default author photo

Renato Faccini

Danmarks Nationalbank

Havnegade 5

DK-1093 Copenhagen K

Denmark

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 24,570

SSRN RANKINGS

Top 24,570

in Total Papers Downloads

5,152

TOTAL CITATIONS
Rank 11,669

SSRN RANKINGS

Top 11,669

in Total Papers Citations

140

Scholarly Papers (8)

1.

Dissecting Climate Risks: Are they Reflected in Stock Prices?

Number of pages: 70 Posted: 03 Mar 2021 Last Revised: 08 Apr 2023
Danmarks Nationalbank, PFA Asset Management and University of Piraeus - Department of Banking and Financial ManagementQueen Mary, University of London, School of Economics and Finance
Downloads 3,896 (7,053)
Citation 120

Abstract:

Loading...

Physical and transition climate risks, Latent Dirichlet Allocation, Cross-section of stock returns, Textual analysis

2.

A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion

Number of pages: 57 Posted: 17 May 2017 Last Revised: 10 Jan 2018
Danmarks Nationalbank, The University of Manchester - Manchester Business School, University of Piraeus - Department of Banking and Financial ManagementQueen Mary, University of London, School of Economics and Finance and University of Piraeus
Downloads 671 (97,378)
Citation 15

Abstract:

Loading...

Option prices, Risk aversion, Risk-neutral moments, Real Economic Activity, Production economy model

3.
Downloads 269 (282,737)

Bad Jobs and Low Inflation

FRB of Chicago Working Paper No. 2020-09
Number of pages: 59 Posted: 04 May 2020 Last Revised: 18 Feb 2021
Renato Faccini and Leonardo Melosi
Danmarks Nationalbank and Federal Reserve Bank of Chicago
Downloads 267 (282,555)

Abstract:

Loading...

Missing inflation, job ladder, cyclical misallocation, labor market slack, Phillips curve

Bad Jobs and Low Inflation

CEPR Discussion Paper No. DP13628
Number of pages: 61 Posted: 01 Apr 2019 Last Revised: 11 Feb 2021
Renato Faccini and Leonardo Melosi
Danmarks Nationalbank and Federal Reserve Bank of Chicago
Downloads 2 (1,657,086)
  • Add to Cart

Abstract:

Loading...

4.

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

FRB of Chicago Working Paper No. WP 2020-13
Number of pages: 34 Posted: 19 May 2020 Last Revised: 16 Jun 2021
Francesco Bianchi, Renato Faccini and Leonardo Melosi
Johns Hopkins University, Danmarks Nationalbank and Federal Reserve Bank of Chicago
Downloads 142 (521,245)

Abstract:

Loading...

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

5.

The Importance of Hiring Frictions in Business Cycles

IZA Discussion Paper No. 12889
Number of pages: 68 Posted: 28 Jan 2020 Last Revised: 18 Nov 2021
Renato Faccini and Eran Yashiv
Danmarks Nationalbank and Tel Aviv University - Eitan Berglas School of Economics
Downloads 75 (844,901)
Citation 2

Abstract:

Loading...

propagation and amplification, confluence of hiring and price frictions, business cycles, intertemporal allocation, hiring as investment, mark up cyclicality

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

NBER Working Paper No. w27112
Number of pages: 34 Posted: 12 May 2020 Last Revised: 07 Aug 2022
Francesco Bianchi, Renato Faccini and Leonardo Melosi
Johns Hopkins University, Danmarks Nationalbank and Federal Reserve Bank of Chicago
Downloads 70 (887,392)

Abstract:

Loading...

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

CEPR Discussion Paper No. DP14720
Number of pages: 40 Posted: 20 May 2020 Last Revised: 09 Nov 2021
Francesco Bianchi, Renato Faccini and Leonardo Melosi
Johns Hopkins University, Danmarks Nationalbank and Federal Reserve Bank of Chicago
Downloads 4 (1,646,315)
Citation 3
  • Add to Cart

Abstract:

Loading...

COVID, emergency budget, Fiscal policy, monetary policy, shock specific rule

7.

Pigouvian Cycles

CEPR Discussion Paper No. DP13370
Number of pages: 69 Posted: 11 Dec 2018 Last Revised: 08 Apr 2019
Renato Faccini and Leonardo Melosi
Danmarks Nationalbank and Federal Reserve Bank of Chicago
Downloads 23 (1,436,435)
  • Add to Cart

Abstract:

Loading...

Bayesian estimation, employment gap, Identification of shocks, labor market trends, noise shocks, TFP news, the Great Recession

8.

The Hiring Frictions and Price Frictions Nexus in Business Cycle Models

CEPR Discussion Paper No. DP11639
Number of pages: 57 Posted: 22 Nov 2016
Renato Faccini and Eran Yashiv
Danmarks Nationalbank and Tel Aviv University - Eitan Berglas School of Economics
Downloads 2 (1,584,314)
  • Add to Cart

Abstract:

Loading...

hiring frictions; price frictions; business cycles; New Classical model, Mortensen and Pissarides (DMP) model; technology shocks; monetary policy shocks; endogenous wage rigidity., New- Keynesian model; Diamond