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Filippo Pellegrino
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Year
A model of the Fed's view on inflation
T Hasenzagl, F Pellegrino, L Reichlin, G Ricco
The Review of Economics and Statistics, 2022
682022
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
92019
Low inflation for longer
T Hasenzagl, F Pellegrino, L Reichlin, G Ricco
VoxEU column, CEPR, 2018
62018
Selecting time-series hyperparameters with the artificial jackknife
F Pellegrino
arXiv preprint arXiv:2002.04697, 2023
52023
Factor-augmented tree ensembles
F Pellegrino
arXiv preprint arXiv:2111.14000, 2023
32023
Monitoring the economy in real time: trends and gaps in real activity and prices
T Hasenzagl, F Pellegrino, L Reichlin, G Ricco
arXiv preprint arXiv:2201.05556, 2022
32022
Multidimensional dynamic factor models
M Barigozzi, F Pellegrino
arXiv preprint arXiv:2301.12499, 2023
12023
From Extinction to Resurrection: Unveiling the Role of Short-Selling Frictions in Cross-Sectional Momentum
A Buraschi, F Pellegrino
Available at SSRN, 2024
2024
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Articles 1–8