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Details about Alejandro Justiniano

This author is deceased (2018-04-07).

Access statistics for papers by Alejandro Justiniano.

Last updated 2019-01-28. Update your information in the RePEc Author Service.

Short-id: pju154


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Working Papers

2017

  1. Mortgages and Heterogeneity in the Transmission of Monetary Policy
    2017 Meeting Papers, Society for Economic Dynamics Downloads
  2. The Mortgage Rate Conundrum
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2016) Downloads View citations (1)
    2017 Meeting Papers, Society for Economic Dynamics (2017) Downloads View citations (1)
    Staff Reports, Federal Reserve Bank of New York (2017) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (1)

2016

  1. A Simple Model of Subprime Borrowers and Credit Growth
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (7)
    2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads View citations (7)
    Staff Reports, Federal Reserve Bank of New York (2016) Downloads View citations (7)

    See also Journal Article in American Economic Review (2016)
  2. Forecasting Economic Activity with Mixed Frequency Bayesian VARs
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (8)
  3. Forward Guidance and Macroeconomic Outcomes Since the Financial Crisis
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (9)
    See also Chapter (2016)
    Journal Article in NBER Macroeconomics Annual (2017)

2015

  1. Credit Supply and the Housing Boom
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (18)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2014) Downloads View citations (17)
    2014 Meeting Papers, Society for Economic Dynamics (2014) Downloads View citations (16)
    NBER Working Papers, National Bureau of Economic Research, Inc (2015) Downloads View citations (18)
    Staff Reports, Federal Reserve Bank of New York (2015) Downloads View citations (18)
  2. What Happened to Mortgage Interest Rates During the Boom?
    2015 Meeting Papers, Society for Economic Dynamics Downloads

2013

  1. Household Debt and Foreign Capital Flows
    2013 Meeting Papers, Society for Economic Dynamics Downloads
  2. Household Leveraging and Deleveraging
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (22)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (37)
    Staff Reports, Federal Reserve Bank of New York (2013) Downloads View citations (22)

    See also Journal Article in Review of Economic Dynamics (2015)
  3. The Effects of the Saving and Banking Glut on the U.S. Economy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2013) Downloads View citations (2)
    Staff Reports, Federal Reserve Bank of New York (2013) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (2)

    See also Chapter (2013)

2012

  1. Macroeconomic effects of Federal Reserve forward guidance
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (70)
    See also Journal Article in Brookings Papers on Economic Activity (2012)
  2. The Chicago Fed DSGE model
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (18)

2011

  1. Is there a trade-off between inflation and output stabilization?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads View citations (4)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (19)

    See also Journal Article in American Economic Journal: Macroeconomics (2013)
  2. The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the US and Europe
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (19)

2009

  1. Can structural small open economy models account for the influence of foreign disturbances?
    Working Paper Series, Federal Reserve Bank of Chicago Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2006) Downloads View citations (11)
    2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (11)
    NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (10)

    See also Journal Article in Journal of International Economics (2010)
  2. Investment Shocks and Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2008) Downloads View citations (43)
    Staff Reports, Federal Reserve Bank of New York (2008) Downloads View citations (44)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (60)

    See also Journal Article in Journal of Monetary Economics (2010)
  3. Investment Shocks and the Relative Price of Investment
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (38)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads View citations (6)
    Staff Reports, Federal Reserve Bank of New York (2009) Downloads View citations (15)

    See also Journal Article in Review of Economic Dynamics (2011)
    Software Item (2010)
  4. Monetary policy and uncertainty in an empirical small open economy model
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (9)
    See also Journal Article in Journal of Applied Econometrics (2010)
  5. Potential and natural output
    2009 Meeting Papers, Society for Economic Dynamics

2006

  1. Foreign shock transmission in small open economies
    Computing in Economics and Finance 2006, Society for Computational Economics
  2. Multi-Sectoral Cascading and Price Dynamics - A Bayesian Econometric Evaluation
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (2)
  3. The Time Varying Volatility of Macroeconomic Fluctuations
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (28)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (40)
    2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (14)

    See also Journal Article in American Economic Review (2008)

2005

  1. An Estimated Small Open Economy Model of the Financial Accelerator
    IMF Working Papers, International Monetary Fund Downloads View citations (24)
    See also Journal Article in IMF Staff Papers (2006)
  2. Stochastic Volatility in DSGE models
    Computing in Economics and Finance 2005, Society for Computational Economics

2004

  1. Robust Inflation-Forecast-Based Rules to Shield against Indeterminacy
    School of Economics Discussion Papers, School of Economics, University of Surrey Downloads View citations (11)
    See also Journal Article in Journal of Economic Dynamics and Control (2006)
  2. Sources and Propagation Mechanims of Foreign Disturbances in Small Open Economies: A Dynamic Factor Analysis
    Econometric Society 2004 Latin American Meetings, Econometric Society Downloads View citations (2)

