Francesco Bianchi

Duke University

100 Fuqua Drive

Durham, NC 27708-0204

United States

NBER

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

CEPR

London

United Kingdom

SCHOLARLY PAPERS

28

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2,740

SSRN CITATIONS
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SSRN RANKINGS

Top 1,468

in Total Papers Citations

572

CROSSREF CITATIONS

282

Scholarly Papers (28)

Rare Events, Financial Crises, and the Cross-Section of Asset Returns

AFA 2011 Denver Meetings Paper
Number of pages: 45 Posted: 17 Mar 2010 Last Revised: 06 May 2010
Francesco Bianchi
Duke University
Downloads 186 (207,016)
Citation 5

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Rare Events, Financial Crises, and the Cross-Section of Asset Returns

Economics Research Initiatives at Duke (ERID) Working Paper No. 41
Number of pages: 43 Posted: 19 Apr 2010 Last Revised: 17 Mar 2015
Francesco Bianchi
Duke University
Downloads 175 (218,453)
Citation 13

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G01, G12, C32

The Great Depression and the Great Recession: A View from Financial Markets

Number of pages: 53 Posted: 30 Mar 2015 Last Revised: 07 Oct 2021
Francesco Bianchi
Duke University
Downloads 24 (641,549)

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Rare Events, Financial Crises, and the Cross-Section of Asset Returns

Number of pages: 44 Posted: 01 Apr 2015
Francesco Bianchi
Duke University
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financial crises, Great Depression, Great Recession, Intertemporal CAPM, Markov-switching VAR

2.
Downloads 274 (143,259)
Citation 5

Dynamics of the Term Structure of UK Interest Rates

Economics Research Initiatives at Duke (ERID) Working Paper No. 39
Number of pages: 37 Posted: 19 Apr 2010
Francesco Bianchi, Haroon Mumtaz, Haroon Mumtaz and Paolo Surico
Duke University, Bank of EnglandUniversity of London - School of Sciences and London Business School - Department of Economics
Downloads 181 (212,066)
Citation 6

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Term structure, time-varying VAR, Bayesian estimation

Dynamics of the Term Structure of UK Interest Rates

Bank of England Working Paper No. 363
Number of pages: 36 Posted: 23 Mar 2009
Francesco Bianchi, Haroon Mumtaz, Haroon Mumtaz and Paolo Surico
Duke University, Bank of EnglandUniversity of London - School of Sciences and London Business School - Department of Economics
Downloads 93 (352,965)
Citation 1

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Term structure, time-varying VAR, Bayesian estimation

Globalization and Inflation: Structural Evidence from a Time Varying VAR Approach

Economic Research Initiatives at Duke (ERID) Working Paper No. 157
Number of pages: 48 Posted: 28 Sep 2013
Francesco Bianchi and Andrea Civelli
Duke University and University of Arkansas
Downloads 169 (226,175)
Citation 10

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Globalization, Infl‡ation, Time-variation, VAR

Globalization and Inflation: Structural Evidence from a Time Varying VAR Approach

Number of pages: 47 Posted: 28 Aug 2013
Francesco Bianchi and Andrea Civelli
Duke University and University of Arkansas
Downloads 60 (454,063)
Citation 2

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globalization, inflation, time-variation, VAR

Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices

Number of pages: 53 Posted: 12 Apr 2021 Last Revised: 29 Oct 2021
Francesco Bianchi, Roberto Gomez Cram and Howard Kung
Duke University, London Business School and London Business School
Downloads 183 (211,075)

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asset prices, high-frequency identification, social media, partisanship

Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices

Number of pages: 54 Posted: 03 May 2021 Last Revised: 06 Dec 2021
Francesco Bianchi, Howard Kung and Roberto Gomez Cram
Duke University, London Business School and London Business School
Downloads 5 (797,859)
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Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices

Number of pages: 46 Posted: 14 May 2021 Last Revised: 10 Nov 2021
Francesco Bianchi, Roberto Gomez Cram and Howard Kung
Duke University, London Business School and London Business School
Downloads 0
Citation 1
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Asset Pricing, High-Frequency Identification, partisanship, social media

5.

