Filippo Ferroni
Senior Economist (November 2024 – On Leave)
About
Filippo Ferroni is a senior economist on the macroeconomics team in the economic research department at the Federal Reserve Bank of Chicago. In that position, Ferroni provides research and analysis on macroeconomics and applied econometrics.
Prior to joining the Fed, he worked as senior economist at the Banque de France and at the European Commission. Ferroni’s research has been published in the American Economic Journal: Macreconomics, Journal of Monetary Economics, Journal of European Economic Association, Journal of Econometrics, Journal of Applied Econometrics, Journal of Economic Dynamics and Control, International Economic Review and Quantitative Economics.
Ferroni received a B.A. from Bocconi University, Milan (Italy), and an M.Sc. and a Ph.D. in economics from Universitat Pompeu Fabra, Barcelona (Spain).
Bank Publications
Chicago Fed Letter
Filippo Ferroni, Jonas D. M. Fisher, Leonardo Melosi | 2023 | No. 476 | March
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Cristiano Cantore, Filippo Ferroni, Haroon Mumtaz, Angeliki Theophilopoulou | 2022 | No. 472 | September
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Filippo Ferroni | 2022 | No. 466 | March
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Economic Perspectives
Filippo Ferroni, Alessandro Villa | 2024 | No. 6 | November
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Jeffrey R. Campbell, Filippo Ferroni, Jonas D. M. Fisher, Leonardo Melosi | 2019 | Vol. 43 | No. 2 | July
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Working papers
Working Papers
Jeffrey R. Campbell, Filippo Ferroni, Jonas D. M. Fisher, Leonardo Melosi | 2023 | No. 2023-36 | September
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Philippe Andrade, Filippo Ferroni, Leonardo Melosi | 2023 | No. 2023-28 | August
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Filippo Ferroni, Jonas D. M. Fisher, Leonardo Melosi | 2022 | No. 2022-39 | September
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Cristiano Cantore, Filippo Ferroni, Haroon Mumtaz, Angeliki Theophilopoulou | 2022 | No. 2022-30 | July
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Fabio Canova, Filippo Ferroni | 2021 | No. 2021-15 | September
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Fabio Canova, Filippo Ferroni | 2020 | No. 2020-29 | November
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Jeffrey R. Campbell, Filippo Ferroni, Jonas D. M. Fisher, Leonardo Melosi | 2019 | No. 2019-03
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Philippe Andrade, Filippo Ferroni | 2018 | No. 2018-12
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Filippo Ferroni, Stefano Grassi, Miguel A. León-Ledesma | 2017 | No. 2017-20
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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
