Filippo Ferroni

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

SCHOLARLY PAPERS

22

DOWNLOADS

639

SSRN CITATIONS
Rank 6,542

SSRN RANKINGS

Top 6,542

in Total Papers Citations

86

CROSSREF CITATIONS

115

Scholarly Papers (22)

Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area

FRB of Chicago Working Paper No. WP-2018-12
Number of pages: 48 Posted: 25 Oct 2018 Last Revised: 29 Apr 2020
Philippe Andrade and Filippo Ferroni
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Chicago
Downloads 98 (386,689)
Citation 18

Abstract:

Loading...

monetary policy, signaling, forward guidance, high frequency data, VAR with instrumented proxy, euro area

Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area

FRB of Boston Working Paper No. 19-17
Number of pages: 53 Posted: 02 Jun 2021
Philippe Andrade and Filippo Ferroni
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Chicago
Downloads 27 (700,912)
Citation 3

Abstract:

Loading...

central bank communications, yield curves, monetary policy surprises, signaling, forward guidance

2.

A Hitchhiker's Guide to Empirical Macro Models

FRB of Chicago Working Paper No. WP-2021-15
Number of pages: 153 Posted: 10 Sep 2021 Last Revised: 15 Nov 2021
Filippo Ferroni and Fabio Canova
Federal Reserve Bank of Chicago and BI Norwegian Business School
Downloads 98 (383,777)

Abstract:

Loading...

VARs, Local Projections, Bayesian Inference, Identification, Forecasts, Missing Values, Filters and Cycles, MATLAB

Selecting Primal Innovations in DSGE Models

FRB of Chicago Working Paper No. WP-2017-20
Number of pages: 37 Posted: 07 Nov 2017 Last Revised: 11 Nov 2017
Filippo Ferroni, Stefano Grassi and Miguel A. Leon-Ledesma
Federal Reserve Bank of Chicago, University of Rome, Tor Vergata, Faculty of Economics, Department of Economics and Finance and University of Kent - Department of Economics
Downloads 33 (656,645)
Citation 1

Abstract:

Loading...

Reduced rank covariance matrix, DSGE models, stochastic dimension search

4.

Mind the gap! Stylized Dynamic Facts and Structural Models

FRB of Chicago Working Paper No. 2020-29
Number of pages: 43 Posted: 17 Nov 2020
Fabio Canova and Filippo Ferroni
BI Norwegian Business School and Federal Reserve Bank of Chicago
Downloads 58 (513,836)

Abstract:

Loading...

Deformation, state variables, dynamic responses, structural models, house price shocks, uncertainty shocks

Euro Area Business Cycles in Turbulent Times: Convergence or Decoupling?

ECB Working Paper No. 1819
Number of pages: 36 Posted: 10 Jul 2015
Filippo Ferroni and Benjamin Klaus
Federal Reserve Bank of Chicago and European Central Bank (ECB)
Downloads 28 (693,141)

Abstract:

Loading...

Hierarchical factor models, International business cycles, Synchronization and Convergence ECB

Euro Area Business Cycles in Turbulent Times: Convergence or Decoupling?

Banque de France Working Paper No. 522
Number of pages: 38 Posted: 28 Nov 2014
Filippo Ferroni and Benjamin Klaus
Federal Reserve Bank of Chicago and European Central Bank (ECB)
Downloads 21 (751,663)
Citation 20

Abstract:

Loading...

Hierarchical factor models; International business cycles; Synchronization and Convergence

Approximating Time Varying Structural Models with Time Invariant Structures

Banque de France Working Paper No. 578
Number of pages: 45 Posted: 02 Dec 2015
Fabio Canova, Filippo Ferroni and Christian Matthes
BI Norwegian Business School, Federal Reserve Bank of Chicago and Federal Reserve Bank of Richmond
Downloads 46 (579,345)
Citation 15

Abstract:

Loading...

Structural model, time varying coefficients, endogenous variations, misspecification

Approximating Time Varying Structural Models with Time Invariant Structures

CEPR Discussion Paper No. DP10803
Number of pages: 43 Posted: 08 Sep 2015
Fabio Canova, Filippo Ferroni and Christian Matthes
BI Norwegian Business School, Federal Reserve Bank of Chicago and Federal Reserve Bank of Richmond
Downloads 0
  • Add to Cart

Abstract:

Loading...

endogenous variations, misspecification, Structural model, time varying coefficients

7.

Interpreting the Hours-Technology Time-Varying Relationship

Banque de France Working Paper No. 351
Number of pages: 40 Posted: 29 Nov 2011
University of Surrey, Federal Reserve Bank of Chicago and University of Kent - Department of Economics
Downloads 44 (578,216)
Citation 20

Abstract:

Loading...

Hours Worked and Business Cycles, Bayesian Methods

8.

The Dynamics of Hours Worked and Technology

Banco de Espana Working Paper No. 1238
Number of pages: 33 Posted: 06 Nov 2012
University of Surrey, Federal Reserve Bank of Chicago and affiliation not provided to SSRN
Downloads 42 (588,767)
Citation 14

Abstract:

Loading...

Real Business Cycles models, constant elasticity of substitution production function, hours worked, technology shocks

9.

Did Tax Policies Mitigate US Business Cycles?

Banque de France Working Paper No. 296
Number of pages: 41 Posted: 18 Oct 2010
Filippo Ferroni
Federal Reserve Bank of Chicago
Downloads 36 (622,309)
Citation 18

Abstract:

Loading...

