Francesca Loria | Research

Published and Forthcoming Papers

Assessing Macroeconomic Tail Risk (2025) with Christian Matthes and Donghai Zhang

The Economic Journal SSRN

Inflation at Risk (2024) with David López-Salido

Journal of Monetary Economics SSRN

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 SSRN

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 SSRN

Economic Theories and Macroeconomic Reality (2022) with Christian Matthes and Mu-Chun Wang

Journal of Monetary Economics SSRN

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" SSRN

Working Papers

Understanding Growth-at-Risk: A Markov Switching Approach SSRN
with Dario Caldara, Danilo Cascaldi-Garcia and Pablo Cuba-Borda

Monetary Policy and the Distribution of Income: Evidence from U.S. Metropolitan Areas
with Giovanni Favara and Egon Zakrajšek

Work in Progress

Flexible Priors and Restrictions in Structural Vector Autoregressions
with Christiane Baumeister and Junior Maih

Financial Market Effects of FOMC Communication: Evidence from a New Event-Study Database
with Miguel Acosta, Andrea Ajello, Michael Bauer and Silvia Miranda-Agrippino

FEDS Notes and Other Publications

Is Trend Inflation at Risk of Becoming Unanchored? The Role of Inflation Expectations (2022) with Danilo Cascaldi-Garcia and David López-Salido
FEDS Note

Idleness, Returns to Education and Child Labor (2012) with José Raimundo Carvalho and Emerson Marinho
Revista Brasileira de Economia (RBE)