Francesca Loria

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

10

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945

SSRN CITATIONS
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Top 45,850

in Total Papers Citations

9

CROSSREF CITATIONS

6

Scholarly Papers (10)

1.
Downloads 485 ( 76,931)
Citation 3

What is Certain About Uncertainty?

Number of pages: 73 Posted: 07 Aug 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve SystemBoard of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
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What is Certain About Uncertainty?

Journal of Economic Literature, Forthcoming
Number of pages: 45 Posted: 02 Aug 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve SystemBoard of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 96 (351,617)
Citation 3

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global risk, uncertainty, volatility, crises, economic policy, monetary policy, downside risk, transmission.

2.
Downloads 192 (204,746)
Citation 2

Assessing Macroeconomic Tail Risk

FRB Richmond Working Paper No. 19-10
Number of pages: 22 Posted: 19 Apr 2019 Last Revised: 30 May 2019
Francesca Loria, Christian Matthes and Donghai Zhang
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Richmond and Institute for Macroeconomics and Econometrics - University of Bonn
Downloads 143 (263,502)

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macroeconomic risk, shocks, local projections

Assessing Macroeconomic Tail Risk

FEDS Working Paper No. 2019-026
Number of pages: 21 Posted: 16 Apr 2019
Francesca Loria, Christian Matthes and Donghai Zhang
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Richmond and Institute for Macroeconomics and Econometrics - University of Bonn
Downloads 26 (636,007)
Citation 2

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Macroeconomic risk, Shocks, Local projections

Assessing Macroeconomic Tail Risk

Number of pages: 47 Posted: 10 Jan 2022
Francesca Loria, Christian Matthes and Donghai Zhang
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Richmond and Institute for Macroeconomics and Econometrics - University of Bonn
Downloads 23 (658,369)

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Macroeconomic Risk, Shocks, Local Projections

Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis

Banco de Espana Working Paper No. 1713
Number of pages: 34 Posted: 06 Apr 2017
Norges Bank, Norges Bank and Board of Governors of the Federal Reserve System
Downloads 65 (442,726)
Citation 2

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Bayesian VAR, time-varying parameters, monetary policy, house prices, stock market

Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis

Norges Bank Working Paper 01/2017
Number of pages: 28 Posted: 20 Apr 2017
Norges Bank, Norges Bank and Board of Governors of the Federal Reserve System
Downloads 53 (489,320)
Citation 2

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Bayesian VAR, Time-varying parameters, Monetary policy, House prices, Stock market

4.

Inflation at Risk

FEDS Working Paper No. 2020-013 https://doi.org/10.17016/FEDS.2020.013
Number of pages: 65 Posted: 14 May 2020
David Lopez-Salido and Francesca Loria
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 109 (320,687)

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Quantile regression; Inflation risks

5.

Inflation at Risk

Number of pages: 94
Francesca Loria and David Lopez-Salido
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 26

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C21, C53, E31, E44

6.

Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis

Review of Economics and Statistics, Forthcoming
Number of pages: 28
Board of Governors of the Federal Reserve System, Norges Bank and Norges Bank
Downloads 9

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Time-varying VAR, Monetary policy, House prices, Stock market

7.

Understanding Growth-at-Risk: A Markov Switching Approach

Number of pages: 72
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
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Growth-at-Risk, Regime-Switching Regression, Quantile Regression

8.

On Identification Issues in Business Cycle Accounting Models

Advances in Econometrics Volume 46 "Essays in Honor of Fabio Canova"
Posted: 27 Dec 2021
Francesca Loria, Pedro Brinca and Nikolay I. Iskrev
Board of Governors of the Federal Reserve System, Nova School of Business and Economics and Bank of Portugal - Economic Research Department

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Business Cycle Accounting, Identification, Maximum Likelihood Estimation

9.

Economic Theories and Macroeconomic Reality

Journal of Monetary Economics, Forthcoming
Posted: 27 Dec 2021
Francesca Loria, Christian Matthes and Mu-Chun Wang
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Richmond and Deutsche Bundesbank - Research Centre

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Bayesian Inference, Misspecification, Heterogeneity, VAR, DSGE

10.

Inflation at Risk

Number of pages: 58 Posted: 23 Oct 2019
David Lopez-Salido and Francesca Loria
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 0 (831,860)
Citation 1
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Inflation risk, Quantile regression