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Details about Marc P. Giannoni

Workplace:Barclays Corporate and Investment Bank

Access statistics for papers by Marc P. Giannoni.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pgi36


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Working Papers

2024

  1. The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times
    Staff Reports, Federal Reserve Bank of New York Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022) Downloads View citations (9)

2020

  1. Medium-Term Money Neutrality and the Effective Lower Bound
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article Medium‐Term Money Neutrality and the Effective Lower Bound, Journal of Money, Credit and Banking, Blackwell Publishing (2020) Downloads View citations (2) (2020)
  2. The Federal Reserve’s Review of Its Monetary Policy Framework: A Roadmap
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)

2019

  1. A Unified Approach to Measuring u*
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (51)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (41)
    Staff Reports, Federal Reserve Bank of New York (2019) Downloads View citations (17)
  2. Global Trends in Interest Rates
    2019 Meeting Papers, Society for Economic Dynamics Downloads View citations (99)
    Also in Liberty Street Economics, Federal Reserve Bank of New York (2019) Downloads View citations (75)
    Working Papers, Federal Reserve Bank of Dallas (2018) Downloads View citations (10)
    NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (30)
    Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (8)

    See also Journal Article Global trends in interest rates, Journal of International Economics, Elsevier (2019) Downloads View citations (84) (2019)
    Chapter Global Trends in Interest Rates, NBER Chapters, National Bureau of Economic Research, Inc (2018) View citations (30) (2018)

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 DSGE forecasts of the lost recovery, International Journal of Forecasting, Elsevier (2019) Downloads View citations (9) (2019)
  5. 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 (192)
    Also in Staff Reports, Federal Reserve Bank of New York (2017) Downloads View citations (97)

    See also Journal Article Safety, Liquidity, and the Natural Rate of Interest, Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2017) Downloads View citations (192) (2017)
  3. Some implications of learning for price stability
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
    See also Journal Article Some implications of learning for price stability, European Economic Review, Elsevier (2018) Downloads View citations (6) (2018)

2016

  1. Dynamic Effects of Credit Shocks in a Data-Rich Environment
    CIRANO Working Papers, CIRANO Downloads View citations (11)
    Also in Cahiers de recherche, CIRPEE (2013) Downloads View citations (20)
    Staff Reports, Federal Reserve Bank of New York (2013) Downloads View citations (11)
    CIRANO Working Papers, CIRANO (2013) Downloads View citations (23)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (24)

    See also Journal Article Dynamic Effects of Credit Shocks in a Data-Rich Environment, Journal of Business & Economic Statistics, Taylor & Francis Journals (2020) Downloads View citations (9) (2020)
  2. 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) Downloads View citations (96)
    2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads View citations (235)
  3. 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. The FRBNY DSGE Model Meets Julia
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. 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. Forecasting with the FRBNY DSGE Model
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Inflation in the Great Recession and New Keynesian Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (27)
    Also in Staff Reports, Federal Reserve Bank of New York (2013) Downloads View citations (10)
    2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (26)

    See also Journal Article Inflation in the Great Recession and New Keynesian Models, American Economic Journal: Macroeconomics, American Economic Association (2015) Downloads View citations (225) (2015)
  4. The FRBNY DSGE Model Forecast
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  5. The Limits of Monetary Policy Under Imperfect Knowledge
    2014 Meeting Papers, Society for Economic Dynamics Downloads
  6. Why Didn’t Inflation Collapse in the Great Recession?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2013

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

2012

  1. Long-Term Debt Pricing and Monetary Policy Transmission under Imperfect Knowledge
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Staff Reports, Federal Reserve Bank of New York (2012) Downloads View citations (3)
  2. Optimal interest rate rules and inflation stabilization versus price-level stabilization
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)
    See also Journal Article Optimal interest-rate rules and inflation stabilization versus price-level stabilization, Journal of Economic Dynamics and Control, Elsevier (2014) Downloads View citations (58) (2014)
  3. Optimal target criteria for stabilization policy
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (26)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (28)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (25)

