Cristina Fuentes-Albero : Citation Profile

Are you Cristina Fuentes-Albero?

Federal Reserve Board (Board of Governors of the Federal Reserve System) (50% share)
Rutgers University-New Brunswick (50% share)

7

H index

7

i10 index

590

Citations

RESEARCH PRODUCTION:

8

Articles

22

Papers

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 36
   Journals where Cristina Fuentes-Albero has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 1 (0.17 %)

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   Permalink: http://citec.repec.org/pfu71
   Updated: 2024-11-04    RAS profile: 2023-01-25    
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Relations with other researchers

Works with:

Pfajfar, Damjan (3)

Ferri, Javier (2)

Boscá, José (2)

Lepetit, Antoine (2)

Chung, Hess (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Cristina Fuentes-Albero.

Is cited by:

Schorfheide, Frank (22)

Castelnuovo, Efrem (18)

Finus, Michael (17)

Caggiano, Giovanni (15)

Choi, Sangyup (13)

Aruoba, S. Boragan (11)

GUPTA, RANGAN (10)

Weikard, Hans-Peter (9)

Sartzetakis, Eftichios (9)

Pellegrino, Giovanni (8)

Cuba-Borda, Pablo (8)

Cites to:

Schorfheide, Frank (15)

Primiceri, Giorgio (13)

Smets, Frank (13)

Wouters, Raf (11)

Giannone, Domenico (11)

bloom, nicholas (10)

Kaplan, Greg (9)

Zha, Tao (9)

Christiano, Lawrence (9)

Lenza, Michele (9)

Sims, Christopher (8)

Main data

Where Cristina Fuentes-Albero has published?

Journals with more than one article published# docs
Journal of Money, Credit and Banking2
European Economic Review2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)6
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Cristina Fuentes-Albero (2024 and 2023)

YearTitle of citing document
2024Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621.

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2023Estimation of Economic Policy Uncertainty. (2023). Trunin, Pavel ; Petrova, Diana. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:3:p:48-61.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2023Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237.

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2023Estimation of Heterogeneous Agent Models: A Likelihood Approach. (2023). Wang, Muchun ; Posch, Olaf ; Parraalvarez, Juan Carlos. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:304-330.

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2023The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3.

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2023Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125.

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2023Climate policies, macroprudential regulation, and the welfare cost of business cycles. (2023). Diluiso, Francesca ; Carli, Marco ; Annicchiarico, Barbara. In: Bank of England working papers. RePEc:boe:boeewp:1036.

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2023Does U.S. Monetary Policy Respond to Macroeconomic Uncertainty?. (2023). Piccillo, Giulia ; Gomez, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10407.

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2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Gambetti, Luca ; Zanetti, Francesco ; Tsoukalas, John D. In: Discussion Papers. RePEc:cfm:wpaper:2304.

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2023.

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2023Energy News Shocks and their Propagation to Renewable and Fossil Fuels Use. (2023). Puch, Luis ; Guinea, Laurentiu ; Ruiz, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:37355.

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2024Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment. (2024). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000514.

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2024Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks. (2024). Ma, Jun ; Luo, Sui ; Liao, Wenting ; Huang, Yu-Fan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000630.

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2023Risk and Uncertainty: The Role of Financial Frictions. (2023). Higgins, Charles. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003753.

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2023The macroeconomic effects of funding U.S. infrastructure. (2023). Philippopoulos, Apostolis ; Malley, James. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002148.

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2023Sources of Economic Policy Uncertainty in the euro area. (2023). Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik ; Azqueta-Gavaldon, Andres. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292123000028.

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2023Measuring macroeconomic uncertainty: A cross-country analysis. (2023). Dibiasi, Andreas ; Sarferaz, Samad. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000120.

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2023The effects of uncertainty shocks: Implications of wealth inequality. (2023). Chikhale, Nisha. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000417.

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2023Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661.

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2023The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715.

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2023Commodity terms of trade volatility and industry growth. (2023). Lee, Dongwon. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s0014292123001083.

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2023Optimal monetary policy in an estimated SIR model. (2023). Vermandel, Gauthier ; Jaccard, Ivan ; Benmir, Ghassane. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s0014292123001319.

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2023Are the effects of uncertainty shocks big or small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300154x.

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2023Comment on “Optimal monetary policy in an estimated SIR model by G. Benmir, I. Jaccard, and G. Vermandel”. (2023). Trabandt, Mathias. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001666.

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2024Public expenditure multipliers and informality. (2024). Furceri, Davide ; Pizzuto, Pietro ; Colombo, Emilio ; Tirelli, Patrizio. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s0014292124000321.

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2023Asymmetric Effects of Energy Inflation, Agri-inflation and CPI on Agricultural Output: Evidence from NARDL and SVAR Models for the UK. (2023). Sarker, Provash ; Lau, Chi Keung ; Soliman, Alaa M ; Dastgir, Shabbir ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004188.

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2023Causality between volatility and the weekly economic index during COVID-19: The predictive power of efficient markets and rational expectations. (2023). Gangopadhyay, Partha ; Das, Narasingha ; Cooray, Arusha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003083.

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2023Geopolitical risk and economic policy uncertainty: Different roles in Chinas financial cycle. (2023). Li, Yujia ; Zhu, Zixiang ; Che, Ming. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003836.

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2024Economic uncertainty, public debt and non-performing loans in the Eurozone: Three systemic crises. (2024). Sohag, Kazi ; Gurdgiev, Constantin ; Zeqiraj, Veton ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001406.

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2023Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies. (2023). Demirer, Riza ; Ferrer, Roman ; Bathia, Deven ; Raheem, Ibrahim D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001493.

