-
Tweets24
-
Followers44
-
Following316
-
Likes42
Luís Fonseca retweeted
When including risky assets Varimax blurs the previously-identified forward guidance and QE dimension of monetary policy in favour of risk-shift factors. These risk-shift factors consist of a sovereign risk, policy uncertainty, and corporate risk dimension. 4/4
0
2
3
796
0
Download Image
Luís Fonseca retweeted
Applied to EA risk-free rates Varimax confirms the previously-identified factors like interest rate target, forward guidance, and quantitative easing (QE). 3/4
Luís Fonseca retweeted
The paper proposes a novel approach to derive multi-dimensional monetary policy indicators using Varimax rotation on high-frequency asset price changes. Unlike traditional methods, it leverages excess kurtosis to identify policy factors without relying on economic assumptions 2/4
Luís Fonseca retweeted
🧵New Working Paper by Y. Akkaya (@yildizakkaya) , L. Bitter (@lh_bitter) , C. Brand and L. Fonseca (@luispfonseca) :"A statistical approach to identifying ECB monetary policy" ecb.europa.eu/pub/pdf/scpwps… 1/4
Come work with us in the DG Monetary Policy at the @ecb! We are looking for a PhD Trainee to support our analytical agenda in various fields. You can find the vacancy note in the link. talent.ecb.europa.eu/careers/JobDet…
Luís Fonseca retweeted
Congratulations to our home town team @Eintracht Frankfurt on winning the @EuropaLeague football championship! A well-deserved victory! #SGEuropa #SGE #UELfinal 🎥 by Nicolas Rispal
Luís Fonseca retweeted
Luís Fonseca retweeted
Tirando meia dúzia de data nerds, toda a gente em Portugal está-se nas tintas para o acesso e qualidade de dados. O inenarrável relatório do #Covid19PT pela @DGSaude é o exemplo com mais impacto, e nem neste caso há pressão suficiente para o tornar minimamente decente 1/3
Luís Fonseca retweeted
It's been a sad week. My piece on Emmanuel Farhi here: economist.com/finance-and-ec…
Luís Fonseca retweeted
In the June 2020 issue of the JME, joint with @mfariacastro and Luis Fonseca: The ECB helped sovereigns refinance their debt at the peak of the eurozone crisis in 2011-12 (LTRO). How? Inducing banks to purchase domestic govt bonds. authors.elsevier.com/c/1bDPF15DWHfY…
SimonaIsaac @fQThbt0U9sloXi2
0 Followers 2K Following
RebeccaSandy @HhgN886B7Uu7R94
15 Followers 1K Following
Nayzaw Tun @DrNayzawTun
195 Followers 2K Following CPP | Coachsultor • Philosothinkerist • Poetsinger | Founder @theNRGgroup, CEO @NRG_MBA
Georgina @sweeney_georgin
161 Followers 3K Following
Lee @s_lee47
175 Followers 3K Following
Mark Kerssenfischer @MarkKersen
156 Followers 287 Following Economist @Bundesbank. This is my private account.
Francesco Zanetti @FZanettiOxford
2K Followers 2K Following Professor in Economics at the University of Oxford and the David Richards Fellow of Wadham College.
Jon Hartley @Jon_Hartley_
18K Followers 20K Following Macro/Labor/Finance; @HooverInst Policy Fellow @Stanford Econ PhD(c) @UT_Civitas @FREOPP @Mercatus @MLInstitute @CapAndFreedom @EconClubofMiami
Luigi Dante Gaviano @gav_dan
451 Followers 2K Following PhD student in Economics at @Cambridge_Uni @CamEcon and member of @TrinCollCam. Perennially Roman.
Hélène Rey @helene_rey
10K Followers 3K Following Lord Raj Bagri Professor of Economics @LBS Vice-President @Cepr_org Member @americanacad @GroupofThirty Correspondante @ASMP_Officiel . Views are my own.
Chris Sutherland @C_S_Sutherland
628 Followers 861 Following Research: monetary policy identification, micro- & macro-econometrics, expectations. Views my own. @OxfordEconDept @ExeterCollegeOx .
João Maria Cordeiro @jmp_cordeiro
215 Followers 539 Following Economics | PhD student @goetheuni | Previously @ECB @imperialcollege @NovaSBE | Views are my own
Nicolas Goetzmann @NicolasGoetzman
4K Followers 931 Following Recherche Macro. @FinCite Compte personnel
Matthias Rottner @MatthiasRottner
1K Followers 909 Following Economist @BIS_org ‖ Research Economist @bundesbank (on leave) ‖ PhD @EUI_EU ‖ Macro, Monetary Policy, Macro-Finance ‖ Views are my own
Leonardo Urrutia @leonardourru
89 Followers 406 Following Economics | PhD candidate @UniLeipzig | FU Berlin | @nous_network
Make money easily @iOx3D74CSJXGNu
21 Followers 573 Following MEXC focuses on financial management, stocks, cryptocurrencies, digital assets and investments. Currently, new users can get free dollars when they sign up.
