IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to follow this author

Stefania D'Amico

This is information that was supplied by Stefania D'Amico in registering through RePEc. If you are Stefania D'Amico, 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:Stefania
Middle Name:
Last Name:D'Amico
Suffix:
RePEc Short-ID:pda722
[This author has chosen not to make the email address public]
Chicago, Illinois (United States)
https://www.chicagofed.org/research/index

: 312/322-5322
312/322-5515
P.O. Box 834, Chicago, Illinois 60690
RePEc:edi:rfrbcus (more details at EDIRC)
in new window
  1. Breach , Tomas & D'Amico, Stefania & Orphanides, Athanasios, 2016. "The Term Structure and Inflation Uncertainty," Working Paper Series WP-2016-22, Federal Reserve Bank of Chicago.
  2. D'Amico, Stefania & King, Thomas B., 2015. "What Does Anticipated Monetary Policy Do?," Working Paper Series WP-2015-10, Federal Reserve Bank of Chicago.
  3. D'Amico, Stefania & Orphanides, Athanasios, 2014. "Inflation Uncertainty and Disagreement in Bond Risk Premia," Working Paper Series WP-2014-24, Federal Reserve Bank of Chicago.
  4. D'Amico, Stefania & Fan, Roger & Kitsul, Yuriy, 2014. "The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors," Finance and Economics Discussion Series 2014-60, Board of Governors of the Federal Reserve System (U.S.).
  5. Michael E. Cahill & Stefania D’Amico & Canlin Li & John S. Sears, 2013. "Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserve's asset purchase announcements," Finance and Economics Discussion Series 2013-35, Board of Governors of the Federal Reserve System (U.S.).
  6. Stefania D'Amico & William B. English & David López-Salido & Edward Nelson, 2012. "The Federal Reserve's large-scale asset purchase programs: rationale and effects," Finance and Economics Discussion Series 2012-85, Board of Governors of the Federal Reserve System (U.S.).
  7. Stefania D'Amico & Thomas B. King, 2012. "Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply," Finance and Economics Discussion Series 2012-44, Board of Governors of the Federal Reserve System (U.S.).
  8. Stefania D'Amico & Don H. Kim & Min Wei, 2010. "Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices," Finance and Economics Discussion Series 2010-19, Board of Governors of the Federal Reserve System (U.S.).
  9. Stefania D'Amico & Thomas B. King, 2010. "Flow and stock effects of large-scale Treasury purchases," Finance and Economics Discussion Series 2010-52, Board of Governors of the Federal Reserve System (U.S.).
  10. Stefania D'Amico & Athanasios Orphanides, 2008. "Uncertainty and disagreement in economic forecasting," Finance and Economics Discussion Series 2008-56, Board of Governors of the Federal Reserve System (U.S.).
  11. Stefano Eusepi & Stefania D'Amico, 2006. "Learning, Expectations and the Business Cycle," 2006 Meeting Papers 771, Society for Economic Dynamics.
  12. Stefano Eusepi & Stefania D'Amico, 2005. "Estimating the Deep Parameters of RBC Model with Learning," Computing in Economics and Finance 2005 404, Society for Computational Economics.
  13. Min Wei & Stefania D'Amico & Don H. Kim, 2005. "TIPS: Taking Inflation Premium Seriously," Computing in Economics and Finance 2005 363, Society for Computational Economics.
  14. Stefania D'Amico, 2005. "Density selection and combination under model ambiguity: an application to stock returns," Finance and Economics Discussion Series 2005-09, Board of Governors of the Federal Reserve System (U.S.).
  15. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics.
  16. d'Amico, Stefania & Mira Farka, 2003. "The Fed and Stock Market: A Proxy and Instrumental Variable Identification," Royal Economic Society Annual Conference 2003 52, Royal Economic Society.
  1. Chabot, Benjamin & D'Amico, Stefania, 2015. "The Overnight Money Market," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 77-78.
  2. D’Amico, Stefania & King, Thomas B., 2013. "Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply," Journal of Financial Economics, Elsevier, vol. 108(2), pages 425-448.
  3. Stefania D’Amico & William English & David López‐Salido & Edward Nelson, 2012. "The Federal Reserve's Large‐scale Asset Purchase Programmes: Rationale and Effects," Economic Journal, Royal Economic Society, vol. 122(564), pages 415-446, November.
  4. Stefania D'Amico & Mira Farka, 2011. "The Fed and the Stock Market: An Identification Based on Intraday Futures Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 126-137, January.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (11) 2005-11-19 2008-03-08 2008-07-14 2008-12-07 2010-05-02 2012-10-06 2014-06-22 2014-10-03 2015-01-26 2015-12-12 2017-01-01. Author is listed
  2. NEP-MON: Monetary Economics (9) 2003-06-16 2005-11-19 2008-03-08 2008-12-07 2012-10-06 2013-01-07 2014-10-03 2015-12-12 2017-01-01. Author is listed
  3. NEP-CBA: Central Banking (5) 2008-03-08 2008-07-14 2008-12-07 2010-05-02 2015-12-12. Author is listed
  4. NEP-FIN: Finance (3) 2003-06-16 2005-05-23 2005-11-19
  5. NEP-FOR: Forecasting (3) 2008-12-07 2014-06-22 2015-01-26
  6. NEP-ECM: Econometrics (1) 2005-05-23
  7. NEP-FMK: Financial Markets (1) 2014-06-22
  8. NEP-UPT: Utility Models & Prospect Theory (1) 2015-01-26

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Stefania D'Amico should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.