Andrea Tambalotti

Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

22

DOWNLOADS
Rank 20,123

SSRN RANKINGS

Top 20,123

in Total Papers Downloads

2,475

SSRN CITATIONS
Rank 789

SSRN RANKINGS

Top 789

in Total Papers Citations

314

CROSSREF CITATIONS

864

Scholarly Papers (22)

1.

Policy Analysis Using DSGE Models: An Introduction

Economic Policy Review, Vol. 16, No. 2, October 2010
Number of pages: 21 Posted: 17 Oct 2010
Federal Reserve Bank of New York, Federal Reserve Bank of New York, Stanford University and University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 706 (36,796)
Citation 14

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DSGE models, Monetary policy

2.

Menu Costs at Work: Restaurant Prices and the Introduction of the Euro

FRB of New York Staff Report No. 195
Number of pages: 48 Posted: 18 Oct 2004
Bart Hobijn, Federico Ravenna and Andrea Tambalotti
ASU, HEC Montreal and Federal Reserve Bank of New York
Downloads 234 (135,890)
Citation 8

Abstract:

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monopolistic competition, sticky prices, inflation, euro

3.
Downloads 196 (160,817)
Citation 147

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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 177 (176,271)
Citation 34

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

Investment Shocks and Business Cycles

NBER Working Paper No. w15570
Number of pages: 38 Posted: 08 Dec 2009 Last Revised: 19 Jul 2010
Giorgio E. Primiceri and Andrea Tambalotti
Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 16 (587,140)

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Investment Shocks and Business Cycles

CEPR Discussion Paper No. DP6739
Number of pages: 48 Posted: 11 Jun 2008
Northwestern University - Department of Economics, Federal Reserve Bank of New York and Federal Reserve Bank of Chicago
Downloads 3 (683,504)
Citation 10
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Bayesian, DSGE model, endogenous markups, imperfect competition

4.
Downloads 150 (203,061)
Citation 10

Global Trends in Interest Rates

FRB of New York Staff Report No. 866
Number of pages: 67 Posted: 21 Sep 2018
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 112 (255,622)
Citation 1

Abstract:

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world interest rate, convenience yield, interest rate parity, VAR with common trends

Global Trends in Interest Rates

FRB of Dallas Working Paper No. 1812
Number of pages: 68 Posted: 25 Oct 2018 Last Revised: 21 Feb 2019
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 30 (497,895)
Citation 6

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World Interest Rate, Convenience Yield, Interest Rate Parity, VAR with Common Trends

Global Trends in Interest Rates

NBER Working Paper No. w25039
Number of pages: 42 Posted: 17 Sep 2018
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 8 (644,683)
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Macroeconomic Nowcasting and Forecasting with Big Data

FRB of NY Staff Report No. 830
Number of pages: 38 Posted: 22 Nov 2017
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 145 (209,334)

Abstract:

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monitoring economic conditions, business cycle, macroeconomic data, large data sets, high-dimensional data, real-time data flow, factor model, state space models, Kalman filter

Macroeconomic Nowcasting and Forecasting with Big Data

CEPR Discussion Paper No. DP12589
Number of pages: 39 Posted: 16 Jan 2018
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 2 (694,318)
Citation 4
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business cycle analysis, high-dimensional data, monitoring economic conditions, real-time data flow

Macroeconomic Nowcasting and Forecasting with Big Data

Annual Review of Economics, Vol. 10, pp. 615-643, 2018
Posted: 07 Sep 2018
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York

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6.

The FRBNY DSGE Model

FRB of New York Staff Report No. 647
Number of pages: 56 Posted: 24 Oct 2013
Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 143 (211,226)
Citation 16

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DSGE models, Bayesian estimation

7.
Downloads 92 (290,454)
Citation 20

Credit Supply and the Housing Boom

NBER Working Paper No. w20874
Number of pages: 45 Posted: 27 Jan 2015 Last Revised: 07 May 2015
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 37 (463,135)

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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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 34 (477,232)
Citation 1

Abstract:

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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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 21 (553,361)
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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 0
Citation 11
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collateral constraints, house prices, housing and credit boom, leverage restrictions

8.

Has U.S. Monetary Policy Tracked the Efficient Interest Rate?

Number of pages: 31 Posted: 20 May 2014
Vasco Cúrdia, Andrea Ferrero, Ging Cee Ng and Andrea Tambalotti
Federal Reserve Bank of San Francisco, University of Oxford - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 87 (300,859)
Citation 12

Abstract:

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Monetary Policy, Interest Rate Rules, DSGE Models, Bayesian Model Comparison

9.

