Macro Paper Warehouse

Warehouse / Authors

Silvia Miranda-Agrippino

Professor of Economics · University of Oxford

Professor of Economics at the University of Oxford and Professorial Fellow at Nuffield College. Works on monetary economics, empirical macroeconomics, international macro-finance and macroeconometrics; previously at the Bank of England and the Federal Reserve Bank of New York.

2 papers tracked 1 classics ⌁ Follow this author
Showing 2 papers
Published Classic Review of Economic Studies Online 8 May 2020 Published Nov 2020
U.S. Monetary Policy and the Global Financial Cycle

Silvia Miranda-Agrippino · Hélène Rey

A single global factor extracted from a large panel of risky asset prices traded around the world falls sharply after a US monetary contraction, alongside deleveraging by global banks, a rise in …