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Details about Marco Del Negro

E-mail:
Homepage:http://www.newyorkfed.org/research/economists/delnegro/
Postal address:Federal Reserve Bank of New York 33 Liberty Street NY NY 10045
Workplace:Research and Statistics Group, Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Marco Del Negro.

Last updated 2017-08-02. Update your information in the RePEc Author Service.

Short-id: pde35


Jump to Journal Articles Chapters

Working Papers

2017

  1. Safety, liquidity, and the natural rate of interest
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)

2016

  1. The Forward Guidance Puzzle
    2016 Meeting Papers, Society for Economic Dynamics View citations (2)
    Also in 2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads View citations (7)
    Staff Reports, Federal Reserve Bank of New York (2015) Downloads View citations (16)
  2. The Great Escape? A Quantitative Evaluation of the Fed’s Liquidity Facilities
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in Staff Reports, Federal Reserve Bank of New York (2016) Downloads View citations (24)

    See also Journal Article in American Economic Review (2017)

2014

  1. Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    Also in Staff Reports, Federal Reserve Bank of New York (2014) Downloads View citations (14)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2014) Downloads View citations (14)

    See also Journal Article in Journal of Econometrics (2016)
  2. Inflation in the Great Recession and New Keynesian Models
    2014 Meeting Papers, Society for Economic Dynamics View citations (6)
    Also in Staff Reports, Federal Reserve Bank of New York (2014) Downloads View citations (4)
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (13)

    See also Journal Article in American Economic Journal: Macroeconomics (2015)
  3. Time-varying structural vector autoregressions and monetary policy: a corrigendum
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (10)
  4. When does a central bank's balance sheet require fiscal support?
    2014 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)
    Also in Staff Reports, Federal Reserve Bank of New York (2014) Downloads View citations (7)

    See also Journal Article in Journal of Monetary Economics (2015)

2013

  1. Rare shocks, Great Recessions
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (4)
    Also in Staff Reports, Federal Reserve Bank of New York (2012) Downloads View citations (3)
    2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (2)
  2. The FRBNY DSGE model
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (6)

2012

  1. DSGE model-based forecasting
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (44)
    See also Chapter (2013)

2010

  1. Fitting observed inflation expectations
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (6)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)
  2. Tax Buyouts
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (3)
    Staff Report, Federal Reserve Bank of Minneapolis (2010) Downloads View citations (1)
    Staff Reports, Federal Reserve Bank of New York (2010) Downloads View citations (1)

    See also Journal Article in Journal of Monetary Economics (2010)
  3. Tax buyouts: raising government revenue without distorting work decisions
    Economic Policy Paper, Federal Reserve Bank of Minneapolis Downloads
  4. The Great Escape? A Quantitative Evaluation of the Fed’s Non-Standard Policies
    2010 Meeting Papers, Society for Economic Dynamics View citations (3)

2009

  1. Modeling Inflation Expectations
    2009 Meeting Papers, Society for Economic Dynamics Downloads
  2. The Response of Monetary Policy to Financial Distress
    2009 Meeting Papers, Society for Economic Dynamics Downloads

2008

  1. Dynamic factor models with time-varying parameters: measuring changes in international business cycles
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (91)
  2. Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (89)
    Also in Staff Reports, Federal Reserve Bank of New York (2008) Downloads View citations (90)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (26)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2006) Downloads View citations (5)
    2007 Meeting Papers, Society for Economic Dynamics (2007) Downloads

    See also Journal Article in Journal of Monetary Economics (2008)
  3. Inflation Dynamics in a Small Open Economy Model Under Inflation Targeting: Some Evidence From Chile
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (2)
    Also in Staff Reports, Federal Reserve Bank of New York (2008) Downloads View citations (4)

    See also Chapter (2009)
  4. Monetary policy analysis with potentially misspecified models
    Staff Reports, Federal Reserve Bank of New York Downloads
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005) Downloads View citations (14)
    Working Papers, Federal Reserve Bank of Philadelphia (2005) Downloads View citations (9)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (5)
    Working Paper Series, European Central Bank (2005) Downloads View citations (12)

    See also Journal Article in American Economic Review (2009)
  5. Priors from Frequency-Domain Dummy Observations
    2008 Meeting Papers, Society for Economic Dynamics Downloads

2005

  1. A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
    IMF Working Papers, International Monetary Fund Downloads View citations (4)
  2. Aggregate unemployment in Krusell and Smith’s economy: a note
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads
  3. Firm-Level Evidence on International Stock Market Comovement
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (1)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2003) Downloads View citations (16)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2005) Downloads View citations (1)
    IMF Working Papers, International Monetary Fund (2003) Downloads View citations (5)

    See also Journal Article in Review of Finance (2006)
  4. Monetary policy and the house price boom across U.S. states
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (13)
  5. On the Fit and Forecasting Performance of New Keynesian Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (32)
    Also in Working Paper Series, European Central Bank (2005) Downloads View citations (88)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) Downloads View citations (22)
  6. On the Privatization of Public Debt
    2005 Meeting Papers, Society for Economic Dynamics

2004

  1. Policy predictions if the model doesn’t fit
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (7)
    See also Journal Article in Journal of the European Economic Association (2005)

2003

  1. Discussion of Cogley and Sargent's "Drifts and volatilities: Monetary policies and outcomes in the post WWII U.S."
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (4)
  2. International stock returns and market integration: A regional perspective
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (7)
    Also in IMF Working Papers, International Monetary Fund (2002) Downloads View citations (10)

