A Model of the Fed’s View on InflationAccepted at the Review of Economics and Statistics Slides ECB-Cleveland Inflation Conference (May 2020) [PDF] New Draft (August 2020)...
Deep Dynamic Factor ModelsVery First Draft [ArXiv] Slides: We propose a novel deep neural net framework -- that we refer to as Deep Dynamic Factor Model (D2FM)...
Financial Variables as Predictors of Real Growth VulnerabilitySlides for the 5th Annual Macroprudential Conference: Macroprudential, June 2019 in Eltville [PDF] Working Paper [PDF] We evaluate...
S. Miranda-Agrippino, G. Ricco - Unsurprising Shocks: Information, Premia, and the Monetary TransmisSlides [PDF] Central banks’ decisions are a function of forecasts of macroeconomic fundamentals. Because private sector forecasts may...