Details about Andrea Tambalotti

Access statistics for papers by Andrea Tambalotti.

Last updated 2024-11-03. Update your information in the RePEc Author Service.

Short-id: pta51

Working Papers

2023

1. Inequality and Business Cycles
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in Janeway Institute Working Papers, Faculty of Economics, University of Cambridge (2022) View citations (2)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2022) View citations (2)

2022

2. Disinflation Policies with a Flat Phillips Curve
   Liberty Street Economics, Federal Reserve Bank of New York
3. Drivers of Inflation: The New York Fed DSGE Model’s Perspective
   Liberty Street Economics, Federal Reserve Bank of New York View citations (5)
4. Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms
   Staff Reports, Federal Reserve Bank of New York View citations (4)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2022) View citations (4)

2021

5. “Excess Savings” Are Not Excessive
   Liberty Street Economics, Federal Reserve Bank of New York

2020

6. What's up with the Phillips Curve?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
   Also in Working Paper Series, European Central Bank (2020) View citations (5)
   Liberty Street Economics, Federal Reserve Bank of New York (2020) View citations (4)
   NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (5)
   See also Journal Article What's Up with the Phillips Curve?, Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2020) View citations (4) (2020)

2019

7. Global Trends in Interest Rates
   Liberty Street Economics, Federal Reserve Bank of New York View citations (75)
   Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (8)
   Working Papers, Federal Reserve Bank of Dallas (2018) View citations (10)
   2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (110)
   NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (31)
   See also Chapter Global Trends in Interest Rates, NBER Chapters, National Bureau of Economic Research, Inc (2018) View citations (31) (2018)
   Journal Article Global trends in interest rates, Journal of International Economics, Elsevier (2019) View citations (84) (2019)

2018

8. A DSGE Perspective on Safety, Liquidity, and Low Interest Rates
   Liberty Street Economics, Federal Reserve Bank of New York
9. A New Perspective on Low Interest Rates
   Liberty Street Economics, Federal Reserve Bank of New York
10. A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates
    Liberty Street Economics, Federal Reserve Bank of New York
11. Macroeconomic Nowcasting and Forecasting with Big Data
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (92)
    Also in Staff Reports, Federal Reserve Bank of New York (2017) View citations (20)
    See also Journal Article Macroeconomic Nowcasting and Forecasting with Big Data, Annual Review of Economics, Annual Reviews (2018) View citations (1) (2018)
12. Opening the Toolbox: The Nowcasting Code on GitHub
    Liberty Street Economics, Federal Reserve Bank of New York

2017

13. Safety, Liquidity, and the Natural Rate of Interest
    2017 Meeting Papers, Society for Economic Dynamics View citations (196)
    Also in Staff Reports, Federal Reserve Bank of New York (2017) View citations (96)
    See also Journal Article Safety, Liquidity, and the Natural Rate of Interest, Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2017) View citations (196) (2017)
14. The Mortgage Rate Conundrum
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (24)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (24)
    Working Paper Series, Federal Reserve Bank of Chicago (2017) View citations (5)
    2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (24)
    Staff Reports, Federal Reserve Bank of New York (2017) View citations (11)
    See also Journal Article The Mortgage Rate Conundrum, Journal of Political Economy, University of Chicago Press (2022) View citations (5) (2022)

2016

15. A Simple Model of Subprime Borrowers and Credit Growth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
    Also in Staff Reports, Federal Reserve Bank of New York (2016) View citations (13)
    2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (14)
    NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (14)
    See also Journal Article A Simple Model of Subprime Borrowers and Credit Growth, American Economic Review, American Economic Association (2016) View citations (14) (2016)
16. Subjective Intertemporal Substitution
    2016 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in Staff Reports, Federal Reserve Bank of New York (2015) View citations (28)
    See also Journal Article Subjective intertemporal substitution, Journal of Monetary Economics, Elsevier (2022) View citations (20) (2022)