2002

  1. International diversification strategies
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (22)
  2. Priors from general equilibrium models for VARs
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (1)
    See also Journal Article in International Economic Review (2004)
  3. The Rise in Comovement Across National Stock Markets; Market Integration or Global Bubble?
    IMF Working Papers, International Monetary Fund Downloads View citations (8)
  4. The rise in comovement across national stock markets: market integration or IT bubble?
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (79)
    See also Journal Article in Journal of Empirical Finance (2004)

2000

  1. Asymmetric shocks among U.S. states
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (1)
    Also in Working Papers, Centro de Investigacion Economica, ITAM (1999) Downloads View citations (2)

    See also Journal Article in Journal of International Economics (2002)
  2. Has monetary policy been so bad that it is better to get rid of it? the case of Mexico
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (3)
    See also Journal Article in Journal of Money, Credit and Banking (2001)

Journal Articles

2017

  1. EconomicDynamics Interview: Marco Del Negro about DSGE modelling in policy
    EconomicDynamics Newsletter, 2017, 18, (1) Downloads
  2. The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities
    American Economic Review, 2017, 107, (3), 824-57 Downloads View citations (1)
    See also Working Paper (2016)

2016

  1. Dynamic prediction pools: An investigation of financial frictions and forecasting performance
    Journal of Econometrics, 2016, 192, (2), 391-405 Downloads View citations (5)
    See also Working Paper (2014)

2015

  1. Inflation in the Great Recession and New Keynesian Models
    American Economic Journal: Macroeconomics, 2015, 7, (1), 168-96 Downloads View citations (26)
    See also Working Paper (2014)
  2. When does a central bank׳s balance sheet require fiscal support?
    Journal of Monetary Economics, 2015, 73, (C), 1-19 Downloads View citations (31)
    See also Working Paper (2014)

2011

  1. Fitting observed inflation expectations
    Journal of Economic Dynamics and Control, 2011, 35, (12), 2105-2131 Downloads View citations (29)
    See also Working Paper (2010)

2010

  1. Tax buyouts
    Journal of Monetary Economics, 2010, 57, (5), 576-595 Downloads View citations (1)
    See also Working Paper (2010)

2009

  1. Monetary Policy Analysis with Potentially Misspecified Models
    American Economic Review, 2009, 99, (4), 1415-50 Downloads View citations (40)
    See also Working Paper (2008)

2008

  1. Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)
    Journal of Monetary Economics, 2008, 55, (7), 1191-1208 Downloads View citations (90)
    See also Working Paper (2008)

2007

  1. 99 Luftballons: Monetary policy and the house price boom across U.S. states
    Journal of Monetary Economics, 2007, 54, (7), 1962-1985 Downloads View citations (116)
  2. On the Fit of New Keynesian Models
    Journal of Business & Economic Statistics, 2007, 25, 123-143 Downloads View citations (183)
  3. Rejoinder
    Journal of Business & Economic Statistics, 2007, 25, 159-162 Downloads

2006

  1. Firm-Level Evidence on International Stock Market Comovement
    Review of Finance, 2006, 10, (1), 69-98 Downloads View citations (18)
    See also Working Paper (2005)
  2. How good is what you've got? DSGE-VAR as a toolkit for evaluating DSGE models
    Economic Review, 2006, (Q 2), 21-37 Downloads View citations (13)
  3. Propagación de los errores de proyección de las series de tiempo ajustadas con modelos de espacio de estado
    Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), 2006, 5, 1-11 Downloads

2005

  1. Monetary policy and learning
    Review of Economic Dynamics, 2005, 8, (2), 257-261 Downloads
  2. Policy Predictions if the Model Does Not Fit
    Journal of the European Economic Association, 2005, 3, (2-3), 434-443 Downloads View citations (5)
    See also Working Paper (2004)

2004

  1. Priors from General Equilibrium Models for VARS
    International Economic Review, 2004, 45, (2), 643-673 Downloads View citations (312)
    See also Working Paper (2002)
  2. The rise in comovement across national stock markets: market integration or IT bubble?
    Journal of Empirical Finance, 2004, 11, (5), 659-680 Downloads View citations (64)
    See also Working Paper (2002)

2003

  1. Take your model bowling: forecasting with general equilibrium models
    Economic Review, 2003, (Q4), 35-50 Downloads View citations (10)

2002

  1. Asymmetric shocks among U.S. states
    Journal of International Economics, 2002, 56, (2), 273-297 Downloads View citations (45)
    See also Working Paper (2000)
  2. Global banks, local crises: bad news from Argentina
    Economic Review, 2002, (Q3), 89-106 Downloads View citations (2)

2001

  1. Has Monetary Policy Been so Bad that It Is Better to Get Rid of It? The Case of Mexico
    Journal of Money, Credit and Banking, 2001, 33, (2), 404-33 View citations (25)
    Also in Proceedings, 2001, 404-439 (2001) View citations (22)

    See also Working Paper (2000)
  2. Introduction: Context, Issues, and Contributions
    Journal of Money, Credit and Banking, 2001, 33, (2), 303-11
    Also in Proceedings, 2001, 303-311 (2001)
  3. Turn, turn, turn: Predicting turning points in economic activity
    Economic Review, 2001, (Q2), 1-12 Downloads View citations (6)

Chapters

2013

  1. DSGE Model-Based Forecasting
    Elsevier Downloads View citations (19)
    See also Working Paper (2012)

2009

  1. Inflation Dynamics in a Small Open Economy Model under Inflation Targeting: Some Evidence from Chile
    Chapter 13 in Monetary Policy under Uncertainty and Learning, 2009, vol. 13, pp 511-562 Downloads View citations (1)
    See also Working Paper (2008)
 
Page updated 2017-08-22