Filippo Ferroni

Research Papers

Working Papers and works in progress:

The Limits of Forward Guidance (2018), with J. Campbell, J. Fisher and L. Melosi

Mind the Gap! Stylized dynamic facts and structural models (2018), with C. Canova

The Missing Link: Monetary Policy and the Labor share (2018), with C. Cantore and M. Leon-Ledesma 

Delphic and Odyssean monetary policy shocks: Evidence from the euro-area (2016), with P. Andrade

Domestic and Global Inflation (2015), with B. Mojon

Did the tax polity mitigate the US business cycles ? (2010) WP BdF n. 296.

 

Publications:

Detecting and Analyzing the Effects of Time-Varying Parameters in DSGE Models (2019) with F. Canova and C. Matthes. Accepted at International Economic Review

Comparing post-crisis dynamics across Euro Area countries with the Global-Multi country model (2019), Economic Modelling. Forthcoming, with A. Albonico, L. Cales, R. Cardani, O. Croitorov, M. Giovannini, S. Hohberger, B. Pataracchia, F. Pericoli, R. Raciborski, W. Roeger, L. Vogel.

Selecting Structural Innovations in DSGE models (2019) with S. Grassi and M. Leon-Ledesma. Journal of Applied Econometrics vol. 34(2), pages 205-220, March.Link to  Online Appendix

The Dynamics of Hours Worked and Technology (2017); Journal of Economic Dynamics and Control, vol. 82(C), pages 67-82, with C. Cantore, M. Leon-Ledesma.

The Euro Area business cycles in turbulent times: convergence or decoupling? (2015), Applied Economics, Vol. 47 with B. Klaus.

Choosing the variables to estimate singular DSGE models (2014), Journal of Applied Econometrics Vol. 29(7) with F. Canova and C. Matthes,

The dynamics of US inflation: can monetary policy explain the changes ? (2012) Journal of Econometrics, Vol. 167, with F. Canova.

Trend agnostic one-step estimation of DSGE models (2011), The B.E. Journal of Macroeconomics, Vol 11, Issue 1 (Advances), Article 25.

Multiple filtering devices for the estimation of cyclical DSGE models (2011), Quantitative Economics, Volume 2, Issue 1, with F. Canova. (Appendix)

Comments on MEDEA: A DSGE model for the Spanish Economy (2010), Journal of the Spanish Economic Association, Volume 1, Numbers 1-2.