Associate Professor of Economics
Currently, Bianchi’s main research interests involve the role of agents’ beliefs in explaining changes in the reduced form properties of the macroeconomy. Bianchi has also done work on the interaction between the real economy and the term structure of interest rates and on the role of rare events in shaping agents’ expectations.
He is on leave for Spring Semester 2017.
- Ph.D., Princeton University 2009
- M.A., Princeton University 2007
- B.A., Bocconi University (Italy) 2003
Bianchi, F, and Melosi, L. "Constrained Discretion and Central Bank Transparency." Review of Economics and Statistics (January 18, 2017). Full Text Open Access Copy
Bianchi, F, Lettau, M, and Ludvigson, SC. "Monetary Policy and Asset Valuation: Evidence from a Markov-Switching Cay." (August 2016).
Bianchi, F, and Melosi, L. "Modeling the Evolution of Expectations and Uncertainty in General Equilibrium." International Economic Review 57, no. 2 (May 2016): 717-756. (Working Paper) Full Text Open Access Copy
Bianchi, F. "Methods for measuring expectations and uncertainty in Markov-switching models." Journal of Econometrics 190, no. 1 (January 2016): 79-99. Full Text
Bianchi, F, and Civelli, A. "Globalization and inflation: Evidence from a time-varying VAR." Review of Economic Dynamics 18, no. 2 (April 2015): 406-433. Full Text
Razin, A, and Bianchi, F. "Review of “understanding global crises”." Israel Economic Review 12, no. 2 (January 1, 2015): 157-162.
Bianchi, F. "Regime Switches, Agents' Beliefs, and Post-World War II U.S. Macroeconomic Dynamics." REVIEW OF ECONOMIC STUDIES 80, no. 2 (April 2013): 463-490. (Working Paper) Full Text Open Access Copy
Bianchi, F. "Evolving monetary/fiscal policy mix in the United States." American Economic Review 102, no. 3 (2012): 167-172. Full Text
Bianchi, F. "Rare Events, Financial Crises, and the Cross-Section of Asset Returns." Economics Research Initiatives at Duke (ERID) Working Paper, no. 41 (March 1, 2015). (Working Paper)
Bianchi, F, Ilut, CL, and Schneider, M. "Uncertainty Shocks, Asset Supply and Pricing Over the Business Cycle." (May 2014). (Working Paper)
Bianchi, F, Mumtaz, H, and Surico, P. "Dynamics of the Term Structure of UK Interest Rates." Economics Research Initiatives at Duke (ERID) Working Paper, no. 39 (March 1, 2009). (Working Paper)