Francesca Loria
Working Papers
Financial Market Effects of FOMC Communication: Evidence from a New Event-Study Database R&R JME
with Miguel Acosta, Andrea Ajello, Michael Bauer and Silvia Miranda-Agrippino
Accounting for Uncertainty and Risks in Monetary Policy
with Michael Bauer, Travis Berge, Giuseppe Fiori and Molin Zhong
Monetary Policy and the Distribution of Income: Evidence from U.S. Metropolitan Areas
with Giovanni Favara and Egon Zakrajšek
Endogenous Macroeconomic Risk in Regime-Switching Environments (coming soon)
with Danilo Cascaldi-Garcia and Pablo Cuba-Borda
Work in Progress
Flexible Priors and Restrictions in Structural Vector Autoregressions
with Christiane Baumeister and Junior Maih
Structural Outlook-at-Risk: A Model-Based Approach to Macroeconomic Tail Risks
with Junior Maih
Optimized Simple Monetary Rules in Constant and Regime Switching Environments
with Junior Maih and Marco Ratto
(Mis-)Identification of the Drivers of Inflation: Supply, Demand, or Both?
with Christiane Baumeister and Leonard Mühlenweg
Testing Growth-at-Risk
with Francesco Furno, Domenico Giannone, Leonardo Iania and Christian Schulz
Monitoring and Forecasting Macro Risk
with Tobias Adrian, Nina Boyarchenko, Francesco Furno, Domenico Giannone, Leonardo Iania, Michele Lenza, Cecilia Melo Fernandes and Sergio Sola
Published and Forthcoming Papers
Assessing Macroeconomic Tail Risk (2025)
with Christian Matthes and Donghai Zhang
The Economic Journal
Inflation at Risk (2024)
with David López-Salido
Journal of Monetary Economics
Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis (2023)
with Knut Are Aastveit and Francesco Furlanetto
Review of Economics and Statistics
Business Cycle Accounting: What Have We Learned So Far? (2023)
with Pedro Brinca and João Costa-Filho
Journal of Economic Surveys
What is Certain about Uncertainty? (2023)
with Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, John Rogers, Deepa Datta, Thiago Ferreira, Olesya Grishchenko, Mohammad R. Jahan-Parvar, Sai Ma, Marius Rodriguez and Ilknur Zer
Journal of Economic Literature
Economic Theories and Macroeconomic Reality (2022)
with Christian Matthes and Mu-Chun Wang
Journal of Monetary Economics
On Identification Issues in Business Cycle Accounting Models (2022)
with Pedro Brinca and Nikolay Iskrev
Advances in Econometrics Volume 46 "Essays in Honor of Fabio Canova"