2015

17. Credit Supply and the Housing Boom
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (61)
    Also in Liberty Street Economics, Federal Reserve Bank of New York (2015) View citations (5)
    2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (35)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (61)
    Staff Reports, Federal Reserve Bank of New York (2015) View citations (30)
    Working Paper Series, Federal Reserve Bank of Chicago (2014) View citations (21)
    See also Journal Article Credit Supply and the Housing Boom, Journal of Political Economy, University of Chicago Press (2019) View citations (92) (2019)
18. What Happened to Mortgage Interest Rates During the Boom?
    2015 Meeting Papers, Society for Economic Dynamics

2014

19. A Bird's Eye View of the FRBNY DSGE Model
    Liberty Street Economics, Federal Reserve Bank of New York
20. Developing a Narrative: the Great Recession and Its Aftermath
    Liberty Street Economics, Federal Reserve Bank of New York
21. Forecasting with the FRBNY DSGE Model
    Liberty Street Economics, Federal Reserve Bank of New York
22. Has U.S. Monetary Policy Tracked the Efficient Interest Rate?
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (4)
    See also Journal Article Has U.S. monetary policy tracked the efficient interest rate?, Journal of Monetary Economics, Elsevier (2015) View citations (101) (2015)
23. How Unconventional Are Large-Scale Asset Purchases?
    Liberty Street Economics, Federal Reserve Bank of New York

2013

24. Household Debt and Foreign Capital Flows
    2013 Meeting Papers, Society for Economic Dynamics
25. Household Leveraging and Deleveraging
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (45)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (55)
    Staff Reports, Federal Reserve Bank of New York (2013) View citations (25)
    See also Journal Article Household leveraging and deleveraging, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) View citations (133) (2015)
26. The Effects of the Saving and Banking Glut on the U.S. Economy
    Working Paper Series, Federal Reserve Bank of Chicago View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (5)
    Staff Reports, Federal Reserve Bank of New York (2013) View citations (2)
    See also Chapter The Effects of the Saving and Banking Glut on the U.S. Economy, NBER Chapters, National Bureau of Economic Research, Inc (2013) View citations (2) (2013)
27. The FRBNY DSGE model
    Staff Reports, Federal Reserve Bank of New York View citations (25)

2012

28. The Great Moderation, Forecast Uncertainty, and the Great Recession
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)

2011

29. A Closer Look at the Recent Pickup in Inflation
    Liberty Street Economics, Federal Reserve Bank of New York
30. Evaluating interest rate rules in an estimated DSGE model
    Staff Reports, Federal Reserve Bank of New York View citations (17)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010)
31. Is there a trade-off between inflation and output stabilization?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (12)
    2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (11)
    See also Journal Article Is There a Trade-Off between Inflation and Output Stabilization?, American Economic Journal: Macroeconomics, American Economic Association (2013) View citations (139) (2013)
32. Sizing Up the Fed's Maturity Extension Program
    Liberty Street Economics, Federal Reserve Bank of New York

2009

33. CONDI: a cost-of-nominal-distortions index
    Staff Reports, Federal Reserve Bank of New York View citations (6)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2009) View citations (3)
    See also Journal Article CONDI: A Cost-of-Nominal-Distortions Index, American Economic Journal: Macroeconomics, American Economic Association (2011) View citations (32) (2011)
34. Investment Shocks and Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
    Also in Staff Reports, Federal Reserve Bank of New York (2008) View citations (45)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (75)
    Working Paper Series, Federal Reserve Bank of Chicago (2008) View citations (44)
    See also Journal Article Investment shocks and business cycles, Journal of Monetary Economics, Elsevier (2010) View citations (579) (2010)
35. Investment Shocks and the Relative Price of Investment
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (47)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (27)
    Staff Reports, Federal Reserve Bank of New York (2009) View citations (19)
    See also Software Item Code and data files for "Investment Shocks and the Relative Price of Investment", Computer Codes, Review of Economic Dynamics (2010) (2010)
    Journal Article Investment Shocks and the Relative Price of Investment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) View citations (424) (2011)

