Filippo Ferroni

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

SCHOLARLY PAPERS

12

DOWNLOADS

220

CITATIONS

89

Scholarly Papers (12)

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 22 (524,061)

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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 17 (556,314)
Citation 18

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Hierarchical factor models; International business cycles; Synchronization and Convergence

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, Law and Institutions and University of Kent - Department of Economics
Downloads 13 (582,587)

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Reduced rank covariance matrix, DSGE models, stochastic dimension search

3.

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 31 (460,050)
Citation 2

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

4.

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 30 (464,796)
Citation 20

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Hours Worked and Business Cycles, Bayesian Methods

5.

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 29 (469,590)
Citation 18

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Fiscal Policy and Business Cycles, Bayesian Methods

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 23 (517,602)
Citation 13

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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

7.

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: 21 Feb 2019
Philippe Andrade and Filippo Ferroni
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Chicago
Downloads 22 (507,374)
Citation 2

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

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 22 (507,374)
Citation 5

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DSGE model, Filters, Structural estimation, Business Cycles

9.

The Limits of Forward Guidance

FRB of Chicago Working Paper No. WP-2019-3
Number of pages: 43 Posted: 16 Apr 2019 Last Revised: 02 May 2019
Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 7 (597,870)

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

10.

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 (635,893)
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ABCD representation, Density ratio, DSGE models., Identification

11.

The Limits of Forward Guidance

CEPR Discussion Paper No. DP13612
Number of pages: 45 Posted: 27 Mar 2019
Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago - Economic Research Department and Federal Reserve Bank of Chicago
Downloads 1 (648,481)
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business cycles, central bank communication, forward guidance puzzle, monetary policy, Risk management

12.

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 (648,481)
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Labor Share, monetary policy shocks