Diego Känzig @drkaenzig
6K Followers 2K Following Assistant Professor @NUEconomics working on macro, climate&energy, inequality and monetary policy
Miguel Chumbo @MiguelChumbo
20 Followers 223 Following
João Nuno Quelhas @JNQuelhas
302 Followers 890 Following From Porto, Portugal. PhD Econ student @su_economics. Macro. Previously @bancodeportugal & @novasbe.
Michele Andreolli @M_Andreolli_
213 Followers 213 Following Assistant Professor in Finance at Boston College
Giorgio Chiovelli @GChiovelli
2K Followers 1K Following Associate Professor of Economics, @EmpresasUM. Co-founder https://t.co/T6d2eCkDZS. Father of 3 🇮🇹🇺🇾boys. Previously @LBS, @Unibo, @bse_barcelona.
Katerina Nikalexi @KNikalexi
284 Followers 751 Following PhD candidate @LBS, previously @ecb, @UChicago and @EconUCL
ECB Parody 🇪🇺�... @EcbParody
1K Followers 635 Following PARODY ACCOUNT 🇪🇺💶 Mainly niche jokes on money, finance and EU bubble. No limit to trolling within my mandate
Alvaro Ortiz | @BBVAR... @alvaroortiz1968
9K Followers 4K Following Head of Big Data & AI Economic Analysis BBVA Research. Member of Conference on Research in Income & Wealth (CRIW) of NBER. PhD & ASP Kiel IFW.
Lea Bitter @lh_bitter
160 Followers 254 Following Economist at @ecb. PhD from @TUBerlin. Interested in CBDC, monetary policy & macro. Views shared here do not necessarily represent those of my employer.
Rui Barros @rui_barros17
3K Followers 5K Following portuguese data journalist @publico. #rstats lover turned into a web developer involuntarily.
Omar P. Carnevale @OmarCarnevale1
207 Followers 978 Following PhD student at @QMUL |Previously research analyst at @ecb DG Monetary Policy.
Diana Bonfim @Diana__Bonfim
1K Followers 983 Following Diana Bonfim. Financial economist, central banker (views are my own!), mom, avid reader, avid traveler,... 🤹🏻♀️
Tiago Tavares @tgstavares
1K Followers 572 Following Economist | Professor @EEG_UMinho | Econ PhD @UofR | From Avanca, Portugal | Football club: @FCPorto!
João Pereira dos San... @JPSantos_econ
2K Followers 3K Following Marie Skłodowska-Curie @qmuleconomics. Assistant Prof @iseglisbon. Public, Urban, Econ History. PhD @NovaSBE. Affiliate @iza_bonn and @Glabor_org
Pedro Magalhães @PCMagalhaes
70K Followers 2K Following Political scientist @icsunivlisboa. @OhioState PhD. Public opinion & judicial politics. RT's ≠ endorsements. Views mine alone.
AMLEDS @AMLEDS1
867 Followers 120 Following Webinar on Applied Machine Learning, Economics and Data Science, organized by @RCorrea_econ, J. Fernández-Villaverde, S. Hansen, @JuriMarcucci and X. Zhang.
Márcia Silva Pereira @marcia_lpereira
1K Followers 900 Following Economist @bancodeportugal and PhD student @NovaSBE. Views are my own.
Diane Pierret @dianepierret
1K Followers 931 Following Assistant Professor of Finance & Musician (violinist). I tweet about banking, stress tests, conferences, and women in finance.
Matteo Crosignani @mcrosign
396 Followers 627 Following Macro, tennis, finance. Economist at @NewYorkFed. Views are my own.
Nuno Miguel @DJGRELHADOR
1 Followers 1K Following
José Maria Pimentel @pimenteljm
5K Followers 1K Following Economist, lecturer in critical thinking, podcaster at @45Graus and author («Política a 45 Graus»). Also, digital ambassador with @digitaleu.
scott cunningham @causalinf
52K Followers 6K Following Economics professor paying it forward with 55 burgers, 55 fries, 55 tacos, 55 pies, 55 Cokes, 100 tater tots, 100 pizzas, 100 tenders, 100 meatballs
Jesús Fernández-Vil... @JesusFerna7026
23K Followers 68 Following Howard Marks Presidential Professor of Economics at the University of Pennsylvania and John H. Makin Visiting Scholar at the AEI. All opinions are my own.
