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Francisco Vazquez-Grande
Francisco Vazquez-Grande
Verified email at frb.gov - Homepage
Title
Cited by
Cited by
Year
Testing multivariate uniformity: The distance‐to‐boundary method
JR Berrendero, A Cuevas, F Vjosázquez‐grande
Canadian Journal of Statistics 34 (4), 693-707, 2006
322006
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
302019
Nominal rigidities and the term structures of equity and bond returns
P Lopez, D Lopez-Salido, F Vazquez-Grande
FEDS Working Paper, 2015
252015
Measuring the natural rate of interest: Alternative specifications
KF Lewis, F Vazquez-Grande
Finance and Economics Discussion Series 59, 2017
242017
The Stock Market–Real Economy" Disconnect": A Closer Look
A Chen, M Ibert, F Vazquez-Grande
102020
Monetary policy, inflation outlook, and recession probabilities
A Ajello, L Benzoni, M Schwinn, Y Timmer, F Vazquez-Grande
Economic Perspectives, 2022
82022
Exponential-affine approximations of macro-finance models
P Lopez, D Lopez-Salido, F Vazquez-Grande
mimeo, Banque de France, 2015
62015
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unpublished paper, Federal Reserve Board and Banque de France, 2014
62014
More than words: Twitter chatter and financial market sentiment
T Adams, A Ajello, D Silva, F Vazquez-Grande
arXiv preprint arXiv:2305.16164, 2023
52023
Risk-adjusted linearizations of dynamic equilibrium models
P Lopez, D Lopez-Salido, F Vazquez-Grande
Banque de France Working Paper, 2018
52018
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
32022
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
22013
Effects of learning the long-run asset pricing model
F Vazquez-Grande
Unpublished working paper, University of Chicago, 2009
22009
Combining forecasts: Can machines beat the average?
T Pike, F Vazquez-Grande
Available at SSRN 3691117, 2020
12020
Out-of-Sample Performance of Recession Probability Models
T Pike, F Vazquez-Grande
12019
Macro-Finance Separation by Force of Habit
JD Lopez-Salido, F Vazquez-Grande, P Lopez
2015 Meeting Papers, 2015
12015
Are Stocks Pricing in Recession Risks? Evidence from Dividend Futures
M Ibert, B Knox, F Vazquez-Grande
2022
Sources of Fluctuations in Short-Term Yields and Recession Probabilities
A Ajello, L Benzoni, M Schwinn, Y Timmer, F Vazquez-Grande
Available at SSRN 4179525, 2022
2022
Appendix for: Measuring the Natural Rate of Interest: a Note on Transitory Shocks
KF Lewis, F Vazquez-Grande
2018
Nominal Rigidities and the Term Structures of Equity and Bond Returns
JD López-Salido, F Vazquez-Grande
Board of Governors of the Federal Reserve System (US), 2015
2015
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