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Chiara Scotti

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This is information that was supplied by Chiara Scotti in registering through RePEc. If you are Chiara Scotti , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Chiara
Middle Name:
Last Name: Scotti
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RePEc Short-ID: psc465

Email: [This author has chosen not to make the email address public]
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Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)
Location: Washington, District of Columbia (United States)
Homepage: http://www.federalreserve.gov/
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Postal: 20th Street and Constitution Avenue, NW, Washington, DC 20551
Handle: RePEc:edi:frbgvus (more details at EDIRC)

Works

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Working papers

  1. Rogers, John H. & Scotti, Chiara & Wright, Jonathan H., 2014. "Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison," International Finance Discussion Papers 1101, Board of Governors of the Federal Reserve System (U.S.).
  2. Chiara Scotti, 2013. "Surprise and uncertainty indexes: real-time aggregation of real-activity macro surprises," International Finance Discussion Papers 1093, Board of Governors of the Federal Reserve System (U.S.).
  3. John Ammer & Fang Cai & Chiara Scotti, 2010. "Has international financial co-movement changed? Emerging markets in the 2007-2009 financial crisis," International Finance Discussion Papers 1006, Board of Governors of the Federal Reserve System (U.S.).
  4. Sigridur Benediktsdottir & Chiara Scotti, 2009. "Exchange rates dependence: what drives it?," International Finance Discussion Papers 969, Board of Governors of the Federal Reserve System (U.S.).
  5. S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions, Second Version," PIER Working Paper Archive 08-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Apr 2008.
  6. Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H.H. Tan, 2007. "Markov switching GARCH models of currency turmoil in southeast Asia," International Finance Discussion Papers 889, Board of Governors of the Federal Reserve System (U.S.).
  7. Chiara Scotti, 2006. "A bivariate model of Fed and ECB main policy rates," International Finance Discussion Papers 875, Board of Governors of the Federal Reserve System (U.S.).
  8. Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
  9. Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan, 2003. "Markov Switching Garch Models of Currency Crises in Southeast Asia," PIER Working Paper Archive 03-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

Articles

  1. Chiara Scotti, 2011. "A Bivariate Model of Federal Reserve and ECB Main Policy Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 7(3), pages 37-78, September.
  2. Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009. "Real-Time Measurement of Business Conditions," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
  3. Brunetti, Celso & Scotti, Chiara & Mariano, Roberto S. & Tan, Augustine H.H., 2008. "Markov switching GARCH models of currency turmoil in Southeast Asia," Emerging Markets Review, Elsevier, vol. 9(2), pages 104-128, June.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (5) 2007-10-06 2007-10-13 2008-04-15 2008-09-29 2008-10-07. Author is listed
  2. NEP-CBA: Central Banking (5) 2007-01-02 2008-04-15 2008-09-29 2009-07-17 2014-06-22. Author is listed
  3. NEP-CMP: Computational Economics (1) 2008-09-29
  4. NEP-ECM: Econometrics (4) 2007-04-28 2007-10-06 2008-09-29 2008-10-07. Author is listed
  5. NEP-EEC: European Economics (1) 2014-06-22
  6. NEP-ETS: Econometric Time Series (2) 2007-04-28 2008-10-07
  7. NEP-FOR: Forecasting (1) 2007-10-13
  8. NEP-IFN: International Finance (3) 2007-04-28 2009-07-17 2010-10-30. Author is listed
  9. NEP-MAC: Macroeconomics (8) 2007-01-02 2007-04-28 2007-10-13 2008-04-15 2008-09-29 2008-10-07 2013-12-06 2014-06-22. Author is listed
  10. NEP-MON: Monetary Economics (3) 2007-01-02 2009-07-17 2014-06-22. Author is listed
  11. NEP-RMG: Risk Management (5) 2007-04-28 2007-10-06 2007-10-13 2008-04-15 2008-10-07. Author is listed

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