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2024Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

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2024COVID-19 inflation weights in the UK and Germany. (2024). Grigoli, Francesco ; Pugacheva, Evgenia. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000435.

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2023Do gold prices respond more to uncertainty shocks at the zero lower bound?. (2023). Tee, Kai-Hong ; Miao, Xinru ; Chen, Peng. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723007687.

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2023The sources of economic uncertainty: Evidence from eurozone markets. (2023). Liosi, Konstantina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000300.

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2023.

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2023The Effects of Monetary Policy on Macroeconomic Variables through Credit and Balance Sheet Channels: A Dynamic Stochastic General Equilibrium Approach. (2023). Valizadeh, Shahla ; Takaloo, Amir ; Sargolzaei, Mostafa ; Peykani, Pejman. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4409-:d:1084843.

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2023US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries.. (2023). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: IREA Working Papers. RePEc:ira:wpaper:202302.

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2023Macroeconomic Fluctuations in the United States: The Role of Monetary and Fiscal Policy Shocks. (2023). Serletis, Apostolos ; Dery, Cosmas. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-023-09712-x.

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2023Beyond the hype: examining the relationship between Wikipedia attention and realised skewness for crypto assets. (2023). Seetharam, Yudhvir ; Nyakurukwa, Kingstone. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:3:d:10.1057_s41283-023-00124-2.

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2024Getting ready for the next pandemic: supply- side policies to escape the health-vs-economy dilemma. (2024). Tirelli, Patrizio ; Portoghese, Luca. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0219.

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2024Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru. (2024). Rodriguez, Gabriel ; Alvarado, Mauricio. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00531.

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2023Monetary Policy and Firm Dynamics. (). rossi, lorenza ; mumtaz, haroon ; Fasani, Stefano. In: Review of Economic Dynamics. RePEc:red:issued:21-105.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: Working Paper series. RePEc:rim:rimwps:23-01.

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2023Cyclical consumption. (2023). Pozzi, Lorenzo ; Berger, Tino. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230064.

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2023Investment and the long swings of unemployment. (2023). Zoega, Gylfi ; Katsimi, Margarita ; Hoon, Hian Teck. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:31:y:2023:i:3:p:611-632.

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2023Commodity price uncertainty as a leading indicator of economic activity. (2023). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4194-4219.

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2023Global financial uncertainty. (2023). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:432-449.

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2023Heterogeneity in the Effects of Uncertainty Shocks on Labor Market Dynamics and Extensive vs. Intensive Margins of Adjustment. (2023). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Working papers. RePEc:yon:wpaper:2023rwp-222.

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Works by Cristina Fuentes-Albero:

YearTitleTypeCited
2018Households balance sheets and the effect of fiscal policy In: Working Papers.
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2020Households Balance Sheets and the Effect of Fiscal Policy.(2020) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 2		paper
2022Households Balance Sheets and the Effect of Fiscal Policy.(2022) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 2		article
2022The limited power of monetary policy in a pandemic In: BIS Working Papers.
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2022The limited power of monetary policy in a pandemic.(2022) In: European Economic Review.
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This paper has nother version. Agregated cites: 6		article
2012Financial Frictions, Financial Shocks, and Aggregate Volatility In: Dynare Working Papers.
[Full Text][Citation analysis]		paper21
2014Financial Frictions, Financial Shocks, and Aggregate Volatility.(2014) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 21		paper
2018Financial Frictions, Financial Shocks, and Aggregate Volatility.(2018) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 21		paper
2012Financial Frictions, Financial Shocks, and Aggregate Volatility.(2012) In: Departmental Working Papers.
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This paper has nother version. Agregated cites: 21		paper
2019Financial Frictions, Financial Shocks, and Aggregate Volatility.(2019) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 21		article
2009Methods versus Substance: Measuring the Effects of Technology Shocks on Hours In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper32
2009Methods versus substance: measuring the effects of technology shocks on hours.(2009) In: Staff Report.
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This paper has nother version. Agregated cites: 32		paper
2009Methods versus Substance: Measuring the Effects of Technology Shocks on Hours.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 32		paper
2021Latent variables analysis in structural models: A New decomposition of the kalman smoother In: Journal of Economic Dynamics and Control.
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2020Latent Variables Analysis in Structural Models: A New Decomposition of the Kalman Smoother.(2020) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 0		paper
2013Methods for computing marginal data densities from the Gibbs output In: Journal of Econometrics.
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2011Methods for Computing Marginal Data Densities from the Gibbs Output.(2011) In: Departmental Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2016The macroeconomic impact of financial and uncertainty shocks In: European Economic Review.
[Full Text][Citation analysis]		article356
2016The Macroeconomic Impact of Financial and Uncertainty Shocks.(2016) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 356		paper
2016The Macroeconomic Impact of Financial and Uncertainty Shocks.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 356		paper
2010Can international environmental cooperation be bought? In: European Journal of Operational Research.
[Full Text][Citation analysis]		article83
2008Can International Environmental Cooperation Be Bought?.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 83		paper
2012Methods versus substance: Measuring the effects of technology shocks In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article56
2017Heterogeneous Household Finances and the Effect of Fiscal Policy In: Working Papers.
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2020Issues in the Use of the Balance Sheet Tool In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1
2023Endogenous Labor Supply in an Estimated New-Keynesian Model: Nominal versus Real Rigidities In: Finance and Economics Discussion Series.
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2018Simulating the Macroeconomic Effects of Unconventional Monetary Policies In: FEDS Notes.
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2021Inflation Thresholds and Policy-Rule Inertia: Some Simulation Results In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2007Technology Shocks, Statistical Models, and The Great Moderation In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2013On the Identification of Financial and Uncertainty Shocks In: 2013 Meeting Papers.
[Full Text][Citation analysis]		paper17

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