CEPR Webinar on Central Bank Communication and Information Effects
My slides for the CEPR Webinar on Central Bank Communication and Information Effects
Monitoring the Economy in Real-Time: Trends and Gaps in Real Activity and Prices
Paper on ArXiv A mixed-frequency semi-structural model is used for estimating unobservable quantities such as the output gap, the...
Identification with External Instruments in Structural VARs
Accepted Draft (November 2021) IV methods have become the leading approach to identify the effects of macroeconomic shocks. Conditions...
The ECB strategy: The 2021 review and its future
The CEPR Report "The ECB strategy: The 2021 review and its future" Download the the Book Our VoxEu blog piece From the CEPR website: The...
The Global Transmission of U.S. Monetary Policy
New Working Paper (February 2021) Slides for the NBER Summer Institute 2021 The US monetary policy propagates internationally by...
Information and Policy Shocks in Monetary Surprises
The GitHub Repository contains time series at monthly frequency of the high-frequency instruments for monetary policy and information...
Monetary-Fiscal Crosswinds in the European Monetary Union
BIS working paper VoxEu column "Fiscal-monetary crosswinds in the euro area: Conventional and unconventional shocks" SUERF Policy Note...
Bayesian Local Projections
We propose a Bayesian approach to Local Projections that optimally addresses the empirical bias-variance tradeoff inherent in the choice...
Discussion of "Assessing Central Bank Communication Through Monetary Policy Statements"
Discussion slides of "Assessing Central Bank Communication Through Monetary Policy Statements: Results for Colombia, Chile and Peru" by...
When is growth at risk?
Brookings Papers on Economic Activity Spring 2020 final draft and codes [Link] Slides [PDF] Conference Draft [PDF] This paper...
S. Miranda-Agrippino, G. Ricco - The Transmission of Monetary Policy Shocks
Final paper and replica codes published on AEJ:macro (Forthcoming) [Link] Monetary Policy Instrument [.xlsx] Replication Codes [.zip]...
A Model of the Fed’s View on Inflation
Accepted at the Review of Economics and Statistics Slides ECB-Cleveland Inflation Conference (May 2020) [PDF] New Draft (August 2020)...
