Francesca Loria

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

European University Institute

Villa Schifanoia

133 via Bocaccio

Firenze (Florence), Tuscany 50014

Italy

SCHOLARLY PAPERS

5

DOWNLOADS

297

SSRN CITATIONS

7

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

What is Certain About Uncertainty?

FRB International Finance Discussion Paper No. 1294
Number of pages: 73 Posted: 07 Aug 2020
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Downloads 120 (259,245)

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2.
Downloads 82 (333,619)
Citation 3

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, Federal Reserve Bank of Richmond and Institute for Macroeconomics and Econometrics - University of Bonn
Downloads 59 (404,211)

Abstract:

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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, Federal Reserve Bank of Richmond and Institute for Macroeconomics and Econometrics - University of Bonn
Downloads 23 (576,054)
Citation 3

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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 42 (470,836)
Citation 1

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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 31 (525,359)
Citation 2

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

4.

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 22 (564,852)

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Quantile regression; Inflation risks

5.

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 (738,802)
Citation 1
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Inflation risk, Quantile regression