filippo ferroni

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Identifer

Contact

Affiliations

• Federal Reserve Bank of Chicago (weight: 1%)
  • EDIRC entry
  • location:
• Alma Mater Studiorum - Università di Bologna / Dipartimento di Scienze Economiche (weight: 99%)
  • EDIRC entry
  • location:

Research profile

author of:

• Mind the Gap! Stylized Dynamic Facts and Structural Models
  American Economic Journal: Macroeconomics, American Economic Association (2022)
  by Fabio Canova & Filippo Ferroni
  (ReDIF-article, aea:aejmac:v:14:y:2022:i:4:p:104-35)
• The dynamics of hours worked and technology
  Working Papers, Banco de España (2012)
  by Cristiano Cantore & Filippo Ferroni & Miguel A. León-Ledesma
  (ReDIF-paper, bde:wpaper:1238)
• Did Tax Policies mitigate US Business Cycles?
  Working papers, Banque de France (2010)
  by Jimborean, R. & Ferroni, F.
  (ReDIF-paper, bfr:banfra:296)
• Interpreting the Hours-Technology time-varying relationship
  Working papers, Banque de France (2011)
  by Cantore, C. & Ferroni, F. & Le n-Ledesma, M A.
  (ReDIF-paper, bfr:banfra:351)
• Choosing the variables to estimate singular DSGE models
  Working papers, Banque de France (2013)
  by Canova, F. & Ferroni, F. & Matthes, C.
  (ReDIF-paper, bfr:banfra:461)
• Euro Area business cycles in turbulent times: convergence or decoupling?
  Working papers, Banque de France (2014)
  by F. Ferroni & B. Klaus
  (ReDIF-paper, bfr:banfra:522)
• Approximating time varying structural models with time invariant structures
  Working papers, Banque de France (2015)
  by F. Canova & F. Ferroni & C. Matthes
  (ReDIF-paper, bfr:banfra:578)
• The Dynamics of US Inflation: Can Monetary Policy Explain the Changes?
  Working Papers, Barcelona School of Economics ()
  by Fabio Canova & Filippo Ferroni
  (ReDIF-paper, bge:wpaper:471)
• Multiple Filtering Devices for the Estimation of Cyclical DSGE Models
  Working Papers, Barcelona School of Economics (2015)
  by Filippo Ferroni & Fabio Canova
  (ReDIF-paper, bge:wpaper:498)
• Approximating time varying structural models with time invariant structures
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2016)
  by Fabio Canova & Filippo Ferroni & Christian Matthes
  (ReDIF-paper, bny:wpaper:0041)
• Mind the gap! Stylized dynamic facts and structural models
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2018)
  by Fabio Canova & Filippo Ferroni
  (ReDIF-paper, bny:wpaper:0071)
• The missing link: monetary policy and the labor share
  Bank of England working papers, Bank of England (2020)
  by Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel
  (ReDIF-paper, boe:boeewp:0857)
• A tail of labour supply and a tale of monetary policy
  Bank of England working papers, Bank of England (2022)
  by Cantore, Cristiano & Ferroni, Filippo & Mumtaz, Hroon & Theophilopoulou, Angeliki
  (ReDIF-paper, boe:boeewp:0989)
• Trend Agnostic One-Step Estimation of DSGE Models
  The B.E. Journal of Macroeconomics, De Gruyter (2011)
  by Ferroni Filippo
  (ReDIF-article, bpj:bejmac:v:11:y:2011:i:1:n:25)
• The Missing Link: Monetary policy and the labor share
  Discussion Papers, Centre for Macroeconomics (CFM) (2018)
  by Cristiano Cantore & Filippo Ferroni & Miguel A. Leon-Ledesma
  (ReDIF-paper, cfm:wpaper:1829)
• A tail of labor supply and a tale of monetary policy
  Discussion Papers, Centre for Macroeconomics (CFM) (2023)
  by Cristiano Cantore & Filippo Ferroni & Haroon Mumtaz & Angeliki Theophilopoulou
  (ReDIF-paper, cfm:wpaper:2308)
• Approximating time varying structural models with time invariant structures
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
  by Canova, Fabio & Ferroni, Filippo & Matthes, Christian
