Andrea Tambalotti

Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

24

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6,301

TOTAL CITATIONS
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SSRN RANKINGS

Top 536

in Total Papers Citations

629

Scholarly Papers (24)

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 ETH Zürich - KOF Swiss Economic Institute
Downloads 1,515 (26,452)
Citation 41

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DSGE models, Monetary policy

Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms

FRB of New York Staff Report No. 1002
Number of pages: 29 Posted: 16 Feb 2022
Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of Chicago and Federal Reserve Bank of New York
Downloads 683 (79,434)

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monetary policy, financial stability, credit, leverage, liquidity, asset prices

Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms

FEDS Working Paper No. 2022-5
Number of pages: 29 Posted: 18 Feb 2022
Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of Chicago and Federal Reserve Bank of New York
Downloads 83 (633,764)

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Monetary policy, Asset prices, Financial stability, Financial crises, Credit, Leverage, Liquidity

Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms

FRB of Chicago Working Paper No. 2022-06
Number of pages: 29 Posted: 16 Feb 2022
Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of Chicago and Federal Reserve Bank of New York
Downloads 30 (1,013,975)

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monetary policy, financial stability, financial crises, credit, leverage, liquidity, asset prices

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, International Monetary Fund (IMF), Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 561 (102,196)
Citation 4

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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, International Monetary Fund (IMF), Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 102 (554,236)
Citation 39
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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, International Monetary Fund (IMF), 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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4.

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, Barclays Corporate and Investment Bank, 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 378 (165,323)
Citation 27

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DSGE models, Bayesian estimation

5.
Downloads 328 (193,044)
Citation 29

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, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 207 (305,809)

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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: 29 Apr 2020
Federal Reserve Bank of New York, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 86 (620,242)
Citation 24

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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 Last Revised: 02 Jun 2023
Federal Reserve Bank of New York, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 35 (960,829)
Citation 5

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6.
Downloads 292 (218,453)
Citation 95

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 249 (255,534)
Citation 58

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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 2023
Giorgio E. Primiceri, Andrea Tambalotti and Andrea Tambalotti
Northwestern University - Department of Economics, Federal Reserve Bank of New York and Amazon
Downloads 38 (931,243)
Citation 1

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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 5 (1,326,979)
Citation 36
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Bayesian, DSGE model, endogenous markups, imperfect competition

7.

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

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 265 (241,293)
Citation 15

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monopolistic competition, sticky prices, inflation, euro

8.

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, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 250 (256,013)
Citation 45

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

9.

Subjective Intertemporal Substitution

FRB of New York Staff Report No. 734, Rev. August 2021
Number of pages: 70 Posted: 24 Jul 2015 Last Revised: 12 Aug 2021
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 Banks - Federal Reserve Bank of New York
Downloads 232 (276,528)
Citation 22

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subjective expectations, inflation expectations, Euler equation, elasticity of

10.
Downloads 182 (347,324)
Citation 20

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 100 (562,156)

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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 47 (851,522)

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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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 34 (971,051)
Citation 20

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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 (1,357,805)
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Credit boom, housing boom, private label, Securitization, subprime.

11.
Downloads 172 (363,236)
Citation 25

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 59 (764,259)
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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 56 (784,247)

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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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 55 (791,199)
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 2 (1,348,985)
Citation 23
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collateral constraints, house prices, housing and credit boom, leverage restrictions

12.

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 167 (372,701)
Citation 4

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

13.

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 154 (399,477)
Citation 9

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inflation expectations, surveys, experimental economics

14.

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 129 (460,347)
Citation 15

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

15.
Downloads 116 (499,609)
Citation 51

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 77 (662,292)

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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 38 (931,243)
Citation 41

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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 1 (1,357,805)
Citation 10
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Collateral constraints, Financial liberalization, House prices, Household debt

16.

Intertemporal Disturbances

NBER Working Paper No. w12243
Number of pages: 40 Posted: 25 May 2006 Last Revised: 16 Dec 2022
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 109 (523,145)
Citation 1

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17.
Downloads 104 (541,364)
Citation 99

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 82 (638,429)
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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 22 (1,110,731)
Citation 87
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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 64 (733,075)

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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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 33 (981,546)
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 2 (1,348,985)
Citation 2
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collateral constraint, credit supply, house price, household debt, housing boom

19.

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 90 (595,268)
Citation 43

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Commitment, discretion, credibility, welfare

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 39 (921,623)

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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
Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 33 (981,546)
Citation 4

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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 1 (1,357,805)
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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: 23 Feb 2023
University of Oxford, Federal Reserve Bank of Chicago, Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 55 (791,199)

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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 4 (1,334,693)
Citation 14
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optimal policy, output gap, potential output

22.

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 54 (780,783)
Citation 22

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

23.

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 44 (854,757)
Citation 1

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U.S. Trade Deficit, household debt

24.
Downloads 30 (985,023)
Citation 1

What's Up with the Phillips Curve?

NBER Working Paper No. w27003
Number of pages: 78 Posted: 20 Apr 2020 Last Revised: 14 Apr 2023
Federal Reserve Bank of New York, European Central Bank (ECB), Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 28 (1,036,747)

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What's Up with the Phillips Curve?

CEPR Discussion Paper No. DP14583
Number of pages: 79 Posted: 08 May 2020
Federal Reserve Bank of New York, European Central Bank (ECB), Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 2 (1,348,985)
Citation 1
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