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
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Top 30,480

in Total Papers Downloads

1,468

CITATIONS
Rank 16,783

SSRN RANKINGS

Top 16,783

in Total Papers Citations

29

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 621 (40,727)
Citation 6

Abstract:

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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
Federal Reserve Board
Downloads 158 (185,039)
Citation 14

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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
Federal Reserve Board, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 358 (81,670)
Citation 9

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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. 2016-067
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 165 (178,097)
Citation 11

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

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 70 (328,732)

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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
Federal Reserve Board, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 58 (363,083)
Citation 3

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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.

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 38 (426,792)
Citation 3

Abstract:

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