Marco Del Negro

Marco Del Negro

Economic Research Advisor
Macroeconomic and Monetary Studies
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

marco.delnegro@ny.frb.org

   
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 PDF

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

Priors from Frequency-Domain Dummy Observations
With Frank X. Dieblod and Frank Schorfheide

Aggregate Unemployment in Krussel and Smith's Economy: A NoteOFFSITE
Federal Reserve Bank of Atlanta Working Paper 2005-6, March 2005

A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
With Robin Brooks
Revised May 2004
See also ››
Federal Reserve Bank of Atlanta Working Paper 2002-23bPDF

Fear of Floating? A Stuctural Investigation of Monetary Policy in Mexico
mimeo, Federal Reserve Bank of Atlanta, 2003

Discussion of Cogley and Sargent's 'Drifts and Volatilities'OFFSITE
Federal Reserve Bank of Atlanta Working Paper, 2003-06

Monetary Policy Identification in a Factor Model
mimeo, Federal Reserve Bank of Atlanta, 2001

A Macro Market Alternative to Unemployment Insurance
mimeo, CIE-ITAM, 1998

Aggregate Risk Sharing Across US States and European Countries
mimeo, Yale University, 1998

Marco Del Negro's CVPDF

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