Marco Del Negro

Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

  • Federal Reserve Bank of New York

SCHOLARLY PAPERS

57

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Scholarly Papers (57)

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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 1,318 (28,485)
Citation 198

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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 1,063 (38,855)
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 688 (70,243)
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 625 (79,359)
Citation 25

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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 507 (103,077)
Citation 9

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housing, monetary policy, Bayesian analysis

6.

On the Fit and Forecasting Performance of New Keynesian Models

Downloads 392 (139,423)
Citation 184

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
Marco Del Negro, Frank Schorfheide, Frank Smets and Rafael Wouters
Federal Reserve Bank of New York, University of Pennsylvania - Department of Economics, European Central Bank (ECB) and National Bank of Belgium
Downloads 326 (169,563)
Citation 57

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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 40 (791,959)

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On the Fit and Forecasting Performance of New Keynesian Models

Number of pages: 51 Posted: 05 May 2005
Marco Del Negro, Frank Schorfheide, Frank Smets and Rafael Wouters
Federal Reserve Bank of New York, University of Pennsylvania - Department of Economics, European Central Bank (ECB) and National Bank of Belgium
Downloads 26 (911,488)
Citation 20
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Bayesian analysis, DSGE models, model evaluation, vector autoregression

7.

Firm-Level Evidence on International Stock Market Comovement

Downloads 377 (145,686)
Citation 24

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 199 (277,484)
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 138 (380,638)
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 40 (791,959)
Citation 12

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Diversification, risk, international financial markets, industrial structure

8.

Priors from General Equilibrium Models for Vars

Downloads 364 (151,509)
Citation 13

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 203 (272,505)
Citation 2

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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 161 (335,423)
Citation 12

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Bayesian analysis, DSGE models, forecasting, vector autoregressions

9.

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 360 (153,346)
Citation 35

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diversification, risk, international financial markets, industrial structure

10.

The FRBNY DSGE Model

FRB of New York Staff Report No. 647
Number of pages: 56 Posted: 24 Oct 2013
Marco Del Negro, Stefano Eusepi, Marc P. Giannoni, Argia M. Sbordone, Andrea Tambalotti, Matthew Cocci, Raiden Hasegawa and M. Linder
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 344 (161,136)
Citation 24

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DSGE models, Bayesian estimation

11.

Global Trends in Interest Rates

Downloads 304 (183,730)
Citation 69

Global Trends in Interest Rates

FRB of New York Staff Report No. 866
Number of pages: 67 Posted: 21 Sep 2018
Marco Del Negro, Domenico Giannone, Marc P. Giannoni and Andrea Tambalotti
Federal Reserve Bank of New York, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 196 (281,279)

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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
Marco Del Negro, Domenico Giannone, Marc P. Giannoni and Andrea Tambalotti
Federal Reserve Bank of New York, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 76 (579,424)
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 2023
Marco Del Negro, Domenico Giannone, Marc P. Giannoni and Andrea Tambalotti
Federal Reserve Bank of New York, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 32 (856,842)
Citation 5

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12.

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 297 (188,353)

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Diversification, risk, international financial markets, industrial structure

13.

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 263 (213,181)
Citation 1

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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
Ozge Akinci, Gianluca Benigno, Gianluca Benigno, Marco Del Negro and Albert Queralto
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 259 (216,463)
Citation 1

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

15.

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 253 (221,582)
Citation 339

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Bayesian methods, time varying volatility

16.

Fiscal Implications of the Federal Reserve's Balance Sheet Normalization

Downloads 252 (222,477)
Citation 14

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
Michele Cavallo, Marco Del Negro, W. Scott Frame, Jamie Grasing, Ben Malin and Carlo Rosa
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 90 (521,604)

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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
Michele Cavallo, Marco Del Negro, W. Scott Frame, Jamie Grasing, Ben Malin and Carlo Rosa
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 83 (549,222)
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
Michele Cavallo, Marco Del Negro, W. Scott Frame, Jamie Grasing, Ben Malin and Carlo Rosa
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 79 (566,203)
Citation 3

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central bank balance sheets, monetary policy, remittances

17.

