Neville Francis

University of North Carolina (UNC) at Chapel Hill - Department of Economics

Chapel Hill, NC 27599

United States

SCHOLARLY PAPERS

18

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1,397

SSRN CITATIONS
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Top 9,270

in Total Papers Citations

40

CROSSREF CITATIONS

96

Scholarly Papers (18)

The Low-Frequency Impact of Daily Monetary Policy Shocks

Number of pages: 33 Posted: 31 Jan 2011
Neville Francis, Eric Ghysels and Michael Owyang
University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of North Carolina Kenan-Flagler Business School and Federal Reserve Bank of St. Louis - Research Division
Downloads 175 (235,038)

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Monetary policy, daily fed funds rate, price puzzle, mixed data frequencies

The Low-Frequency Impact of Daily Monetary Policy Shocks

Federal Reserve Bank of St. Louis Working Paper Series 2011-009B
Number of pages: 29 Posted: 28 Mar 2011 Last Revised: 18 Sep 2012
Neville Francis, Eric Ghysels and Michael Owyang
University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of North Carolina Kenan-Flagler Business School and Federal Reserve Bank of St. Louis - Research Division
Downloads 109 (340,453)

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monetary policy, daily fed funds rate, price puzzle, mixed data frequencies

2.

A Century of Work and Leisure

NBER Working Paper No. w12264
Number of pages: 50 Posted: 01 Jun 2006 Last Revised: 30 May 2022
Valerie A. Ramey and Neville Francis
University of California at San Diego and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 123 (310,838)
Citation 15

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3.

A Flexible Finite-Horizon Alternative to Long-Run Restrictions with an Application to Technology Shocks

Federal Reserve Bank of St. Louis Working Paper No. 2005-024G
Number of pages: 27 Posted: 19 Jul 2008 Last Revised: 11 Jul 2012
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Federal Reserve Bank of St. Louis - Research Division, Board of Governors of the Federal Reserve System and Federal Reserve Bank of St. Louis - Research Division
Downloads 118 (320,236)
Citation 23

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productivity, structural VAR, long-run restrictions

4.

Internal Migration and Personal Loan Default in China

Number of pages: 39 Posted: 17 Oct 2018 Last Revised: 15 Nov 2019
Mike Aguilar, Ruyang Chengan, Neville Francis and Jin Xi
Duke University, Independent, University of North Carolina (UNC) at Chapel Hill - Department of Economics and University of California, San Diego (UCSD), Division of Social Sciences, Department of Economics, Students
Downloads 112 (332,158)
Citation 1

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Immigration, Credit Risk, Default Probability

5.

A Flexible Finite-Horizon Identification of Technology Shocks

FRB International Finance Discussion Paper No. 832, FRB Bank of St. Louis Working Paper No. 2005-024D
Number of pages: 39 Posted: 25 Apr 2005
Jennifer E. Roush, Neville Francis and Michael Owyang
Board of Governors of the Federal Reserve System, University of North Carolina (UNC) at Chapel Hill - Department of Economics and Federal Reserve Bank of St. Louis - Research Division
Downloads 101 (356,104)
Citation 1

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Productivity, structural VAR, long-run restrictions

6.

Macroeconomic Learning and the Propagation of Technology Shocks

Number of pages: 31 Posted: 10 Dec 2008
Hamilton B. Fout, Hamilton B. Fout and Neville Francis
Federal National Mortgage Association (Fannie Mae)Kansas State University and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 95 (370,224)

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Productivity Shocks, Labor Responses, Learning, Technology, Business Cycles

7.

How Has Empirical Monetary Policy Analysis Changed after the Financial Crisis?

FRB of St. Louis Working Paper No. 2014-019A
Number of pages: 27 Posted: 02 Aug 2014
Neville Francis, Laura Jackson Young and Michael Owyang
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Bentley University - Department of Economics and Federal Reserve Bank of St. Louis - Research Division
Downloads 80 (410,795)
Citation 8

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zero lower bound, affine term structure

8.

Does the United States Lead Foreign Business Cycles?

Review, Vol. 97, Issue 2, pp. 133-158, 2015
Number of pages: 26 Posted: 19 Aug 2015 Last Revised: 24 Jul 2019
Neville Francis, Michael Owyang and Daniel Soques
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Federal Reserve Bank of St. Louis - Research Division and University of North Carolina (UNC) at Wilmington
Downloads 79 (413,699)

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9.

