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Details about Chiara Scotti

E-mail:
Homepage:https://sites.google.com/site/chiarascottifrb/
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Chiara Scotti.

Last updated 2016-11-18. Update your information in the RePEc Author Service.

Short-id: psc465


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Working Papers

2016

  1. Does Anyone Listen when Politicians Talk? The Effect of Political Commentaries on Policy Rate Decisions and Expectations
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads
  2. Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (11)
    Also in Working Paper Series, European Central Bank (2016) Downloads View citations (8)
    Boston College Working Papers in Economics, Boston College Department of Economics (2015) Downloads View citations (11)
  3. Surprise and uncertainty indexes: real-time aggregation of real-activity macro surprises
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (69)
    See also Journal Article in Journal of Monetary Economics (2016)
  4. Unconventional Monetary Policy and International Risk Premia
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (7)

2014

  1. Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (120)

2010

  1. Has international financial co-movement changed? Emerging markets in the 2007-2009 financial crisis
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)

2009

  1. Exchange rates dependence: what drives it?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (7)

2008

  1. Real-Time Measurement of Business Conditions
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) Downloads View citations (4)
    Working Papers, Federal Reserve Bank of Philadelphia (2008) Downloads View citations (22)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007) Downloads View citations (4)
    Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (8)

    See also Journal Article in Journal of Business & Economic Statistics (2009)
  2. Real-Time Measurement of Business Conditions, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (4)

2007

  1. Markov switching GARCH models of currency turmoil in southeast Asia
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (11)
    See also Journal Article in Emerging Markets Review (2008)

2006

  1. A bivariate model of Fed and ECB main policy rates
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)

2003

  1. Markov Switching Garch Models of Currency Crises in Southeast Asia
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (8)

Journal Articles

2016

  1. Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises
    Journal of Monetary Economics, 2016, 82, (C), 1-19 Downloads View citations (57)
    See also Working Paper (2016)

2014

  1. Comment
    Journal of Business & Economic Statistics, 2014, 32, (4), 504-506 Downloads
  2. Evaluating asset-market effects of unconventional monetary policy: a multi-country review
    Economic Policy, 2014, 29, (80), 749-799 Downloads View citations (119)

2011

  1. A Bivariate Model of Federal Reserve and ECB Main Policy Rates
    International Journal of Central Banking, 2011, 7, (3), 37-78 Downloads View citations (21)

2009

  1. Real-Time Measurement of Business Conditions
    Journal of Business & Economic Statistics, 2009, 27, (4), 417-427 Downloads View citations (203)
    See also Working Paper (2008)

2008

  1. Markov switching GARCH models of currency turmoil in Southeast Asia
    Emerging Markets Review, 2008, 9, (2), 104-128 Downloads View citations (13)
    See also Working Paper (2007)

Software Items

 
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