Marco Del Negro

Marco Del Negro

Assistant Vice President
Macroeconomic and Monetary Studies Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-7738
marco.delnegro@ny.frb.org

Publications in Refereed Journals

Fitting Observed Inflation Expectations
With Stefano Eusepi
Journal of Economic Dynamics and Control, December 2011, 35 (12), pp. 2105 - 2131
See also ››
Federal Reserve Bank of New York Staff Reports 476, November 2010

Tax Buyouts
With Fabrizio Perri, Fabiano Schivardi
Journal of Monetary Economics (Carnegie-Rochester Conference issue), July 2010, 57 (5),
pp. 576-595
See also ››
Federal Reserve Bank of New York Staff Reports 467NBER WP 15847 PDF OFFSITE

Monetary Policy Analysis with Potentially Misspecified Models PDF
With Frank Schorfheide
American Economic Review, September 2009
99 (4), pp. 1415-50.
See also ››
Federal Reserve Bank of New York Staff Reports 321

Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) PDF
With Frank Schorfheide
Journal of Monetary Economics, October 2008, 55 (7),
pp. 1191-12
See also ››
Federal Reserve Bank of New York Staff Reports 320

99 Luftballons: Monetary Policy and the House Price Boom across U.S. States
With Chris Otrok
Journal of Monetary Economics, October 2007, 54 (7),
1962-85
See also ››
Federal Reserve Bank of Atlanta Working Paper 2005-24 PDF OFFSITE

On the Fit of New Keynesian Models
With Frank Schorfheide, Frank Smets, and Raf Wouters
Invited Journal of Business and Economic Statistics Lecture, April 2007, 25 (2),
123-43
With comments by Ron Gallant, Larry Christiano, and Chris Sims, and Rejoinder by the authors
See also ››
Federal Reserve Bank of Atlanta Working Paper 2004-37 PDF OFFSITE

Firm-Level Evidence on International Stock Market Comovement
With Robin Brooks
Review of Finance, 2006 (10),
69-98
See also ››
Federal Reserve Bank of Atlanta Working Paper 2003-8 PDF OFFSITE

Country versus Region Effects in International Stock Returns
With Robin Brooks
Journal of Portfolio Management, Summer 2005:
67-72
See also ››
Federal Reserve Bank of Atlanta Working Paper 2002-20b PDF OFFSITE

Priors from General Equilibrium Models for VARs
With Frank Schorfheide
International Economic Review 45 (2004):
643-673
See also ››
Federal Reserve Bank of Atlanta Working Paper 2002-14 PDF OFFSITE

The Rise in Comovement across National Stock Markets: Market Integration or IT Bubble?
With Robin Brooks
Journal of Empirical Finance 11 (2004):
649-680
See also ››
Federal Reserve Bank of Atlanta Working Paper 2002-17a PDF OFFSITE

Asymmetric Shocks Among U.S. States
Journal of International Economics 56 (2002):
273-297
See also ››
Federal Reserve Bank of Atlanta Working Paper 2002-27 PDF OFFSITE

Has Monetary Policy Been So Bad That It Is Better To get Rid of It? The Case of Mexico.
With Francesc Obiols-Homs
Journal of Money Credit and Banking 33 (2001):
404-433
See also ››
Federal Reserve Bank of Atlanta Working Paper 2000-26 PDF OFFSITE

Other Publications

DSGE Model-Based Forecasting
With Frank Schorfheide
Handbook of Economic Forecasting Vol. II, edited by G. Elliott and A. Timmerman, Elsevier
See also ››
Federal Reserve Bank of New York Staff Reports 554, March 2012

Bayesian Macroeconometrics PDF
With Frank Schorfheide
Handbook of Bayesian Econometrics, Forthcoming

Tax Buyouts. Raising Government Revenue without Distorting Work Decisions PDF OFFSITE
With Fabrizio Perri, Fabiano Schivardi
Federal Reserve Bank of Minneapolis Economic Policy Papers, July 2010

Inflation Dynamics in a Small Open Economy: Some Evidence from Chile
With Frank Schorfheide
11th Annual Conference of the Central Bank of Chile, Monetary Policy Under Uncertainty and Learning, edited by Klaus Schmidt-Hebbel and Carl Walsh
See also ››
Federal Reserve Bank of New York Staff Report # 329

How Good Is What You've Got? DSGE-VAR as a Toolkit for Evaluating DSGE Models PDF
With Frank Schorfheide
Federal Reserve Bank of Atlanta Economic Review 91, Second Quarter 2006

Policy Policy Predictions if the Model Doesn't Fit.
With Frank Schorfheide
Journal of the European Economic Association (Proceedings) 3 (2005):
434-443

Monetary Policy and Learning: Introduction
With Lee E. Ohanian, and Tao Zha,
Review of Economic Dynamics, 8 (2005):
257-26

Take Your Model Bowling: Forecasting with General Equilibrium Models PDF
Federal Reserve Bank of Atlanta Economic Review 88 (Fourth Quarter 2003)

Global Banks, Local Crises: Bad News from Argentina PDF
Federal Reserve Bank of Atlanta Economic Review 87 (Third Quarter 2002)

Turn, Turn, Turn: Predicting Turning Points in Economic Activity PDF
Federal Reserve Bank of Atlanta Economic Review 86 (Second Quarter 2001)

Global Monetary Integration: Context, Issues, and Contributions
With A. Hernandez D., O. Humpage, and E. Huybens
Journal of Money Credit and Banking 33 (2001):
303-311

Marco Del Negro's CVPDFThe 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.