Meet the Economists
Francisco Vazquez-Grande
Group Manager
Macro-Financial Analysis Section
Monetary Affairs
202-973-7488
[email protected]
[email protected]
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
Group Manager
Board of Governors of the Federal Reserve System
2022 - presentPrincipal Economist
Board of Governors of the Federal Reserve System
2018 - 2022Senior Economist
Board of Governors of the Federal Reserve System
2014 - 2018Economist
Board of Governors of the Federal Reserve System
2010 - 2014
- Are Stocks Pricing in Recession Risks? Evidence from Dividend Futures
Markus Ibert, Ben Knox, and Francisco Vazquez-Grande
FEDS Notes (2022)
https://doi.org/10.17016/2380-7172.3176 - Introducing the Credit Market Sentiment Index
Danilo Leiva-León, Gabriel Pérez-Quirós, Horacio Sapriza, Francisco Vazquez-Grande, and Egon Zakrajšek
Economic Brief (2022) - Monetary Policy, Inflation Outlook, and Recession Probabilities
Andrea Ajello, Luca Benzoni, Makena Schwinn, Yannick Timmer, and Francisco Vazquez-Grande
Economic Perspectives (2022)
https://doi.org/10.21033/ep-2022-4 - Monetary Policy, Inflation Outlook, and Recession Probabilities
Andrea Ajello, Luca Benzoni, Makena Schwinn, Yannick Timmer, and Francisco Vazquez-Grande
FEDS Notes (2022)
https://doi.org/10.17016/2380-7172.3175 - The Stock Market–Real Economy "Disconnect": A Closer Look
Andrew Chen, Markus Ibert, and Francisco Vazquez-Grande
FEDS Notes (2020)
https://doi.org/10.17016/2380-7172.2800 - Out-of-Sample Performance of Recession Probability Models
Tyler Pike and Francisco Vazquez-Grande
FEDS Notes (2019)
https://doi.org/10.17016/2380-7172.2454 - Measuring the Natural Rate of Interest: A Note on Transitory Shocks
Kurt F. Lewis and Francisco Vazquez-Grande
Journal of Applied Econometrics (2019)
https://doi.org/10.1002/jae.2671
See also » FRB Working Paper (2017) - Nominal Rigidities and the Term Structures of Equity and Bond Returns
Pier Lopez, David Lopez-Salido, and Francisco Vazquez-Grande
Finance and Economics Discussion Series (2015)
https://doi.org/10.17016/FEDS.2015.064 - Testing Multivariate Uniformity: The Distance‐to‐Boundary Method
José R. Berrendero, Antonio Cuevas, and Francisco Vjosázquez‐grande
Canadian Journal of Statistics (2006)
https://doi.org/10.1002/cjs.5550340409
Last Update:
February 2, 2023