The Fed - Francisco Vazquez-Grande

Principal Economist Macro-Financial Analysis Section Monetary Affairs

202-973-7488
francisco.vazquez-grande@frb.gov

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

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.

Meet the Economists