Alejandro Justiniano

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

SCHOLARLY PAPERS

19

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1,246

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Top 2,197

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255

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Scholarly Papers (19)

1.
Downloads 178 (155,024)

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 175 (168,597)

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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
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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 164 (178,296)

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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 158 (184,016)

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New Keynesian model, DSGE, forecasting, policy analysis

4.

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 84 (291,335)

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monetary policy, zero lower bound, forward guidance

5.

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 83 (293,392)

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

6.
Downloads 81 (297,754)

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 35 (447,251)

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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 29 (476,265)

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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 17 (549,086)

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

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 75 (311,490)

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

8.
Downloads 59 (353,488)

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 52 (381,207)

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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 7 (615,276)

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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
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Collateral constraints, Financial liberalization, House prices, Household debt

9.

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 56 (362,525)

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

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 52 (375,078)

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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 30 (471,051)

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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 19 (536,244)

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12.
Downloads 38 (424,985)

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 14 (568,505)

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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 12 (581,620)

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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 11 (588,326)
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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 (670,851)
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Credit boom, housing boom, private label, Securitization, subprime.

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 34 (451,686)

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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 (645,426)
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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 29 (463,861)

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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 18 (542,617)

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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 7 (615,276)

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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 13 (575,044)

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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 11 (588,326)

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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 21 (523,569)

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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 (656,438)
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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 16 (535,382)

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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 15 (541,240)

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