Meet the Economists

Francisco Vazquez-Grande
Principal Economist
Macro-Financial Analysis Section
Monetary Affairs
202-973-7488
francisco.vazquez-grande@frb.gov
francisco.vazquez-grande@frb.gov
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 - presentSenior Economist
Board of Governors of the Federal Reserve System
2014 - 2018Senior 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