Cristina Fuentes-Albero

Federal Reserve Board

Economist

20th and C Streets, NW

Washington, DC 20551

United States

http://https://sites.google.com/site/cristinafuentesalbero/

Rutgers University

Assistant Professor

75 Hamilton St

Department of Economics

New Brunswick, NJ 08901

United States

Rutgers, The State University of New Jersey - Department of Economics

Ass

75 Hamilton Street

New Brunswick, NJ 08901

United States

SCHOLARLY PAPERS

8

DOWNLOADS

318

SSRN RANKINGS

Top 25,410

in Total Papers Citations

10

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Scholarly Papers (8)

Financial Frictions, Financial Shocks, and Aggregate Volatility

FEDS Working Paper No. 2014-84
Number of pages: 54 Posted: 16 Nov 2014
Cristina Fuentes-Albero
Federal Reserve Board
Downloads 56 (367,915)

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Great Inflation, Great Moderation

Financial Frictions, Financial Shocks, and Aggregate Volatility

Number of pages: 44 Posted: 09 Feb 2012 Last Revised: 26 Mar 2012
Cristina Fuentes-Albero
Federal Reserve Board
Downloads 53 (377,765)

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Great Moderation, financial frictions

Financial Frictions, Financial Shocks, and Aggregate Volatility

FEDS Working Paper No. 2018-054
Number of pages: 46 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Cristina Fuentes-Albero
Federal Reserve Board
Downloads 23 (510,843)

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Changes in cyclical volatilities, Financial frictions, Financial shocks, Structural breaks, Bayesian methods

2.

Can the International Environmental Cooperation Be Bought?

Number of pages: 40 Posted: 12 Aug 2005
Cristina Fuentes-Albero and Santiago J. Rubio
Federal Reserve Board and University of Valencia - Department of Economic Analysis
Downloads 62 (344,858)

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Self-enforcing international environmental agreements, linear environmental damages, public bads

The Macroeconomic Impact of Financial and Uncertainty Shocks

FRB International Finance Discussion Paper No. 1166
Number of pages: 44 Posted: 27 May 2016
Dario Caldara, Cristina Fuentes-Albero, Simon Gilchrist and Egon Zakrajsek
Board of Governors of the Federal Reserve System, Federal Reserve Board, Boston University - Department of Economics and Federal Reserve Board - Division of Monetary Affairs
Downloads 37 (438,466)

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Time-varying uncertainty, Financial conditions, Structural vector autoregression, Optimization-based identification

The Macroeconomic Impact of Financial and Uncertainty Shocks

NBER Working Paper No. w22058
Number of pages: 43 Posted: 07 Mar 2016
Dario Caldara, Cristina Fuentes-Albero, Simon Gilchrist and Egon Zakrajsek
Board of Governors of the Federal Reserve System, Federal Reserve Board, Boston University - Department of Economics and Federal Reserve Board - Division of Monetary Affairs
Downloads 10 (594,866)

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4.

Household's Balance Sheets and the Effect of Fiscal Policy

FEDS Working Paper No. 2018-012
Number of pages: 47 Posted: 14 Feb 2018
Javier Andrés, José Emilio Boscá Mares, Javier Ferri and Cristina Fuentes-Albero
University of Valencia - Department of Economics, University of Valencia - Department of Economic Analysis, University of Valencia and Federal Reserve Board
Downloads 27 (473,727)

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Fiscal policy, Panel Survey of Income Dynamics, Heterogeneity, Household balance sheet, Search and matching

Methods Versus Substance: Measuring the Effects of Technology Shocks on Hours

NBER Working Paper No. w15375
Number of pages: 47 Posted: 28 Sep 2009 Last Revised: 06 Jul 2018
University of Minnesota - Twin Cities, University of Pennsylvania - Department of Economics, Federal Reserve Board, University of Pennsylvania - Department of Economics and MOVE-UAB
Downloads 21 (523,467)

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Methods Versus Substance: Measuring the Effects of Technology Shocks on Hours

CEPR Discussion Paper No. DP7474
Number of pages: 49 Posted: 07 Oct 2009
Federal Reserve Board, University of Pennsylvania - Department of Economics, University of Minnesota - Twin Cities, MOVE-UAB and University of Pennsylvania - Department of Economics
Downloads 4 (636,585)
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Business Cycle Fluctuations, Calibration, DSGE Model Estimation, Technology Shocks

Methods Versus Substance: Measuring the Effects of Technology Shocks on Hours

Federal Reserve Bank of Minneapolis Staff Report No. 433
Posted: 23 Sep 2009
University of Pennsylvania - Department of Economics, University of Pennsylvania - Department of Economics, Federal Reserve Board, MOVE-UAB and University of Pennsylvania - Department of Economics

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Business cycle fluctuations, calibration, DSGE model estimation, technology shocks

6.

Households' Balance Sheets and the Effect of Fiscal Policy

Banco de Espana Working Paper No. 1831
Number of pages: 51 Posted: 11 Oct 2018
Javier Andrés, José Emilio Boscá Mares, Javier Ferri and Cristina Fuentes-Albero
University of Valencia - Department of Economics, University of Valencia - Department of Economic Analysis, University of Valencia and Federal Reserve Board
Downloads 13 (552,963)

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panel survey of income dynamics, household balance sheet, fiscal policy, six-agent New Keynesian model, search and matching.

7.

Methods for Computing Marginal Data Densities from the Gibbs Output

Number of pages: 56 Posted: 09 Feb 2012
Cristina Fuentes-Albero and Leonardo Melosi
Federal Reserve Board and Federal Reserve Bank of Chicago
Downloads 12 (558,878)

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Marginal likelihood, Gibbs Sampler, time series econometrics, Bayesian econometrics, reciprocal importance sampling

8.

Simulating the Macroeconomic Effects of Unconventional Monetary Policies

FED Notes No. 2018-07-20
Posted: 27 Jul 2018 Last Revised: 21 Feb 2019
Hess Chung, Cynthia Doniger, Cristina Fuentes-Albero, Bernd Schlusche and Wei Zheng
Indiana University Bloomington - Department of Economics, Board of Governors of the Federal Reserve System, Federal Reserve Board, Board of Governors of the Federal Reserve System and Indiana University Purdue University Indianapolis (IUPUI)

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