Working Papers

Time-Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum
With Giorgio Primiceri
Federal Reserve Bank of New York Staff Reports 619, May 2013

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, May 2013

Rare Shocks, Great Recessions
With Vasco Curdia and Daniel L. Greenwald
Federal Reserve Bank of New York Staff Reports 585, December 2012

The Forward Guidance Puzzle
With Marc Giannoni, and Christina Patterson
Federal Reserve Bank of New York Staff Reports 574, October 2012

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

Priors from Frequency-Domain Dummy Observations
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

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 2002-23b 

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' 
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 CV

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.