Colin @Colin_d_m
8K Followers 265 Following @Redistricter founder • Making https://t.co/QxRoKOMHuf • 21
Impulse @ImpulseLabs_
18K Followers 23 Following Building the most powerful and precise appliances and powering a clean energy future. Instinctively better.™
Velina Tchakarova @vtchakarova
188K Followers 8K Following Geopolitical Strategist| Chief Strategic Foreseer | I coined #Dragonbear |#geopolitics |#GlobalSystem | #realpolitik | #foresight | #trends | #risks | #RWRI
Luis Garicano 🇪�... @lugaricano
106K Followers 686 Following Professor at LSE @LSEPublicPolicy. Recovering MEP. Substack on econ, tech and EU at https://t.co/08wJlO9hUk "Crisis Cycle" with PUP out in June 2025.
Francisco d la Torre @frdelatorre
18K Followers 2K Following Economista. Inspector de Hacienda del Estado. Autor de La factura del cupo catalán (con Jesús F-V), Y esto, ¿quién lo paga? y ¿Hacienda somos todos?
Joao Lima @joaomlima1
835 Followers 701 Following Bloomberg @business Editor, Southern Europe. (Portugal Bureau Chief 2011-June 2025.) Opinions my own, retweets aren't endorsements.
Sofia Horta e Costa @SofiaHCBBG
221K Followers 2K Following Reporter for @business. In Portugal after 17 years in UK & Hong Kong. Alum of @LSEnews @uniofwarwick. Views / retweets mine. Not on Instagram. Lisboeta 🇵🇹
Filipe Sommer @FilipeSommer
500 Followers 252 Following Tech Lead @ eToro. Co-founder @ https://t.co/fQiKwHRQbr (acquired by eToro). 💐 Building RosenCharts
João Ramalho Carlos @derjoaocarlos
58 Followers 105 Following Product @eToro | Co-Founder @ https://t.co/kztVXsk3TY Retweets, likes not financial advice. Opinions are my own and do not represent the views of the companies I work for
tudo @afonso_axe
13K Followers 429 Following Futebol, Política e Economia. Recuso-me a ser julgado pelas coisas que digo durante os jogos do Sporting. 2025 update: agora bloqueio quem vem aqui insultar.
miguel ferreira @mlsaferreira
411 Followers 232 Following BPI | Fundação "la Caixa" Chair Professor in Responsible Finance at Nova School of Business and Economics Scientific Director of Nova Finance Knowledge Center
Lakshya Jain @lxeagle17
88K Followers 3K Following head of political data @TheArgumentMag, co-founder @SplitTicket_, a machine learning engineer in SF, and @cal alum. ✉️ [email protected]. i hate sports
Bad Homburg Open powe... @badhomburgopen
3K Followers 59 Following WTA 500 🌱 Datenschutzerklärung: https://t.co/62eBHkCJ8r Impressum: https://t.co/BSYTpeyrq8
Mark Kerssenfischer @MarkKersen
156 Followers 287 Following Economist @Bundesbank. This is my private account.
Francesco Zanetti @FZanettiOxford
2K Followers 2K Following Professor in Economics at the University of Oxford and the David Richards Fellow of Wadham College.
Caterina Mendicino �... @caterinamendic2
1K Followers 1K Following Senior Lead Economist @ECB. Previously at @bancodeportugal and Bank of Canada. PHD @handels_sse. Only my views. Website: https://t.co/CDbojIKmKd…
Leonardo Melosi @LeonardoMelosi
1K Followers 725 Following Professor of economics at the European University Institute, CEPR research fellow, member of the editorial board of https://t.co/2qV72YJpD9.
Ambrogio Cesa-Bianchi @AmbrogioCB
4K Followers 914 Following Economist at Bank of England. CEPR fellow. Guest lecturer at LSE. Associate editor at EER. Views are my own. When not here, I'm often here https://t.co/MhEmbvOkhz
Dean Pedro Oliveira @novasbedean
603 Followers 198 Following This is the official X account of the Dean of @novasbe. Cascais Chair Professor of Operations, Technology & Innovation Management.
Sergio Rebelo @SergioRebelo6
3K Followers 131 Following I teach International Finance at the Kellogg School of Management. I set up this account to keep in touch with my students.
Joao Guerreiro @jptguerreiro
845 Followers 538 Following Research Economist @ Minneapolis Fed || Assistant Professor of Economics @ UCLA (on leave) || Macroeconomics || Portuguese 🇵🇹
Jon Hartley @Jon_Hartley_
18K Followers 20K Following Macro/Labor/Finance; @HooverInst Policy Fellow @Stanford Econ PhD(c) @UT_Civitas @FREOPP @Mercatus @MLInstitute @CapAndFreedom @EconClubofMiami
The Blue Roof @BluRoofPolitics
18K Followers 725 Following The place for South Korean politics. Subscribe to TBR newsletter! https://t.co/VzqAydz3xe
Hélène Rey @helene_rey
10K Followers 3K Following Lord Raj Bagri Professor of Economics @LBS Vice-President @Cepr_org Member @americanacad @GroupofThirty Correspondante @ASMP_Officiel . Views are my own.