Online Estimation of DSGE Models

Downloads 251 (223,368)
Citation 2

Online Estimation of DSGE Models

PIER Working Paper No. 19-014, July 2019
Number of pages: 70 Posted: 25 Jul 2019
Michael Cai, Marco Del Negro, Edward Herbst, Ethan Matlin, Reca Sarfati and Frank Schorfheide
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 214 (259,428)
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
Michael Cai, Marco Del Negro, Edward Herbst, Ethan Matlin, Reca Sarfati and Frank Schorfheide
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 37 (815,148)

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

18.

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 241 (232,440)
Citation 1

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Diversification, risk, international financial markets, industrial structure

19.

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

Downloads 224 (249,372)
Citation 2

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 224 (248,463)
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

20.

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 218 (255,808)
Citation 7

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

21.

The Advantages of Probabilistic Survey Questions

Review of Economic Analysis 9 (1), 1-32
Number of pages: 32 Posted: 12 Jan 2018
Simon Potter, Marco Del Negro, Giorgio Topa and Wilbert van der Klaauw
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 217 (256,901)
Citation 1

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

22.

Monetary Policy Analysis with Potentially Misspecified Models

Downloads 203 (273,253)
Citation 26

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 90 (521,604)
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 68 (617,403)

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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 45 (754,706)
Citation 3

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23.

Safety, Liquidity, and the Natural Rate of Interest

FRB of NY Staff Report No. 812
Number of pages: 82 Posted: 12 May 2017
Marco Del Negro, Domenico Giannone, Marc P. Giannoni and Andrea Tambalotti
Federal Reserve Bank of New York, International Monetary Fund (IMF), Barclays Corporate and Investment Bank and Federal Reserve Bank of New York
Downloads 201 (275,695)
Citation 45

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

24.

Inflation in the Great Recession and New Keynesian Models

Downloads 197 (280,776)
Citation 161

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 145 (365,997)
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 52 (707,594)
Citation 48

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25.

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 184 (298,409)
Citation 4

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

26.

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
Marco Del Negro, Gauti B. Eggertsson, Andrea Ferrero and Nobuhiro Kiyotaki
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 177 (308,905)
Citation 22

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

27.

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 156 (344,352)

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Diversification, risk, international financial markets, industrial structure

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 140 (375,766)
Citation 6

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diversification, risk, international financial markets, industrial structure

29.

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

Downloads 132 (393,372)
Citation 101

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 83 (549,222)
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: 20 Jul 2022
Marco Del Negro and Frank Schorfheide
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 42 (776,577)

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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 (1,107,131)
Citation 17
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Bayesian analysis, DSGE models, model comparisons, nominal rigidities, prior elicitation

30.

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

Downloads 117 (431,076)
Citation 14

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 66 (627,455)
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 31 (865,575)

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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 20 (971,702)
Citation 3

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31.

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 107 (460,440)
Citation 7

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Intranational Business Cycles, Risk Sharing, Factor Models

32.

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

Downloads 102 (476,388)

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

International Finance Discussion Paper No. 1308
Number of pages: 23 Posted: 14 Jun 2021
Ozge Akinci, Gianluca Benigno, Gianluca Benigno, Marco Del Negro and Albert Queralto
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 102 (479,644)

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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
Ozge Akinci, Gianluca Benigno, Gianluca Benigno, Marco Del Negro and Albert Queralto
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
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33.

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 97 (492,762)

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Calibration, labor market flows

34.

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 96 (496,005)
Citation 26

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Inflation Expectations, Imperfect Information, Bayesian Analysis, DSGE Models

35.

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
Michael Cai, Marco Del Negro, Marc P. Giannoni, Abhi Gupta, Pearl Li and Erica Moszkowski
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 91 (513,302)
Citation 15

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

36.

A Bayesian Approach to Inference on Probabilistic Surveys

FRB of New York Staff Report No. 1025, 2022
Number of pages: 95 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 87 (527,862)

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Bayesian interface, Bayesian nonparametric, Survey of Professional Forecasters, noisy rational expectations

37.

