Filippo Ferroni

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

SCHOLARLY PAPERS

23

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1,299

SSRN CITATIONS
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in Total Papers Citations

191

CROSSREF CITATIONS

114

Scholarly Papers (23)

1.

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 199 (278,340)
Citation 1

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

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 125 (411,986)
Citation 18

Abstract:

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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 74 (588,795)
Citation 40

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

3.

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 138 (380,094)

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

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 49 (727,656)
Citation 3

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Reduced rank covariance matrix, DSGE models, stochastic dimension search

5.

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 87 (528,130)
Citation 20

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Hours Worked and Business Cycles, Bayesian Methods

6.

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 86 (531,964)
Citation 1

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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 51 (714,401)

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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 34 (840,276)
Citation 20

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Hierarchical factor models; International business cycles; Synchronization and Convergence

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 68 (608,209)
Citation 14

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

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 64 (638,456)
Citation 15

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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
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Citation 1
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endogenous variations, misspecification, Structural model, time varying coefficients

10.

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 57 (664,522)
Citation 19

Abstract:

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Fiscal Policy and Business Cycles, Bayesian Methods

11.

Unusual Shocks in Our Usual Models

FRB of Chicago Working Paper No. 2022-39
Number of pages: 85 Posted: 13 Sep 2022 Last Revised: 22 Feb 2024
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 52 (693,003)

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

12.

Identification Using Higher-Order Moments Restrictions

FRB of Chicago Working Paper No. 2023-28
Number of pages: 57 Posted: 21 Aug 2023
affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 50 (705,257)

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Shock identification, skewness, kurtosis, VAR, sign restrictions, shocks to government bonds spreads, monetary shocks, Euro Area

13.

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 48 (717,884)
Citation 19

Abstract:

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Labor share, monetary policy shocks, DSGE models

14.

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 38 (786,478)
Citation 16

Abstract:

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

15.

Trend Agnostic One Step Estimation of DSGE Models

Number of pages: 56 Posted: 03 Apr 2009
Filippo Ferroni
Federal Reserve Bank of Chicago
Downloads 38 (786,478)
Citation 15

Abstract:

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DSGE model, Filters, Structural estimation, Business Cycles

16.

The Chicago Fed DSGE Model: Version 2

FRB of Chicago Working Paper No. 2023-36
Number of pages: 63 Posted: 07 Oct 2023
University of Notre Dame, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago - Economic Research Department and Federal Reserve Bank of Chicago
Downloads 30 (849,821)

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New Keynesian model, DSGE models, Covid-19, pandemic, Survey of Professional Forecasters, business cycles, forecasting, policy analysis

17.

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 6 (1,074,944)

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

18.

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 (1,104,579)
Citation 2
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ABCD representation, Density ratio, DSGE models., Identification

19.

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 (1,112,149)
Citation 9
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Deformation, state variables, dynamic responses, Structural models, house price shocks, Uncertainty shocks

20.

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 (1,112,149)
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business cycles, central bank communication, forward guidance puzzle, monetary policy, Risk management

21.

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 (1,112,149)
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Labor Share, monetary policy shocks

22.

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:

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

23.

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 (1,120,022)
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