Alejandro Justiniano

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

SCHOLARLY PAPERS

19

DOWNLOADS
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Top 33,713

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1,312

CITATIONS
Rank 898

SSRN RANKINGS

Top 898

in Total Papers Citations

703

Scholarly Papers (19)

1.
Downloads 180 (153,806)
Citation 128

Investment Shocks and Business Cycles

FRB of New York Staff Report No. 322, FRB of Chicago Working Paper No. 2008-12
Number of pages: 53 Posted: 27 Mar 2008
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 177 (168,760)
Citation 7

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DSGE model, imperfect competition, endogenous markups, Bayesian methods, Business Cycles, Bayesian Estimation

Investment Shocks and Business Cycles

CEPR Discussion Paper No. DP6739
Number of pages: 48 Posted: 11 Jun 2008
Giorgio E. Primiceri, Andrea Tambalotti and Alejandro Justiniano
Northwestern University - Department of Economics, Federal Reserve Bank of New York and Federal Reserve Bank of Chicago
Downloads 3 (655,294)
Citation 2
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Bayesian, DSGE model, endogenous markups, imperfect competition

2.

Measuring the Equilibrium Real Interest Rate

Economic Perspectives, Vol. XXXIV, No. 1, 2010
Number of pages: 14 Posted: 11 Mar 2010
Alejandro Justiniano and Giorgio E. Primiceri
Federal Reserve Bank of Chicago and Northwestern University - Department of Economics
Downloads 168 (176,653)

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real interest rate, potential output, structural models, state-space representation, Model Construction and Estimation, Macroeconomics and Monetary Economics, Monetary Policy

3.

The Chicago Fed DSGE Model

FRB of Chicago Working Paper No. 2012-02
Number of pages: 42 Posted: 29 Aug 2012
Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago - Economic Research Department and Federal Reserve Bank of Chicago
Downloads 160 (184,127)
Citation 3

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New Keynesian model, DSGE, forecasting, policy analysis

4.
Downloads 91 (280,216)
Citation 16

Credit Supply and the Housing Boom

NBER Working Paper No. w20874
Number of pages: 45 Posted: 27 Jan 2015 Last Revised: 07 May 2015
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 37 (444,043)

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Credit Supply and the Housing Boom

FRB of New York Staff Report No. 709
Number of pages: 44 Posted: 11 Feb 2015
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 33 (462,020)
Citation 2

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housing and credit boom, house prices, collateral constraints, leverage restrictions

Credit Supply and the Housing Boom

FRB of New York Staff Report No. 709
Number of pages: 44 Posted: 18 Aug 2015
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 21 (530,628)
Citation 1

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housing and credit boom, house prices, collateral constraints, leverage restrictions

Credit Supply and the Housing Boom

CEPR Discussion Paper No. DP10358
Number of pages: 46 Posted: 02 Feb 2015
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 0
Citation 4
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collateral constraints, house prices, housing and credit boom, leverage restrictions

5.

Macroeconomic Effects of Federal Reserve Forward Guidance

Brookings Papers on Economic Activity, Spring 2012, FRB of Chicago Working Paper No. 2012-3
Number of pages: 60 Posted: 24 Oct 2012
Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago - Economic Research Department and Federal Reserve Bank of Chicago
Downloads 86 (290,448)
Citation 32

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monetary policy, zero lower bound, forward guidance

6.

Credit Supply and the Housing Boom

FRB of Chicago Working Paper No. 2014-21
Number of pages: 49 Posted: 19 Dec 2014
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 85 (292,540)
Citation 1

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Credit Supply, Housing Boom, Borrowing Constraints, Lending Constraints, Household Debt

7.

Monetary Policy and Uncertainty in an Empirical Small Open Economy Model

FRB of Chicago Working Paper No. 2009-21
Number of pages: 62 Posted: 05 Dec 2009
Alejandro Justiniano and Bruce J. Preston
Federal Reserve Bank of Chicago and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 79 (305,713)
Citation 9

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Open Economy Macroeconomics, Optimal Monetary Policy, Uncertainty, Bayesian Estimation DSGE Models

8.

Forecasting Economic Activity with Mixed Frequency Bayesian Vars

FRB of Chicago Working Paper No. WP-2016-5
Number of pages: 43 Posted: 22 Jun 2016 Last Revised: 19 Aug 2018
Scott A. Brave, R. Butters and Alejandro Justiniano
Federal Reserve Bank of Chicago, Indiana University and Federal Reserve Bank of Chicago
Downloads 63 (346,218)
Citation 1

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Mixed frequency, Bayesian VAR, Real-time data, Nowcasting

9.
Downloads 63 (346,218)
Citation 51

Household Leveraging and Deleveraging

FRB of New York Staff Report No. 602
Number of pages: 33 Posted: 06 Mar 2013
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 54 (379,151)

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household debt, mortgages, house prices

Household Leveraging and Deleveraging

NBER Working Paper No. w18941
Number of pages: 34 Posted: 05 Apr 2013
Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 9 (610,376)
Citation 1

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Household Leveraging and Deleveraging

CEPR Discussion Paper No. DP9671
Number of pages: 36 Posted: 07 Oct 2013
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 0
Citation 4
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Collateral constraints, Financial liberalization, House prices, Household debt

10.