Regime Switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics

Economic Research Initiatives at Duke (ERID) Working Paper No. 120
Number of pages: 38 Posted: 24 Jan 2012 Last Revised: 06 Jun 2013
Francesco Bianchi
Duke University
Downloads 171 (222,678)
Citation 1

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6.
Downloads 164 (230,668)
Citation 48

Escaping the Great Recession

Economic Research Initiatives at Duke (ERID) Working Paper No. 156
Number of pages: 51 Posted: 28 Sep 2013 Last Revised: 13 Mar 2015
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 108 (319,480)
Citation 1

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Policy uncertainty, zero lower bound, macroeconomic uncertainty, Markov-switching models, shock-specifi…c policy rules

Escaping the Great Recession

Number of pages: 51 Posted: 14 Dec 2014
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 26 (626,801)

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Public Debt, Inflation, Zero Lower Bound, Uncertainty, Macroeconomic Instability, Policy Announcements

Escaping the Great Recession

Number of pages: 48 Posted: 17 Nov 2016
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 17 (695,900)
Citation 40

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Monetary and fiscal policies, Policy uncertainty, zero lower bound, Markov-switching models, Bayesian methods

Escaping the Great Recession

Number of pages: 64 Posted: 23 Jun 2014 Last Revised: 20 Oct 2021
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 13 (729,310)
Citation 2

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Escaping the Great Recession

Number of pages: 45 Posted: 17 Sep 2013
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 0
Citation 8
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Markov-switching DSGE, Monetary and fiscal policy interaction, shock-specific policy rules, Uncertainty, zero lower bound

7.

Threats to Central Bank Independence: High-Frequency Evidence with Twitter

Number of pages: 35 Posted: 24 Sep 2019
Francesco Bianchi, Thilo Kind and Howard Kung
Duke University, London Business School and London Business School
Downloads 149 (249,791)
Citation 1

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Central bank independence, monetary policy, fed funds target, high-frequency identification, twitter

8.

Regime Switches, Agents' Beliefs, and Post-World War II U.S. Macroeconomic Dynamics

Economics Research Initiatives at Duke (ERID) Working Paper No. 40
Number of pages: 60 Posted: 19 Apr 2010
Francesco Bianchi
Duke University
Downloads 147 (252,553)
Citation 73

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9.

Monetary/Fiscal Policy Mix and Agents’ Beliefs

Economic Research Initiatives at Duke (ERID) Working Paper No. 119
Number of pages: 46 Posted: 25 Jan 2012 Last Revised: 13 Mar 2015
Francesco Bianchi and Cosmin L. Ilut
Duke University and Duke University
Downloads 145 (255,380)

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Fiscal policy, monetary policy, infl‡ation, Markov-switching DSGE, Bayesian methods.

Modeling the Evolution of Expectations and Uncertainty in General Equilibrium

Economic Research Initiatives at Duke (ERID) Working Paper No. 152, PIER Working Paper No. 13-042
Number of pages: 48 Posted: 08 Jun 2013 Last Revised: 13 Mar 2015
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 99 (338,958)
Citation 4

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Markov switching, general equilibrium models, uncertainty, Bayesian learning, rational expectations

Modeling the Evolution of Expectations and Uncertainty in General Equilibrium

Number of pages: 55 Posted: 02 Nov 2013
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 21 (664,434)
Citation 3

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Markov switching, general equilibrium models, uncertainty, Bayesian learning, rational expectations, downside risk, rare disasters

Modeling the Evolution of Expectations and Uncertainty in General Equilibrium

International Economic Review, Vol. 57, Issue 2, pp. 717-756, 2016
Number of pages: 40 Posted: 29 Apr 2016
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 1 (839,238)
Citation 3
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11.
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Citation 3

Monetary Policy and Asset Valuation

Journal of Finance, Forthcoming
Number of pages: 79 Posted: 12 Apr 2021
Francesco Bianchi, Martin Lettau and Sydney C. Ludvigson
Duke University, University of California - Haas School of Business and New York University - Department of Economics
Downloads 119 (298,081)

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Monetary policy, asset valuation, learning, behavioral economics.