  (ReDIF-paper, cpr:ceprdp:10803)
• The Missing Link: Monetary Policy and The Labor Share
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
  by León-Ledesma, Miguel & Cantore, Cristiano & Ferroni, Filippo
  (ReDIF-paper, cpr:ceprdp:13551)
• The Limits of Forward Guidance
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
  by Melosi, Leonardo & Campbell, Jeffrey & Ferroni, Filippo & Fisher, Jonas
  (ReDIF-paper, cpr:ceprdp:13612)
• Mind the gap! Stylized dynamic facts and structural models
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
  by Canova, Fabio & Ferroni, Filippo
  (ReDIF-paper, cpr:ceprdp:13948)
• A hitchhiker guide to empirical macro models
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
  by Canova, Fabio & Ferroni, Filippo
  (ReDIF-paper, cpr:ceprdp:15446)
• Unusual Shocks in our Usual Models
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
  by Ferroni, Filippo & Fisher, Jonas & Melosi, Leonardo
  (ReDIF-paper, cpr:ceprdp:17830)
• Choosing the variables to estimate singular DSGE models
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
  by Canova, Fabio & Ferroni, Filippo & Matthes, Christian
  (ReDIF-paper, cpr:ceprdp:9381)
• Euro area business cycles in turbulent times: convergence or decoupling?
  Working Paper Series, European Central Bank (2015)
  by Klaus, Benjamin & Ferroni, Filippo
  (ReDIF-paper, ecb:ecbwps:20151819)
• Multiple filtering devices for the estimation of cyclical DSGE models
  Quantitative Economics, Econometric Society (2011)
  by Fabio Canova & Filippo Ferroni
  (ReDIF-article, ecm:quante:v:2:y:2011:i:1:p:73-98)
• The dynamics of hours worked and technology
  Journal of Economic Dynamics and Control, Elsevier (2017)
  by Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel A.
  (ReDIF-article, eee:dyncon:v:82:y:2017:i:c:p:67-82)
• Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model
  Economic Modelling, Elsevier (2019)
  by Albonico, Alice & Calés, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo Maria & Raciborski, Rafal
  (ReDIF-article, eee:ecmode:v:81:y:2019:i:c:p:242-273)
• The dynamics of US inflation: Can monetary policy explain the changes?
  Journal of Econometrics, Elsevier (2012)
  by Canova, Fabio & Ferroni, Filippo
  (ReDIF-article, eee:econom:v:167:y:2012:i:1:p:47-60)
• The limits of forward guidance
  Journal of Monetary Economics, Elsevier (2019)
  by Campbell, Jeffrey R. & Ferroni, Filippo & Fisher, Jonas D.M. & Melosi, Leonardo
  (ReDIF-article, eee:moneco:v:108:y:2019:i:c:p:118-134)
• Delphic and odyssean monetary policy shocks: Evidence from the euro area
  Journal of Monetary Economics, Elsevier (2021)
  by Andrade, Philippe & Ferroni, Filippo
  (ReDIF-article, eee:moneco:v:117:y:2021:i:c:p:816-832)
• Unusual shocks in our usual models
  Journal of Monetary Economics, Elsevier (2024)
  by Ferroni, Filippo & Fisher, Jonas D.M. & Melosi, Leonardo
  (ReDIF-article, eee:moneco:v:147:y:2024:i:c:s0304393224000515)
• The missing link: monetary policy and the labor share
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018)
  by Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel A.
  (ReDIF-paper, ehl:lserod:90873)
• The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries
  European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2019)
  by Alice Albonico & Ludovic Calés & Roberta Cardani & Olga Croitorov & Fabio Di Dio & Filippo Ferroni & Massimo Giovannini & Stefan Hohberger & Beatrice Pataracchia & Filippo Pericoli & Philipp Pfeiffer
  (ReDIF-paper, euf:dispap:102)
• Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area
  Working Papers, Federal Reserve Bank of Boston (2019)