The Dynamic Effects of State-Dependent Labor Adjustment Cost: Evidence from Brazil’s FGTS Policy

Number of pages: 61 Posted: 06 Dec 2018 Last Revised: 02 Jan 2020
Calebe Figueiredo and Neville Francis
University of North Carolina (UNC) at Chapel Hill, College of Arts and Sciences, Department of Economics, Students and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 66 (455,962)

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Labor adjustment cost, Informal labor markets, Bayesian DSGE

10.

The Local Effects of Monetary Policy

Federal Reserve Bank of Saint Louis Working Papers 2009-048
Number of pages: 44 Posted: 26 Sep 2009 Last Revised: 16 Feb 2013
Neville Francis, Michael Owyang and Tatevik Sekhposyan
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Federal Reserve Bank of St. Louis - Research Division and Texas A&M University - Department of Economics
Downloads 65 (459,450)
Citation 2

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monetary policy channels, Bayesian vector autoregression, Markov chain Monte Carlo model comparison

11.

An Endogenously Clustered Factor Approach to International Business Cycles

Number of pages: 32 Posted: 16 Jun 2012
Michael Owyang, Neville Francis and Ozge Savascin
Federal Reserve Bank of St. Louis - Research Division, University of North Carolina (UNC) at Chapel Hill - Department of Economics and affiliation not provided to SSRN
Downloads 48 (527,655)
Citation 8

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12.

Realistic Expectations and Limitations to Consumer-Facing Robo-tic Advisors

Number of pages: 56 Posted: 23 Dec 2019
Dirk Cotton and Neville Francis
Independent and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 40 (566,242)

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Robo-Advisors, Retirement Consumption, Terminal Portfolio, Monte Carlo Simulation, Underfunded Years and Scenarios

13.

Countercyclical Policy and the Speed of Recovery after Recessions

FRB of St. Louis Working Paper No. 2013-032C
Number of pages: 34 Posted: 26 Oct 2013 Last Revised: 01 Aug 2014
Neville Francis, Laura Jackson Young and Michael Owyang
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Bentley University - Department of Economics and Federal Reserve Bank of St. Louis - Research Division
Downloads 39 (571,295)
Citation 7

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jobless recovery, business cycles, survival analysis, variable selection

14.

What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?

FRB of St. Louis Working Paper No. 2004-002D
Number of pages: 31 Posted: 31 Jul 2005
Neville Francis, Michael Owyang and Athena T. Theodorou
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Federal Reserve Bank of St. Louis - Research Division and University of Missouri at Saint Louis - Department of Economics
Downloads 38 (576,421)
Citation 3

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Productivity, Taylor rule, capital adjustment costs, long-run restrictions

15.

Is the Technology-Driven Real Business Cycle Hypothesis Dead?

NBER Working Paper No. w8726
Number of pages: 50 Posted: 17 Jan 2002 Last Revised: 07 May 2022
Neville Francis and Valerie A. Ramey
University of North Carolina (UNC) at Chapel Hill - Department of Economics and University of California at San Diego
Downloads 38 (576,421)
Citation 1

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16.

Business Cycles Across Space and Time

FRB St. Louis Working Paper No. 2019-10
Number of pages: 47 Posted: 26 Mar 2019
Neville Francis, Michael Owyang and Daniel Soques
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Federal Reserve Bank of St. Louis - Research Division and University of North Carolina (UNC) at Wilmington
Downloads 33 (604,319)
Citation 1

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Markov-switching, time-varying transition probabilities, cluster analysis

17.

Measures of Per Capita Hours and Their Implications for the Technology-Hours Debate

NBER Working Paper No. w11694
Number of pages: 30 Posted: 20 Dec 2005 Last Revised: 16 Jun 2022
Neville Francis and Valerie A. Ramey
University of North Carolina (UNC) at Chapel Hill - Department of Economics and University of California at San Diego
Downloads 32 (610,122)
Citation 4

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18.

The Source of Historical Economic Fluctuations: An Analysis Using Long-Run Restrictions

NBER Working Paper No. w10631
Number of pages: 46 Posted: 20 Jul 2012 Last Revised: 19 Jan 2022
Neville Francis and Valerie A. Ramey
University of North Carolina (UNC) at Chapel Hill - Department of Economics and University of California at San Diego
Downloads 6 (815,982)
Citation 1

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