Monetary Policy and Asset Valuation

Number of pages: 85 Posted: 05 Feb 2018
Francesco Bianchi, Martin Lettau and Sydney C. Ludvigson
Duke University, University of California - Haas School of Business and New York University - Department of Economics
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Monetary Policy and Asset Valuation

Number of pages: 133 Posted: 11 Sep 2017 Last Revised: 14 May 2021
Francesco Bianchi, Martin Lettau and Sydney C. Ludvigson
Duke University, University of California - Haas School of Business and New York University - Department of Economics
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Citation 1
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12.
Downloads 98 (338,682)
Citation 13

Constrained Discretion and Central Bank Transparency

Economic Research Initiatives at Duke (ERID) Working Paper No. 151, PIER Working Paper No. 13-041
Number of pages: 50 Posted: 08 Jun 2013 Last Revised: 13 Mar 2015
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 64 (439,323)

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Policy Announcements, Bayesian learning, reputation, macroeconomic risk, uncertainty, infl‡ation expectations, Markov-switching models, likelihood estimation

Constrained Discretion and Central Bank Transparency

Number of pages: 70 Posted: 17 Nov 2016
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 15 (712,315)
Citation 3

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Policy announcement, Bayesian learning, reputation, forward guidance, macroeco-nomic risk, uncertainty, inflation expectations, Markov-switching models, likelihood estimation

Constrained Discretion and Central Bank Transparency

Number of pages: 55 Posted: 14 Dec 2014
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 13 (729,310)

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Macroeconomic Risks; Uncertainty; Policy trade-off; Welfare

Constrained Discretion and Central Bank Transparency

Number of pages: 49 Posted: 14 Oct 2014 Last Revised: 12 Sep 2021
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 6 (789,445)
Citation 3

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The Long-Term Impact of the Covid-19 Unemployment Shock on Life Expectancy and Mortality Rates

Number of pages: 60 Posted: 04 Jan 2021 Last Revised: 03 Nov 2021
Francesco Bianchi, Giada Bianchi and Dongho Song
Duke University, Harvard University - Harvard Medical School and Johns Hopkins University - Carey Business School
Downloads 83 (379,173)

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The Long-Term Impact of the Covid-19 Unemployment Shock on Life Expectancy and Mortality Rates

Number of pages: 62 Posted: 11 Feb 2021 Last Revised: 22 Sep 2021
Francesco Bianchi, Giada Bianchi and Dongho Song
Duke University, Harvard University - Harvard Medical School and Johns Hopkins University - Carey Business School
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COVID-19, Life Expectancy, Mortality, Unemployment rate

14.
Downloads 80 (383,937)
Citation 23

Growth, Slowdowns, and Recoveries

Economic Research Initiatives at Duke (ERID) Working Paper No. 184
Number of pages: 39 Posted: 16 Mar 2015 Last Revised: 11 Apr 2015
Francesco Bianchi and Howard Kung
Duke University and London Business School
Downloads 64 (439,323)
Citation 4

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DSGE model, Endogenous growth, Technology Diffusion, Business cycles, Bayesian Methods

Growth, Slowdowns, and Recoveries

Number of pages: 38 Posted: 08 Dec 2014 Last Revised: 19 Aug 2021
Francesco Bianchi, Howard Kung and Gonzalo Morales
Duke University, London Business School and University of Alberta
Downloads 16 (704,063)
Citation 3

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Growth, Slowdowns, and Recoveries

Number of pages: 44 Posted: 08 Dec 2014 Last Revised: 11 Dec 2017
Francesco Bianchi, Howard Kung and Gonzalo Morales
Duke University, London Business School and University of Alberta
Downloads 0
Citation 11
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Bayesian methods, business cycles, DSGE model, endogenous growth, technology diffusion

15.

Monetary and Fiscal Policies in Times of Large Debt: Unity is Strength

Number of pages: 34 Posted: 19 May 2020 Last Revised: 16 Jun 2021
Francesco Bianchi, Renato Faccini and Leonardo Melosi
Duke University, Danmarks Nationalbank and Federal Reserve Bank of Chicago
Downloads 79 (386,692)

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emergency budget, Monetary policy, fiscal policy, shock specific rule, Covid-19

16.

Monetary Policy and Asset Valuation

Number of pages: 131 Posted: 31 Aug 2016 Last Revised: 05 Sep 2021
Francesco Bianchi, Martin Lettau and Sydney C. Ludvigson
Duke University, University of California - Haas School of Business and New York University - Department of Economics
Downloads 53 (474,005)

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17.

