Marco Del Negro |
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Economic Research Advisor |
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The New York Fed DSGE Model: A Post-Covid Assessment
With Keshav Dogra, Aidan Gleich, Pranay Gundam, Donggyu Lee, Ramya Nallamotu, and Brian Pacula Federal Reserve Bank of New York Staff Reports 1082, January 2024 Estimating HANK for Central Banks With Sushant Acharya, William Chen, Keshav Dogra, Aidan Gleich, Shlok Goyal, Ethan Matlin, Donggyu Lee, Reca Sarfati, and Sikata Sengupta Federal Reserve Bank of New York Staff Reports 1071, August 2023 Is the Green Transition Inflationary? With Julian di Giovanni and Keshav Dogra Federal Reserve Bank of New York Staff Reports 1053, February 2023, Revised December 2023 A Bayesian Approach for Inference on Probabilistic Surveys With Federico Bassetti and Roberto Casarin Federal Reserve Bank of New York Staff Reports 1025, July 2022, Revised August 2024 The Financial (In)Stability Real Interest Rate, R** With Ozge Akinci, Gianluca Benigno, and Albert Queralto Federal Reserve Bank of New York Staff Reports 946, November 2020, Revised May 2023 Online Estimation of DSGE Models With Michael Cai, Edward Herbst, Ethan Matlin, Reca Sarfati, and Frank Schorfheide Federal Reserve Bank of New York Staff Reports 893, August 2019 Global Trends in Interest Rates With Domenico Giannone, Marc P. Giannoni, and Andrea Tambalotti Federal Reserve Bank of New York Staff Reports 866, September 2018 DSGE Forecasts of the Lost Recovery With Michael Cai, Marc P. Giannoni, Abhi Gupta, Pearl Li, and Erica Moszkowski Federal Reserve Bank of New York Staff Reports 844, March 2018, Revised September 2018 Fiscal Implications of the Federal Reserve's Balance Sheet Normalization With Michele Cavallo, W. Scott Frame, Jamie Grasing, Benjamin A. Malin, and Carlo Rosa Federal Reserve Bank of New York Staff Reports 833, January 2018 Safety, Liquidity, and the Natural Rate of Interest With Domenico Giannone, Marc P. Giannoni, and Andrea Tambalotti Federal Reserve Bank of New York Staff Reports 812, May 2017 Measures and Policy Applications of the Equilibrium Neutral Real Interest Rate Presentation at the Peoples Bank of China-FRBNY Joint Symposium March 1 – 2, 2016 When Does a Central Bank's Balance Sheet Require Fiscal Support? With Christopher A. Sims Federal Reserve Bank of New York Staff Reports 701, November 2014 Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance With Raiden B. Hasegawa and Frank Schorfheide Federal Reserve Bank of New York Staff Reports 695, October 2014 Inflation in the Great Recession and New Keynesian Models With Marc P. Giannoni, and Frank Schorfheide Federal Reserve Bank of New York Staff Reports 618, Revised April 2014 The FRBNY DSGE Model With Stefano Eusepi, Marc Giannoni, Argia Sbordone, Andrea Tambalotti, Matthew Cocci, Raiden Hasegawa, and M. Henry Linder Federal Reserve Bank of New York Staff Reports 647, October 2013 Rare Shocks, Great Recessions With Vasco Curdia and Daniel L. Greenwald Federal Reserve Bank of New York Staff Reports 585, Revised June 2013 Time-Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum With Giorgio Primiceri Federal Reserve Bank of New York Staff Reports 619, May 2013, Revised October 2014 The Forward Guidance Puzzle With Marc Giannoni, and Christina Patterson Federal Reserve Bank of New York Staff Reports 574, October 2012, Revised December 2015 The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities With Gauti Eggertsson, Andrea Ferrero, and Nobuhiro Kiyotaki Federal Reserve Bank of New York Staff Reports 520, October 2011 See also Supporting documents Dynamic Factor Models with Time-Varying Parameters: Measuring Changes in International Business Cycles With Christopher Otrok Federal Reserve Bank of New York Staff Reports, May 2008, Revise and Resubmit, Review of Economics and Statistics With Frank X. Dieblod and Frank Schorfheide Aggregate Unemployment in Krussel and Smith's Economy: A Note Federal Reserve Bank of Atlanta Working Paper 2005-6, March 2005 With Robin Brooks Revised May 2004 See also Federal Reserve Bank of Atlanta Working Paper 2002-23b mimeo, Federal Reserve Bank of Atlanta, 2003 Discussion of Cogley and Sargent's 'Drifts and Volatilities' Federal Reserve Bank of Atlanta Working Paper, 2003-06 mimeo, Federal Reserve Bank of Atlanta, 2001 mimeo, CIE-ITAM, 1998 mimeo, Yale University, 1998 The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System. |