Marco Del Negro

Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

61

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1,283

Scholarly Papers (61)

1.

The Forward Guidance Puzzle

FRB of New York Staff Report No. 574
Number of pages: 32 Posted: 19 Oct 2012
Marco Del Negro, Marc P. Giannoni and Christina Patterson
Federal Reserve Bank of New York, Barclays Corporate and Investment Bank and Northwestern University, Department of Economics
Downloads 1,334 (31,475)
Citation 219

Abstract:

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forward guidance, DSGE models

2.

Dynamic Factor Models with Time-Varying Parameters: Measuring Changes in International Business Cycles

FRB of New York Staff Report No. 326
Number of pages: 46 Posted: 22 May 2008
Marco Del Negro and Chris Otrok
Federal Reserve Bank of New York and University of Missouri
Downloads 1,165 (38,287)
Citation 84

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Bayesian factor models, time-varying parameters, Great Moderation, international business cycles

3.

International Diversification Strategies

Number of pages: 36 Posted: 03 Mar 2003
Robin Brooks and Marco Del Negro
International Monetary Fund (IMF) - Financial Studies Division and Federal Reserve Bank of New York
Downloads 718 (74,649)
Citation 3

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diversification, risk, international financial markets, industrial structure

4.

DSGE Model-Based Forecasting

FRB of New York Staff Report No. 554
Number of pages: 95 Posted: 09 Mar 2012
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 690 (78,479)
Citation 25

Abstract:

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DSGE models, forecasting

5.

Monetary Policy and the House Price Boom Across U.S. States

FRB of Atlanta Working Paper No. 2005-24
Number of pages: 31 Posted: 03 Nov 2005
Marco Del Negro and Chris Otrok
Federal Reserve Bank of New York and University of Missouri
Downloads 522 (111,680)
Citation 9

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housing, monetary policy, Bayesian analysis

6.

Is the Green Transition Inflationary?

FRB of New York Staff Report No. 1053, Rev. December 2023
Number of pages: 67 Posted: 15 Feb 2023 Last Revised: 07 Dec 2023
Marco Del Negro, Julian di Giovanni and Keshav Dogra
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 435 (139,020)
Citation 14

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green transition, inflation, central bank’s tradeoffs, input-output linkages

On the Fit and Forecasting Performance of New Keynesian Models

ECB Working Paper No. 491, FRB of Atlanta Working Paper No. 2004-37
Number of pages: 58 Posted: 11 Feb 2005
Federal Reserve Bank of New York, University of Pennsylvania - Department of Economics, Ghent University - Department of General Economics and National Bank of Belgium
Downloads 336 (183,972)
Citation 57

Abstract:

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Bayesian analysis, DSGE models, model evaluation, vector autoregressions

On the Fit and Forecasting Performance of New Keynesian Models

FRB Atlanta Working Paper No. 2004-37
Number of pages: 50 Posted: 15 Jul 2021 Last Revised: 29 Jul 2021
Marco Del Negro, Frank Schorfheide, Frank Smets and Raf Wouters
Federal Reserve Bank of New York, University of Pennsylvania - Department of Economics, affiliation not provided to SSRN and National Bank of Belgium
Downloads 53 (788,909)

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On the Fit and Forecasting Performance of New Keynesian Models

Number of pages: 51 Posted: 05 May 2005
Federal Reserve Bank of New York, University of Pennsylvania - Department of Economics, Ghent University - Department of General Economics and National Bank of Belgium
Downloads 28 (1,008,149)
Citation 20
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Bayesian analysis, DSGE models, model evaluation, vector autoregression

Firm-Level Evidence on International Stock Market Comovement

FRB of Atlanta Working Paper No. 2003-8
Number of pages: 40 Posted: 30 May 2003
Robin Brooks and Marco Del Negro
International Monetary Fund (IMF) - Financial Studies Division and Federal Reserve Bank of New York
Downloads 207 (301,350)
Citation 14

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diversification, risk, international financial markets, industrial structure

Firm-Level Evidence on International Stock Market Comovement

IMF Working Paper No. 03/55
Number of pages: 31 Posted: 28 Jan 2006
Robin Brooks and Marco Del Negro
International Monetary Fund (IMF) - Financial Studies Division and Federal Reserve Bank of New York
Downloads 141 (423,505)
Citation 1