Fiscal Policy and Business Cycles, Bayesian Methods

10.

Trend Agnostic One Step Estimation of DSGE Models

Number of pages: 56 Posted: 03 Apr 2009
Filippo Ferroni
Federal Reserve Bank of Chicago
Downloads 26 (688,736)
Citation 14

Abstract:

Loading...

DSGE model, Filters, Structural estimation, Business Cycles

11.

A Tail of Labor Supply and a Tale of Monetary Policy

FRB of Chicago Working Paper No. 2022-30
Number of pages: 101 Posted: 11 Jul 2022
Bank of England, Federal Reserve Bank of Chicago, Queen Mary, University of London and Westminster Business School
Downloads 24 (704,146)

Abstract:

Loading...

Monetary policy, Household Survey, FAVARs, TANK, Hand to Mouth

12.

The Limits of Forward Guidance

FRB of Chicago Working Paper No. WP-2019-3
Number of pages: 43 Posted: 16 Apr 2019 Last Revised: 29 Apr 2020
University of Notre Dame, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago - Economic Research Department and Federal Reserve Bank of Chicago
Downloads 22 (720,077)
Citation 8

Abstract:

Loading...

monetary policy, forward guidance puzzle, central bank communication, business cycles, risk management

13.

Unusual Shocks in Our Usual Models

FRB of Chicago Working Paper No. 2022-39
Number of pages: 73 Posted: 13 Sep 2022
Filippo Ferroni, Jonas D. M. Fisher and Leonardo Melosi
Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago - Economic Research Department and Federal Reserve Bank of Chicago
Downloads 15 (780,793)

Abstract:

Loading...

Covid-19, pandemic, DSGE models, Survey of Professional Forecasters, business cycles

14.

The Missing Link: Monetary Policy and the Labor Share

Bank of England Working Paper No. 857
Number of pages: 34 Posted: 04 May 2020 Last Revised: 01 Jun 2020
Bank of England, Federal Reserve Bank of Chicago and University of Kent - Department of Economics
Downloads 10 (830,676)
Citation 12

Abstract:

Loading...

Labor share, monetary policy shocks, DSGE models

15.

Mind the Gap! Stylized Dynamic Facts and Structural Models

FRB of Chicago Working Paper No. WP-2020-29
Number of pages: 43 Posted: 14 Jun 2021
Fabio Canova and Filippo Ferroni
BI Norwegian Business School and Federal Reserve Bank of Chicago
Downloads 3 (910,535)

Abstract:

Loading...

Deformation, state variables, dynamic responses, structural models, house price shocks, uncertainty shocks.

16.

Detecting and Analyzing the Effects of Time‐Varying Parameters in DSGE Models

International Economic Review, Vol. 61, Issue 1, pp. 105-125, 2020
Number of pages: 21 Posted: 22 May 2020
Fabio Canova, Filippo Ferroni and Christian Matthes
BI Norwegian Business School, Federal Reserve Bank of Chicago and Federal Reserve Bank of Richmond
Downloads 3 (910,535)
Citation 1

Abstract:

Loading...

17.

Choosing the Variables to Estimate Singular DSGE Models

CEPR Discussion Paper No. DP9381
Number of pages: 36 Posted: 12 Mar 2013
Fabio Canova, Filippo Ferroni and Christian Matthes
BI Norwegian Business School, Federal Reserve Bank of Chicago and Federal Reserve Bank of Richmond
Downloads 2 (923,942)
Citation 2
  • Add to Cart

Abstract:

Loading...

ABCD representation, Density ratio, DSGE models., Identification

18.

Mind the Gap! Stylized Dynamic Facts and Structural Models

CEPR Discussion Paper No. DP13948
Number of pages: 42 Posted: 07 Oct 2019
Fabio Canova and Filippo Ferroni
BI Norwegian Business School and Federal Reserve Bank of Chicago
Downloads 1 (937,603)
Citation 5
  • Add to Cart

Abstract:

Loading...

Deformation, state variables, dynamic responses, Structural models, house price shocks, Uncertainty shocks

19.

The Limits of Forward Guidance

CEPR Discussion Paper No. DP13612
Number of pages: 45 Posted: 27 Mar 2019
University of Notre Dame, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago - Economic Research Department and Federal Reserve Bank of Chicago
Downloads 1 (937,603)
  • Add to Cart

Abstract:

Loading...

business cycles, central bank communication, forward guidance puzzle, monetary policy, Risk management

20.

The Missing Link: Monetary Policy and the Labor Share

CEPR Discussion Paper No. DP13551
Number of pages: 70 Posted: 07 Mar 2019
University of Surrey, Federal Reserve Bank of Chicago and University of Kent - Department of Economics
Downloads 1 (937,603)
  • Add to Cart

Abstract:

Loading...

Labor Share, monetary policy shocks

21.

A Tail of Labour Supply and a Tale of Monetary Policy

Bank of England Working Paper No. 989
Posted: 22 Jul 2022
University of Surrey, Federal Reserve Bank of Chicago, Queen Mary, University of London and Westminster Business School

Abstract:

Loading...

Monetary policy, household survey, FAVARs, TANK, hand to mouth

22.

A Hitchhiker Guide to Empirical Macro Models

CEPR Discussion Paper No. DP15446
Number of pages: 131 Posted: 02 Dec 2020
Fabio Canova and Filippo Ferroni
BI Norwegian Business School and Federal Reserve Bank of Chicago
Downloads 0 (951,284)
  • Add to Cart

Abstract:

Loading...