Details about Marc P. Giannoni

Access statistics for papers by Marc P. Giannoni.

Last updated 2022-10-06. Update your information in the RePEc Author Service.

Short-id: pgi36

Working Papers

2022

1. The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)

2020

2. Medium-Term Money Neutrality and the Effective Lower Bound
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   See also Journal Article in Journal of Money, Credit and Banking (2020)
3. The Federal Reserve’s Review of Its Monetary Policy Framework: A Roadmap
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

2019

4. A Unified Approach to Measuring u*
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (50)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (40)
   Staff Reports, Federal Reserve Bank of New York (2019) View citations (17)
5. Global Trends in Interest Rates
   Liberty Street Economics, Federal Reserve Bank of New York View citations (75)
   Also in 2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (85)
   Working Papers, Federal Reserve Bank of Dallas (2018) View citations (10)
   NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (29)
   Staff Reports, Federal Reserve Bank of New York (2018) View citations (8)
   See also Chapter (2018)
   Journal Article in Journal of International Economics (2019)

2018

6. A DSGE Perspective on Safety, Liquidity, and Low Interest Rates
   Liberty Street Economics, Federal Reserve Bank of New York
7. A New Perspective on Low Interest Rates
   Liberty Street Economics, Federal Reserve Bank of New York
8. A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates
   Liberty Street Economics, Federal Reserve Bank of New York
9. DSGE forecasts of the lost recovery
   Staff Reports, Federal Reserve Bank of New York View citations (1)
   See also Journal Article in International Journal of Forecasting (2019)
10. Forecasts of the Lost Recovery
    Liberty Street Economics, Federal Reserve Bank of New York

2017

11. Forecasting with Julia
    Liberty Street Economics, Federal Reserve Bank of New York
12. Safety, Liquidity, and the Natural Rate of Interest
    2017 Meeting Papers, Society for Economic Dynamics View citations (180)
    Also in Staff Reports, Federal Reserve Bank of New York (2017) View citations (97)
    See also Journal Article in Brookings Papers on Economic Activity (2017)
13. Some implications of learning for price stability
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
    See also Journal Article in European Economic Review (2018)

2016

14. Dynamic Effects of Credit Shocks in a Data-Rich Environment
    CIRANO Working Papers, CIRANO View citations (11)
    Also in Staff Reports, Federal Reserve Bank of New York (2013) View citations (11)
    CIRANO Working Papers, CIRANO (2013) View citations (23)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (24)
    Cahiers de recherche, CIRPEE (2013) View citations (20)
    See also Journal Article in Journal of Business & Economic Statistics (2020)
15. The Forward Guidance Puzzle
    2016 Meeting Papers, Society for Economic Dynamics View citations (12)
    Also in Staff Reports, Federal Reserve Bank of New York (2012) View citations (89)
    2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (235)
16. The Macro Effects of the Recent Swing in Financial Conditions
    Liberty Street Economics, Federal Reserve Bank of New York View citations (2)

2015

17. The FRBNY DSGE Model Meets Julia
    Liberty Street Economics, Federal Reserve Bank of New York
18. Why Are Interest Rates So Low?
    Liberty Street Economics, Federal Reserve Bank of New York View citations (2)

2014

19. An Assessment of the FRBNY DSGE Model's Real-Time Forecasts, 2010-2013
    Liberty Street Economics, Federal Reserve Bank of New York
20. Forecasting with the FRBNY DSGE Model
    Liberty Street Economics, Federal Reserve Bank of New York
21. Inflation in the Great Recession and New Keynesian Models
    2014 Meeting Papers, Society for Economic Dynamics View citations (26)
    Also in Staff Reports, Federal Reserve Bank of New York (2013) View citations (10)
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (27)
    See also Journal Article in American Economic Journal: Macroeconomics (2015)
22. The FRBNY DSGE Model Forecast
    Liberty Street Economics, Federal Reserve Bank of New York
23. The Limits of Monetary Policy Under Imperfect Knowledge
    2014 Meeting Papers, Society for Economic Dynamics
24. Why Didn’t Inflation Collapse in the Great Recession?
    Liberty Street Economics, Federal Reserve Bank of New York

2013

25. The FRBNY DSGE model
    Staff Reports, Federal Reserve Bank of New York View citations (24)
26. The Inflation Output Trade-Off Revisited
    2013 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in Staff Reports, Federal Reserve Bank of New York (2013) View citations (3)
27. The Macroeconomic Effects of Forward Guidance
    Liberty Street Economics, Federal Reserve Bank of New York

2012

28. Long-Term Debt Pricing and Monetary Policy Transmission under Imperfect Knowledge
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    Also in Staff Reports, Federal Reserve Bank of New York (2012) View citations (3)
29. Optimal interest rate rules and inflation stabilization versus price-level stabilization
    Staff Reports, Federal Reserve Bank of New York View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (2014)
30. Optimal target criteria for stabilization policy
    Staff Reports, Federal Reserve Bank of New York View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (25)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (28)
    2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (26)
    See also Journal Article in Journal of Economic Theory (2017)

2011

31. Financial Intermediary Balance Sheet Management
    Staff Reports, Federal Reserve Bank of New York

2010

32. Optimal Interest-Rate Rules in a Forward-Looking Model, and Inflation Stabilization versus Price-Level Stabilization
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (39)

2009

33. On the Welfare Costs of Imperfect Information for Monetary Policy
    2009 Meeting Papers, Society for Economic Dynamics
34. Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    See also Journal Article in Journal of Economic Theory (2013)