    See also Journal Article Optimal target criteria for stabilization policy, Journal of Economic Theory, Elsevier (2017) Downloads View citations (22) (2017)

2011

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

2010

  1. 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 Downloads View citations (39)

2009

  1. On the Welfare Costs of Imperfect Information for Monetary Policy
    2009 Meeting Papers, Society for Economic Dynamics
  2. Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article Some unpleasant general equilibrium implications of executive incentive compensation contracts, Journal of Economic Theory, Elsevier (2013) Downloads View citations (5) (2013)

2008

  1. Global Forces and Monetary Policy Effectiveness
    2008 Meeting Papers, Society for Economic Dynamics View citations (52)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (58)

    See also Chapter Global Forces and Monetary Policy Effectiveness, NBER Chapters, National Bureau of Economic Research, Inc (2007) Downloads View citations (29) (2007)
  2. How Has the Euro Changed the Monetary Transmission?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (97)
  3. Optimal Monetary Policy in a Data-Rich Environment
    2008 Meeting Papers, Society for Economic Dynamics View citations (3)

2007

  1. DSGE Models in a Data-Rich Environment
    Working papers, Banque de France Downloads View citations (9)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (197)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (219)
    Computing in Economics and Finance 2005, Society for Computational Economics (2005) Downloads View citations (36)
  2. Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (40)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2006) Downloads View citations (14)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (33)

    See also Journal Article Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data, American Economic Review, American Economic Association (2009) Downloads View citations (330) (2009)

2006

  1. Has Monetary Policy Become More Effective?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (608)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (180)

    See also Journal Article Has Monetary Policy Become More Effective?, The Review of Economics and Statistics, MIT Press (2006) Downloads View citations (559) (2006)
  2. Robust Optimal Policy in a Forward-Looking Model with Parameter and Shock Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)

2003

  1. Optimal Inflation Targeting Rules
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (134)
    See also Chapter Optimal Inflation-Targeting Rules, NBER Chapters, National Bureau of Economic Research, Inc (2004) Downloads View citations (98) (2004)
  2. Optimal Interest-Rate Rules: A General Approach
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (29)
  3. Optimal Interest-Rate Rules: I. General Theory
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (87)
    Also in Levine's Bibliography, UCLA Department of Economics (2003) Downloads View citations (150)
  4. Optimal Interest-Rate Rules: II. Applications
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (97)
    Also in Levine's Bibliography, UCLA Department of Economics (2003) Downloads View citations (88)

2001

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

Journal Articles

2020

  1. Comment
    NBER Macroeconomics Annual, 2020, 34, (1), 256 - 266 Downloads
  2. Dynamic Effects of Credit Shocks in a Data-Rich Environment
    Journal of Business & Economic Statistics, 2020, 38, (2), 272-284 Downloads View citations (9)
    See also Working Paper Dynamic Effects of Credit Shocks in a Data-Rich Environment, CIRANO Working Papers (2016) Downloads View citations (11) (2016)
  3. Medium‐Term Money Neutrality and the Effective Lower Bound
    Journal of Money, Credit and Banking, 2020, 52, (S2), 561-600 Downloads View citations (2)
    See also Working Paper Medium-Term Money Neutrality and the Effective Lower Bound, NBER Working Papers (2020) Downloads View citations (2) (2020)

2019

  1. DSGE forecasts of the lost recovery
    International Journal of Forecasting, 2019, 35, (4), 1770-1789 Downloads View citations (9)
    See also Working Paper DSGE forecasts of the lost recovery, Staff Reports (2018) Downloads View citations (1) (2018)
  2. Global trends in interest rates
    Journal of International Economics, 2019, 118, (C), 248-262 Downloads View citations (84)
    See also Working Paper Global Trends in Interest Rates, 2019 Meeting Papers (2019) Downloads View citations (99) (2019)
    Chapter Global Trends in Interest Rates, NBER Chapters, 2018, 248-262 (2018) View citations (30) (2018)

