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The New York Innovation Center bridges the worlds of finance, technology, and innovation and generates insights into high-value central bank-related opportunities.
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Learn about the history of the New York Fed and central banking in the United States through articles, speeches, photos and video.
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The Governance & Culture Reform hub is designed to foster discussion about corporate governance and the reform of culture and behavior in the financial services industry.
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The New York Innovation Center bridges the worlds of finance, technology, and innovation and generates insights into high-value central bank-related opportunities.
The growing role of nonbank financial institutions, or NBFIs, in U.S. financial markets is a transformational trend with implications for monetary policy and financial stability.
The New York Fed offers the Central Banking Seminar and several specialized courses for central bankers and financial supervisors.
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Marco Del Negro |
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Economic Research Advisor |
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Inference on Probablisitic Surveys in Macroeconomics with an Application to the Evolution of Uncertainty in the Survey of Professional Forecasters during the COVID Pandemic
With Roberto Casarin and Federico Bassetti Forthcoming in the Handbook of Economic Expectations Online Estimation of DSGE Models With Michael Cai, Edward Herbst, Ethan Matlin, Reca Sarfati, and Frank Schorfheide The Econometrics Journal, 2021 See also Federal Reserve Bank of New York Staff Reports 893, August 2019 What’s Up with the Phillips Curve? With Michele Lenza, Giorgio E. Primiceri, and Andrea Tambalotti Brookings Papers on Economic Activity, Spring 2020 Global Trends in Interest Rates With Domenico Giannone, Marc Giannoni, and Andrea Tambalotti Journal of International Economics, 118, 2019 DSGE Forecasts of the Lost Recovery With Michael Cai, Marc Giannoni, Abhi Gupta, Pearl Li, and Erica Moszkowski International Journal of Forecasting, 2019 Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization With Michele Cavallo, W. Scott Frame, Jamie Grasing, Benjamin A. Malin, and Carlo Rosa International Journal of Central Banking, 2019 Safety, Liquidity, and the Natural Rate of Interest With Domenico Giannone, Marc Giannoni, and Andrea Tambalotti Brookings Papers on Economic Activity, Spring 2017 The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities With Gauti Eggertsson, Andrea Ferrero, and Nobuhiro Kiyotaki American Economic Review, 107 (3), 2017 See Also >> Federal Reserve Bank of New York Staff Reports 520, October 2011 The Advantages of Probabilistic Survey Questions With Simon M. Potter, Giorgio Topa, Wilbert van der Klaauw Review of Economic Analysis, 9 (1), 2017 Using dynamic stochastic general equilibrium models at the New York Fed With Marc Giannoni in “DSGE Models in the Conduct of Policy: Use as intended,”edited by by Refet S. Gürkaynak and Cédric Tille, VoxEU eBook Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance With Raiden B. Hasegawa and Frank Schorfheide Journal of Econometrics, 192 (2), 2016 See also Federal Reserve Bank of New York Staff Reports 695, October 2014 When Does a Central Bank's Balance Sheet Require Fiscal Support? With Christopher A. Sims Journal of Monetary Economics, 73, 2015 See also Federal Reserve Bank of New York Staff Reports 701, November 2014 Inflation in the Great Recession and New Keynesian Models With Marc P. Giannoni, and Frank Schorfheide American Economic Journal: Macroeconomics, 7(1), 2015 See also Federal Reserve Bank of New York Staff Reports 618, Revised April 2014 Time-Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum With Giorgio Primiceri The Review of Economic Studies, 82 (4), 2015 See also Federal Reserve Bank of New York Staff Reports 619, Revised October 2014 Rare Shocks, Great Recessions With Vasco Curdia and Daniel L. Greenwald Journal of Applied Econometrics, 29 (7), 2014 See also Federal Reserve Bank of New York Staff Reports 585, Revised June 2013 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  With Frank Schorfheide Handbook of Bayesian Econometrics, Geweke, Koop, Van Dijk editors, Oxford University Press, 2011 Fitting Observed Inflation Expectations With Stefano Eusepi Journal of Economic Dynamics and Control, December 2011, 35 (12) 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) See also Federal Reserve Bank of New York Staff Reports 467, NBER WP 15847  Monetary Policy Analysis with Potentially Misspecified Models With Frank Schorfheide American Economic Review, 99 (4), 2009 See also Federal Reserve Bank of New York Staff Reports 321 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 Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) With Frank Schorfheide Journal of Monetary Economics, 55 (7), 2008 See also Federal Reserve Bank of New York Staff Reports 320 With Chris Otrok Journal of Monetary Economics, 54 (7), 2007 See also Federal Reserve Bank of Atlanta Working Paper 2005-24 With Frank Schorfheide, Frank Smets, and Raf Wouters Invited Journal of Business and Economic Statistics Lecture, April 2007, 25 (2) 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 With Robin Brooks Review of Finance, (10), 2006 See also Federal Reserve Bank of Atlanta Working Paper 2003-8 How Good Is What You've Got? DSGE-VAR as a Toolkit for Evaluating DSGE Models 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) Country versus Region Effects in International Stock Returns With Robin Brooks Journal of Portfolio Management, Summer 2005 See also Federal Reserve Bank of Atlanta Working Paper 2002-20b With Frank Schorfheide International Economic Review 45 (2), 2004 See also Federal Reserve Bank of Atlanta Working Paper 2002-14
Take Your Model Bowling: Forecasting with General Equilibrium Models Federal Reserve Bank of Atlanta Economic Review, 88 (Fourth Quarter 2003) With Robin Brooks Journal of Empirical Finance (11) 2004 See also Federal Reserve Bank of Atlanta Working Paper 2002-17a Journal of International Economics (56), 2002 See also Federal Reserve Bank of Atlanta Working Paper 2000-27 Federal Reserve Bank of Atlanta Economic Review, Third Quarter 2002 Turn, Turn, Turn: Predicting Turning Points in Economic Activity Federal Reserve Bank of Atlanta Economic Review, Second Quarter 2001 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 See also Federal Reserve Bank of Atlanta Working Paper 2000-26 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. |
