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Cristina Fuentes-Albero

Personal Details

First Name:Cristina
Middle Name:
Last Name:Fuentes-Albero
RePEc Short-ID:pfu71
Terminal Degree:2010 Department of Economics; University of Pennsylvania (from RePEc Genealogy)


(50%) Macroeconomic and Quantitative Studies Section
Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
RePEc:edi:mqfrbus (more details at EDIRC)

(50%) Department of Economics
Rutgers University-New Brunswick

New Brunswick, New Jersey (United States)
RePEc:edi:derutus (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Cristina Fuentes-Albero & John M. Roberts, 2021. "Inflation Thresholds and Policy-Rule Inertia: Some Simulation Results," FEDS Notes 2021-04-12, Board of Governors of the Federal Reserve System (U.S.).
  2. Mark A. Carlson & Stefania D'Amico & Cristina Fuentes-Albero & Bernd Schlusche & Paul R. Wood, 2020. "Issues in the Use of the Balance Sheet Tool," Finance and Economics Discussion Series 2020-071, Board of Governors of the Federal Reserve System (U.S.).
  3. Hess T. Chung & Cristina Fuentes-Albero & Matthias Paustian & Damjan Pfajfar, 2020. "Latent Variables Analysis in Structural Models: A New Decomposition of the Kalman Smoother," Finance and Economics Discussion Series 2020-100, Board of Governors of the Federal Reserve System (U.S.).
  4. Javier Andres & Jose E. Bosca & Javier Ferri & Cristina Fuentes-Albero, 2018. "Household's Balance Sheets and the Effect of Fiscal Policy," Finance and Economics Discussion Series 2018-012r1, Board of Governors of the Federal Reserve System (U.S.), revised 29 Jun 2020.
  5. Hess T. Chung & Cynthia L. Doniger & Cristina Fuentes-Albero & Bernd Schlusche & Wei Zheng, 2018. "Simulating the Macroeconomic Effects of Unconventional Monetary Policies," FEDS Notes 2018-07-20, Board of Governors of the Federal Reserve System (U.S.).
  6. Javier Andrés & José E. Boscá & Javier Ferri & Cristina Fuentes-Albero, 2017. "Heterogeneous Household Finances and the Effect of Fiscal Policy," Working Papers 2017-05, FEDEA.
  7. Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek, 2016. "The Macroeconomic Impact of Financial and Uncertainty Shocks," NBER Working Papers 22058, National Bureau of Economic Research, Inc.
  8. Simon Gilchrist & Egon Zakrajsek & Cristina Fuentes Albero & Dario Caldara, 2013. "On the Identification of Financial and Uncertainty Shocks," 2013 Meeting Papers 965, Society for Economic Dynamics.
  9. Fuentes-Albero, Cristina, 2012. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Dynare Working Papers 18, CEPREMAP.
  10. Cristina Fuentes-Albero & Leonardo Melosi, 2011. "Methods for Computing Marginal Data Densities from the Gibbs Output," Departmental Working Papers 201131, Rutgers University, Department of Economics.
  11. José-Víctor Ríos-Rull & Frank Schorfheide & Cristina Fuentes-Albero & Maxym Kryshko & Raül Santaeulàlia-Llopis, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," NBER Working Papers 15375, National Bureau of Economic Research, Inc.
  12. Fuentes Albero Cristina & Rubio Jorge Santiago J., 2008. "Can International Environmental Cooperation Be Bought?," Working Papers 2010101, Fundacion BBVA / BBVA Foundation.
  13. Fuentes-Albero, Cristina, 2007. "Technology Shocks, Statistical Models, and The Great Moderation," MPRA Paper 3589, University Library of Munich, Germany.


  1. Chung, Hess & Fuentes-Albero, Cristina & Paustian, Matthias & Pfajfar, Damjan, 2021. "Latent variables analysis in structural models: A New decomposition of the kalman smoother," Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
  2. Cristina Fuentes‐Albero, 2019. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1581-1621, September.
  3. Caldara, Dario & Fuentes-Albero, Cristina & Gilchrist, Simon & Zakrajšek, Egon, 2016. "The macroeconomic impact of financial and uncertainty shocks," European Economic Review, Elsevier, vol. 88(C), pages 185-207.
  4. Fuentes-Albero, Cristina & Melosi, Leonardo, 2013. "Methods for computing marginal data densities from the Gibbs output," Journal of Econometrics, Elsevier, vol. 175(2), pages 132-141.
  5. Ríos-Rull, José-Víctor & Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulàlia-Llopis, Raül, 2012. "Methods versus substance: Measuring the effects of technology shocks," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 826-846.
  6. Fuentes-Albero, Cristina & Rubio, Santiago J., 2010. "Can international environmental cooperation be bought?," European Journal of Operational Research, Elsevier, vol. 202(1), pages 255-264, April.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (12) 2007-06-23 2009-09-11 2013-01-07 2014-12-08 2016-04-04 2016-06-04 2018-02-26 2018-07-30 2018-09-03 2018-10-08 2020-09-28 2021-04-19. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (9) 2007-06-23 2009-09-11 2009-09-26 2009-11-27 2013-01-07 2014-12-08 2017-03-12 2018-02-26 2018-10-08. Author is listed
  3. NEP-BEC: Business Economics (4) 2007-06-23 2009-09-11 2009-09-26 2009-11-27
  4. NEP-CBA: Central Banking (4) 2009-09-11 2009-11-27 2020-09-28 2021-04-19
  5. NEP-MON: Monetary Economics (3) 2018-07-30 2020-09-28 2021-04-19
  6. NEP-CMP: Computational Economics (2) 2018-07-30 2021-04-19
  7. NEP-ECM: Econometrics (2) 2011-12-13 2020-12-21
  8. NEP-ETS: Econometric Time Series (2) 2011-12-13 2020-12-21
  9. NEP-BAN: Banking (1) 2014-12-08
  10. NEP-OPM: Open Economy Macroeconomics (1) 2018-02-26
  11. NEP-ORE: Operations Research (1) 2020-12-21


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