Journal Articles

2017

  1. Forward Guidance and Macroeconomic Outcomes since the Financial Crisis
    NBER Macroeconomics Annual, 2017, 31, (1), 283 - 357 Downloads View citations (6)
    See also Chapter (2016)
    Working Paper (2016)

2016

  1. A Simple Model of Subprime Borrowers and Credit Growth
    American Economic Review, 2016, 106, (5), 543-47 Downloads View citations (7)
    See also Working Paper (2016)

2015

  1. Household leveraging and deleveraging
    Review of Economic Dynamics, 2015, 18, (1), 3-20 Downloads View citations (48)
    See also Working Paper (2013)
  2. Job Switching and Wage Growth
    Chicago Fed Letter, 2015 Downloads View citations (2)

2014

  1. The Natural Rate of Interest and Its Usefulness for Monetary Policy
    American Economic Review, 2014, 104, (5), 37-43 Downloads View citations (71)

2013

  1. Comment
    NBER International Seminar on Macroeconomics, 2013, 9, (1), 415 - 424 Downloads
  2. Is There a Trade-Off between Inflation and Output Stabilization?
    American Economic Journal: Macroeconomics, 2013, 5, (2), 1-31 Downloads View citations (55)
    See also Working Paper (2011)

2012

  1. Macroeconomic Effects of Federal Reserve Forward Guidance
    Brookings Papers on Economic Activity, 2012, 43, (1 (Spring)), 1-80 Downloads View citations (47)
    See also Working Paper (2012)
  2. The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the United States and Europe
    NBER International Seminar on Macroeconomics, 2012, 8, (1), 169 - 235 Downloads View citations (2)
    See also Chapter (2011)

2011

  1. Investment Shocks and the Relative Price of Investment
    Review of Economic Dynamics, 2011, 14, (1), 101-121 Downloads View citations (183)
    See also Working Paper (2009)
    Software Item (2010)

2010

  1. Can structural small open-economy models account for the influence of foreign disturbances?
    Journal of International Economics, 2010, 81, (1), 61-74 Downloads View citations (124)
    See also Working Paper (2009)
  2. Investment shocks and business cycles
    Journal of Monetary Economics, 2010, 57, (2), 132-145 Downloads View citations (299)
    See also Working Paper (2009)
  3. Measuring the equilibrium real interest rate
    Economic Perspectives, 2010, (Q I), 14-27 Downloads View citations (13)
  4. Monetary policy and uncertainty in an empirical small open-economy model
    Journal of Applied Econometrics, 2010, 25, (1), 93-128 Downloads View citations (143)
    See also Working Paper (2009)

2008

  1. The Time-Varying Volatility of Macroeconomic Fluctuations
    American Economic Review, 2008, 98, (3), 604-41 Downloads View citations (354)
    See also Working Paper (2006)

2006

  1. An Estimated Small Open Economy Model of the Financial Accelerator
    IMF Staff Papers, 2006, 53, (2), 2 Downloads View citations (26)
    See also Working Paper (2005)
  2. Robust inflation-forecast-based rules to shield against indeterminacy
    Journal of Economic Dynamics and Control, 2006, 30, (9-10), 1491-1526 Downloads View citations (32)
    See also Working Paper (2004)

Chapters

2016

  1. Forward Guidance and Macroeconomic Outcomes Since the Financial Crisis
    A chapter in NBER Macroeconomics Annual 2016, Volume 31, 2016, pp 283-357 Downloads View citations (19)
    See also Journal Article in NBER Macroeconomics Annual (2017)
    Working Paper (2016)

2013

  1. The Effects of the Saving and Banking Glut on the U.S. Economy
    A chapter in NBER International Seminar on Macroeconomics 2013, 2013, pp 52-67 View citations (2)
    See also Working Paper (2013)

2012

  1. Comment on "Structural and Cyclical Forces in the Labor Market during the Great Recession: Cross-Country Evidence"
    A chapter in NBER International Seminar on Macroeconomics 2012, 2012, pp 415-424 Downloads View citations (1)

2011

  1. The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the United States and Europe
    A chapter in NBER International Seminar on Macroeconomics 2011, 2011, pp 169-235 Downloads View citations (12)
    See also Journal Article in NBER International Seminar on Macroeconomics (2012)

Software Items

2010

  1. Code and data files for "Investment Shocks and the Relative Price of Investment"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2011)
    Working Paper (2009)
 
Page updated 2019-05-24