Cristina Fuentes-Albero

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

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

SCHOLARLY PAPERS

13

DOWNLOADS

1,378

SSRN CITATIONS
Rank 3,924

SSRN RANKINGS

Top 3,924

in Total Papers Citations

281

CROSSREF CITATIONS

161

Scholarly Papers (13)

1.

The Limited Power of Monetary Policy in a Pandemic

Number of pages: 42 Posted: 27 Sep 2020 Last Revised: 19 Apr 2022
Antoine Lepetit and Cristina Fuentes-Albero
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 328 (165,816)

Abstract:

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COVID-19, SIR macro model, state-dependent effects of monetary policy, forward guidance, monetary policy trade-offs, optimal monetary policy

2.

Issues in the Use of the Balance Sheet Tool

FEDS Working Paper No. 2020-71
Number of pages: 38 Posted: 02 Sep 2020
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago, 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 323 (168,528)
Citation 2

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Financial Frictions, Financial Shocks, and Aggregate Volatility

FEDS Working Paper No. 2014-84
Number of pages: 54 Posted: 16 Nov 2014
Cristina Fuentes-Albero
Board of Governors of the Federal Reserve System
Downloads 94 (499,222)
Citation 6

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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
Board of Governors of the Federal Reserve System
Downloads 70 (594,100)
Citation 11

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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
Board of Governors of the Federal Reserve System
Downloads 41 (766,862)

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

The Macroeconomic Impact of Financial and Uncertainty Shocks

NBER Working Paper No. w22058
Number of pages: 43 Posted: 07 Mar 2016 Last Revised: 10 Apr 2022
Dario Caldara, Cristina Fuentes-Albero, Simon Gilchrist and Egon Zakrajsek
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER) and Bank for International Settlements (BIS)
Downloads 74 (580,241)
Citation 1

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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, Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER) and Bank for International Settlements (BIS)
Downloads 67 (608,756)
Citation 43

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

5.

Can the International Environmental Cooperation Be Bought?

Number of pages: 40 Posted: 12 Aug 2005
Cristina Fuentes-Albero and Santiago J. Rubio
Board of Governors of the Federal Reserve System and University of Valencia - Department of Economic Analysis
Downloads 93 (495,180)
Citation 7

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

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 Board of Governors of the Federal Reserve System
Downloads 73 (572,507)
Citation 50

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

7.

Household's Balance Sheets and the Effect of Fiscal Policy

FEDS Working Paper No. 2018-012R1
Number of pages: 61 Posted: 14 Feb 2018 Last Revised: 29 Apr 2020
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 Board of Governors of the Federal Reserve System
Downloads 73 (572,507)

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Panel Study of Income Dynamics, household balance sheets, Fiscal policy, Six-agent New Keynesian model, Search and matching

8.

Methods for Computing Marginal Data Densities from the Gibbs Output

Number of pages: 56 Posted: 09 Feb 2012
Cristina Fuentes-Albero and Leonardo Melosi
Board of Governors of the Federal Reserve System and Federal Reserve Bank of Chicago
Downloads 68 (594,838)
Citation 4

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

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: 07 Jul 2023
University of Minnesota - Twin Cities, University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics and UAB and Barcelona GSE
Downloads 37 (797,415)
Citation 2

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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
Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics, University of Minnesota - Twin Cities, UAB and Barcelona GSE and University of Pennsylvania - Department of Economics
Downloads 5 (1,103,124)
Citation 7
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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, Board of Governors of the Federal Reserve System, UAB and Barcelona GSE and University of Pennsylvania - Department of Economics

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

10.

Latent Variables Analysis in Structural Models: A New Decomposition of the Kalman Smoother

FEDS Working Paper No. 2020-100
Number of pages: 38 Posted: 07 Dec 2020
Hess T. Chung, Cristina Fuentes-Albero, Matthias O. Paustian and Damjan Pfajfar
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 23 (892,634)

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Kalman smoother, latent variables, Shock decomposition, Data decomposition, Double decomposition

11.

Endogenous Labor Supply in an Estimated New-Keynesian Model: Nominal Versus Real Rigidities

FEDS Working Paper No. 2023-69
Number of pages: 59 Posted: 14 Nov 2023
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, 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 9 (1,029,022)

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Search and matching, Labor supply, Labor force participation, Missing disinflation, Great recession

12.

Inflation Thresholds and Policy-Rule Inertia: Some Simulation Results

FEDS Notes No. 2021-04-12
https://doi.org/10.17016/2380-7172.2899
Posted: 23 Apr 2021
Cristina Fuentes-Albero and John M. Roberts
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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13.

Simulating the Macroeconomic Effects of Unconventional Monetary Policies

FEDS Notes No. 2018-07-20
Posted: 27 Jul 2018 Last Revised: 25 Jun 2020
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, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Indiana University Purdue University Indianapolis (IUPUI)

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