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Diversification, risk, international financial markets, industrial structure

Firm-Level Evidence on International Stock Market Comovement

Bundesbank Series 1 Discussion Paper No. 2005,11
Number of pages: 48 Posted: 08 Jun 2016
Robin Brooks and Marco Del Negro
International Monetary Fund (IMF) - Financial Studies Division and Federal Reserve Bank of New York
Downloads 45 (848,503)
Citation 11

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Diversification, risk, international financial markets, industrial structure

9.
Downloads 384 (160,224)
Citation 14

Priors from General Equilibrium Models for Vars

Number of pages: 45 Posted: 12 Aug 2002
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 207 (301,350)
Citation 2

Abstract:

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Bayesian Analysis, DSGE Models,Forecasting, Vector Autoregressions

Priors from General Equilibrium Models for Vars

FRB of Atlanta Working Paper No. 2002-14
Number of pages: 44 Posted: 31 Aug 2002
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 177 (348,628)
Citation 12

Abstract:

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Bayesian analysis, DSGE models, forecasting, vector autoregressions

10.

The Rise in Comovement Across National Stock Markets: Market Integration or it Bubble?

FRB of Atlanta Working Paper No. 2002-17
Number of pages: 36 Posted: 14 Sep 2002
Robin Brooks and Marco Del Negro
International Monetary Fund (IMF) - Financial Studies Division and Federal Reserve Bank of New York
Downloads 375 (164,584)
Citation 35

Abstract:

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diversification, risk, international financial markets, industrial structure

11.

The FRBNY DSGE Model

FRB of New York Staff Report No. 647
Number of pages: 56 Posted: 24 Oct 2013
Federal Reserve Bank of New York, University of Texas at Austin, Barclays Corporate and Investment Bank, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 374 (165,053)
Citation 2

Abstract:

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DSGE models, Bayesian estimation

12.
Downloads 325 (192,984)
Citation 29

Global Trends in Interest Rates

FRB of New York Staff Report No. 866
Number of pages: 67 Posted: 21 Sep 2018
Federal Reserve Bank of New York, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 206 (302,768)

Abstract:

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world interest rate, convenience yield, interest rate parity, VAR with common trends

Global Trends in Interest Rates

FRB of Dallas Working Paper No. 1812
Number of pages: 68 Posted: 25 Oct 2018 Last Revised: 29 Apr 2020
Federal Reserve Bank of New York, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 84 (623,117)
Citation 24

Abstract:

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World Interest Rate, Convenience Yield, Interest Rate Parity, VAR with Common Trends

Global Trends in Interest Rates

NBER Working Paper No. w25039
Number of pages: 42 Posted: 17 Sep 2018 Last Revised: 02 Jun 2023
Federal Reserve Bank of New York, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 35 (936,528)
Citation 5

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13.

A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns

IMF Working Paper No. 05/52
Number of pages: 35 Posted: 12 Jan 2006
Robin Brooks and Marco Del Negro
International Monetary Fund (IMF) - Financial Studies Division and Federal Reserve Bank of New York
Downloads 314 (199,435)

Abstract:

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Diversification, risk, international financial markets, industrial structure

14.

The Financial (In)Stability Real Interest Rate, R**

FRB of New York Staff Report No. 946, Rev. May 2023
Number of pages: 41 Posted: 09 Nov 2020 Last Revised: 17 May 2023
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 304 (206,560)
Citation 1

Abstract:

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r**, financial crises, financial stability, occasionally binding credit constraint

15.

The Advantages of Probabilistic Survey Questions

Review of Economic Analysis 9 (1), 1-32
Number of pages: 32 Posted: 12 Jan 2018
Peterson Institute for International Economics, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 297 (211,698)
Citation 1

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subjective uncertainty, probabilistic survey questions, expectation formation and updating, belief heterogeneity

16.
Downloads 284 (221,771)
Citation 4

Online Estimation of DSGE Models

PIER Working Paper No. 19-014, July 2019
Number of pages: 70 Posted: 25 Jul 2019
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Harvard University, Harvard Kennedy School (HKS), Students, Massachusetts Institute of Technology (MIT) and University of Pennsylvania - Department of Economics
Downloads 241 (260,220)
Citation 2

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adaptive algorithms, Bayesian inference, density forecasts, online estimation, sequential Monte Carlo methods

Online Estimation of DSGE Models

FRB of New York Staff Report No. 893, August 2019
Number of pages: 70 Posted: 06 Aug 2019
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Harvard University, Harvard Kennedy School (HKS), Students, Massachusetts Institute of Technology (MIT) and University of Pennsylvania - Department of Economics
Downloads 43 (864,699)
Citation 2

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adaptive algorithms, Bayesian inference, density forecasts, online estimation, sequential Monte Carlo methods

17.

