Follow
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
312006
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
262015
Measuring the natural rate of interest: Alternative specifications
KF Lewis, F Vazquez-Grande
Finance and Economics Discussion Series 59, 2017
212017
More than words: Twitter chatter and financial market sentiment
T Adams, A Ajello, D Silva, F Vazquez-Grande
arXiv preprint arXiv:2305.16164, 2023
112023
The Stock Market–Real Economy" Disconnect": A Closer Look
A Chen, M Ibert, F Vazquez-Grande
112020
Monetary policy, inflation outlook, and recession probabilities
A Ajello, L Benzoni, M Schwinn, Y Timmer, F Vazquez-Grande
Economic Perspectives, 2022
82022
Risk-adjusted linearizations of dynamic equilibrium models
P Lopez, D Lopez-Salido, F Vazquez-Grande
Banque de France Working Paper, 2018
72018
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unpublished paper, Federal Reserve Board and Banque de France, 2014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
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
The Stock Market–Real Economy
AY Chen, M Ibert, F Vazquez-Grande
FEDS Notes, 14-2, 2020
22020
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Unpublished working paper, University of Chicago, 2009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
The Drivers of r*: Accounting for Treasuries' Convenience Yield
B Szoke, F Vazquez-Grande, I Xavier
Available at SSRN 4828053, 2024
12024
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
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
The system can't perform the operation now. Try again later.
Articles 1–20