Marco Del Negro - Central bank research hub

Papers by year: All | 2018 | 2017 | 2014 | 2012 | 2011 | 2010 | 2008 | 2006 | 2005 | 2003

Global trends in interest rates

by Andrea Tambalotti , Marc Giannoni , Domenico Giannone and Marco Del Negro

Federal Reserve Bank of New York Staff Reports (Paper: 866, 01.09.2018)

JEL: E43, E44, F31, G12
Fiscal Implications of the Federal Reserve's Balance Sheet Normalization

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

Federal Reserve Bank of Atlanta Working Papers (Paper: 2018-7, 21.08.2018)

JEL: E58, E59, E69
DSGE forecasts of the lost recovery

by Pearl Li , Erica Moszkowski , Marc Giannoni , Michael Cai , Marco Del Negro and Abhi Gupta

Federal Reserve Bank of New York Staff Reports (Paper: 844, 01.03.2018)

JEL: C11, C32, C54, E43, E44
Fiscal implications of the Federal Reserve's balance sheet normalization

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

Federal Reserve Bank of New York Staff Reports (Paper: 833, 09.01.2018)

JEL: E58, E59, E69
Fiscal Implications of the Federal Reserve's Balance Sheet Normalization

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

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2018-002, 08.01.2018)

JEL: E58, E59, E69
Fiscal Implications of the Federal Reserve's Balance Sheet Normalization

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

Federal Reserve Bank of Minneapolis Working Papers (Paper: 747, 05.01.2018)

JEL: E58, E59, E69
Safety, Liquidity, and the Natural Rate of Interest

by Andrea Tambalotti , Domenico Giannone , Marco Del Negro and Marc P. Giannoni

Federal Reserve Bank of New York Staff Reports (Paper: 812, 11.05.2017)

Abstract

JEL: C11, C32, C54, E43, E44
When Does a Central Banks Balance Sheet Require Fiscal Support?

by Christopher A. Sims and Marco Del Negro

Federal Reserve Bank of New York Staff Reports (Paper: 701, 24.11.2014)

Abstract

JEL: E58, E59
Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance

by Frank Schorfheide , Raiden B. Hasegawa and Marco Del Negro

Federal Reserve Bank of New York Staff Reports (Paper: 695, 17.10.2014)

Abstract

JEL: C53, E31, E32, E37
Rare Shocks, Great Recessions

by Daniel Greenwald , Marco Del Negro and Vasco Cúrdia

Federal Reserve Bank of San Francisco Working Papers (Paper: 2013-01, 03.01.2014)

Rare Shocks, Great Recessions

by Vasco Cúrdia , Daniel Greenwald and Marco Del Negro

Federal Reserve Bank of New York Staff Reports (Paper: 585, 14.12.2012)

Abstract
DSGE Model-Based Forecasting

by Frank Schorfheide and Marco Del Negro

Federal Reserve Bank of New York Staff Reports (Paper: 554, 30.11.2012)

Abstract
The Forward Guidance Puzzle

by Marc Giannoni , Christina Patterson and Marco Del Negro

Federal Reserve Bank of New York Staff Reports (Paper: 574, 30.11.2012)

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

by Gauti B. Eggertsson , Andrea Ferrero , Nobuhiro Kiyotaki and Marco Del Negro

Federal Reserve Bank of New York Staff Reports (Paper: 520, 05.10.2011)

Abstract
Fitting Observed Inflation Expectations

by Stefano Eusepi and Marco Del Negro

Federal Reserve Bank of New York Staff Reports (Paper: 476, 26.11.2010)

Abstract
Tax Buyouts

by Fabrizio Perri , Marco Del Negro and Fabiano Schivardi

Federal Reserve Bank of New York Staff Reports (Paper: 467, 07.08.2010)

Abstract

JEL: E62, H21
Dynamic Factor Models with Time-Varying Parameters: Measuring Changes in International Business Cycles

by Christopher Otrok and Marco Del Negro

Federal Reserve Bank of New York Staff Reports (Paper: 326, 07.11.2008)

Abstract

JEL: C11, C32, F02
Inflation Dynamics in a Small Open-Economy Model under Inflation Targeting: Some Evidence from Chile

by Frank Schorfheide and Marco Del Negro

Federal Reserve Bank of New York Staff Reports (Paper: 329, 07.11.2008)

