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Stefania D'Amico

Senior Economist

Monetary and Financial Market Analysis Section

Monetary Affairs


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

    • 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
  • D'Amico, Stefania, William English, David Lopez-Salido, and Edward Nelson (2012). "The Federal Reserve's Large-Scale Asset Purchase Programmes: Rationale and Effects," Economic Journal, vol. 122, no. 564, pp. F415-46.
  • 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 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 (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, J. Lopez-Salido, and Edward Nelson (2012). "The Federal Reserve's Large-Scale Asset Purchase Programs: Rationale and Effects," CEPR Discussion Papers 9145. Centre for Economic Policy Research.
  • 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.
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Last update: March 13, 2013