  by Philippe Andrade & Filippo Ferroni
  (ReDIF-paper, fip:fedbwp:87411)
• Higher-order Moment Inequality Restrictions for SVARs
  Working Papers, Federal Reserve Bank of Boston (2025)
  by Philippe Andrade & Filippo Ferroni & Leonardo Melosi
  (ReDIF-paper, fip:fedbwp:99752)
• The Macroeconomic Effects of the 2018 Bipartisan Budget Act
  Economic Perspectives, Federal Reserve Bank of Chicago (2019)
  by Jeffrey R. Campbell & Filippo Ferroni & Jonas D. M. Fisher & Leonardo Melosi
  (ReDIF-article, fip:fedhep:00035)
• How Interconnected Are Cryptocurrencies and What Does This Mean for Risk Management
  Chicago Fed Letter, Federal Reserve Bank of Chicago (2022)
  by Filippo Ferroni
  (ReDIF-article, fip:fedhle:93855)
• What Is the Impact of Monetary Policy on Households’ Desired Labor Supply?
  Chicago Fed Letter, Federal Reserve Bank of Chicago (2022)
  by Cristiano Cantore & Filippo Ferroni & Haroon Mumtaz & Angeliki Theophilopoulou
  (ReDIF-article, fip:fedhle:94742)
• How Tight is U.S. Monetary Policy
  Chicago Fed Letter, Federal Reserve Bank of Chicago (2023)
  by Filippo Ferroni & Jonas D. M. Fisher & Leonardo Melosi
  (ReDIF-article, fip:fedhle:95951)
• Mind the gap! Stylized Dynamic Facts and Structural Models
  Working Paper Series, Federal Reserve Bank of Chicago (2020)
  by Fabio Canova & Filippo Ferroni
  (ReDIF-paper, fip:fedhwp:92540)
• A Hitchhiker’s Guide to Empirical Macro Models
  Working Paper Series, Federal Reserve Bank of Chicago (2021)
  by Fabio Canova & Filippo Ferroni
  (ReDIF-paper, fip:fedhwp:93029)
• Usual Shocks in our Usual Models
  Working Paper Series, Federal Reserve Bank of Chicago (2022)
  by Filippo Ferroni & Jonas D. M. Fisher & Leonardo Melosi
  (ReDIF-paper, fip:fedhwp:95171)
• Identification Using Higher-Order Moments Restrictions
  Working Paper Series, Federal Reserve Bank of Chicago (2023)
  by Philippe Andrade & Filippo Ferroni & Leonardo Melosi
  (ReDIF-paper, fip:fedhwp:96666)
• The Chicago Fed DSGE Model: Version 2
  Working Paper Series, Federal Reserve Bank of Chicago (2023)
  by Jeffrey R. Campbell & Filippo Ferroni & Jonas D. M. Fisher & Leonardo Melosi
  (ReDIF-paper, fip:fedhwp:97211)
• Selecting Primal Innovations in DSGE models
  Working Paper Series, Federal Reserve Bank of Chicago (2017)
  by Filippo Ferroni & Stefano Grassi & Miguel A. León-Ledesma
  (ReDIF-paper, fip:fedhwp:wp-2017-20)
• Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area
  Working Paper Series, Federal Reserve Bank of Chicago (2018)
  by Philippe Andrade & Filippo Ferroni
  (ReDIF-paper, fip:fedhwp:wp-2018-12)
• The limits of forward guidance
  Working Paper Series, Federal Reserve Bank of Chicago (2019)
  by Jeffrey R. Campbell & Filippo Ferroni & Jonas D. M. Fisher & Leonardo Melosi
  (ReDIF-paper, fip:fedhwp:wp-2019-03)
• Approximating Time Varying Structural Models With Time Invariant Structures
  Working Paper, Federal Reserve Bank of Richmond (2015)
  by Fabio Canova & Filippo Ferroni & Christian Matthes
  (ReDIF-paper, fip:fedrwp:15-10)
• Mind the gap! Stylized dynamic facts and structural models
  Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2019)
  by Canova, Fabio & Ferroni, Filippo
  (ReDIF-paper, hhs:rbnkwp:0378)
• The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries
  JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission (2017)
  by Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat
  (ReDIF-paper, jrs:wpaper:201710)
• The Missing Link: Monetary Policy and The Labor Share
  Journal of the European Economic Association, European Economic Association (2021)
  by Cristiano Cantore & Filippo Ferroni & Miguel León-Ledesma
  (ReDIF-article, oup:jeurec:v:19:y:2021:i:3:p:1592-1620.)
