Details about Filippo Ferroni
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
- A tail of labor supply and a tale of monetary policy
Discussion Papers, Centre for Macroeconomics (CFM)  View citations (2)
Also in Bank of England working papers, Bank of England (2022) View citations (2)
- Identification Using Higher-Order Moments Restrictions
Working Paper Series, Federal Reserve Bank of Chicago View citations (1)
- The Chicago Fed DSGE Model: Version 2
Working Paper Series, Federal Reserve Bank of Chicago
- Unusual Shocks in our Usual Models
CEPR Discussion Papers, C.E.P.R. Discussion Papers
Also in Working Paper Series, Federal Reserve Bank of Chicago (2022)
See also Journal Article Unusual shocks in our usual models, Journal of Monetary Economics, Elsevier (2024) (2024)
2021
- A Hitchhiker’s Guide to Empirical Macro Models
Working Paper Series, Federal Reserve Bank of Chicago View citations (7)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (17)
2020
- Mind the gap! Stylized Dynamic Facts and Structural Models
Working Paper Series, Federal Reserve Bank of Chicago View citations (3)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (7)
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2019) View citations (6)
Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2018) View citations (5)
See also Journal Article Mind the Gap! Stylized Dynamic Facts and Structural Models, American Economic Journal: Macroeconomics, American Economic Association (2022) View citations (11) (2022)
- The missing link: monetary policy and the labor share
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 (5)
Discussion Papers, Centre for Macroeconomics (CFM) (2018) View citations (5)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (17)
Studies in Economics, School of Economics, University of Kent (2018) 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) View citations (5) (2021)
2019
- Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area
Working Papers, Federal Reserve Bank of Boston View citations (7)
Also in 2018 Meeting Papers, Society for Economic Dynamics (2018) View citations (43)
Working Paper Series, Federal Reserve Bank of Chicago (2018) View citations (15)
School of Economics Discussion Papers, School of Economics, University of Surrey (2016) View citations (56)
See also Journal Article Delphic and odyssean monetary policy shocks: Evidence from the euro area, Journal of Monetary Economics, Elsevier (2021) View citations (96) (2021)
- 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 View citations (19)
Also in JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission (2017) View citations (27)
- The Limits of Forward Guidance
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (36)
Also in 2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (36)
Working Paper Series, Federal Reserve Bank of Chicago (2019) View citations (31)
See also Journal Article The limits of forward guidance, Journal of Monetary Economics, Elsevier (2019) View citations (30) (2019)
2017
- Selecting Primal Innovations in DSGE models
Working Paper Series, Federal Reserve Bank of Chicago View citations (3)
2016
- Approximating time varying structural models with time invariant structures
2016 Meeting Papers, Society for Economic Dynamics View citations (5)
Also in Working papers, Banque de France (2015) View citations (16)
Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2016) View citations (5)
Working Paper, Federal Reserve Bank of Richmond (2015) View citations (10)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (17)
- Fundamental shock selection in DSGE models
2016 Meeting Papers, Society for Economic Dynamics View citations (7)
Also in Studies in Economics, School of Economics, University of Kent (2015) View citations (10)
2015
- Euro area business cycles in turbulent times: convergence or decoupling?
Working Paper Series, European Central Bank View citations (30)
Also in Working papers, Banque de France (2014) View citations (6)
See also Journal Article Euro Area business cycles in turbulent times: convergence or decoupling?, Applied Economics, Taylor & Francis Journals (2015) View citations (30) (2015)
2013
- Choosing the variables to estimate singular DSGE models
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
Also in Working papers, Banque de France (2013) View citations (16)
See also Journal Article CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014) View citations (26) (2014)
2012
- Interpreting the Hours-Technology time-varying relationship
Studies in Economics, School of Economics, University of Kent View citations (4)
Also in Working papers, Banque de France (2011) View citations (5)
- The dynamics of hours worked and technology
Working Papers, Banco de España View citations (25)
See also Journal Article The dynamics of hours worked and technology, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (40) (2017)
2010
- Did Tax Policies mitigate US Business Cycles?