Time-Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum

FRB of New York Staff Report No. 619
Number of pages: 6 Posted: 18 May 2013
Marco Del Negro and Giorgio E. Primiceri
Federal Reserve Bank of New York and Northwestern University - Department of Economics
Downloads 282 (223,417)
Citation 361

Abstract:

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Bayesian methods, time varying volatility

Fiscal Implications of the Federal Reserve's Balance Sheet Normalization

FRB of NY Staff Report No. 833
Number of pages: 47 Posted: 09 Jan 2018
Division of Monetary Affairs, Federal Reserve Bank of New York, Structured Finance Association, University of Maryland, Federal Reserve Bank of Minneapolis and University of Parma
Downloads 99 (556,767)

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central bank balance sheets, monetary policy, remittances

Fiscal Implications of the Federal Reserve's Balance Sheet Normalization

FEDS Working Paper No. 2018-002
Number of pages: 47 Posted: 11 Jan 2018 Last Revised: 29 Apr 2020
Division of Monetary Affairs, Federal Reserve Bank of New York, Structured Finance Association, University of Maryland, Federal Reserve Bank of Minneapolis and University of Parma
Downloads 89 (596,751)
Citation 1

Abstract:

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Central bank balance sheets, Monetary policy, Remittances

Fiscal Implications of the Federal Reserve's Balance Sheet Normalization

FRB Atlanta Working Paper No. 2018-7
Number of pages: 46 Posted: 22 Aug 2018 Last Revised: 29 Apr 2020
Division of Monetary Affairs, Federal Reserve Bank of New York, Structured Finance Association, University of Maryland, Federal Reserve Bank of Minneapolis and University of Parma
Downloads 88 (600,907)
Citation 3

Abstract:

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central bank balance sheets, monetary policy, remittances

19.

International Stock Returns and Market Integration: A Regional Perspective

FRB of Atlanta Working Paper No. 2002-20
Number of pages: 39 Posted: 02 Mar 2003
Robin Brooks and Marco Del Negro
International Monetary Fund (IMF) - Financial Studies Division and Federal Reserve Bank of New York
Downloads 267 (236,223)
Citation 1

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diversification, risk, international financial markets, industrial structure

Has Monetary Policy Been so Bad that it is Better to Get Rid of it? The Case of Mexico

FRB of Atlanta Working Paper No. 2000-26
Number of pages: 40 Posted: 31 Jan 2001
Marco Del Negro and Francesc Obiols-Homs
Federal Reserve Bank of New York and Instituto Tecnológico Autónomo de México (ITAM) - Centro de Investigacion Economica
Downloads 267 (234,702)
Citation 2

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monetary policy, VAR, Mexico, financial crisis

Has Monetary Policy Been so Bad that it is Better to Get Rid of it? The Case of Mexico

Posted: 01 Feb 2001
Marco Del Negro and Francesc Obiols-Homs
Federal Reserve Bank of New York and Instituto Tecnológico Autónomo de México (ITAM) - Centro de Investigacion Economica

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monetary policy, VAR, Mexico, financial crisis

Inflation in the Great Recession and New Keynesian Models

FRB of New York Staff Report No. 618, Columbia Business School Research Paper No. 13-37
Number of pages: 32 Posted: 18 May 2013
Marco Del Negro, Marc P. Giannoni and Frank Schorfheide
Federal Reserve Bank of New York, Barclays Corporate and Investment Bank and University of Pennsylvania - Department of Economics
Downloads 163 (374,844)
Citation 9

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Great recession, fundamental inflation

Inflation in the Great Recession and New Keynesian Models

NBER Working Paper No. w20055
Number of pages: 52 Posted: 21 Apr 2014 Last Revised: 20 Apr 2023
Marco Del Negro, Marc P. Giannoni and Frank Schorfheide
Federal Reserve Bank of New York, Barclays Corporate and Investment Bank and University of Pennsylvania - Department of Economics
Downloads 89 (596,751)
Citation 48

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22.