The Time Varying Volatility of Macroeconomic Fluctuations

NBER Working Paper No. w12022
Number of pages: 50 Posted: 27 Apr 2006 Last Revised: 02 Jul 2009
Giorgio E. Primiceri and Alejandro Justiniano
Northwestern University - Department of Economics and Federal Reserve Bank of Chicago
Downloads 54 (373,263)
Citation 7

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Can Structural Small Open Economy Models Account for the Influence of Foreign Disturbances?

FRB of Chicago Working Paper No. 2009-19
Number of pages: 46 Posted: 05 Dec 2009
Alejandro Justiniano and Bruce J. Preston
Federal Reserve Bank of Chicago and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 31 (471,990)
Citation 5

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Business Cycles, Open Economy Macroeconomics, Bayesian Estimation, International Comovement

Can Structural Small Open Economy Models Account for the Influence of Foreign Disturbances?

NBER Working Paper No. w14547
Number of pages: 37 Posted: 15 Jan 2009 Last Revised: 04 Sep 2010
Alejandro Justiniano and Bruce J. Preston
Federal Reserve Bank of Chicago and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 20 (537,000)

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12.
Downloads 47 (396,472)

The Mortgage Rate Conundrum

FRB of NY Staff Report No. 829
Number of pages: 30 Posted: 17 Nov 2017
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 19 (543,499)

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credit boom, housing boom, securitization, private label, subprime

The Mortgage Rate Conundrum

FRB of Chicago Working Paper No. WP-2017-23
Number of pages: 36 Posted: 10 Nov 2017
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 14 (576,143)

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Credit boom, housing boom, mortgage loans, securitization, private label, subprime

The Mortgage Rate Conundrum

NBER Working Paper No. w23784
Number of pages: 31 Posted: 11 Sep 2017
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 13 (582,718)

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The Mortgage Rate Conundrum

CEPR Discussion Paper No. DP12265
Number of pages: 32 Posted: 11 Sep 2017
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 1 (680,866)
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Credit boom, housing boom, private label, Securitization, subprime.

13.
Downloads 39 (426,096)
Citation 109

Investment Shocks and the Relative Price of Investment

FRB of New York Staff Report No. 411
Number of pages: 32 Posted: 15 Dec 2009
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 36 (448,400)
Citation 8

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business cycles, financial factors, investment specific technology, DSGE model

Investment Shocks and the Relative Price of Investment

CEPR Discussion Paper No. DP7598
Number of pages: 34 Posted: 11 Jan 2010
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 3 (655,294)
Citation 3
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Business cycles, DSGE model, financial factors, investment-specific technology

14.

Forward Guidance and Macroeconomic Outcomes Since the Financial Crisis

FRB of Chicago Working Paper No. WP-2016-7
Number of pages: 89 Posted: 22 Jun 2016
Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago - Economic Research Department, Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 30 (464,891)
Citation 2

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Monetary policy, Business cycles, Great Recession, Counterfactual policy analysis

A Simple Model of Subprime Borrowers and Credit Growth

FRB of NY Staff Report No. 766
Number of pages: 17 Posted: 04 Feb 2016 Last Revised: 30 Aug 2017
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 20 (537,000)

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home prices, housing boom, household debt, credit supply, collateral constraints

A Simple Model of Subprime Borrowers and Credit Growth

NBER Working Paper No. w21942
Number of pages: 17 Posted: 01 Feb 2016 Last Revised: 18 Jun 2018
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 9 (610,376)
Citation 1

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A Simple Model of Subprime Borrowers and Credit Growth

CEPR Discussion Paper No. DP11083
Number of pages: 18 Posted: 02 Feb 2016
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
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collateral constraint, credit supply, house price, household debt, housing boom

The Effects of the Saving and Banking Glut on the U.S. Economy

NBER Working Paper No. w19635
Number of pages: 42 Posted: 16 Nov 2013
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 15 (569,377)

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The Effects of the Saving and Banking Glut on the U.S. Economy

FRB of Chicago Working Paper No. 2013-17
Number of pages: 46 Posted: 14 Dec 2013
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 13 (582,718)

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Deleveraging, House Prices, Saving Glut, Banking Glut

Is There a Trade-Off between Inflation and Output Stabilization?

NBER Working Paper No. w17071
Number of pages: 36 Posted: 23 May 2011 Last Revised: 11 Nov 2013
University of Oxford, Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 23 (517,722)

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Is There a Trade-Off between Inflation and Output Stabilization?

CEPR Discussion Paper No. DP8407
Number of pages: 38 Posted: 06 Jun 2011
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 2 (666,459)
Citation 1
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optimal policy, output gap, potential output

18.

The Effects of the Saving and Banking Glut on the U.S. Economy

FRB of New York Staff Report No. 648
Number of pages: 40 Posted: 24 Oct 2013
Alejandro Justiniano, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 18 (530,762)
Citation 1

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U.S. Trade Deficit, household debt

19.

The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the Us and Europe

NBER Working Paper No. w17429
Number of pages: 72 Posted: 21 Sep 2011 Last Revised: 15 Feb 2012
Alejandro Justiniano, Alejandro Justiniano and Claudio Michelacci
Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago and Centre for Monetary and Financial Studies (CEMFI)
Downloads 16 (542,351)
Citation 1

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