Testing multivariate uniformity: The distance‐to‐boundary method JR Berrendero, A Cuevas, F Vjosázquez‐grande Canadian Journal of Statistics 34 (4), 693-707, 2006 | 31 | 2006 |
Measuring the natural rate of interest: A note on transitory shocks KF Lewis, F Vazquez‐Grande Journal of Applied Econometrics 34 (3), 425-436, 2019 | 30 | 2019 |
Nominal rigidities and the term structures of equity and bond returns P Lopez, D Lopez-Salido, F Vazquez-Grande FEDS Working Paper, 2015 | 26 | 2015 |
Measuring the natural rate of interest: Alternative specifications KF Lewis, F Vazquez-Grande Finance and Economics Discussion Series 59, 2017 | 21 | 2017 |
More than words: Twitter chatter and financial market sentiment T Adams, A Ajello, D Silva, F Vazquez-Grande arXiv preprint arXiv:2305.16164, 2023 | 11 | 2023 |
The Stock Market–Real Economy" Disconnect": A Closer Look A Chen, M Ibert, F Vazquez-Grande | 11 | 2020 |
Monetary policy, inflation outlook, and recession probabilities A Ajello, L Benzoni, M Schwinn, Y Timmer, F Vazquez-Grande Economic Perspectives, 2022 | 8 | 2022 |
Risk-adjusted linearizations of dynamic equilibrium models P Lopez, D Lopez-Salido, F Vazquez-Grande Banque de France Working Paper, 2018 | 7 | 2018 |
Exponential-affine approximations of macro-finance models P Lopez, D Lopez-Salido, F Vazquez-Grande mimeo, Banque de France, 2015 | 6 | 2015 |
Macro-finance separation by force of habit P Lopez, JD López-Salido, F Vazquez-Grande unpublished paper, Federal Reserve Board and Banque de France, 2014 | 6 | 2014 |
Accounting for risk in a linearized solution: How to approximate the risky steady state and around it P Lopez, D Lopez-Salido, F Vazquez-Grande FRB of Cleveland Working Paper, 2022 | 3 | 2022 |
The Stock Market–Real Economy AY Chen, M Ibert, F Vazquez-Grande FEDS Notes, 14-2, 2020 | 2 | 2020 |
Assessing the Risk of a Substantial Increase in Long-term Interest Rates S D’Amico, J Egelhof, S Friedman, M Kiley, D Kim, M Priebsch, M Raskin, ... memo, Board of Governors of the Federal Reserve System (US), 2013 | 2 | 2013 |
Effects of learning the long-run asset pricing model F Vazquez-Grande Unpublished working paper, University of Chicago, 2009 | 2 | 2009 |
The Drivers of r*: Accounting for Treasuries' Convenience Yield B Szoke, F Vazquez-Grande, I Xavier Available at SSRN 4828053, 2024 | 1 | 2024 |
Combining forecasts: Can machines beat the average? T Pike, F Vazquez-Grande Available at SSRN 3691117, 2020 | 1 | 2020 |
Out-of-Sample Performance of Recession Probability Models T Pike, F Vazquez-Grande | 1 | 2019 |
Macro-Finance Separation by Force of Habit JD Lopez-Salido, F Vazquez-Grande, P Lopez 2015 Meeting Papers, 2015 | 1 | 2015 |
Convenience Yield as a Driver of r B Szoke, I Xavier, F Vazquez-Grande | | 2024 |
Convenience Yield as a Driver of r B Szőke, I Xavier, F Vazquez-Grande FEDS Notes, 03-1, 2024 | | 2024 |