Credit Supply and the Housing Boom

FRB of Chicago Working Paper No. 2014-21
Number of pages: 49 Posted: 19 Dec 2014
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 86 (303,055)
Citation 4

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

10.

Subjective Intertemporal Substitution

FRB of New York Staff Report No. 734
Number of pages: 56 Posted: 24 Jul 2015 Last Revised: 17 Mar 2019
Richard K. Crump, Stefano Eusepi, Andrea Tambalotti and Giorgio Topa
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 79 (318,976)
Citation 14

Abstract:

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subjective expectations, inflation expectations, Euler equation, elasticity of

11.

Safety, Liquidity, and the Natural Rate of Interest

FRB of NY Staff Report No. 812
Number of pages: 82 Posted: 12 May 2017
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 70 (341,648)
Citation 16

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natural rate of interest, r*, DSGE models, liquidity, safety, convenience yield

12.

Intertemporal Disturbances

NBER Working Paper No. w12243
Number of pages: 40 Posted: 25 May 2006 Last Revised: 31 Jul 2006
Giorgio E. Primiceri, Ernst Schaumburg and Andrea Tambalotti
Northwestern University - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 67 (349,819)
Citation 2

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13.

An Investigation of the Gains from Commitment in Monetary Policy

FRB of NY Staff Report No. 171
Number of pages: 39 Posted: 15 Apr 2003
Ernst Schaumburg and Andrea Tambalotti
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 66 (352,492)
Citation 19

Abstract:

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Commitment, discretion, credibility, welfare

14.

Evaluating Interest Rate Rules in an Estimated DSGE Model

FRB of New York Staff Report No. 510
Number of pages: 47 Posted: 26 Aug 2011
Vasco Cúrdia, Andrea Ferrero, Ging Cee Ng and Andrea Tambalotti
Federal Reserve Bank of San Francisco, University of Oxford - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 64 (358,164)
Citation 9

Abstract:

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inflation expectations, surveys, experimental economics

15.
Downloads 63 (361,142)
Citation 54

Household Leveraging and Deleveraging

FRB of New York Staff Report No. 602
Number of pages: 33 Posted: 06 Mar 2013
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 54 (395,410)

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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 (637,340)
Citation 7

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Household Leveraging and Deleveraging

CEPR Discussion Paper No. DP9671
Number of pages: 36 Posted: 07 Oct 2013
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 0
Citation 7
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Collateral constraints, Financial liberalization, House prices, Household debt

16.
Downloads 55 (385,952)

The Mortgage Rate Conundrum

FRB of NY Staff Report No. 829
Number of pages: 30 Posted: 17 Nov 2017
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 25 (527,344)

Abstract:

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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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 15 (594,062)

Abstract:

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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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 14 (601,262)

Abstract:

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The Mortgage Rate Conundrum

CEPR Discussion Paper No. DP12265
Number of pages: 32 Posted: 11 Sep 2017
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 1 (708,084)
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Credit boom, housing boom, private label, Securitization, subprime.

17.
Downloads 39 (444,605)
Citation 114

Investment Shocks and the Relative Price of Investment

FRB of New York Staff Report No. 411
Number of pages: 32 Posted: 15 Dec 2009
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 36 (467,738)
Citation 11

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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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 3 (683,504)
Citation 8
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Business cycles, DSGE model, financial factors, investment-specific technology

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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 23 (540,225)

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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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 9 (637,340)
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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 0
Citation 1
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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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 15 (594,062)
Citation 1

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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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 13 (608,330)

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Deleveraging, House Prices, Saving Glut, Banking Glut

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

CEPR Discussion Paper No. DP9729
Posted: 14 Nov 2013
Giorgio E. Primiceri and Andrea Tambalotti
Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 0
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Capital flows, Collateral constraints, Global imbalances, House prices, Household debt

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 25 (527,344)

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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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 2 (694,318)
Citation 4
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optimal policy, output gap, potential output

21.

CONDI: A Cost-of-Nominal-Distortions Index

FRB of New York Staff Report No. 367
Number of pages: 42 Posted: 14 Mar 2009
Stefano Eusepi, Bart Hobijn and Andrea Tambalotti
University of Texas at Austin, ASU and Federal Reserve Bank of New York
Downloads 26 (506,168)
Citation 6

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core inflation, nominal rigidities, optimal monetary policy, price indexes

22.

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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 18 (553,725)
Citation 1

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U.S. Trade Deficit, household debt