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Chiara Scotti

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
Suffix:
RePEc Short-ID:psc465
https://sites.google.com/site/chiarascottifrb/
Washington, District of Columbia (United States)
http://www.federalreserve.gov/

:

20th Street and Constitution Avenue, NW, Washington, DC 20551
RePEc:edi:frbgvus (more details at EDIRC)
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  1. Rogers, John H. & Scotti, Chiara & Wright, Jonathan H., 2016. "Unconventional Monetary Policy and International Risk Premia," International Finance Discussion Papers 1172, Board of Governors of the Federal Reserve System (U.S.).
  2. Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?," Finance and Economics Discussion Series 2015-46, Board of Governors of the Federal Reserve System (U.S.).
  3. 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.).
  4. Scotti, Chiara, 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.), revised 20 May 2016.
  5. 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.).
  6. 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.).
  7. 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.).
  8. 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.
  9. 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.
  10. 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.).
  11. 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.
  1. Chiara Scotti, 2014. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 504-506, October.
  2. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2014. "Evaluating asset-market effects of unconventional monetary policy: a multi-country review," Economic Policy, CEPR;CES;MSH, vol. 29(80), pages 749-799, October.
  3. 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.
  4. 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.
  5. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 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 (12) 2007-01-02 2007-04-28 2007-10-13 2008-04-15 2008-09-29 2008-10-07 2013-12-06 2014-06-22 2015-03-05 2015-07-11 2016-07-16 2016-07-16. Author is listed
  2. NEP-CBA: Central Banking (6) 2007-01-02 2008-04-15 2008-09-29 2009-07-17 2014-06-22 2016-07-16. Author is listed
  3. NEP-IFN: International Finance (6) 2007-04-28 2009-07-17 2010-10-30 2015-07-11 2016-07-16 2016-07-16. Author is listed
  4. NEP-BEC: Business Economics (5) 2007-10-06 2007-10-13 2008-04-15 2008-09-29 2008-10-07. Author is listed
  5. NEP-MON: Monetary Economics (5) 2007-01-02 2009-07-17 2014-06-22 2015-07-11 2016-07-16. Author is listed
  6. NEP-RMG: Risk Management (5) 2007-04-28 2007-10-06 2007-10-13 2008-04-15 2008-10-07. Author is listed
  7. NEP-ECM: Econometrics (4) 2007-04-28 2007-10-06 2008-09-29 2008-10-07. Author is listed
  8. NEP-FOR: Forecasting (3) 2007-10-13 2015-07-11 2016-07-16
  9. NEP-ETS: Econometric Time Series (2) 2007-04-28 2008-10-07
  10. NEP-GER: German Papers (2) 2016-07-16 2016-07-16
  11. NEP-CMP: Computational Economics (1) 2008-09-29
  12. NEP-EEC: European Economics (1) 2014-06-22
  13. NEP-MFD: Microfinance (1) 2015-03-05

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