Francesca Loria

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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3,953

SSRN CITATIONS
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Top 12,895

in Total Papers Citations

98

CROSSREF CITATIONS

21

Scholarly Papers (9)

1.
Downloads 1,273 (30,535)
Citation 28

What is Certain About Uncertainty?

Journal of Economic Literature, Forthcoming
Number of pages: 45 Posted: 02 Aug 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), University of Virginia Darden School of Business, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, 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
Downloads 642 (77,013)
Citation 13

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global risk, uncertainty, volatility, crises, economic policy, monetary policy, downside risk, transmission.

What is Certain About Uncertainty?

International Finance Discussion Paper No. 1294
Number of pages: 45 Posted: 07 Aug 2020 Last Revised: 08 Mar 2022
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, University of Virginia Darden School of Business, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, 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
Downloads 631 (78,651)
Citation 18

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global risks, Uncertainty, Volatility, Crises, Economic policy, Monetary policy, Geopolitical risk, Trade policy, Downside risk

2.
Downloads 1,171 (34,430)
Citation 4

Inflation at Risk

Number of pages: 49 Posted: 01 Mar 2022 Last Revised: 20 Feb 2024
David Lopez-Salido and Francesca Loria
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 755 (62,446)
Citation 5

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Inflation Risks, Quantile Regression

Inflation at Risk

FEDS Working Paper No. 2020-013 https://doi.org/10.17016/FEDS.2020.013
Number of pages: 65 Posted: 14 May 2020
David Lopez-Salido and Francesca Loria
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 416 (131,090)
Citation 2

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Quantile regression; Inflation risks

3.
Downloads 750 (63,951)
Citation 7

Assessing Macroeconomic Tail Risk

Number of pages: 69 Posted: 10 Jan 2022 Last Revised: 13 May 2024
Francesca Loria, Christian Matthes and Donghai Zhang
Board of Governors of the Federal Reserve System, Indiana University Bloomington, Department of Economics, Students and National University of Singapore (NUS), Department of Economics
Downloads 522 (99,961)
Citation 3

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Macroeconomic Risk, Shocks, Local Projections

Assessing Macroeconomic Tail Risk

FRB Richmond Working Paper No. 19-10
Number of pages: 22 Posted: 19 Apr 2019 Last Revised: 30 May 2019
Francesca Loria, Christian Matthes and Donghai Zhang
Board of Governors of the Federal Reserve System, Indiana University Bloomington, Department of Economics, Students and National University of Singapore (NUS), Department of Economics
Downloads 182 (305,397)

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macroeconomic risk, shocks, local projections

Assessing Macroeconomic Tail Risk

FEDS Working Paper No. 2019-026
Number of pages: 21 Posted: 16 Apr 2019
Francesca Loria, Christian Matthes and Donghai Zhang
Board of Governors of the Federal Reserve System, Indiana University Bloomington, Department of Economics, Students and National University of Singapore (NUS), Department of Economics
Downloads 46 (757,810)
Citation 4

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Macroeconomic risk, Shocks, Local projections

4.

Understanding Growth-at-Risk: A Markov Switching Approach

Number of pages: 72 Posted: 25 Feb 2022
Board of Governors of the Federal Reserve System, 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
Downloads 383 (145,436)
Citation 13

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Growth-at-Risk, regime-switching regression, quantile regression

Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis

Review of Economics and Statistics, Forthcoming
Number of pages: 28 Posted: 08 Feb 2022
Board of Governors of the Federal Reserve System, Norges Bank and Norges Bank
Downloads 155 (351,513)

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Time-varying VAR, Monetary policy, House prices, Stock market

Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis

Norges Bank Working Paper 01/2017
Number of pages: 28 Posted: 20 Apr 2017
Norges Bank, Norges Bank and Board of Governors of the Federal Reserve System
Downloads 99 (496,752)
Citation 2

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Bayesian VAR, Time-varying parameters, Monetary policy, House prices, Stock market

Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis

Banco de Espana Working Paper No. 1713
Number of pages: 34 Posted: 06 Apr 2017
Norges Bank, Norges Bank and Board of Governors of the Federal Reserve System
Downloads 96 (507,232)
Citation 4

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Bayesian VAR, time-varying parameters, monetary policy, house prices, stock market

Economic Theories and Macroeconomic Reality

Deutsche Bundesbank Discussion Paper No. 56/2021
Number of pages: 52 Posted: 04 Feb 2022
Francesca Loria, Christian Matthes and Mu-Chun Wang
Board of Governors of the Federal Reserve System, Indiana University Bloomington - Department of Economics and Deutsche Bundesbank - Research Centre
Downloads 26 (924,782)

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Bayesian Inference, Misspecification, Heterogeneity, VAR, DSGE

Economic Theories and Macroeconomic Reality

Journal of Monetary Economics, Forthcoming
Posted: 27 Dec 2021
Francesca Loria, Christian Matthes and Mu-Chun Wang
Board of Governors of the Federal Reserve System, Indiana University Bloomington, Department of Economics, Students and Deutsche Bundesbank - Research Centre

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Bayesian Inference, Misspecification, Heterogeneity, VAR, DSGE

7.

Is Trend Inflation at Risk of Becoming Unanchored? The Role of Inflation Expectations

FEDS Notes No. 2022-03-31
Posted: 12 Apr 2022
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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8.

On Identification Issues in Business Cycle Accounting Models

Advances in Econometrics Volume 46 "Essays in Honor of Fabio Canova"
Posted: 27 Dec 2021
Francesca Loria, Pedro Brinca and Nikolay I. Iskrev
Board of Governors of the Federal Reserve System, Nova School of Business and Economics and Bank of Portugal - Economic Research Department

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Business Cycle Accounting, Identification, Maximum Likelihood Estimation

9.

Inflation at Risk

CEPR Discussion Paper No. DP14074
Number of pages: 58 Posted: 23 Oct 2019
David Lopez-Salido and Francesca Loria
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 0 (1,139,318)
Citation 1
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Inflation risk, Quantile regression