Safety, Liquidity, and the Natural Rate of Interest

FRB of NY Staff Report No. 812
Number of pages: 82 Posted: 12 May 2017
Federal Reserve Bank of New York, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 249 (253,452)
Citation 45

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natural rate of interest, r*, DSGE models, liquidity, safety, convenience yield

23.

The Rise in Comovement Across National Stock Markets Market Integration or Global Bubble?

IMF Working Paper No. 02/147
Number of pages: 24 Posted: 31 Jan 2006
Robin Brooks and Marco Del Negro
International Monetary Fund (IMF) - Financial Studies Division and Federal Reserve Bank of New York
Downloads 248 (254,482)
Citation 1

Abstract:

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Diversification, risk, international financial markets, industrial structure

24.

Inflation Dynamics in a Small Open-Economy Model under Inflation Targeting: Some Evidence from Chile

FRB of New York Staff Report No. 329
Number of pages: 49 Posted: 03 Jun 2008
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 231 (272,665)
Citation 7

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Bayesian analysis, small open-economy DSGE models, model misspecification

Monetary Policy Analysis with Potentially Misspecified Models

ECB Working Paper No. 475, FRB of Atlanta Working Paper No. 2005-26
Number of pages: 50 Posted: 01 Jun 2005
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 97 (564,459)
Citation 4

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Bayesian Analysis, DSGE Models, Model Misspecification

Monetary Policy Analysis with Potentially Misspecified Models

FRB Philadelphia Working Paper No. 06-4, FRB of New York Staff Report, No. 321
Number of pages: 56 Posted: 07 Feb 2006
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 75 (660,513)

Abstract:

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Bayesian Analysis, DSGE Models, Model Misspecification

Monetary Policy Analysis with Potentially Misspecified Models

NBER Working Paper No. w13099
Number of pages: 56 Posted: 27 Jun 2007 Last Revised: 17 Oct 2022
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 49 (817,635)
Citation 3

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26.

International Stock Returns and Market Integration: A Regional Perspective

IMF Working Paper No. 02/202
Number of pages: 29 Posted: 14 Feb 2006
Ray Brooks and Marco Del Negro
International Monetary Fund (IMF) - Asia and Pacific Department and Federal Reserve Bank of New York
Downloads 206 (305,366)
Citation 1

Abstract:

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Diversification, risk, international financial markets, industrial structure

27.

Estimating HANK for Central Banks

FRB of New York Staff Report No. 1071, https://doi.org/10.59576/sr.1071
Number of pages: 37 Posted: 23 Aug 2023
Government of Canada - Bank of Canada, Massachusetts Institute of Technology (MIT), Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Duke University, Harvard University, Business School (HBS), Harvard University, Harvard Kennedy School (HKS), Students, Federal Reserve Banks - Federal Reserve Bank of New York, Massachusetts Institute of Technology (MIT) and University of Pennsylvania
Downloads 191 (325,951)
Citation 2

Abstract:

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HANK, Bayesian inference, sequential Monte Carlo methods

28.

Country versus Region Effects in International Stock Returns

FRB Atlanta Working Paper No. 2002-20b
Number of pages: 12 Posted: 18 Feb 2015
Robin Brooks and Marco Del Negro
International Monetary Fund (IMF) - Financial Studies Division and Federal Reserve Bank of New York
Downloads 188 (330,659)
Citation 6

Abstract:

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diversification, risk, international financial markets, industrial structure

29.

