TheEconomists
![Photo of Stefania D'Amico](https://webarchive.library.unt.edu/web/20120925031216im_/http://www.federalreserve.gov/econresdata/gifjpg/stefania-d_amico.jpg)
stefania.d'amico@frb.gov
Education
- Ph.D., Economics, Columbia University, 2004
- M.A., Economics, Columbia University, 2001
- M.A., Financial Markets, University of Rome "Tor Vergata", 1999
- B.A., Economics, University of Rome "Tor Vergata", 1998
Current Research Topics
- Quantitative Easing
- Nominal and Real Term Structure Modeling
Fields of Interest
Professional Experience
Senior Economist
Board of Governors of the Federal Reserve System
- 2009 - present
Economist
Board of Governors of the Federal Reserve System
- 2004 - 2009
Visiting Economist
Bank of England, Macro-Financial Analysis Division
- 2011
Adjunct Professor
Johns Hopkins University
- 2012 - present
Publications
- D'Amico, Stefania, and Thomas B. King (Forthcoming). "Flow and Stock Effects of Large-Scale Treasury Purchases: Evidence on the Importance of Local Supply," Journal of Financial Economics.
- D'Amico, Stefania, and Thomas B. King (2012). "Flow and Stock Effects of Large-Scale Asset Purchases: Evidence on the Importance of Local Supply," Finance and Economics Discussion Series 2012-44. Board of Governors of the Federal Reserve System (U.S.).
- D'Amico, Stefania, William English, David López-Salido, and Edward Nelson (Forthcoming). "The Federal Reserve’s Large-Scale Asset Purchase Programs: Rationale and Effects," Economic Journal.
- D'Amico, Stefania, and Mira Farka (2011). "The Fed and the Stock Market: An Identification Based on Intraday Futures Data," Journal of Business and Economic Statistics, vol. 29, pp. 126-137.
- D'Amico, Stefania, and Thomas B. King (2010). "Flow and Stock Effects of Large-Scale Treasury Purchases," Finance and Economics Discussion Series 2010-52. Board of Governors of the Federal Reserve System (U.S.).
- D'Amico, Stefania, Don H. Kim, and Min Wei (2010). "Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices," Finance and Economics Discussion Series 2010-19. Board of Governors of the Federal Reserve System (U.S.).
- D'Amico, Stefania, and Athanasios Orphanides (2008). "Uncertainty and Disagreement in Economic Forecasting," Finance and Economics Discussion Series 2008-56. Board of Governors of the Federal Reserve System (U.S.).
- D'Amico, Stefania, Don H. Kim, and Min Wei (2008). "Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices," Finance and Economics Discussion Series 2008-30. Board of Governors of the Federal Reserve System (U.S.).
- D'Amico, Stefania (2005). "Density Selection and Combination Under Model Ambiguity: An Application to Stock Returns," Finance and Economics Discussion Series 2005-09. Board of Governors of the Federal Reserve System (U.S.).
- D'Amico, Stefania (2004). "Essays in Financial Econometrics," Ph.D. dissertation, Columbia University.
- D'Amico, Stefania (1999). "Convergence of Interest Rates and European Monetary Union: Post-Euro Perspectives," Rivista di Politica Economica, vol. 89, no. 12, pp. 129-147.
Other Activities
Last update:
August 8, 2012