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Details about Francisco Palomino

E-mail:
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Francisco Palomino.

Last updated 2015-10-05. Update your information in the RePEc Author Service.

Short-id: ppa595


Jump to Journal Articles Software Items

Working Papers

2019

  1. The Information in Interest Coverage Ratios of the US Nonfinancial Corporate Sector
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads

2018

  1. The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Narrative Investigation
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Quantitative Exploration
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads

2017

  1. The Decline in Asset Return Predictability and Macroeconomic Volatility
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. The Potential Increase in Corporate Debt Interest Rate Payments from Changes in the Federal Funds Rate
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads

2016

  1. Corporate Bond Issuers' Swap Exposure to Rising Interest Rates
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads

2013

  1. What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve?
    2013 Meeting Papers, Society for Economic Dynamics Downloads

2010

  1. Monetary Policy Risk and the Cross-Section of Stock Returns
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)

2008

  1. The Economic Content of Interest Rates, Monetary Policy and Time-Varying Risk Premia
    2008 Meeting Papers, Society for Economic Dynamics Downloads

2007

  1. Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    See also Journal Article in Review (2007)

Journal Articles

2015

  1. A simple nonnegative process for equilibrium models
    Economics Letters, 2015, 132, (C), 39-44 Downloads

2014

  1. Nominal rigidities, asset returns, and monetary policy
    Journal of Monetary Economics, 2014, 66, (C), 210-225 Downloads View citations (18)

2012

  1. Bond Risk Premiums and Optimal Monetary Policy
    Review of Economic Dynamics, 2012, 15, (1), 19-40 Downloads View citations (30)
    See also Software Item (2010)

2007

  1. Arbitrage-free bond pricing with dynamic macroeconomic models
    Review, 2007, 89, (Jul), 305-326 Downloads View citations (42)
    See also Working Paper (2007)

Software Items

2010

  1. Code and data files for "Bond Risk Premiums and Optimal Monetary Policy"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2012)
 
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