Follow
Filippo Pellegrino
Title
Cited by
Cited by
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
662022
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
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
32023
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
The system can't perform the operation now. Try again later.
Articles 1–8