Andrea Ajello

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

http://sites.google.com/site/ajelloandrea/

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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Top 13,533

in Total Papers Citations

48

CROSSREF CITATIONS

40

Scholarly Papers (6)

Financial Intermediation, Investment Dynamics and Business Cycle Fluctuations

Number of pages: 112 Posted: 12 Jul 2011 Last Revised: 01 Nov 2015
Andrea Ajello
Board of Governors of the Federal Reserve System
Downloads 661 (49,407)
Citation 6

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DSGE Model, Financial Frictions, Financial Shocks, Bayesian Estimation, Public Supply of Liquidity, Compustat, Financing Gap, Great Recession

Financial Intermediation, Investment Dynamics and Business Cycle Fluctuations

FEDS Working Paper No. 2012-67
Number of pages: 57 Posted: 01 Jan 2013 Last Revised: 21 May 2014
Andrea Ajello
Board of Governors of the Federal Reserve System
Downloads 178 (211,384)
Citation 25

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DSGE model, Financial frictions, Financial shocks, Bayesian estimation, Capital expenditure financing

2.

Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates

Number of pages: 50 Posted: 29 May 2011 Last Revised: 23 Dec 2012
Andrea Ajello, Luca Benzoni and Olena Chyruk
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 397 (93,753)
Citation 11

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term structure of interest rates, real rates, inflation, inflation risk premium, real rate risk premium

3.

Financial Stability and Optimal Interest-Rate Policy

FEDS Working Paper No. 2016-67
Number of pages: 72 Posted: 19 Aug 2016 Last Revised: 21 Sep 2016
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 281 (136,943)
Citation 12

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No-Arbitrage Restrictions and the U.S. Treasury Market

Economic Perspectives, Forthcoming
Number of pages: 20 Posted: 08 May 2012 Last Revised: 02 Jun 2012
Andrea Ajello, Luca Benzoni and Olena Chyruk
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 82 (375,481)

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No-arbitrage restrictions, U.S. Treasury market, dynamic term structure models, affine models, limits to arbitrage

No-Arbitrage Restrictions and the U.S. Treasury Market

Economic Perspectives, Vol. XXXVI, No. 2, p. 55, 2012
Number of pages: 20 Posted: 17 Jul 2012 Last Revised: 20 Jul 2012
Andrea Ajello, Luca Benzoni and Olena Chyruk
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 63 (435,557)

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no-arbitrage restrictions, U.S. Treasury market, dynamic term structure models, affine models, limits to arbitrage, Asset Pricing, Trading volume, Bond Interest Rates, Interest Rates: Determination, Term Structure, and Effects, Banks, Other Depository Institutions, Micro Finance Institutions

5.

Monetary Policy Tradeoffs and the Federal Reserve'S Dual Mandate

FEDS Working Paper No. 2020-66
Number of pages: 33 Posted: 02 Sep 2020 Last Revised: 11 Sep 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of San Francisco, Federal Reserve Banks - Federal Reserve Bank of Richmond and Board of Governors of the Federal Reserve System
Downloads 95 (339,630)
Citation 1

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6.

Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates -- Online Appendix

Number of pages: 21 Posted: 23 Dec 2012
Andrea Ajello, Luca Benzoni and Olena Chyruk
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 53 (466,224)
Citation 6

Abstract:

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term structure of interest rates, real rates, inflation, inflation risk premium