EconPapers    
Economics at your fingertips  
 

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 2020-07-05. Update your information in the RePEc Author Service.

Short-id: pde35


Jump to Journal Articles Chapters

Working Papers

2020

  1. Online Estimation of DSGE Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020) Downloads
    Liberty Street Economics, Federal Reserve Bank of New York (2019) Downloads
    Staff Reports, Federal Reserve Bank of New York (2019)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2019) Downloads
  2. What's up with the Phillips Curve?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2020) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (1)
    Liberty Street Economics, Federal Reserve Bank of New York (2020) Downloads

2019

  1. Global Trends in Interest Rates
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (10)
    Also in Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (4)
    Working Papers, Federal Reserve Bank of Dallas (2018) Downloads View citations (4)
    2019 Meeting Papers, Society for Economic Dynamics (2019) Downloads View citations (10)

    See also Chapter (2018)
    Journal Article in Journal of International Economics (2019)

2018

  1. A DSGE Perspective on Safety, Liquidity, and Low Interest Rates
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. A New Perspective on Low Interest Rates
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. DSGE forecasts of the lost recovery
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2019)
  5. Fiscal Implications of the Federal Reserve's Balance Sheet Normalization
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (2)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2018) Downloads View citations (2)
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2018) Downloads View citations (3)
    Liberty Street Economics, Federal Reserve Bank of New York (2018) Downloads
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2018) Downloads View citations (1)
    Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (7)
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2018) Downloads View citations (3)

    See also Journal Article in International Journal of Central Banking (2019)
  6. Forecasts of the Lost Recovery
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2017

  1. Forecasting with Julia
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Safety, Liquidity, and the Natural Rate of Interest
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (32)
    Also in Staff Reports, Federal Reserve Bank of New York (2017) Downloads View citations (51)

    See also Journal Article in Brookings Papers on Economic Activity (2017)

2016

  1. How Do Survey- and Market-Based Expectations of the Policy Rate Differ?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Reconciling Survey- and Market-Based Expectations for the Policy Rate
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. The Forward Guidance Puzzle
    2016 Meeting Papers, Society for Economic Dynamics View citations (7)
    Also in Staff Reports, Federal Reserve Bank of New York (2015) Downloads View citations (56)
    2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads View citations (47)
  4. The Great Escape? A Quantitative Evaluation of the Fed’s Liquidity Facilities
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in Staff Reports, Federal Reserve Bank of New York (2016) Downloads View citations (32)

    See also Journal Article in American Economic Review (2017)
  5. The Macro Effects of the Recent Swing in Financial Conditions
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (2)

2015

  1. Central Bank Solvency and Inflation
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Choosing the Right Policy in Real Time (Why That’s Not Easy)
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Combining Models for Forecasting and Policy Analysis
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. The FRBNY DSGE Model Meets Julia
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  5. When does a central bank’s balance sheet require fiscal support?
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (21)
    Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) Downloads View citations (6)

    See also Journal Article in Journal of Monetary Economics (2015)
  6. Why Are Interest Rates So Low?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (2)

2014

  1. An Assessment of the FRBNY DSGE Model's Real-Time Forecasts, 2010-2013
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    Also in Staff Reports, Federal Reserve Bank of New York (2014) Downloads View citations (18)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2014) Downloads View citations (18)

    See also Journal Article in Journal of Econometrics (2016)
  3. Forecasting with the FRBNY DSGE Model
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. Inflation in the Great Recession and New Keynesian Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    Also in Staff Reports, Federal Reserve Bank of New York (2014) Downloads View citations (7)
    2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (9)

    See also Journal Article in American Economic Journal: Macroeconomics (2015)
  5. The FRBNY DSGE Model Forecast
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  6. Why Didn’t Inflation Collapse in the Great Recession?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2013

  1. A History of SOMA Income
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. More Than Meets the Eye: Some Fiscal Implications of Monetary Policy
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Rare Shocks, Great Recessions
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (6)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (2)
    Staff Reports, Federal Reserve Bank of New York (2013) Downloads View citations (3)

    See also Journal Article in Journal of Applied Econometrics (2014)
  4. The FRBNY DSGE model
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (16)
  5. The Macroeconomic Effects of Forward Guidance
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2012