Dormant Shocks and Fiscal Virtue

Economic Research Initiatives at Duke (ERID) Working Paper No. 150, PIER Working Paper No. 13-032
Number of pages: 44 Posted: 07 Jun 2013 Last Revised: 12 Aug 2013
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 47 (499,098)
Citation 4

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Fiscal Policy, Monetary Policy, Agents’ beliefs, Markov-switching models, Bayesian learning, Infl‡ation

Monetary and Fiscal Policies in Times of Large Debt: Unity is Strength

Number of pages: 48 Posted: 12 May 2020 Last Revised: 07 Oct 2021
Francesco Bianchi, Renato Faccini and Leonardo Melosi
Duke University, Danmarks Nationalbank and Federal Reserve Bank of Chicago
Downloads 39 (547,644)

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Monetary and Fiscal Policies in Times of Large Debt: Unity is Strength

Number of pages: 40 Posted: 20 May 2020 Last Revised: 09 Nov 2021
Francesco Bianchi, Renato Faccini and Leonardo Melosi
Duke University, Danmarks Nationalbank and Federal Reserve Bank of Chicago
Downloads 0
Citation 3
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COVID, emergency budget, Fiscal policy, monetary policy, shock specific rule

A Generalized Approach to Indeterminacy in Linear Rational Expectations Models

Number of pages: 60 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Francesco Bianchi and Giovanni Nicolò
Duke University and Board of Governors of the Federal Reserve System
Downloads 27 (619,704)
Citation 2

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Bayesian methods, General Equilibrium, Indeterminacy, Solution method

A Generalized Approach to Indeterminacy in Linear Rational Expectations Models

Number of pages: 55 Posted: 19 Jun 2017 Last Revised: 09 Oct 2021
Francesco Bianchi and Giovanni Nicolò
Duke University and Board of Governors of the Federal Reserve System
Downloads 8 (772,222)

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A Generalized Approach to Indeterminacy in Linear Rational Expectations Models

Number of pages: 57 Posted: 10 Jul 2017
Francesco Bianchi and Giovanni Nicolò
Duke University and Board of Governors of the Federal Reserve System
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Citation 1
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Bayesian methods., General Equilibrium, Indeterminacy, Solution method

The Dire Effects of the Lack of Monetary and Fiscal Coordination

Number of pages: 56 Posted: 07 Nov 2017
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 21 (664,434)

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Monetary and fiscal policies, coordination, emergency budget, Markov-switching models, liquidity traps

The Dire Effects of the Lack of Monetary and Fiscal Coordination

Number of pages: 49 Posted: 25 Jul 2017 Last Revised: 02 Jul 2021
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 8 (772,222)

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The Dire Effects of the Lack of Monetary and Fiscal Coordination

Number of pages: 51 Posted: 25 Jul 2017
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Downloads 0
Citation 6
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coordination, emergency budget, liquidity traps., Markov-switching models, Monetary and Öscal policies

Threats to Central Bank Independence: High-Frequency Identification with Twitter

Number of pages: 62 Posted: 23 Sep 2019 Last Revised: 20 Nov 2021
Francesco Bianchi, Howard Kung and Thilo Kind
Duke University, London Business School and London Business School
Downloads 26 (626,801)

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Threats to Central Bank Independence: High-Frequency Identification with Twitter

Number of pages: 64 Posted: 07 Oct 2019 Last Revised: 22 Sep 2021
Francesco Bianchi, Thilo Kind and Howard Kung
Duke University, London Business School and London Business School
Downloads 1 (839,238)
Citation 9
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central bank independence, fed funds target, High-Frequency Identification, monetary policy, Twitter

22.
Downloads 24 (622,763)
Citation 3

Hitting the Elusive Inflation Target

Number of pages: 40 Posted: 22 Oct 2019 Last Revised: 29 Apr 2020
Francesco Bianchi, Leonardo Melosi and Matthias Rottner
Duke University, Federal Reserve Bank of Chicago and Deutsche Bundesbank - Research Centre
Downloads 13 (729,310)

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Deflationary bias, asymmetric rules, opportunistic reflation, welfare, natural rate, zero lower bound, disanchoring of inflation expectations, inflation targeting, liquidity traps, macroeconomic uncertainty

Hitting the Elusive Inflation Target

Number of pages: 50 Posted: 18 Sep 2019 Last Revised: 19 Nov 2021
Francesco Bianchi, Leonardo Melosi and Matthias Rottner
Duke University, Federal Reserve Bank of Chicago and Deutsche Bundesbank - Research Centre
Downloads 10 (755,004)

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Hitting the Elusive Inflation Target

