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

9

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730

SSRN CITATIONS
Rank 31,816

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Top 31,816

in Total Papers Citations

11

CROSSREF CITATIONS

16

Scholarly Papers (9)

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
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 232 (164,168)
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, David Lopez-Salido and Francisco Vazquez-Grande
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 14 (706,385)
Citation 5

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

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
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 123 (284,244)
Citation 4

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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
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 93 (344,874)
Citation 3

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

3.

Combining Forecasts: Can Machines Beat the Average?

Number of pages: 26 Posted: 02 Nov 2020
Tyler Pike and Francisco Vazquez-Grande
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 142 (253,635)

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Forecast Combination; Machine Learning; Non-Linear Models

4.

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

FEDS Working Paper No. 2017-59
Number of pages: 33 Posted: 05 Jun 2017 Last Revised: 29 Apr 2020
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 83 (367,023)
Citation 3

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5.

Perturbations Around the Risky Steady State

Number of pages: 44 Posted: 31 Jul 2020
Pierlauro Lopez, David Lopez-Salido and Francisco Vazquez-Grande
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 43 (505,610)

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Perturbation methods, Risky steady state, Macroeconomic uncertainty, Risk modeling, Intertemporal choice under uncertainty

6.

Out-of-Sample Performance of Recession Probability Models

FEDS Notes No. 2019-12-13-1
Posted: 09 Jul 2021
Tyler Pike and Francisco Vazquez-Grande
affiliation not provided to SSRN and Board of Governors of the Federal Reserve System

Abstract:

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7.

Nominal Rigidities and the Term Structures of Equity and Bond Returns

FEDS Working Paper No. 2015-64
Posted: 09 Jul 2021
Pier Lopez, David Lopez-Salido and Francisco Vazquez-Grande
affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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8.

The Stock Market–Real Economy "Disconnect": A Closer Look

FEDS Notes No. 2020-10-14-2
Posted: 21 Oct 2020
Andrew Y. Chen, Markus Ibert and Francisco Vazquez-Grande
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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9.

Out-of-Sample Performance of Recession Probability Models

FEDS Notes No. 2019-12-13-1 https://doi.org/10.17016/2380-7172.2454
Posted: 19 Dec 2019
Tyler Pike and Francisco Vazquez-Grande
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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