A Tale of Two Global Monetary Policies, NBER Chapters, National Bureau of Economic Research, Inc (2021) View citations (3) (2021)

2021

8. The Global Financial Cycle
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)

2020

9. Global Footprints of Monetary Policy
   Discussion Papers, Centre for Macroeconomics (CFM) View citations (29)
10. Patents, News, and Business Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
11. Uncertain Kingdom: nowcasting GDP and its revisions
    Bank of England working papers, Bank of England View citations (1)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018) View citations (2)
    Discussion Papers, Centre for Macroeconomics (CFM) (2018) View citations (8)

2019

12. Identification with External Instruments in Structural VARs under Partial Invertibility
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (18)
    Also in Working Papers, HAL (2018) View citations (11)
    Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2018) View citations (14)
13. Identification with External Instruments in Structural VARs under Partial Invertibility
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (17)
14. When creativity strikes: news shocks and business cycle fluctuations
    Bank of England working papers, Bank of England View citations (10)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018) View citations (2)
    Discussion Papers, Centre for Macroeconomics (CFM) (2018) View citations (7)

2018

15. Bayesian Vector Autoregressions
    Discussion Papers, Centre for Macroeconomics (CFM) View citations (14)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018) View citations (10)
    Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2018)
    Working Papers, HAL (2018) View citations (11)
    SciencePo Working papers Main, HAL (2018) View citations (1)
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2018) View citations (12)
    Bank of England working papers, Bank of England (2018) View citations (14)
16. The Transmission of Monetary Policy Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (94)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017) View citations (64)
    Bank of England working papers, Bank of England (2017) View citations (68)
    Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2017) View citations (65)
    Economic Research Papers, University of Warwick - Department of Economics (2017) View citations (53)
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2017) View citations (55)
    Discussion Papers, Centre for Macroeconomics (CFM) (2017) View citations (74)
    See also Journal Article The Transmission of Monetary Policy Shocks, American Economic Journal: Macroeconomics, American Economic Association (2021) View citations (180) (2021)

2016

17. Unsurprising Shocks: Information, Premia, and the Monetary Transmission
    Discussion Papers, Centre for Macroeconomics (CFM) View citations (69)
    Also in Bank of England working papers, Bank of England (2016) View citations (68)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) View citations (54)

2015

18. US Monetary Policy and the Global Financial Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (178)
    See also Journal Article U.S. Monetary Policy and the Global Financial Cycle, The Review of Economic Studies, Review of Economic Studies Ltd (2020) View citations (137) (2020)
19. World Asset Markets and the Global Financial Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (244)

Journal Articles

2025

1. Measuring monetary policy in the UK: The UK monetary policy event-study database
   Journal of Monetary Economics, 2025, 149, (C)
   See also Working Paper Measuring Monetary Policy in the UK: the UK Monetary Policy Event-Study Database, CEPR Discussion Papers (2023) (2023)

2023

2. Identification with External Instruments in Structural VARs
   Journal of Monetary Economics, 2023, 135, (C), 1-19 View citations (14)

2022

3. A tale of two global monetary policies
   Journal of International Economics, 2022, 136, (C) View citations (14)
   See also Working Paper A Tale of Two Global Monetary Policies, CEPR Discussion Papers (2022) (2022)
   Chapter A Tale of Two Global Monetary Policies, NBER Chapters, 2021 (2021) View citations (3) (2021)
4. Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions
   Journal of Applied Econometrics, 2022, 37, (1), 42-62 View citations (3)

2021

5. The Transmission of Monetary Policy Shocks
   American Economic Journal: Macroeconomics, 2021, 13, (3), 74-107 View citations (180)
   See also Working Paper The Transmission of Monetary Policy Shocks, CEPR Discussion Papers (2018) View citations (94) (2018)

2020

6. The Global Financial Cycle after Lehman
   AEA Papers and Proceedings, 2020, 110, 523-28 View citations (33)
7. U.S. Monetary Policy and the Global Financial Cycle
   The Review of Economic Studies, 2020, 87, (6), 2754-2776 View citations (137)
   See also Working Paper US Monetary Policy and the Global Financial Cycle, NBER Working Papers (2015) View citations (178) (2015)

Chapters

2021

1. A Tale of Two Global Monetary Policies
   A chapter in NBER International Seminar on Macroeconomics 2021, 2021 View citations (3)
   See also Journal Article A tale of two global monetary policies, Elsevier (2022) View citations (14) (2022)
   Working Paper A Tale of Two Global Monetary Policies, C.E.P.R. Discussion Papers (2022) (2022)

2013

2. Funding Flows and Credit in Carry Trade Economies
   A chapter in Liquidity and Funding Markets, 2013 View citations (7)