International Finance Staff | Financial Markets Section
Chiara Scotti
Economist
Financial Markets Section
Division of International Finance
Contact Information
202-452-3827
chiara.scotti@frb.gov
Fields of Interest
Macroeconomics
Econometrics and Statistics
Monetary Policy
Education
Ph.D., Economics, University of Pennsylvania, 2005
M.A., Economics, University of Pennsylvania, 2002
B.A., Economics, Bocconi University, 1998
Professional Experience
Board of Governors of the Federal Reserve System, 2005-present
Visitor, European Central Bank, May 2003-July 2003
Analyst, Credit Suisse First Boston, London, 1998-2000
Selected Publications
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''Real Time Measurement of Business Conditions''
(with S.B. Aruoba and F.X. Diebold),
Journal of Business and Economic Statistics (forthcoming).
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Exchange Rates Dependence: What Drives It?
(with Sigríđur Benediktsdóttir),
International Finance Discussion Papers 969. Washington: Board of Governors of the Federal Reserve System, 2009.
-
''Markov Switching GARCH Models of Currency Crises in Southeast Asia''
(with C. Brunetti, R.S. Mariano, and A.H.H. Tan),
Emerging Market Review, vol. 9
(June 2008), pp. 104-128.
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A Bivariate Model of Fed and ECB Main Policy Rates,
International Finance Discussion Papers 875. Washington: Board of Governors of the Federal Reserve System, 2006.
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''Modeling the Term Structure of Futures Commodity Prices. An Empirical Analysis in the Copper Market,''
Rivista di Politica Economica
(December 1999).
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