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 81 (551,249)
Citation 37

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central bank’s balance sheet, solvency, monetary policy

38.

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 79 (559,428)
Citation 3

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Bayesian analysis, DSGE models, model misspecification

39.

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 75 (576,215)
Citation 39

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

40.

Tax Buyouts

Downloads 65 (622,366)
Citation 2

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 37 (815,148)

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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 28 (892,518)

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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

41.

Online Estimation of DSGE Models

Downloads 62 (637,572)
Citation 6

Online Estimation of DSGE Models

NBER Working Paper No. w26826
Number of pages: 55 Posted: 09 Mar 2020 Last Revised: 20 Apr 2023
Michael D. Cai, Marco Del Negro, Edward Herbst, Ethan Matlin, Reca Sarfati and Frank Schorfheide
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 35 (831,353)

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Online Estimation of DSGE Models

FEDS Working Paper No. 2020-23
Number of pages: 55 Posted: 18 May 2020
Michael D. Cai, Marco Del Negro, Edward Herbst, Ethan Matlin, Reca Sarfati and Frank Schorfheide
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 27 (901,831)
Citation 5

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

42.

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
Sushant Acharya, William Chen, Marco Del Negro, Keshav Dogra, Aidan Gleich, Shlok Goyal, Ethan Matlin, Donggyu Lee, Reca Sarfati and Sikata Sengupta
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
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Citation 1

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HANK, Bayesian inference, sequential Monte Carlo methods

43.

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
Marco Del Negro, Keshav Dogra, Aidan Gleich, Pranay Gundam, Donggyu Lee, Ramya Nallamotu and Brian Pacula
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
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DSGE models, real-time forecasts, inflation

44.

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
Marco Del Negro, Gauti B. Eggertsson, Andrea Ferrero and Nobuhiro Kiyotaki
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 36 (801,148)
Citation 46

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45.

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 35 (808,787)
Citation 10

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46.

What's Up with the Phillips Curve?

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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
Marco Del Negro, Michele Lenza, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of New York, European Central Bank (ECB), Northwestern University - Department of Economics and Federal Reserve Bank of New York
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What's Up with the Phillips Curve?

CEPR Discussion Paper No. DP14583
Number of pages: 79 Posted: 08 May 2020
Marco Del Negro, Michele Lenza, Giorgio E. Primiceri and Andrea Tambalotti
Federal Reserve Bank of New York, European Central Bank (ECB), Northwestern University - Department of Economics and Federal Reserve Bank of New York
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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 14

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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
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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
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50.

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
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51.

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
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52.

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

Liberty Street Economics
Posted: 22 Nov 2023
Richard K. Crump, Marco Del Negro, Keshav Dogra, Pranay Gundam, Donggyu Lee, Ramya Nallamotu and Brian Pacula
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

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

53.

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

Liberty Street Economics
Posted: 21 Nov 2023
Richard K. Crump, Marco Del Negro, Keshav Dogra, Pranay Gundam, Donggyu Lee, Ramya Nallamotu and Brian Pacula
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

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Forecasts, lagged effects, monetary policy

54.

The New York Fed DSGE Model Forecast— September 2023

Liberty Street Economics
Posted: 25 Sep 2023
Marco Del Negro, Pranay Gundam, Donggyu Lee, Ramya Nallamotu and Brian Pacula
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

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DSGE, forecasting

55.

The Post-Pandemic r*

Liberty Street Economics
Posted: 11 Aug 2023
Katie Baker, Logan Casey, Marco Del Negro, Aidan Gleich and Ramya Nallamotu
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

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

56.

The Evolution of Short-Run r* after the Pandemic

Liberty Street Economics
Posted: 11 Aug 2023
Katie Baker, Logan Casey, Marco Del Negro, Aidan Gleich and Ramya Nallamotu
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

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

57.

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
Michele Cavallo, Marco Del Negro, W. Scott Frame, Jamie Grasing, Ben Malin and Carlo Rosa
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

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