Romanos Priftis

Senior Economist

Romanos Priftis is a Senior Economist in the Canadian Economic Analysis (CEA) Department. His research interests include macroeconomics, monetary economics, fiscal policy, and DSGE modeling. Prior to joining the Bank, Romanos held a position in the Modeling Unit of DG ECFIN at the European Commission. He received his Ph.D. in Economics from the European University Institute in 2015.

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Romanos Priftis

Senior Economist
Canadian Economic Analysis
Projection

Bank of Canada
234 Wellington Street
Ottawa, ON, K1A 0G9

Latest

The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model

Staff Working Paper 2018-11 Stefan Hohberger, Romanos Priftis, Lukas Vogel
This paper estimates an open-economy dynamic stochastic general equilibrium model with Bayesian techniques to analyse the macroeconomic effects of the European Central Bank’s (ECB’s) quantitative easing (QE) programme. Using data on government debt stocks and yields across maturities, we identify the parameter governing portfolio adjustment in the private sector.
Content Type(s): Staff Research, Staff Working Papers Topic(s): Economic models, Interest rates, Transmission of monetary policy JEL Code(s): E, E4, E44, E5, E52, F, F4, F41

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Other

Refereed Journals

  • “The Macroeconomic Effects of the ECB's Evolving QE Programme: A Model-based Analysis” (2017)
    (with Lukas Vogel), Open Economies Review, forthcoming.
  • “The Portfolio Balance Mechanism and QE in the Euro Area” (2016)
    (with Lukas Vogel), The Manchester School, Vol. 84, Issue S1, pages 84-105, Special Issue: Money, Macroeconomics and Finance Research Group.

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Bank Publications

Education

  • European University Institute, Ph.D. in Economics, 2015
  • London School of Economics, M.P.A in Public and Economic Policy, 2010
  • University of Nottingham, B.Sc. in Economics and Econometrics, 2008

Research Interests

  • Macroeconomics
  • Monetary Economics
  • Fiscal Policy
  • DSGE modelling

RePEc

Romanos Priftis

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