Number of pages: 49 Posted: 23 Nov 2021
Francesco Bianchi, Leonardo Melosi and Matthias Rottner
Duke University, Federal Reserve Bank of Chicago and Deutsche Bundesbank - Research Centre
Downloads 1 (839,238)

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Asymmetric monetary policy, deflationary bias, deflationary spiral, target range, framework review

Hitting the Elusive Inflation Target

Number of pages: 51 Posted: 04 Dec 2019 Last Revised: 22 Sep 2021
Francesco Bianchi, Leonardo Melosi and Matthias Rottner
Duke University, Federal Reserve Bank of Chicago and Deutsche Bundesbank - Research Centre
Downloads 0
Citation 1
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Asymmetric monetary policy, de ationary bias, de ationary spiral, framework review, target range

Uncertainty Shocks, Asset Supply and Pricing Over the Business Cycle

Number of pages: 63 Posted: 06 May 2014 Last Revised: 16 May 2021
Francesco Bianchi, Cosmin L. Ilut and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 20 (672,181)
Citation 11

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Uncertainty Shocks, Asset Supply and Pricing Over the Business Cycle

Number of pages: 65 Posted: 04 Apr 2017
Francesco Bianchi, Cosmin L. Ilut and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 0
Citation 17
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Asset Pricing, Business cycle, DSGE, Markov-switching

24.
Downloads 11 (718,616)
Citation 2

The Origins and Effects of Macroeconomic Uncertainty

Number of pages: 56 Posted: 26 Dec 2018 Last Revised: 13 Nov 2021
Francesco Bianchi, Howard Kung and Mikhail Tirskikh
Duke University, London Business School and London Business School
Downloads 11 (746,477)

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The Origins and Effects of Macroeconomic Uncertainty

Number of pages: 58 Posted: 23 Jan 2019
Francesco Bianchi, Howard Kung and Mikhail Tirskikh
Duke University, London Business School and London Business School
Downloads 0
Citation 3
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Business Cycles, Term Structure of Interest Rates, time-varying risk premia, Uncertainty shocks

25.
Downloads 11 (718,616)
Citation 39

Monetary/Fiscal Policy Mix and Agents&Apos; Beliefs

Number of pages: 47 Posted: 11 Jun 2014 Last Revised: 07 Mar 2021
Francesco Bianchi and Cosmin L. Ilut
Duke University and Duke University
Downloads 11 (746,477)

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Monetary/Fiscal Policy Mix and Agents' Beliefs

Number of pages: 49 Posted: 17 Sep 2013
Francesco Bianchi and Cosmin L. Ilut
Duke University and Duke University
Downloads 0
Citation 30
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Bayesian estimation, DSGE, Fiscal policy, general equilbrium., Great Inflation, Markov-switching

Belief Distortions and Macroeconomic Fluctuations

Number of pages: 91 Posted: 22 Jun 2020 Last Revised: 20 Nov 2021
Francesco Bianchi, Sydney C. Ludvigson and Sai Ma
Duke University, New York University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 4 (806,276)
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Belief Distortions and Macroeconomic Fluctuations

CEPR Discussion Paper No. DP15003
Number of pages: 93 Posted: 28 Jul 2020 Last Revised: 22 Sep 2021
Francesco Bianchi, Sydney C. Ludvigson and Sai Ma
Duke University, New York University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 1 (839,238)
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beliefs, Biases, Expectations, Machine Learning

27.
Downloads 4 (773,539)

Diagnostic Business Cycles

Number of pages: 58 Posted: 29 Mar 2021 Last Revised: 18 Nov 2021
Francesco Bianchi, Cosmin Ilut and Hikaru Saijo
Duke University, Duke University and University of California, Santa Cruz
Downloads 4 (806,276)
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Diagnostic Business Cycles

Number of pages: 60 Posted: 14 May 2021 Last Revised: 22 Sep 2021
Francesco Bianchi, Cosmin Ilut and Hikaru Saijo
Duke University, Duke University and University of California, Santa Cruz
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beliefs, Boom and bust cycles, Diagnostic expectations

28.

Methods for Measuring Expectations and Uncertainty in Markov-Switching Models

Number of pages: 52 Posted: 28 Oct 2013
Francesco Bianchi
Duke University
Downloads 1 (802,434)
Citation 3
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Bayesian Methods, DSGE, Impulse responses, Markov-switching, Uncertainty, VAR, Welfare