2007

36. The Normative Implications of Heterogeneity in the Frequency of Price Adjustment
    2007 Meeting Papers, Society for Economic Dynamics

2006

37. Intertemporal Disturbances
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (40)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (30)

2005

38. Inefficient Shocks
    2005 Meeting Papers, Society for Economic Dynamics
39. Menu Costs at Work: Restaurant Prices and the Introduction of the Euro
    2005 Meeting Papers, Society for Economic Dynamics View citations (1)
    Also in Staff Reports, Federal Reserve Bank of New York (2004) View citations (10)
    See also Journal Article Menu Costs at Work: Restaurant Prices and the Introduction of the Euro, The Quarterly Journal of Economics, President and Fellows of Harvard College (2006) View citations (60) (2006)

2004

40. An Investigation of the Gains from Commitment in Monetary Policy
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (7)
    Also in Macroeconomics, University Library of Munich, Germany (2003) View citations (14)
    Staff Reports, Federal Reserve Bank of New York (2003) View citations (4)
    See also Journal Article An investigation of the gains from commitment in monetary policy, Journal of Monetary Economics, Elsevier (2007) View citations (147) (2007)
41. Optimal monetary policy and productivity growth
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations (9)

Journal Articles

2022

1. Subjective intertemporal substitution
   Journal of Monetary Economics, 2022, 126, (C), 118-133 View citations (20)
   See also Working Paper Subjective Intertemporal Substitution, 2016 Meeting Papers (2016) View citations (3) (2016)
2. The Mortgage Rate Conundrum
   Journal of Political Economy, 2022, 130, (1), 121 - 156 View citations (5)
   See also Working Paper The Mortgage Rate Conundrum, CEPR Discussion Papers (2017) View citations (24) (2017)

2021

3. Introduction to the Special Issue in Memory of Alejandro Justiniano
   Review of Economic Dynamics, 2021, 41, 1-3

2020

4. What's Up with the Phillips Curve?
   Brookings Papers on Economic Activity, 2020, 51, (1 (Spring)), 301-373 View citations (4)
   See also Working Paper What's up with the Phillips Curve?, CEPR Discussion Papers (2020) View citations (14) (2020)
5. Why has inflation in the United States been so stable since the 1990s?
   Research Bulletin, 2020, 74

2019

6. Credit Supply and the Housing Boom
   Journal of Political Economy, 2019, 127, (3), 1317 - 1350 View citations (92)
   See also Working Paper Credit Supply and the Housing Boom, NBER Working Papers (2015) View citations (61) (2015)
7. Global trends in interest rates
   Journal of International Economics, 2019, 118, (C), 248-262 View citations (84)
   See also Chapter Global Trends in Interest Rates, NBER Chapters, 2018, 248-262 (2018) View citations (31) (2018)
   Working Paper Global Trends in Interest Rates, Liberty Street Economics (2019) View citations (75) (2019)

2018

8. Macroeconomic Nowcasting and Forecasting with Big Data
   Annual Review of Economics, 2018, 10, (1), 615-643 View citations (1)
   See also Working Paper Macroeconomic Nowcasting and Forecasting with Big Data, CEPR Discussion Papers (2018) View citations (92) (2018)

2017

9. Safety, Liquidity, and the Natural Rate of Interest
   Brookings Papers on Economic Activity, 2017, 48, (1 (Spring)), 235-316 View citations (196)
   See also Working Paper Safety, Liquidity, and the Natural Rate of Interest, 2017 Meeting Papers (2017) View citations (196) (2017)

2016

10. A Simple Model of Subprime Borrowers and Credit Growth
    American Economic Review, 2016, 106, (5), 543-47 View citations (14)
    See also Working Paper A Simple Model of Subprime Borrowers and Credit Growth, CEPR Discussion Papers (2016) View citations (14) (2016)

