Francesca Loria

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

5

DOWNLOADS

807

SSRN CITATIONS

7

CROSSREF CITATIONS

6

Scholarly Papers (5)

1.
Downloads 446 ( 83,505)
Citation 3

What is Certain About Uncertainty?

Number of pages: 73 Posted: 07 Aug 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve SystemBoard of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, 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 365 (104,122)

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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 SystemBoard of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, 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, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 81 (386,986)
Citation 3

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

2.
Downloads 164 (230,230)
Citation 2

Assessing Macroeconomic Tail Risk

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, Federal Reserve Bank of Richmond and Institute for Macroeconomics and Econometrics - University of Bonn
Downloads 138 (265,999)

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macroeconomic risk, shocks, local projections

Assessing Macroeconomic Tail Risk

Number of pages: 21 Posted: 16 Apr 2019
Francesca Loria, Christian Matthes and Donghai Zhang
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Richmond and Institute for Macroeconomics and Econometrics - University of Bonn
Downloads 26 (625,725)
Citation 2

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Macroeconomic risk, Shocks, Local projections

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 62 (445,815)
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

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 47 (507,352)
Citation 2

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

4.

Inflation at Risk

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 88 (361,809)

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Quantile regression; Inflation risks

5.

Inflation at Risk

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 (818,713)
Citation 1
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Inflation risk, Quantile regression