A model of the Fed's view on inflation T Hasenzagl, F Pellegrino, L Reichlin, G Ricco The Review of Economics and Statistics, 2022 | 66 | 2022 |
The inflation puzzle in the euro area - it’s the trend not the cycle! T Hasenzagl, F Pellegrino, L Reichlin, G Ricco VoxEU column, CEPR, 2019 | 9 | 2019 |
Low inflation for longer T Hasenzagl, F Pellegrino, L Reichlin, G Ricco VoxEU column, CEPR, 2018 | 6 | 2018 |
Selecting time-series hyperparameters with the artificial jackknife F Pellegrino arXiv preprint arXiv:2002.04697, 2023 | 5 | 2023 |
Analysing inflation with semi-structural models T Hasenzagl, F Pellegrino, L Reichlin, G Ricco Prepared for the Research Handbook of Inflation, 2024 | 3* | 2024 |
Factor-augmented tree ensembles F Pellegrino arXiv preprint arXiv:2111.14000, 2023 | 3 | 2023 |
Multidimensional dynamic factor models M Barigozzi, F Pellegrino arXiv preprint arXiv:2301.12499, 2023 | 1 | 2023 |
From Extinction to Resurrection: Unveiling the Role of Short-Selling Frictions in Cross-Sectional Momentum A Buraschi, F Pellegrino Available at SSRN, 2024 | | 2024 |