Filippo Ferroni

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About

Filippo Ferroni was a senior economist on the macroeconomics team in the economic research department at the Federal Reserve Bank of Chicago.

Bank Publications

Recent Publications

Milena Djourelova, Filippo Ferroni, Leonardo Melosi, Alessandro Villa | Chicago Fed Insights | 2025 | November
Filippo Ferroni, Alessandro Villa | Economic Perspectives | 2024 | No. 6 | November Download

Chicago Fed Insights

Milena Djourelova, Filippo Ferroni, Leonardo Melosi, Alessandro Villa | 2025 | November

Economic Perspectives

Filippo Ferroni, Alessandro Villa | 2024 | No. 6 | November Download
Jeffrey R. Campbell, Filippo Ferroni, Jonas D. M. Fisher, Leonardo Melosi | 2019 | Vol. 43 | No. 2 | July Download

Chicago Fed Letter

Filippo Ferroni, Jonas D. M. Fisher, Leonardo Melosi | 2023 | No. 476 | March Download
Cristiano Cantore, Filippo Ferroni, Haroon Mumtaz, Angeliki Theophilopoulou | 2022 | No. 472 | September Download

Working papers

Working Papers

Milena Djourelova, Filippo Ferroni, Leonardo Melosi, Alessandro Villa | 2025 | No. 2025-23 | November Download
Jeffrey R. Campbell, Filippo Ferroni, Jonas D. M. Fisher, Leonardo Melosi | 2023 | No. 2023-36 | September Download
Philippe Andrade, Filippo Ferroni, Leonardo Melosi | 2023 | No. 2023-28 | August Download
Filippo Ferroni, Jonas D. M. Fisher, Leonardo Melosi | 2022 | No. 2022-39 | September Download
Cristiano Cantore, Filippo Ferroni, Haroon Mumtaz, Angeliki Theophilopoulou | 2022 | No. 2022-30 | July Download
Fabio Canova, Filippo Ferroni | 2021 | No. 2021-15 | September Download
Fabio Canova, Filippo Ferroni | 2020 | No. 2020-29 | November Download
Jeffrey R. Campbell, Filippo Ferroni, Jonas D. M. Fisher, Leonardo Melosi | 2019 | No. 2019-03 Download
Philippe Andrade, Filippo Ferroni | 2018 | No. 2018-12 Download
Filippo Ferroni, Stefano Grassi, Miguel A. León-Ledesma | 2017 | No. 2017-20 Download

Selected External Publications

Acceptances in Academic Journals and Books

Ferroni, Filippo, Jonas D. M. Fisher, and Leonardo Melosi, 2024, “Unusual shocks in our usual models,” Journal of Monetary Economics, Vol. 147, 03598, October. 20241001050000
Canova, Fabio, and Filippo Ferroni, 2022, “Mind the gap! Stylized dynamic facts and structural models,” American Economic Journal: Macroeconomics, Vol. 14, No. 4, October, pp. 104–135. 20221001050000
Andrade, Phillippe, and Filippo Ferroni, 2021, “Delphic and Odyssean monetary policy shocks: Evidence from the euro area,” Journal of Monetary Economics, Vol. 117, January, pp. 816–832, (accepted June 9, 2020). 20210101060000
Cantore, Cristiano, Filippo Ferroni, and Miguel León-Ledesma, 2021, “The missing link: Monetary policy and the labor share,” Journal of the European Economic Association, Vol. 19, No. 3, June, pp. 1592–1620, (accepted June 10, 2020). 20210601050000
Canova, Fabio, Filippo Ferroni, and Christian Matthes, 2020, “Detecting and analyzing the effects of time-varying parameters in DSGE models,” International Economic Review, Vol. 61, No. 1, February, pp. 105–125. 20200201060000
Albonico, Alice, Ludovic Calés, Roberta Cardani, Olga Croitorov, Filippo Ferroni, Massimo Giobannini, Stefan Hohberger, Beatrice Pataracchia, Filippo Pericoli, Rafal Raciborski, Marco Ratto, Werner Roeger, and Lukas Vogel, 2019, “Comparing post-crisis dynamics across Euro Area countries with the global multi-country model,” Economic Modelling, Vol. 81, September, pp. 242–273. 20190901050000
Campbell, Jeffrey R., Filippo Ferroni, Jonas D. M. Fisher, and Leonardo Melosi, 2019, “The limits of forward guidance,” Journal of Monetary Economics, Vol. 108, December, pp. 118–134. 20191201060000
Ferroni, Filippo, Stefano Grassi, and Miguel León-Ledesma, 2019, “Selecting structural innovations in DSGE models,” Journal of Applied Econometrics, Vol. 34, No. 2, March, pp. 205–220, (accepted June 10, 2018). 20190301060000
Cantore, Cristiano, Filippo Ferroni, and Miguel León-Ledesma, 2017, “The dynamics of hours worked and technology,” Journal of Economic Dynamics and Control, Vol. 82, September, pp. 67– 82, (accepted May 2017). 20170901050000
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