2018

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

2017

  1. Optimal target criteria for stabilization policy
    Journal of Economic Theory, 2017, 168, (C), 55-106 Downloads View citations (22)
    See also Working Paper Optimal target criteria for stabilization policy, Staff Reports (2012) Downloads View citations (1) (2012)
  2. Safety, Liquidity, and the Natural Rate of Interest
    Brookings Papers on Economic Activity, 2017, 48, (1 (Spring)), 235-316 Downloads View citations (192)
    See also Working Paper Safety, Liquidity, and the Natural Rate of Interest, 2017 Meeting Papers (2017) Downloads View citations (192) (2017)

2015

  1. Inflation in the Great Recession and New Keynesian Models
    American Economic Journal: Macroeconomics, 2015, 7, (1), 168-96 Downloads View citations (225)
    See also Working Paper Inflation in the Great Recession and New Keynesian Models, NBER Working Papers (2014) Downloads View citations (27) (2014)

2014

  1. Optimal interest-rate rules and inflation stabilization versus price-level stabilization
    Journal of Economic Dynamics and Control, 2014, 41, (C), 110-129 Downloads View citations (58)
    See also Working Paper Optimal interest rate rules and inflation stabilization versus price-level stabilization, Staff Reports (2012) Downloads View citations (4) (2012)

2013

  1. Some unpleasant general equilibrium implications of executive incentive compensation contracts
    Journal of Economic Theory, 2013, 148, (1), 31-63 Downloads View citations (5)
    See also Working Paper Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts, NBER Working Papers (2009) Downloads View citations (4) (2009)

2010

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

2009

  1. Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data
    American Economic Review, 2009, 99, (1), 350-84 Downloads View citations (330)
    See also Working Paper Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data, NBER Working Papers (2007) Downloads View citations (40) (2007)

2007

  1. Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty
    Journal of Applied Econometrics, 2007, 22, (1), 179-213 Downloads View citations (88)

2006

  1. Has Monetary Policy Become More Effective?
    The Review of Economics and Statistics, 2006, 88, (3), 445-462 Downloads View citations (559)
    See also Working Paper Has Monetary Policy Become More Effective?, CEPR Discussion Papers (2006) Downloads View citations (608) (2006)

2003

  1. How forward-looking is optimal monetary policy?
    Proceedings, 2003, 1425-1483 View citations (80)

2002

  1. Assessing changes in the monetary transmission mechanism: a VAR approach
    Economic Policy Review, 2002, 8, (May), 97-111 Downloads View citations (109)
  2. DOES MODEL UNCERTAINTY JUSTIFY CAUTION? ROBUST OPTIMAL MONETARY POLICY IN A FORWARD-LOOKING MODEL
    Macroeconomic Dynamics, 2002, 6, (1), 111-144 Downloads View citations (246)

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 Downloads

2018

  1. Global Trends in Interest Rates
    A chapter in NBER International Seminar on Macroeconomics 2018, 2018, pp 248-262 View citations (30)
    See also Working Paper Global Trends in Interest Rates, Society for Economic Dynamics (2019) Downloads View citations (99) (2019)
    Journal Article Global trends in interest rates, Elsevier (2019) Downloads View citations (84) (2019)

2009

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

2007

  1. Global Forces and Monetary Policy Effectiveness
    A chapter in International Dimensions of Monetary Policy, 2007, pp 429-478 Downloads View citations (29)
    See also Working Paper Global Forces and Monetary Policy Effectiveness, Society for Economic Dynamics (2008) View citations (52) (2008)

2004

  1. Optimal Inflation-Targeting Rules
    A chapter in The Inflation-Targeting Debate, 2004 Downloads View citations (98)
    See also Working Paper Optimal Inflation Targeting Rules, National Bureau of Economic Research, Inc (2003) Downloads View citations (134) (2003)
 
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