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Andrea Ajello

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About

For biographical information, please refer to the publication.

Bank Publications

Chicago Fed Letter

Sources of Fluctuations in Short-Term Yields and Recession Probabilities
Andrea Ajello, Luca Benzoni, Makena Schwinn, Yannick Timmer, Francisco Vazquez-Grande | 2022 | No. 469 | August Download

Economic Perspectives

Monetary Policy, Inflation Outlook, and Recession Probabilities
Andrea Ajello, Luca Benzoni, Makena Schwinn, Yannick Timmer, Francisco Vazquez-Grande | 2022 | No. 4 | August Download
No-Arbitrage Restrictions and the U.S. Treasury Market
Andrea Ajello, Luca Benzoni, Olena Chyruk | 2012 | Vol. 36 | 2nd Quarter Download

Working papers

Working Papers

Monetary Policy, Inflation Outlook, and Recession Probabilities
Andrea Ajello, Luca Benzoni, Makena Schwinn, Yannick Timmer, Francisco Vazquez-Grande | 2022 | No. 2022-31 | July Download
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms
Andrea Ajello, Nina Boyarchenko, François Gourio, Andrea Tambalotti | 2022 | No. 2022-06 | February Download
Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates
Andrea Ajello, Luca Benzoni, Olena Chyruk | 2014 | No. 2014-11 | November Download

Selected External Publications

Acceptances in Academic Journals and Books

Ajello, Andrea, Luca Benzoni, and Olena Chyruk, 2020, “Core and ‘crust’: Consumer prices and the term structure of interest rates,” Review of Financial Studies, Vol. 33, No. 8, August, pp. 3719–3765. 20200801050000
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