Abstract

JEL: C11, C32, E52, F41
Monetary Policy Analysis with Potentially Misspecified Models

by Frank Schorfheide and Marco Del Negro

Federal Reserve Bank of New York Staff Reports (Paper: 321, 07.11.2008)

Abstract

JEL: C32
Forming Priors for DSGE Models (and How It Affectsthe Assessment of Nominal Rigidities)

by Frank Schorfheide and Marco Del Negro

Federal Reserve Bank of New York Staff Reports (Paper: 320, 13.03.2008)

Abstract

JEL: C32, E30
Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)

by Frank Schorfheide and Marco Del Negro

Federal Reserve Bank of Atlanta Working Papers (Paper: 2006-16, 01.11.2006)

Abstract
Monetary Policy Analysis with Potentially Misspecified Models

by Frank Schorfheide and Marco Del Negro

Federal Reserve Bank of Philadelphia Working Papers (Paper: wp06-04, 01.02.2006)

Monetary Policy Analysis with Potentially Misspecified Models

by Frank Schorfheide and Marco Del Negro

Federal Reserve Bank of Atlanta Working Papers (Paper: 2005-26, 02.12.2005)

Abstract

JEL: C32
Monetary Policy and the House Price Boom across U.S. States

by Christopher Otrok and Marco Del Negro

Federal Reserve Bank of Atlanta Working Papers (Paper: 2005-24, 19.10.2005)

Abstract

JEL: C11, E58, R31
Firm-level evidence on international stock market comovement

by Robin Brooks and Marco Del Negro

Deutsche Bundesbank Discussion Papers (Paper: 200511, 24.09.2005)

JEL: G11, G15
On the fit and forecasting performance of New-Keynesian models

by Frank Schorfheide and Marco Del Negro

European Central Bank Working Papers (Paper: 0491, 02.06.2005)

JEL: C11, C32, C53
Aggregate Unemployment in Krusell and Smith¿s Economy: A Note

by Marco Del Negro

Federal Reserve Bank of Atlanta Working Papers (Paper: 2005-06, 28.04.2005)

Abstract

JEL: J21
Monetary policy analysis with potentially misspecified models

by Frank Schorfheide and Marco Del Negro

European Central Bank Working Papers (Paper: 0475, 27.04.2005)

JEL: C32
Policy Predictions If the Model Doesn¿t Fit

by Frank Schorfheide and Marco Del Negro

Federal Reserve Bank of Atlanta Working Papers (Paper: 2004-38, 14.01.2005)

Abstract

JEL: C32
On the Fit and Forecasting Performance of New Keynesian Models

by Frank Schorfheide , Frank Smets , Marco Del Negro and Raf Wouters

Federal Reserve Bank of Atlanta Working Papers (Paper: 2004-37, 14.01.2005)

Abstract

JEL: C11, C32, C53
Discussion of Cogley and Sargent¿s ¿Drifts and Volatilities: Monetary Policy and Outcomes in the Post WWII U.S.¿

by Marco Del Negro

Federal Reserve Bank of Atlanta Working Papers (Paper: 2003-26, 08.10.2003)

Abstract
Firm-Level Evidence on International Stock Market Comovement

by Robin Brooks and Marco Del Negro

Federal Reserve Bank of Atlanta Working Papers (Paper: 2003-8, 28.03.2003)

Abstract

JEL: G11, G15
International Diversification Strategies

by Robin Brooks and Marco Del Negro

Federal Reserve Bank of Atlanta Working Papers (Paper: 2002-23, 31.01.2003)

Abstract

JEL: G11, G15
The Rise in Comovement across National Stock Markets: Market Integration or IT Bubble?

by Robin Brooks and Marco Del Negro

Federal Reserve Bank of Atlanta Working Papers (Paper: 2002-17a, 31.01.2003)

Abstract

JEL: G11, G15
International Stock Returns and Market Integration: A Regional Perspective

by Robin Brooks and Marco Del Negro

Federal Reserve Bank of Atlanta Working Papers (Paper: 2002-20, 31.01.2003)

Abstract
Priors from General Equilibrium Models for VARs

by Frank Schorfheide and Marco Del Negro

Federal Reserve Bank of Atlanta Working Papers (Paper: 2002-14, 31.01.2003)

Abstract

JEL: C11, C32, C53