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Meet the Researchers

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Marius Rodriguez

Group Manager Monetary and Financial Market Analysis Section Monetary Affairs
[email protected]
Current Research Topics
  • Financial Derivatives, Asset Pricing
  • Forecasting
  • Economist

    Board of Governors of the Federal Reserve System

    2014 - present
  • Economist

    Federal Reserve Bank of San Francisco

    2011 - 2014
  • Economist

    Board of Governors of the Federal Reserve System

    2006 - 2011
  • What Is Certain about Uncertainty?
    Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, Bo Sun, Deepa Datta, Thiago Ferreira, Olesya Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez, Ilknur Zer, and John Rogers
    Journal of Economic Literature (2023)
    https://doi.org/10.1257/jel.20211645
    See also » FRB Working Paper (2020)
  • International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing
    Stephanie E. Curcuru, Steven B. Kamin, Canlin Li, and Marius Rodriguez
    International Journal of Central Banking (2023)
    See also » FRB Working Paper (2018)
  • International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing
    Stephanie E. Curcuru, Steven B. Kamin, Canlin Li, and Marius Rodriguez
    International Finance Discussion Papers (2018)
    https://doi.org/10.17016/IFDP.2018.1234
  • Taxonomy of Global Risk, Uncertainty, and Volatility Measures
    Deepa Datta, Juan M. Londono, Bo Sun, Daniel Beltran, Thiago Ferreira, Matteo Iacoviello, Mohammad R. Jahan-Parvar, Canlin Li, Marius Rodriguez, and John Rogers
    International Finance Discussion Papers (2017)
    https://doi.org/10.17016/IFDP.2017.1216
  • Robustness of Long-Maturity Term Premium Estimates
    Canlin Li, Andrew Meldrum, and Marius Rodriguez
    FEDS Notes (2017)
    https://doi.org/10.17016/2380-7172.1927
  • The Price of Variance Risk
    Ian Dew-Becker, Stefano Giglio, Anh Le, and Marius Rodriguez
    Journal of Financial Economics (2017)
    https://doi.org/10.1016/j.jfineco.2016.04.003
  • Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies
    Marius Rodriguez and Emre Yoldas
    IFDP Notes (2016)
    https://doi.org/10.17016/2573-2129.28
  • The Price of Variance Risk
    Ian Dew-Becker, Stefano Giglio, Anh Le, and Marius Rodriguez
    NBER Working Paper Series (2015)
    https://doi.org/10.3386/w21182
  • Dynamic Factor Value-at-Risk for Large Heteroskedastic Portfolios
    Sirio Aramonte, Marius del Giudice Rodriguez, and Jason Wu
    Journal of Banking & Finance (2013)
    https://doi.org/10.1016/j.jbankfin.2013.07.038
    See also » FRB Working Paper (2011)
  • Bias and Uncertainty in Analyst Earnings Expectations at Different Forecast Horizons
    Marius Rodriguez, M. Aiolfi, and A. Timmermann
    Essays in Nonlinear Time Series Econometrics (2013)
  • Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability
    Marco Aiolfi, Marius Rodriguez, and Allan Timmermann
    Journal of Financial Econometrics (2010)
    https://doi.org/10.1093/jjfinec/nbp024
  • Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability
    Marco Aiolfi, Marius Rodriguez, and Allan G. Timmermann
    CEPR Discussion Paper Series (2010)
  • Essays of Financial Analysts' Forecasts
    Marius del Giudice Rodriguez
    University of California, San Diego (2006)
Referee
  • Journal of Financial Markets
  • Journal of Economic Dynamics and Control
  • Journal of Risk
  • Journal of Financial Econometrics
  • Journal of Risk Management in Financial Institutions
  • Mathematics of Operations Research
  • International Journal of Forecasting
  • Review of Derivatives Research
  • Journal of Empirical Finance
Professional Affiliation
  • American Finance Association
  • Econometric Society
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Last Update: November 21, 2025