The Great Escape? A Quantitative Evaluation of the Fed’s Liquidity Facilities

FRB of New York Staff Report No. 520
Number of pages: 64 Posted: 07 Oct 2011
Federal Reserve Bank of New York, Federal Reserve Bank of New York, University of Oxford - Department of Economics and Princeton University - Department of Economics
Downloads 182 (340,692)
Citation 22

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financial crisis, liquidity shocks, financing constraints, liquidity facilities, zero lower bound

Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance

FRB of New York Staff Report No. 695
Number of pages: 59 Posted: 11 Nov 2014
Marco Del Negro, Raiden Hasegawa and Frank Schorfheide
Federal Reserve Bank of New York, Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 116 (495,017)
Citation 5

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Bayesian estimation, DSGE models, financial frictions, forecasting, Great Recession

Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance

PIER Working Paper No. 14-034
Number of pages: 59 Posted: 07 Oct 2014
Marco Del Negro, Raiden Hasegawa and Frank Schorfheide
Federal Reserve Bank of New York, Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 38 (908,367)

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Bayesian estimation, DSGE Models, Financial Frictions, Forecasting, Great Recession, Linear Prediction Pools

Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance

NBER Working Paper No. w20575
Number of pages: 59 Posted: 14 Oct 2014 Last Revised: 22 Mar 2023
Marco Del Negro, Raiden Hasegawa and Frank Schorfheide
Federal Reserve Bank of New York, Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 26 (1,030,630)
Citation 3

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Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)

FRB of Atlanta Working Paper No. 2006-16, FRB of New York Staff Report, No. 320
Number of pages: 39 Posted: 06 Dec 2006
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 91 (588,437)
Citation 4

Abstract:

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Bayesian analysis, DSGE models, model comparisons, prior elicitation, nominal rigidities

Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)

NBER Working Paper No. w13741
Number of pages: 39 Posted: 24 Jan 2008 Last Revised: 20 Jul 2022
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 49 (817,635)

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Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)

CEPR Discussion Paper No. DP6119
Number of pages: 49 Posted: 16 May 2008
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 7 (1,277,152)
Citation 17
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Bayesian analysis, DSGE models, model comparisons, nominal rigidities, prior elicitation

32.
Downloads 120 (479,663)
Citation 5

Online Estimation of DSGE Models

NBER Working Paper No. w26826
Number of pages: 55 Posted: 09 Mar 2020 Last Revised: 20 Apr 2023
Northwestern University, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Harvard University, Harvard Kennedy School (HKS), Students, Massachusetts Institute of Technology (MIT) and University of Pennsylvania - Department of Economics
Downloads 83 (623,117)

Abstract:

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Online Estimation of DSGE Models

FEDS Working Paper No. 2020-23
Number of pages: 55 Posted: 18 May 2020
Northwestern University, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Harvard University, Harvard Kennedy School (HKS), Students, Massachusetts Institute of Technology (MIT) and University of Pennsylvania - Department of Economics
Downloads 37 (917,486)
Citation 5

Abstract:

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Adaptive algorithms; Bayesian inference; Density forecasts; Online estimation; Sequential Monte Carlo methods

The Financial (In)Stability Real Interest Rate, R*

International Finance Discussion Paper No. 1308
Number of pages: 23 Posted: 14 Jun 2021
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 113 (505,122)

Abstract:

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r**, Financial crises, Financial stability, Occasionally binding credit constraint

The Financial (In)Stability Real Interest Rate, R*

CEPR Discussion Paper No. DP15436
Number of pages: 26 Posted: 02 Dec 2020
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 2 (1,327,461)
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34.

A Bayesian Approach for Inference on Probabilistic Surveys

FRB of New York Staff Report No. 1025, 2022, Rev. August 2024
Number of pages: 135 Posted: 18 Jul 2022
Marco Del Negro, Roberto Casarin and Federico Bassetti
Federal Reserve Bank of New York, University Ca' Foscari of Venice - Department of Economics and Politecnico di Milano
Downloads 113 (501,824)

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probabilistic surveys, noisy rational expectations, Bayesian nonparametrics

35.

Asymmetric Shocks Among U.S. States

FRB of Atlanta Working Paper No. 2000-27
Number of pages: 46 Posted: 15 Jan 2001
Marco Del Negro
Federal Reserve Bank of New York
Downloads 113 (501,824)
Citation 7

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Intranational Business Cycles, Risk Sharing, Factor Models

36.

Fitting Observed Inflation Expectations

FRB of New York Staff Report No. 476
Number of pages: 68 Posted: 03 Dec 2010
Marco Del Negro and Stefano Eusepi
Federal Reserve Bank of New York and University of Texas at Austin
Downloads 105 (529,377)
Citation 26

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Inflation Expectations, Imperfect Information, Bayesian Analysis, DSGE Models

37.

