Andrea Ajello

Federal Reserve Board

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

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

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 29,869

SSRN RANKINGS

Top 29,869

in Total Papers Downloads

1,240

CITATIONS
Rank 30,871

SSRN RANKINGS

Top 30,871

in Total Papers Citations

7

Scholarly Papers (5)

Financial Intermediation, Investment Dynamics and Business Cycle Fluctuations

Number of pages: 112 Posted: 12 Jul 2011 Last Revised: 01 Nov 2015
Andrea Ajello
Federal Reserve Board
Downloads 555 (39,721)
Citation 5

Abstract:

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
Federal Reserve Board
Downloads 142 (174,179)
Citation 5

Abstract:

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
Federal Reserve Board, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 259 (81,371)
Citation 2

Abstract:

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

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
Federal Reserve Board, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 69 (287,489)

Abstract:

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
Federal Reserve Board, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 53 (329,807)

Abstract:

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

4.

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
Federal Reserve Board, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 24 (394,949)

Abstract:

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

5.

Financial Stability and Optimal Interest-Rate Policy

FEDS Working Paper No. 2016-067
Number of pages: 72 Posted: 19 Aug 2016
Federal Reserve Board, Federal Reserve Board, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 0 (263,099)

Abstract:

Financial crises, Financial stability and risk, Leverage, Monetary policy, Optimal policy