  1. DSGE model-based forecasting
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (44)
    See also Chapter (2013)
  2. Forecasting the Great Recession: DSGE vs. Blue Chip
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2011

  1. Tax Buyouts: Raising Government Revenues without Increasing Labor Tax Distortions
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

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 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)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (3)

    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 (39)

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 (114)
  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 (135)
    Also in 2007 Meeting Papers, Society for Economic Dynamics (2007) Downloads
    Staff Reports, Federal Reserve Bank of New York (2008) Downloads View citations (136)
    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)

    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 (3)
    Also in Staff Reports, Federal Reserve Bank of New York (2008) Downloads View citations (5)

    See also Chapter (2009)
  4. Monetary policy analysis with potentially misspecified models
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (6)
    Working Papers, Federal Reserve Bank of Philadelphia (2005) Downloads View citations (11)
    Working Paper Series, European Central Bank (2005) Downloads View citations (14)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005) Downloads View citations (16)

    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
  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 (2)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2003) Downloads View citations (17)
    IMF Working Papers, International Monetary Fund (2003) Downloads View citations (1)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2005) Downloads View citations (2)

    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 (39)
    Also in Working Paper Series, European Central Bank (2005) Downloads View citations (86)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) Downloads View citations (24)
  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 (5)
  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 (23)
  2. Priors from general equilibrium models for VARs
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (2)
    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 (9)
  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 (82)
    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

2019

  1. DSGE forecasts of the lost recovery
    International Journal of Forecasting, 2019, 35, (4), 1770-1789 Downloads
    See also Working Paper (2018)
  2. Fiscal Implications of the Federal Reserve's Balance Sheet Normalization
    International Journal of Central Banking, 2019, 15, (5), 255-306 Downloads
    See also Working Paper (2018)
  3. Global trends in interest rates
    Journal of International Economics, 2019, 118, (C), 248-262 Downloads View citations (10)
    See also Chapter (2018)
    Working Paper (2019)

2017

  1. EconomicDynamics Interview: Marco Del Negro about DSGE modelling in policy
    EconomicDynamics Newsletter, 2017, 18, (1) Downloads
  2. Safety, Liquidity, and the Natural Rate of Interest
    Brookings Papers on Economic Activity, 2017, 48, (1 (Spring)), 235-316 Downloads View citations (32)
    See also Working Paper (2017)
  3. The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities
    American Economic Review, 2017, 107, (3), 824-57 Downloads View citations (62)
    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 (58)
    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 (91)
    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 (74)
    See also Working Paper (2015)

2014

  1. RARE SHOCKS, GREAT RECESSIONS
    Journal of Applied Econometrics, 2014, 29, (7), 1031-1052 Downloads View citations (59)
    See also Working Paper (2013)

2011

  1. Fitting observed inflation expectations
    Journal of Economic Dynamics and Control, 2011, 35, (12), 2105-2131 Downloads View citations (52)
    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 (56)
    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 (135)
    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 (172)
  2. On the Fit of New Keynesian Models
    Journal of Business & Economic Statistics, 2007, 25, 123-143 Downloads View citations (230)
  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 (28)
    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, 91, (Q 2), 21-37 Downloads View citations (19)
  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 (6)
    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 (383)
    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 (91)
    See also Working Paper (2002)

2003

  1. Take your model bowling: forecasting with general equilibrium models
    Economic Review, 2003, 88, (Q4), 35-50 Downloads View citations (13)

2002

  1. Asymmetric shocks among U.S. states
    Journal of International Economics, 2002, 56, (2), 273-297 Downloads View citations (52)
    See also Working Paper (2000)
  2. Global banks, local crises: bad news from Argentina
    Economic Review, 2002, 87, (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 (24)
    Also in Proceedings, 2001, 404-439 (2001) View citations (21)

    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, 86, (Q2), 1-12 Downloads View citations (6)

Chapters

2018

  1. Global Trends in Interest Rates
    A chapter in NBER International Seminar on Macroeconomics 2018, 2018, pp 248-262 View citations (3)
    See also Journal Article in Journal of International Economics (2019)
    Working Paper (2019)

2013

  1. DSGE Model-Based Forecasting
    Elsevier Downloads View citations (37)
    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 2020-09-24