2015

11. Has U.S. monetary policy tracked the efficient interest rate?
    Journal of Monetary Economics, 2015, 70, (C), 72-83 View citations (101)
    See also Working Paper Has U.S. Monetary Policy Tracked the Efficient Interest Rate?, Working Paper Series (2014) View citations (4) (2014)
12. Household leveraging and deleveraging
    Review of Economic Dynamics, 2015, 18, (1), 3-20 View citations (133)
    See also Working Paper Household Leveraging and Deleveraging, CEPR Discussion Papers (2013) View citations (45) (2013)
    Software Item Code and data files for "Household Leveraging and Deleveraging", Computer Codes (2014) (2014)

2013

13. Is There a Trade-Off between Inflation and Output Stabilization?
    American Economic Journal: Macroeconomics, 2013, 5, (2), 1-31 View citations (139)
    See also Working Paper Is there a trade-off between inflation and output stabilization?, NBER Working Papers (2011) View citations (24) (2011)

2011

14. CONDI: A Cost-of-Nominal-Distortions Index
    American Economic Journal: Macroeconomics, 2011, 3, (3), 53-91 View citations (32)
    See also Working Paper CONDI: a cost-of-nominal-distortions index, Staff Reports (2009) View citations (6) (2009)
15. Investment Shocks and the Relative Price of Investment
    Review of Economic Dynamics, 2011, 14, (1), 101-121 View citations (424)
    See also Working Paper Investment Shocks and the Relative Price of Investment, CEPR Discussion Papers (2009) View citations (47) (2009)
    Software Item Code and data files for "Investment Shocks and the Relative Price of Investment", Computer Codes (2010) (2010)

2010

16. Investment shocks and business cycles
    Journal of Monetary Economics, 2010, 57, (2), 132-145 View citations (579)
    See also Working Paper Investment Shocks and Business Cycles, NBER Working Papers (2009) View citations (10) (2009)
17. Policy analysis using DSGE models: an introduction
    Economic Policy Review, 2010, 16, (Oct), 23-43 View citations (40)
18. The housing drag on core inflation
    FRBSF Economic Letter, 2010, (apr5) View citations (4)

2007

19. An investigation of the gains from commitment in monetary policy
    Journal of Monetary Economics, 2007, 54, (2), 302-324 View citations (147)
    See also Working Paper An Investigation of the Gains from Commitment in Monetary Policy, Econometric Society 2004 North American Summer Meetings (2004) View citations (7) (2004)

2006

20. Menu Costs at Work: Restaurant Prices and the Introduction of the Euro
    The Quarterly Journal of Economics, 2006, 121, (3), 1103-1131 View citations (60)
    See also Working Paper Menu Costs at Work: Restaurant Prices and the Introduction of the Euro, 2005 Meeting Papers (2005) View citations (1) (2005)

Chapters

2018

1. Global Trends in Interest Rates
   A chapter in NBER International Seminar on Macroeconomics 2018, 2018, pp 248-262 View citations (31)
   See also Journal Article Global trends in interest rates, Elsevier (2019) View citations (84) (2019)
   Working Paper Global Trends in Interest Rates, Federal Reserve Bank of New York (2019) View citations (75) (2019)

2013

2. 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 The Effects of the Saving and Banking Glut on the U.S. Economy, Federal Reserve Bank of Chicago (2013) View citations (2) (2013)

Software Items

2014

1. Code and data files for "Household Leveraging and Deleveraging"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Household leveraging and deleveraging, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) View citations (133) (2015)

2010

2. Code and data files for "Investment Shocks and the Relative Price of Investment"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Investment Shocks and the Relative Price of Investment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) View citations (424) (2011)
   Working Paper Investment Shocks and the Relative Price of Investment, CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (47) (2009)