Working Papers

Monetary Policy Analysis with Potentially Misspecified Models  
With Frank Schorfheide
56 pages / 395 kb

Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)  
With Frank Schorfheide
39 pages / 372 kb

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

Monetary Policy and the House Price Boom across U.S. States
With Christopher Otrok October 2005
31 pages / 468 kb
See also ››
Federal Reserve Bank of Atlanta Working Paper 2005-24  

Aggregate Unemployment in Krusell and Smith's Economy: A Note March 2005

Policy Predictions If the Model Doesn't Fit
With Frank Schorfheide December 2004

On the Fit and Forecasting Performance of New Keynesian Models  
With Frank Schorfheide, Frank Smets, and Raf Wouters December 2004
50 pages / 582 kb
See also ››
Federal Reserve Bank of Atlanta Working Paper 2004-37  

Discussion of Cogley and Sargent's "Drifts and Volatilities: Monetary Policy and Outcomes in the Post WWII U.S" October 2003
See also ››
Federal Reserve Bank of Atlanta Working Paper, 2003-06  

Firm-Level Evidence on International Stock Market Comovement March 2003
See also ››
Federal Reserve Bank of Atlanta Working Paper 2003-8 

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 

Country versus Region Effects in International Stock Returns
With Robin Brooks Revised August 2004
See also ››
Federal Reserve Bank of Atlanta Working Paper 2002-20b 

The Rise in Comovement across National Stock Markets: Market Integration or IT Bubble?
With Robin Brooks Revised September 2002
See also ››
Federal Reserve Bank of Atlanta Working Paper 2002-17a  

Priors from General Equilibrium Models for VARs
With Frank Schorfheide Revised July 2003
See also ››
Federal Reserve Bank of Atlanta Working Paper 2002-14

Asymmetric Shocks among U.S. States November 2000
See also ››
Federal Reserve Bank of Atlanta Working Paper 2000-27

Has Monetary Policy Been So Bad That It Is Better to Get Rid of It? The Case of Mexico
With Francesc Obiols-Homs November 2000
See also ››
Federal Reserve Bank of Atlanta Working Paper 2000-26

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.