Automated Author Profile

Ajello, Andrea

Current S-Index

4.3

Sum of Dataset Indices for all datasets

Average Dataset Index per Dataset

2.1

Average Dataset Index per dataset

Total Datasets

2

Total datasets for this author

Average FAIR Score

73.1%

Average FAIR Score per dataset

Total Citations

2

Total citations to the author's datasets

Total Mentions

0

Total mentions of the author's datasets

S-Index Interpretation

S-Index Over Time

Cumulative Citations Over Time

Cumulative Mentions Over Time

Datasets

Replication data for: Financial Intermediation, Investment Dynamics, and Business Cycle Fluctuations (Version: 1)

I use micro data to quantify key features of US firm financing. In particular, I establish that a substantial 35 percent of firms' investment is funded using financial markets. I then construct a dynamic equilibrium model that matches these features and fit the model to business cycle data using Bayesian methods. In the model, financial intermediaries enable trades of financial assets, directing funds toward investment opportunities, and charge an intermediation spread to cover their costs. According to the model estimation, exogenous shocks to the intermediation spread explain 25 percent of GDP and 30 percent of investment volatility.

Authors

  • Ajello, Andrea
1 Citation0 Mentions73% FAIR2.1 Dataset Index
10.3886/e116135v1January 2016

Replication data for: Financial Intermediation, Investment Dynamics, and Business Cycle Fluctuations (Version: V0)

I use micro data to quantify key features of US firm financing. In particular, I establish that a substantial 35 percent of firms' investment is funded using financial markets. I then construct a dynamic equilibrium model that matches these features and fit the model to business cycle data using Bayesian methods. In the model, financial intermediaries enable trades of financial assets, directing funds toward investment opportunities, and charge an intermediation spread to cover their costs. According to the model estimation, exogenous shocks to the intermediation spread explain 25 percent of GDP and 30 percent of investment volatility.

Authors

  • Ajello, Andrea
1 Citation0 Mentions73% FAIR2.1 Dataset Index
10.3886/e116135January 2016