Francisco Vazquez-Grande

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

3

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448

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CROSSREF CITATIONS

12

Scholarly Papers (3)

Nominal Rigidities and the Term Structures of Equity and Bond Returns

Number of pages: 44 Posted: 05 Jul 2015 Last Revised: 24 Jul 2015
Pierlauro Lopez, David Lopez-Salido and Francisco Vazquez-Grande
Banque de France, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 112 (248,474)
Citation 2

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Structural term structure modeling, Equity and bond yields, Habit formation, Nominal rigidities

Nominal Rigidities and the Term Structures of Equity and Bond Returns

FEDS Working Paper No. 2015-064, http://dx.doi.org/10.17016/FEDS.2015.064
Number of pages: 45 Posted: 25 Aug 2015
Pierlauro Lopez, David Lopez-Salido and Francisco Vazquez-Grande
Banque de France, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 76 (320,619)
Citation 2

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Equity and bond yields, Habit formation, Nominal rigidities, Structural term structure modeling

Risk-Adjusted Linearizations of Dynamic Equilibrium Models

Number of pages: 47 Posted: 05 Jul 2015 Last Revised: 08 Dec 2018
Pierlauro Lopez, David Lopez-Salido and Francisco Vazquez-Grande
Banque de France, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 174 (173,918)
Citation 2

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Perturbation methods, Risky steady state, Macroeconomic uncertainty, Intertemporal risk prices, Risk-return tradeoff

Risk-Adjusted Linearizations of Dynamic Equilibrium Models

Banque de France Working Paper No. 702
Number of pages: 42 Posted: 11 Dec 2018
Pierlauro Lopez, J. David López-Salido and Francisco Vazquez-Grande
Banque de France, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 10 (612,698)
Citation 1

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Perturbation methods, Risky steady state, Macroeconomic uncertainty, Intertemporal risk prices, Risk-return tradeoff

3.

Measuring the Natural Rate of Interest: A Note on Transitory Shocks

FEDS Working Paper No. 2017-059
Number of pages: 33 Posted: 05 Jun 2017 Last Revised: 21 Feb 2019
Kurt F. Lewis and Francisco Vazquez-Grande
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 76 (317,334)

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Kalman filter, Monetary policy, Natural rate of interest, Pileup, Trend growth