Alejandro Justiniano

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

SCHOLARLY PAPERS

19

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in Total Papers Downloads

2,399

SSRN CITATIONS
Rank 569

SSRN RANKINGS

Top 569

in Total Papers Citations

1,502

CROSSREF CITATIONS

932

Scholarly Papers (19)

1.

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 283 (200,827)
Citation 1

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

2.

The Chicago Fed DSGE Model

FRB of Chicago Working Paper No. 2012-02
Number of pages: 42 Posted: 29 Aug 2012 Last Revised: 27 Sep 2023
Federal Reserve Bank of Chicago, University of Notre Dame, Federal Reserve Bank of Chicago - Economic Research Department and Federal Reserve Bank of Chicago
Downloads 274 (207,528)
Citation 9

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New Keynesian model, DSGE, forecasting, policy analysis

3.
Downloads 226 (219,506)
Citation 249

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 223 (252,967)
Citation 58

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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 (1,159,014)
Citation 36
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Bayesian, DSGE model, endogenous markups, imperfect competition

4.

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: 29 Apr 2020
Scott A. Brave, R. Andrew Butters and Alejandro Justiniano
Federal Reserve Bank of Chicago, Indiana University and Federal Reserve Bank of Chicago
Downloads 183 (304,039)
Citation 10

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

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
University of Notre Dame, Federal Reserve Bank of Chicago - Research Department, Federal Reserve Bank of Chicago - Economic Research Department and Federal Reserve Bank of Chicago
Downloads 173 (319,603)
Citation 269

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monetary policy, zero lower bound, forward guidance

6.
Downloads 157 (347,236)
Citation 86

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 55 (697,996)
Citation 1

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

Credit Supply and the Housing Boom

NBER Working Paper No. w20874
Number of pages: 45 Posted: 27 Jan 2015 Last Revised: 16 Jul 2023
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 (704,220)

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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 48 (743,475)
Citation 2

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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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Citation 23
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collateral constraints, house prices, housing and credit boom, leverage restrictions

7.
Downloads 140 (380,984)
Citation 15

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 71 (610,813)

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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 39 (809,600)

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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 Last Revised: 28 Jun 2023
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 (895,102)
Citation 16

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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 (1,176,933)
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Credit boom, housing boom, private label, Securitization, subprime.

8.

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 130 (403,717)
Citation 4

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

9.

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 120 (428,772)
Citation 38

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

10.
Downloads 108 (463,555)
Citation 84

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 74 (596,505)

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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 Last Revised: 03 Apr 2023
Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 34 (850,591)
Citation 35

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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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Citation 10
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Collateral constraints, Financial liberalization, House prices, Household debt

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 62 (657,495)
Citation 34

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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: 02 Oct 2022
Alejandro Justiniano and Bruce J. Preston
Federal Reserve Bank of Chicago and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 43 (778,974)

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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 59 (674,343)

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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: 16 Jun 2023
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 28 (904,362)
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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Citation 2
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collateral constraint, credit supply, house price, household debt, housing boom

13.

The Time Varying Volatility of Macroeconomic Fluctuations

NBER Working Paper No. w12022
Number of pages: 50 Posted: 27 Apr 2006 Last Revised: 07 Nov 2022
Giorgio E. Primiceri and Alejandro Justiniano
Northwestern University - Department of Economics and Federal Reserve Bank of Chicago
Downloads 78 (570,949)
Citation 86

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14.
Downloads 77 (575,278)
Citation 182

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 74 (596,505)
Citation 12

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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 (1,159,014)
Citation 80
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Business cycles, DSGE model, financial factors, investment-specific technology

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 35 (841,999)

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Deleveraging, House Prices, Saving Glut, Banking Glut

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 Last Revised: 25 Feb 2023
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 32 (867,883)
Citation 4

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16.

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
University of Notre Dame, Federal Reserve Bank of Chicago - Economic Research Department, Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 63 (640,642)
Citation 51

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

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: 23 Feb 2023
University of Oxford, Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 52 (716,757)

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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 (1,167,702)
Citation 14
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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 39 (788,788)
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 2023
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 35 (819,307)
Citation 2

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