Filippo Ferroni

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

SCHOLARLY PAPERS

19

DOWNLOADS

382

SSRN CITATIONS
Rank 6,627

SSRN RANKINGS

Top 6,627

in Total Papers Citations

88

CROSSREF CITATIONS

115

Scholarly Papers (19)

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 84 (367,164)
Citation 18

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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 6 (773,420)
Citation 4

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Downloads 28 (458,837)
Citation 1

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 28 (598,963)
Citation 1

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Reduced rank covariance matrix, DSGE models, stochastic dimension search

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 26 (612,736)

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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 20 (657,288)
Citation 20

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Hierarchical factor models; International business cycles; Synchronization and Convergence

4.

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 38 (528,416)
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 36 (550,795)
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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endogenous variations, misspecification, Structural model, time varying coefficients

6.

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 34 (548,884)
Citation 20

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Hours Worked and Business Cycles, Bayesian Methods

7.

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 33 (554,246)
Citation 18

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Fiscal Policy and Business Cycles, Bayesian Methods

8.

Trend Agnostic One Step Estimation of DSGE Models

Number of pages: 56 Posted: 03 Apr 2009
Filippo Ferroni
Federal Reserve Bank of Chicago
Downloads 23 (615,451)
Citation 14

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DSGE model, Filters, Structural estimation, Business Cycles

9.

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 16 (664,926)

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

10.

A Hitchhiker's Guide to Empirical Macro Models

FRB of Chicago Working Paper No. WP-2021-15
Number of pages: 136 Posted: 10 Sep 2021
Filippo Ferroni and Fabio Canova
Federal Reserve Bank of Chicago and BI Norwegian Business School
Downloads 13 (687,714)

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

11.

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 11 (703,359)
Citation 8

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

12.

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 9 (719,035)
Citation 12

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Labor share, monetary policy shocks, DSGE models

13.

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 (775,778)
Citation 2
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ABCD representation, Density ratio, DSGE models., Identification

14.

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 (787,313)
Citation 5
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Deformation, state variables, dynamic responses, Structural models, house price shocks, Uncertainty shocks

15.

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 (787,313)
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business cycles, central bank communication, forward guidance puzzle, monetary policy, Risk management

16.

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 (787,313)
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Labor Share, monetary policy shocks

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 0 (804,313)

Abstract:

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

18.

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 (804,313)
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19.

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 0 (804,313)
Citation 1
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