Silvia Miranda-Agrippino

Image of Silvia Miranda-Agrippino

Research Economist
International Studies
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

silvia.miranda-agrippino@ny.frb.org

   
Measuring monetary policy in the UK: The UK monetary policy event-study database
With R. Braun and T. Saha
Journal of Monetary Economics, 2024

Bayesian Local Projections
With L. N. Ferreira and G. Ricco
The Review of Economics and Statistics, 2023

Identification with External Instruments in Structural VARs
With Giovanni Ricco
Journal of Monetary Economics, 2023, Vol. 135, pp. 1-19

The Global Financial Cycle
With H. Rey
Handbook of International Economics, 2022, Vol. 6, pp. 1-43

A Tale of Two Global Monetary Policies
With T. Nenova
Journal of International Economics, 2022, Vol. 136, 103606

Uncertain Kingdom: Nowcasting GDP and its Revisions
With N. Anesti and A. Galvão
Journal of Applied Econometrics, Vol. 37, Issue 1, Jan/Feb 2022, pp. 42-62

The Transmission of Monetary Policy Shocks
With Giovanni Ricco
American Economic Journal: Macroeconomics, 13(3), (pp.74-107) July 2021

Comments on "Will the Secular Decline in Exchange Rate and Inflation Volatility Survive COVID-19?”
Brookings Papers on Economic Activity, Fall 2020

US Monetary Policy and the Global Financial Cycle
With H. Rey
The Review of Economic Studies, 2020, Vol. 87, Issue 6, pp. 2754–2776

The Global Financial Cycle After Lehman
With H. Rey
AEA Papers and Proceedings, 2020, Vol. 110, pp. 523-28

Bayesian Vector Autoregressions: Estimation
With Giovanni Ricco
Oxford Research Encyclopedia of Economics and Finance, Oxford University Press, 2019

Bayesian Vector Autoregressions: Applications
With Giovanni Ricco
Oxford Research Encyclopedia of Economics and Finance, Oxford University Press, 2019

Funding Flows and Credit in Carry Trade Economies
With H. Rey
'Liquidity and Funding Markets’, Annual Conference Volume, Reserve Bank of Australia, 2013


The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.
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