João Maria Cordeiro @jmp_cordeiro
215 Followers 539 Following Economics | PhD student @goetheuni | Previously @ECB @imperialcollege @NovaSBE | Views are my own
Chris Sutherland @C_S_Sutherland
628 Followers 861 Following Research: monetary policy identification, micro- & macro-econometrics, expectations. Views my own. @OxfordEconDept @ExeterCollegeOx .
Tipswatch @TipsWatch
2K Followers 113 Following Talking about Treasury Inflation-Protected Securities, plus I Bonds and Treasurys in general, on the https://t.co/eKll4hxO6k site, since March 2011.
European Central Bank... @ECB_Research
11K Followers 55 Following Insights, analysis and other news from @ecb researchers. Authors' views are their own, and not necessarily those of the European Central Bank.
Davide Oneglia @DavideOneglia
2K Followers 510 Following Macroeconomist @TS_Lombard, bookworm and gourmet (and glutton). Stubbornly trying to make sense of data before speaking. RT=interesting
Nicolas Goetzmann @NicolasGoetzman
4K Followers 931 Following Recherche Macro. @FinCite Compte personnel
Kevin A. Bryan @Afinetheorem
16K Followers 18 Following Assoc. Prof. of Strategic Management, University of Toronto Rotman School | Chief Economist, CDL Toronto | Co-Founder, AllDayTA | Ars longa, vita brevis
Sam Power @sp_monte_carlo
19K Followers 7K Following Lecturer in Maths & Stats at Bristol. Interested in probabilistic + numerical computation, statistical modelling + inference. @OnlineMCSeminar. (he / him)
Midterms are Nov. 3rd... @RandVegan
2K Followers 817 Following Vegan. Learning R, Bash, Vim, SCSS and now apparently basic lua
U.S. Graphics Company @usgraphics
40K Followers 448 Following Engineering graphics. Check out our new typeface, Berkeley Mono → https://t.co/dUqr2XXHLU
VOST Portugal @VOSTPT
48K Followers 291 Following Associação de Voluntários Digitais em Situações de Emergência. Membro da @VOSTeurope.
Daria Abramowicz @abramowiczd
28K Followers 201 Following Psycholog w sporcie i biznesie, kiedyś trener i zawodniczka. Pomagam osiągnąć mistrzostwo w sporcie i w życiu. Sport widzę inaczej. #PsychologiaWsporcie
Out of Context Iga Ś... @SwiatekOOC
41K Followers 52 Following I'm just a tennis fan who loves Iga Świątek 🧢 WARNING: may contain traces of context. Fan account.
Kamil Kovar @CrisisStudent
3K Followers 363 Following Economist, paid for doing what I love by Moody's Analytics as senior euro zone economist. Views my own. @crisisstudent.bsky.social
urso_de_shorts @urso_de_shorts
12K Followers 867 Following Economista , apaixonado por números. Não dou con_c_elhos financeiros , com amor e carinho levam distrito...
Iga Świątek @iga_swiatek
635K Followers 59 Following 🇵🇱 Professional Tennis Player | Trying to put this yellow fluffy thing between the lines. | #teamSwiatek
Benjamin Born @bornecon
4K Followers 535 Following Professor of Macroeconomics @UniBonn & Research Director @ifo_Institut. Views are my own.Trends for United States
30,7 B posts
83,7 B posts
9.972 posts
2.989 posts
1.847 posts
1.319 posts
23,2 B posts
18 B posts
77,3 B posts
30,4 B posts
421 B posts
2.838 posts
8.066 posts
14,4 B posts
2.756 posts
23 B posts
36,3 B posts
118 B posts
You might like
Inês G. Raposo
@inesgraposo
591 Followers
Sara Moreira
@sarapfmoreira
773 Followers
Filipe B. Caires
@fbcaires
407 Followers
Márcia Silva Pereira
@marcia_lpereira
1K Followers
Tiago Bernardino
@BernardinoTiago
644 Followers
Christoph Herpfer
@ChrisHerpfer
517 Followers
João Maria Cordeiro
@jmp_cordeiro
215 Followers
Afonso Souto de Moura
@AfonsoSoutodeM1
134 Followers
João Nuno Quelhas
@JNQuelhas
302 Followers
João Cerejeira
@J_Cerejeira
340 Followers
Luís Teles Morais
@_luistm
307 Followers
Carlos Oliveira
@carlosol1ve1ra
443 Followers
Zeyu Wang
@EndogenousWang
35 Followers