Working papers, Banque de France
- Multiple Filtering Devices for the Estimation of Cyclical DSGE Models
Working Papers, Barcelona School of Economics View citations (24)
Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2010) 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)
- The dynamics of US inflation: Can monetary policy explain the changes?
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 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) View citations (31) (2012)
2009
- Trend agnostic one step estimation of DSGE models
MPRA Paper, University Library of Munich, Germany View citations (17)
See also Journal Article Trend Agnostic One-Step Estimation of DSGE Models, The B.E. Journal of Macroeconomics, De Gruyter (2011) View citations (34) (2011)
Journal Articles
2024
- Unusual shocks in our usual models
Journal of Monetary Economics, 2024, 147, (C)
See also Working Paper Unusual Shocks in our Usual Models, CEPR Discussion Papers (2023) (2023)
2023
- How Tight is U.S. Monetary Policy
Chicago Fed Letter, 2023, No 476 View citations (1)
2022
- How Interconnected Are Cryptocurrencies and What Does This Mean for Risk Management
Chicago Fed Letter, 2022, (466), 5 View citations (1)
- Mind the Gap! Stylized Dynamic Facts and Structural Models
American Economic Journal: Macroeconomics, 2022, 14, (4), 104-35 View citations (11)
See also Working Paper Mind the gap! Stylized Dynamic Facts and Structural Models, Working Paper Series (2020) View citations (3) (2020)
- What Is the Impact of Monetary Policy on Households’ Desired Labor Supply?
Chicago Fed Letter, 2022
2021
- Delphic and odyssean monetary policy shocks: Evidence from the euro area
Journal of Monetary Economics, 2021, 117, (C), 816-832 View citations (96)
See also Working Paper Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area, Working Papers (2019) View citations (7) (2019)
- The Missing Link: Monetary Policy and The Labor Share
Journal of the European Economic Association, 2021, 19, (3), 1592-1620 View citations (5)
See also Working Paper The missing link: monetary policy and the labor share, Bank of England working papers (2020) View citations (10) (2020)
2020
- DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS
International Economic Review, 2020, 61, (1), 105-125 View citations (12)
2019
- Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model
Economic Modelling, 2019, 81, (C), 242-273 View citations (7)
- Selecting structural innovations in DSGE models
Journal of Applied Econometrics, 2019, 34, (2), 205-220 View citations (11)
- The Macroeconomic Effects of the 2018 Bipartisan Budget Act
Economic Perspectives, 2019, (2), 2-12
- The limits of forward guidance
Journal of Monetary Economics, 2019, 108, (C), 118-134 View citations (30)
See also Working Paper The Limits of Forward Guidance, CEPR Discussion Papers (2019) View citations (36) (2019)
2017
- The dynamics of hours worked and technology
Journal of Economic Dynamics and Control, 2017, 82, (C), 67-82 View citations (40)
See also Working Paper The dynamics of hours worked and technology, Working Papers (2012) View citations (25) (2012)
2015
- Euro Area business cycles in turbulent times: convergence or decoupling?
Applied Economics, 2015, 47, (34-35), 3791-3815 View citations (30)
See also Working Paper Euro area business cycles in turbulent times: convergence or decoupling?, Working Paper Series (2015) View citations (30) (2015)
2014
- CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS
Journal of Applied Econometrics, 2014, 29, (7), 1099-1117 View citations (26)
See also Working Paper Choosing the variables to estimate singular DSGE models, CEPR Discussion Papers (2013) View citations (5) (2013)
2012
- The dynamics of US inflation: Can monetary policy explain the changes?
Journal of Econometrics, 2012, 167, (1), 47-60 View citations (31)
See also Working Paper The dynamics of US inflation: Can monetary policy explain the changes?, Economics Working Papers (2010) View citations (5) (2010)
2011
- 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) View citations (24) (2010)
- Trend Agnostic One-Step Estimation of DSGE Models
The B.E. Journal of Macroeconomics, 2011, 11, (1), 36 View citations (34)
See also Working Paper Trend agnostic one step estimation of DSGE models, MPRA Paper (2009) View citations (17) (2009)
2010
- Commentary on MEDEA: A DSGE model for the Spanish economy
SERIEs: Journal of the Spanish Economic Association, 2010, 1, (1), 245-249
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