• Trend agnostic one step estimation of DSGE models
  MPRA Paper, University Library of Munich, Germany (2009)
  by Ferroni, Filippo
  (ReDIF-paper, pra:mprapa:14550)
• Approximating time varying structural models with time invariant structures
  2016 Meeting Papers, Society for Economic Dynamics (2016)
  by Filippo Ferroni & Christian Matthes & Fabio Canova
  (ReDIF-paper, red:sed016:46)
• Fundamental shock selection in DSGE models
  2016 Meeting Papers, Society for Economic Dynamics (2016)
  by Stefano Grassi & Miguel Leon-Ledesma & Filippo Ferroni
  (ReDIF-paper, red:sed016:47)
• Delphic and Odyssean monetary policy shocks: Evidence from the euro-area
  2018 Meeting Papers, Society for Economic Dynamics (2018)
  by Filippo Ferroni
  (ReDIF-paper, red:sed018:60)
• The limits of forward guidance
  2019 Meeting Papers, Society for Economic Dynamics (2019)
  by Jeffrey Campbell & Filippo Ferroni & Jonas Fisher & Leonardo Melosi
  (ReDIF-paper, red:sed019:1109)
• Commentary on MEDEA: A DSGE model for the Spanish economy
  SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association (2010)
  by Filippo Ferroni
  (ReDIF-article, spr:series:v:1:y:2010:i:1:p:245-249)
• Delphic and Odyssean monetary policy shocks: Evidence from the euro-area
  School of Economics Discussion Papers, School of Economics, University of Surrey (2016)
  by Philippe Andrade & Filippo Ferroni
  (ReDIF-paper, sur:surrec:1216)
• Euro Area business cycles in turbulent times: convergence or decoupling?
  Applied Economics, Taylor & Francis Journals (2015)
  by Filippo Ferroni & Benjamin Klaus
  (ReDIF-article, taf:applec:v:47:y:2015:i:34-35:p:3791-3815)
• Interpreting the Hours-Technology time-varying relationship
  Studies in Economics, School of Economics, University of Kent (2012)
  by Cristiano Cantore & Filippo Ferroni & Miguel A León-Ledesma
  (ReDIF-paper, ukc:ukcedp:1201)
• Fundamental shock selection in DSGE models
  Studies in Economics, School of Economics, University of Kent (2015)
  by Filippo Ferroni & Stefano Grassi & Miguel A. Leon-Ledesma
  (ReDIF-paper, ukc:ukcedp:1508)
• The Missing Link: Monetary Policy and The Labor Share
  Studies in Economics, School of Economics, University of Kent (2018)
  by Cristiano Cantore & Filippo Ferroni & Miguel A. Leon-Ledesma
  (ReDIF-paper, ukc:ukcedp:1808)
• Multiple filtering devices for the estimation of cyclical DSGE models
  Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2009)
  by Fabio Canova & Filippo Ferroni
  (ReDIF-paper, upf:upfgen:1135)
• The dynamics of US inflation: Can monetary policy explain the changes?
  Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2010)
  by Fabio Canova & Filippo Ferroni
  (ReDIF-paper, upf:upfgen:1241)
• Detecting And Analyzing The Effects Of Time‐Varying Parameters In Dsge Models
  International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2020)
  by Fabio Canova & Filippo Ferroni & Christian Matthes
  (ReDIF-article, wly:iecrev:v:61:y:2020:i:1:p:105-125)
• Choosing The Variables To Estimate Singular Dsge Models
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014)
  by Fabio Canova & Filippo Ferroni & Christian Matthes
  (ReDIF-article, wly:japmet:v:29:y:2014:i:7:p:1099-1117)
• Selecting structural innovations in DSGE models
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019)
  by Filippo Ferroni & Stefano Grassi & Miguel A. León‐Ledesma
  (ReDIF-article, wly:japmet:v:34:y:2019:i:2:p:205-220)
• Higher-Order Moment Inequality Restrictions for SVARs
  The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2024)
  by Andrade, Philippe & Ferroni, Filippo & Melosi, Leonardo
  (ReDIF-paper, wrk:warwec:1537)