Marco Del Negro

Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

48

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1,097

CROSSREF CITATIONS

1,398

Scholarly Papers (48)

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, Federal Reserve Banks - Federal Reserve Bank of Dallas and Northwestern University, Department of Economics
Downloads 954 (30,341)
Citation 164

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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 755 (41,900)
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 644 (51,815)
Citation 4

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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 479 (75,164)
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 437 (84,038)
Citation 9

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housing, monetary policy, Bayesian analysis

6.

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 337 (112,830)
Citation 38

Abstract:

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diversification, risk, international financial markets, industrial structure

7.
Downloads 332 (114,681)
Citation 137

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 190 (199,411)
Citation 1

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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 130 (274,091)
Citation 12

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Bayesian analysis, DSGE models, forecasting, vector autoregressions

Priors from General Equilibrium Models for Vars

Number of pages: 31 Posted: 26 May 2004
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 12 (727,238)
Citation 31
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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, European Central Bank (ECB) and National Bank of Belgium
Downloads 298 (128,138)
Citation 4

Abstract:

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Bayesian analysis, DSGE models, model evaluation, vector autoregressions

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, European Central Bank (ECB) and National Bank of Belgium
Downloads 26 (616,983)
Citation 20
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Bayesian analysis, DSGE models, model evaluation, vector autoregression

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 4 (795,446)
Citation 3

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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 171 (218,925)
Citation 15

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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 106 (318,035)
Citation 3

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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 17 (685,534)

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Diversification, risk, international financial markets, industrial structure

10.

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 244 (157,830)
Citation 1

Abstract:

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diversification, risk, international financial markets, industrial structure

11.

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 236 (162,953)

Abstract:

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Diversification, risk, international financial markets, industrial structure

12.

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 206 (185,344)
Citation 1

Abstract:

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Diversification, risk, international financial markets, industrial structure

13.
Downloads 201 (189,646)
Citation 40

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, Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 150 (244,705)

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, Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 41 (528,510)
Citation 24

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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 2021
Federal Reserve Bank of New York, Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 10 (744,117)
Citation 6

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14.

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, Federal Reserve Banks - Federal Reserve Bank of Dallas, 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 189 (200,460)
Citation 21

Abstract:

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DSGE models, Bayesian estimation

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 189 (200,384)
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

Abstract:

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monetary policy, VAR, Mexico, financial crisis

16.

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 170 (219,777)
Citation 7

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

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 169 (220,874)
Citation 227

Abstract:

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Bayesian methods, time varying volatility

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 73 (401,869)

Abstract:

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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 52 (477,897)

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: 18 Apr 2021
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 31 (583,862)
Citation 4

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19.

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 154 (238,923)
Citation 22

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

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
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Federal Reserve Bank of Dallas, University of Maryland, Federal Reserve Bank of Minneapolis and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 58 (454,054)
Citation 1

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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
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Federal Reserve Bank of Dallas, University of Maryland, Federal Reserve Bank of Minneapolis and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 58 (454,054)
Citation 3

Abstract:

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central bank balance sheets, monetary policy, remittances

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
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Federal Reserve Bank of Dallas, University of Maryland, Federal Reserve Bank of Minneapolis and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 30 (590,148)

Abstract:

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central bank balance sheets, monetary policy, remittances

21.
Downloads 126 (279,587)
Citation 2

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, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 108 (313,847)
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, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 18 (677,708)

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

22.

The Advantages of Probabilistic Survey Questions

Review of Economic Analysis 9 (1), 1-32
Number of pages: 32 Posted: 12 Jan 2018
Peter G. 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 114 (300,429)
Citation 1

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

23.
Downloads 100 (328,544)
Citation 127

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, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Pennsylvania - Department of Economics
Downloads 83 (372,611)
Citation 9

Abstract:

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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: 19 Apr 2021
Marco Del Negro, Marc P. Giannoni and Frank Schorfheide
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Pennsylvania - Department of Economics
Downloads 17 (685,534)
Citation 48

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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 69 (414,763)
Citation 4

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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: 19 Jul 2021
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 24 (631,581)

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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 (769,888)
Citation 19
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Bayesian analysis, DSGE models, model comparisons, nominal rigidities, prior elicitation

25.

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 97 (335,039)
Citation 7

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Intranational Business Cycles, Risk Sharing, Factor Models

26.

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 92 (346,430)
Citation 6

Abstract:

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diversification, risk, international financial markets, industrial structure

27.

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, Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 90 (351,267)
Citation 45

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

28.

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 90 (351,267)

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Diversification, risk, international financial markets, industrial structure

29.

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 75 (391,388)
Citation 26

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Inflation Expectations, Imperfect Information, Bayesian Analysis, DSGE Models

30.

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 73 (397,347)

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Calibration, labor market flows

31.

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 61 (436,593)
Citation 3

Abstract:

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Bayesian analysis, DSGE models, model misspecification

32.

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, Federal Reserve Banks - Federal Reserve Bank of Dallas, University of California, Berkeley, Stanford University and Harvard University - Business School (HBS)
Downloads 57 (451,124)
Citation 11

Abstract:

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

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 27 (609,972)
Citation 8

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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 19 (669,848)

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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: 20 Sep 2021
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 9 (752,812)
Citation 3

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34.

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 53 (466,117)
Citation 37

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central bank’s balance sheet, solvency, monetary policy

35.

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 48 (486,368)
Citation 32

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

36.
Downloads 34 (552,946)

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 20 (661,903)

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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 2021
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 14 (710,114)

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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

37.

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

FRB of New York Staff Report No. 946
Number of pages: 24 Posted: 09 Nov 2020
Federal Reserve Bank of New York, Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 17 (662,359)

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

38.
Downloads 16 (669,604)
Citation 2

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, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 10 (744,117)
Citation 2

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

Online Estimation of DSGE Models

NBER Working Paper No. w26826
Number of pages: 55 Posted: 09 Mar 2020 Last Revised: 24 Jun 2021
Northwestern University, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 6 (778,536)
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39.

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 2021
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 15 (677,049)
Citation 31

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40.

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 12 (700,480)
Citation 10

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

International Finance Discussion Paper No. 1308
Number of pages: 23 Posted: 14 Jun 2021
Ozge Akinci, Marco Del Negro and Albert Queralto
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 10 (744,117)

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

CEPR Discussion Paper No. DP15436
Number of pages: 26 Posted: 02 Dec 2020
Federal Reserve Bank of New York, Federal Reserve Bank of New YorkLondon School of Economics & Political Science (LSE) - Department of Economics, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
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42.
Downloads 5 (755,493)
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 Oct 2021
Federal Reserve Bank of New York, European Central Bank (ECB), Northwestern University - Department of Economics and Federal Reserve Bank of New York
Downloads 5 (787,012)

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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 0
Citation 1
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43.

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 1

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44.

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 1

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45.

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 1

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46.

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 0

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47.

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 0

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48.

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
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Federal Reserve Bank of Dallas, University of Maryland, Federal Reserve Bank of Minneapolis and Federal Reserve Banks - Federal Reserve Bank of New York

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