2008

35. Global Forces and Monetary Policy Effectiveness
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (58)
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (52)
    See also Chapter (2007)
36. How Has the Euro Changed the Monetary Transmission?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (97)
37. Optimal Monetary Policy in a Data-Rich Environment
    2008 Meeting Papers, Society for Economic Dynamics View citations (3)

2007

38. DSGE Models in a Data-Rich Environment
    Working papers, Banque de France View citations (9)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2006) View citations (197)
    Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (36)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (219)
39. Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (40)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2006) View citations (13)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (33)
    See also Journal Article in American Economic Review (2009)

2006

40. Has Monetary Policy Become More Effective?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (600)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (180)
    See also Journal Article in The Review of Economics and Statistics (2006)
41. Robust Optimal Policy in a Forward-Looking Model with Parameter and Shock Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)

2003

42. Optimal Inflation Targeting Rules
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (134)
    See also Chapter (2004)
43. Optimal Interest-Rate Rules: A General Approach
    Levine's Bibliography, UCLA Department of Economics View citations (28)
44. Optimal Interest-Rate Rules: I. General Theory
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (84)
    Also in Levine's Bibliography, UCLA Department of Economics (2003) View citations (147)
45. Optimal Interest-Rate Rules: II. Applications
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (97)
    Also in Levine's Bibliography, UCLA Department of Economics (2003) View citations (88)

2001

46. Has monetary policy become less powerful?
    Staff Reports, Federal Reserve Bank of New York View citations (42)

Journal Articles

2020

1. Comment
   NBER Macroeconomics Annual, 2020, 34, (1), 256 - 266
2. Dynamic Effects of Credit Shocks in a Data-Rich Environment
   Journal of Business & Economic Statistics, 2020, 38, (2), 272-284 View citations (8)
   See also Working Paper (2016)
3. Medium‐Term Money Neutrality and the Effective Lower Bound
   Journal of Money, Credit and Banking, 2020, 52, (S2), 561-600 View citations (2)
   See also Working Paper (2020)

2019

4. DSGE forecasts of the lost recovery
   International Journal of Forecasting, 2019, 35, (4), 1770-1789 View citations (7)
   See also Working Paper (2018)
5. Global trends in interest rates
   Journal of International Economics, 2019, 118, (C), 248-262 View citations (84)
   See also Working Paper (2019)
   Chapter (2018)

2018

6. Some implications of learning for price stability
   European Economic Review, 2018, 106, (C), 1-20 View citations (5)
   See also Working Paper (2017)

2017

7. Optimal target criteria for stabilization policy
   Journal of Economic Theory, 2017, 168, (C), 55-106 View citations (22)
   See also Working Paper (2012)
8. Safety, Liquidity, and the Natural Rate of Interest
   Brookings Papers on Economic Activity, 2017, 48, (1 (Spring)), 235-316 View citations (180)
   See also Working Paper (2017)

2015

9. Inflation in the Great Recession and New Keynesian Models
   American Economic Journal: Macroeconomics, 2015, 7, (1), 168-96 View citations (213)
   See also Working Paper (2014)

2014

10. Optimal interest-rate rules and inflation stabilization versus price-level stabilization
    Journal of Economic Dynamics and Control, 2014, 41, (C), 110-129 View citations (54)
    See also Working Paper (2012)

2013

11. Some unpleasant general equilibrium implications of executive incentive compensation contracts
    Journal of Economic Theory, 2013, 148, (1), 31-63 View citations (5)
    See also Working Paper (2009)

2010

12. Discussion: Unemployment and Monetary Policy in Switzerland
    Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 209-220
13. Editor's Introduction
    Journal of Money, Credit and Banking, 2010, 42, (s1), 1-1

2009

14. Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data
    American Economic Review, 2009, 99, (1), 350-84 View citations (318)
    See also Working Paper (2007)

2007

15. Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty
    Journal of Applied Econometrics, 2007, 22, (1), 179-213 View citations (87)

2006

16. Has Monetary Policy Become More Effective?
    The Review of Economics and Statistics, 2006, 88, (3), 445-462 View citations (551)
    See also Working Paper (2006)

2003

17. How forward-looking is optimal monetary policy?
    Proceedings, 2003, 1425-1483 View citations (79)

2002

18. Assessing changes in the monetary transmission mechanism: a VAR approach
    Economic Policy Review, 2002, 8, (May), 97-111 View citations (109)
19. DOES MODEL UNCERTAINTY JUSTIFY CAUTION? ROBUST OPTIMAL MONETARY POLICY IN A FORWARD-LOOKING MODEL
    Macroeconomic Dynamics, 2002, 6, (1), 111-144 View citations (244)

Chapters

2019

1. Comment on "Optimal Inflation and the Identification of the Phillips Curve"
   A chapter in NBER Macroeconomics Annual 2019, volume 34, 2019, pp 256-266

2018

2. Global Trends in Interest Rates
   A chapter in NBER International Seminar on Macroeconomics 2018, 2018, pp 248-262 View citations (29)
   See also Journal Article in Journal of International Economics (2019)
   Working Paper (2019)

2009

3. How Has the Euro Changed the Monetary Transmission Mechanism?
   A chapter in NBER Macroeconomics Annual 2008, Volume 23, 2009, pp 77-125 View citations (23)

2007

4. Global Forces and Monetary Policy Effectiveness
   A chapter in International Dimensions of Monetary Policy, 2007, pp 429-478 View citations (29)
   See also Working Paper (2008)

2004

5. Optimal Inflation-Targeting Rules
   A chapter in The Inflation-Targeting Debate, 2004 View citations (98)
   See also Working Paper (2003)