Aggregate Unemployment in Krusell and Smith's Economy: A Note

FRB of Atlanta Working Paper No. 2005-6
Number of pages: 19 Posted: 07 Jun 2005
Marco Del Negro
Federal Reserve Bank of New York
Downloads 103 (536,668)

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Calibration, labor market flows

38.

DSGE Forecasts of the Lost Recovery

FRB of New York Staff Report No. 844
Number of pages: 52 Posted: 15 Mar 2018 Last Revised: 17 Sep 2018
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Barclays Corporate and Investment Bank, University of California, Berkeley, Stanford University and Harvard University - Business School (HBS)
Downloads 97 (558,885)
Citation 15

Abstract:

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DSGE models, real-time forecasts, Great Recession, financial frictions

39.

The New York Fed DSGE Model: A Post-Covid Assessment

FRB of New York Staff Report No. 1082, https://doi.org/10.59576/sr.1082
Number of pages: 18 Posted: 11 Jan 2024
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Duke University, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 95 (566,448)

Abstract:

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DSGE models, real-time forecasts, inflation

40.

When Does a Central Bank's Balance Sheet Require Fiscal Support?

FRB of New York Staff Report No. 701
Number of pages: 59 Posted: 26 Nov 2014
Marco Del Negro and Christopher A. Sims
Federal Reserve Bank of New York and Princeton University - Department of Economics
Downloads 95 (566,448)
Citation 37

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central bank’s balance sheet, solvency, monetary policy

41.

Policy Predictions If the Model Doesn't Fit

FRB of Atlanta Working Paper No. 2004-38
Number of pages: 18 Posted: 11 Feb 2005
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 87 (597,843)
Citation 3

Abstract:

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Bayesian analysis, DSGE models, model misspecification

42.

Rare Shocks, Great Recessions

FRB of New York Staff Report No. 585
Number of pages: 52 Posted: 18 Dec 2012
Vasco Cúrdia, Marco Del Negro and Daniel Greenwald
Federal Reserve Bank of San Francisco, Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 83 (614,873)
Citation 40

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Bayesian Analysis of DSGE Models, Fat tails, stochastic volatility, Great Recession

43.
Downloads 74 (655,200)

Tax Buyouts

FRB of New York Staff Report No. 467
Number of pages: 43 Posted: 21 Aug 2010
Marco Del Negro, Fabrizio Perri and Fabiano Schivardi
Federal Reserve Bank of New York, Leonard N. Stern School of Business - Department of Economics and Luiss Guido Carli - Department of Economics and Finance
Downloads 44 (856,550)

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taxes, private information, distortions

Tax Buyouts

NBER Working Paper No. w15847
Number of pages: 43 Posted: 29 Mar 2010 Last Revised: 21 Apr 2023
Marco Del Negro, Fabrizio Perri and Fabiano Schivardi
Federal Reserve Bank of New York, Leonard N. Stern School of Business - Department of Economics and Luiss Guido Carli - Department of Economics and Finance
Downloads 30 (986,592)

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Tax Buyouts

Federal Reserve Bank of Minneapolis Staff Report 441
Posted: 19 Apr 2010
Marco Del Negro, Fabrizio Perri and Fabiano Schivardi
Federal Reserve Bank of New York, Leonard N. Stern School of Business - Department of Economics and Luiss Guido Carli - Department of Economics and Finance

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taxes, private information, distortions

44.

Discussion of Cogley and Sargent's 'Drifts and Volatilities: Monetary Policy and Outcomes in the Post WWII U.S.'

FRB Atlanta Working Paper No. 2003-26
Number of pages: 14 Posted: 23 Feb 2015
Marco Del Negro
Federal Reserve Bank of New York
Downloads 44 (835,666)
Citation 10

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45.

The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities

NBER Working Paper No. w22259
Number of pages: 76 Posted: 24 May 2016 Last Revised: 28 Apr 2023
Federal Reserve Bank of New York, Federal Reserve Bank of New York, University of Oxford - Department of Economics and Princeton University - Department of Economics
Downloads 42 (851,411)
Citation 51

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46.
Downloads 30 (959,116)
Citation 1

What's Up with the Phillips Curve?

