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

346

SSRN CITATIONS
Rank 4,706

SSRN RANKINGS

Top 4,706

in Total Papers Citations

52

CROSSREF CITATIONS

178

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 58 (379,450)
Citation 7

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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 55 (389,635)
Citation 9

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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 27 (511,964)

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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 64 (356,023)
Citation 6

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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
Federal Reserve Board - Trade and Financial Studies Section, Federal Reserve Board, Boston University - Department of Economics and Federal Reserve Board - Division of Monetary Affairs
Downloads 39 (451,456)
Citation 13

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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
Federal Reserve Board - Trade and Financial Studies Section, Federal Reserve Board, Boston University - Department of Economics and Federal Reserve Board - Division of Monetary Affairs
Downloads 15 (590,458)

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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 29 (487,059)

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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 24 (530,549)

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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 (670,559)
Citation 2
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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 17 (556,434)
Citation 52

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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 14 (574,958)
Citation 1

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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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