- Head of International Macro Division at Banque de France
- Adjunct Professor of Economics at University Paris Nanterre
- Director, International Institute of Forecasting
- Research Fellow, EconomiX, University Paris Nanterre
- Associate editor, International Journal of Forecasting
NEWS:
- My discussion of the paper « Understanding uncertainty shocks: The role of Black Swans » by A. Orlik (Fed Board) and L. Veldkamp (NYU) at the PSE-SCOR conf, July 2nd Ferrara_Discussion_Orlik_PSE-SCOR_Jul19
- Cfp « Using alternative datasets for macro analysis and monetary policy », BdF-Bocconi workshop, 17-18 Oct., Send us your submission before July 1st
- IJCB Annual Conf, Oslo, June 2019 Ferrara_IJCB_Jun19
- « Business cycle dynamics after the Great Recession: An extended MS-DFM » with C. Doz and P.A. Pionnier, SNDE conf, Dallas Fed, Apr. 2019, and Bocconi seminar, May 2019 Ferrara_Slides
- « When are Google data useful to nowcast GDP? An approach via preselection and shrinkage » , WP Banque de France, with Anna Simoni, April 2019
- My discussion of the paper by Kilian and Zhou (2018) « Oil prices, Exchange rates and Interest rates », BdF-ECB-BdI Workshop on « Exchange Rates », Dec. 14, 2018 Ferrara_Discusssion_Kilian_BdFworkshop_Dec18
- Plan and Foreword by Maury Obstfeld (IMF) of our Springer book « International Macroeconomics in the wake of the Global Financial Crisis »: TableOfContents_Foreword
- Just published: Springer Book on « International Macroeconomics in the wake of the Global Financial Crisis », edited by L. Ferrara, I. Hernando and D. Marconi
- BdF Blog post: « International environment and US monetary policy: A textual analysis »
- Presentation on « Nowcasting with Big Data » at the ECB conference « Macro forecasting with large Datasets », Frankfurt, 18-19 June 2018
- Conference T2M: Discussion of S. Ludvigson (NYU) on « Uncertainty and business cycles », March 2018 Ferrara_DiscussionLudvigson
- Econbrowser post on The New Fama Puzzle
- The New Fama Puzzle, NBER WP No.24342, with M. Chinn, M. Bussière and J. Heipertz, Feb. 2018
- Our BoC WP: « What are the macroeconomic effects of high-frequency uncertainty shocks » (Ferrara and Guérin, 2016) is out in the Journal of Applied Econometrics
- Global Financial connectedness: A non-linear assessment of the uncertainty channel, BdF WP No. 661, with B. Candelon and M. Joets, Jan. 2018
- Policy Brief on « Uncertainty fluctuations: Measures, effects and macroeconomic policy challenges », Cepii, Dec. 2017
- Conference BdF Big Data: « Using Big Data for nowcasting and forecasting macro variables », Nov. 2017 Ferrara_BigData_Nov17_v2
- « Common factors of commodity prices« , BdF WP, with S. Delle Chiaie (ECB) and D. Giannone (Fed NY), Sep. 2017
- Can fiscal budget-neutral reforms stimulate growth? Model-based results, BdF WP No. 625, April 2017 (with M. Bussière, M. Juillard and D. Siena, 2017)
- Fiscal consolidation episodes in OECD countries, Bulletin BdF, May 2017 (with F. Pappada and G. Gauthier)
- AEA session on « Econometrics of Uncertainty », Chicago, Jan. 5, 2017
Publicités
