Photo of Francisco Vazquez-Grande

Francisco Vazquez-Grande

Education

  • Ph.D., Financial Econometrics, Booth School of Business, University of Chicago, 2012
  • M.B.A., Finance, Booth School of Business, University of Chicago, 2010
  • M.Sc., Mathematics, Universidad Autonoma de Madrid, 2005
Current Research Topics
  • Macro and Finance linkages
  • Monetary Policy and Asset Pricing
  • Principal Economist

    Board of Governors of the Federal Reserve System

    2018 - present
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2014 - 2018
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2014 - 2018
  • Chen, Andrew, Markus Ibert, and Francisco Vazquez-Grande (2020). "The Stock Market–Real Economy 'Disconnect': A Closer Look," FEDS Notes 2020-10-14. Board of Governors of the Federal Reserve System (U.S.).
  • Pike, Tyler, and Francisco Vazquez-Grande (2019). "Out-of-Sample Performance of Recession Probability Models," FEDS Notes 2019-12-13. Board of Governors of the Federal Reserve System (U.S.).
  • Lewis, Kurt F., and Francisco Vazquez-Grande (2019). "Measuring the Natural Rate of Interest: A Note on Transitory Shocks," Journal of Applied Econometrics, vol. 34, no. 3, pp. 425-436.
  • Lewis, Kurt F., and Francisco Vazquez-Grande (2017). "Measuring the Natural Rate of Interest: A Note on Transitory Shocks," Finance and Economics Discussion Series 2017-059. Board of Governors of the Federal Reserve System (U.S.).
  • Lopez, Pier, David Lopez-Salido, and Francisco Vazquez-Grande (2015). "Nominal Rigidities and the Term Structures of Equity and Bond Returns," Finance and Economics Discussion Series 2015-064. Board of Governors of the Federal Reserve System (U.S.).
  • Berrendero, José R., Antonio Cuevas, and Francisco Vjosázquez‐grande (2006). "Testing Multivariate Uniformity: The Distance‐to‐Boundary Method," The Canadian Journal of Statistics, vol. 34, no. 4, pp. 693-707.
Last update: February 14, 2022