NBER Working Paper No. w27003
Number of pages: 78 Posted: 20 Apr 2020 Last Revised: 14 Apr 2023
Federal Reserve Bank of New York, European Central Bank (ECB), Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 28 (1,008,149)

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What's Up with the Phillips Curve?

CEPR Discussion Paper No. DP14583
Number of pages: 79 Posted: 08 May 2020
Federal Reserve Bank of New York, European Central Bank (ECB), Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 2 (1,327,461)
Citation 1
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47.

Priors from General Equilibrium Models for Vars

FRB Atlanta Working Paper No. 2002-14
Number of pages: 45 Posted: 15 Jul 2021 Last Revised: 29 Jul 2021
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 22

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48.

Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)

FRB Atlanta Working Paper No. 2006-16
Number of pages: 47 Posted: 15 Jul 2021 Last Revised: 29 Jul 2021
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 15

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49.

Monetary Policy Analysis with Potentially Misspecified Models

FRB of Philadelphia Working Paper No. 06-4
Number of pages: 52 Posted: 15 Jul 2021
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 8

Abstract:

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50.

Policy Predictions If the Model Doesn't Fit

FRB Atlanta Working Paper No. 2004-38
Number of pages: 18 Posted: 15 Jul 2021 Last Revised: 29 Jul 2021
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 8

Abstract:

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51.

Monetary Policy Analysis with Potentially Misspecified Models

FRB Atlanta Working Paper No. 2005-26
Number of pages: 52 Posted: 15 Jul 2021 Last Revised: 29 Jul 2021
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 7

Abstract:

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52.

Can Professional Forecasters Predict Uncertain Times?

Liberty Street Economics
Posted: 06 Sep 2024
Marco Del Negro
Federal Reserve Bank of New York

Abstract:

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professional forecasters, uncertainty

53.

Are Professional Forecasters Overconfident?

Liberty Street Economics
Posted: 06 Sep 2024
Marco Del Negro
Federal Reserve Bank of New York

Abstract:

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professional forecasters, uncertainty

54.

On the Distributional Consequences of Responding Aggressively to Inflation

Liberty Street Economics
Posted: 08 Jul 2024
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York

Abstract:

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HANK, Heterogeneous Agent New Keynesian (HANK), monetary policy, inflation, inequality

55.

On the Distributional Effects of Inflation and Inflation Stabilization

Liberty Street Economics
Posted: 08 Jul 2024
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York

Abstract:

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HANK, Heterogeneous Agent New Keynesian (HANK), monetary policy, inflation, inequality

56.

The New York Fed DSGE Model Perspective on the Lagged Effect of Monetary Policy

Liberty Street Economics
Posted: 22 Nov 2023
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York

Abstract:

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DSGE, forecasting, lagged effects, monetary policy, NY Fed

57.

A Bayesian VAR Model Perspective on the Lagged Effect of Monetary Policy

Liberty Street Economics
Posted: 21 Nov 2023
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York

Abstract:

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Forecasts, lagged effects, monetary policy

58.

The New York Fed DSGE Model Forecast— September 2023

Liberty Street Economics
Posted: 25 Sep 2023
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York

Abstract:

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DSGE, forecasting

59.

The Post-Pandemic r*

Liberty Street Economics
Posted: 11 Aug 2023
University of North Carolina (UNC) at Chapel Hill, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Duke University and Federal Reserve Banks - Federal Reserve Bank of New York

Abstract:

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r*, r-star, post-pandemic r-star, dynamic stochastic general equilibrium (DSGE)

60.

The Evolution of Short-Run r* after the Pandemic

Liberty Street Economics
Posted: 11 Aug 2023
University of North Carolina (UNC) at Chapel Hill, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Duke University and Federal Reserve Banks - Federal Reserve Bank of New York

Abstract:

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r*, r-star, post-pandemic r-star, dynamic stochastic general equilibrium (DSGE)

61.

Fiscal implications of the Federal Reserve’s Balance Sheet Normalization

FEDS Notes No. 2018-01-09-2 https://doi.org/10.17016/2380-7172.2126
Posted: 06 Jun 2018
Division of Monetary Affairs, Federal Reserve Bank of New York, Structured Finance Association, University of Maryland, Federal Reserve Bank of Minneapolis and University of Parma

Abstract:

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