Marco Del Negro : Citation Profile


Are you Marco Del Negro?

Federal Reserve Bank of New York

22

H index

29

i10 index

1911

Citations

RESEARCH PRODUCTION:

30

Articles

74

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (1999 - 2018). See details.
   Cites by year: 100
   Journals where Marco Del Negro has often published
   Relations with other researchers
   Recent citing documents: 225.    Total self citations: 37 (1.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde35
   Updated: 2018-06-16    RAS profile: 2018-05-08    
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Relations with other researchers


Works with:

Giannoni, Marc (11)

Schorfheide, Frank (8)

Sims, Christopher (3)

Giannone, Domenico (3)

Eggertsson, Gauti (3)

Ferrero, Andrea (3)

Tambalotti, Andrea (3)

Primiceri, Giorgio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Del Negro.

Is cited by:

Paccagnini, Alessia (48)

Schorfheide, Frank (48)

Minford, A. Patrick (34)

Canova, Fabio (34)

Meenagh, David (31)

Marcellino, Massimiliano (26)

Matheson, Troy (25)

GUPTA, RANGAN (24)

Lindé, Jesper (23)

Bekiros, Stelios (22)

Carriero, Andrea (22)

Cites to:

Schorfheide, Frank (52)

Wouters, Raf (39)

Sims, Christopher (38)

Smets, Frank (37)

Zha, Tao (31)

Christiano, Lawrence (21)

Eichenbaum, Martin (18)

Whiteman, Charles (18)

Reichlin, Lucrezia (15)

Sargent, Thomas (13)

Chinn, Menzie (13)

Main data


Where Marco Del Negro has published?


Journals with more than one article published# docs
Journal of Monetary Economics4
Economic Review4
Journal of Business & Economic Statistics2
Proceedings2
Review of Finance2
American Economic Review2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York18
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta14
IMF Working Papers / International Monetary Fund4
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2
Working Paper Series / European Central Bank2
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2
2009 Meeting Papers / Society for Economic Dynamics2
Kiel Working Papers / Kiel Institute for the World Economy (IfW)2
2014 Meeting Papers / Society for Economic Dynamics2

Recent works citing Marco Del Negro (2018 and 2017)


YearTitle of citing document
2017No Price Like Home: Global House Prices, 1870-2012. (2017). Steger, Thomas ; Schularick, Moritz ; Knoll, Katharina. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:331-53.

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2017The Empirical Implications of the Interest-Rate Lower Bound. (2017). Herbst, Edward ; Smith, Matthew E ; Lopez-Salido, David ; Gust, Christopher . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:7:p:1971-2006.

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2017Clearing Up the Fiscal Multiplier Morass. (2017). Traum, Nora ; Leeper, Eric ; Walker, Todd B. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2409-54.

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2017Comparing Renewable Energy Policies in EU-15, U.S. and China: A Bayesian DSGE Model. (2017). Amedeo, Tarek Atalla ; Polinori, Paolo . In: The Energy Journal. RePEc:aen:journl:ej38-si1-argentiero.

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2018Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740.

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2017Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028.

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2017Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). de Carvalho, Miguel ; Wadsworth, Jennifer ; Camilo, Daniela Castro . In: Papers. RePEc:arx:papers:1709.01198.

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2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2018Econophysics Beyond General Equilibrium: the Business Cycle Model. (2018). Olkhov, Victor. In: Papers. RePEc:arx:papers:1804.04721.

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2018Could a Higher Inflation Target Enhance Macroeconomic Stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; Labelle, Nicholas ; Dorich, Jose. In: Staff Working Papers. RePEc:bca:bocawp:18-17.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2017Natural rates across the Atlantic. (2017). Neri, Stefano ; Gerali, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1140_17.

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2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

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2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11.

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2018Forward Guidance and the Exchange Rate. (2018). Gali, Jordi. In: Working Papers. RePEc:bge:wpaper:1021.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017The impact of warnings published in a financial stability report on loan-to value ratios. (2017). Alfaro, Rodrigo ; Cordova, Felipe ; Alegria, Andres . In: BIS Working Papers. RePEc:bis:biswps:633.

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2017Monetary policy transmission and trade-offs in the United States: Old and new. (2017). Peersman, Gert ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:649.

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2017Interest rates and house prices in the United States and around the world. (2017). Mihaljek, Dubravko ; Subelyt, Agn ; Sutton, Gregory . In: BIS Working Papers. RePEc:bis:biswps:665.

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2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2017). Mertens, Elmar ; McCracken, Michael ; Clark, Todd E. In: BIS Working Papers. RePEc:bis:biswps:667.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018Could a higher inflation target enhance macroeconomic stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; St-Pierre, Nicholas Labelle ; Dorich, Jose. In: BIS Working Papers. RePEc:bis:biswps:720.

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2017FORWARD GUIDANCE AND THE STATE OF THE ECONOMY. (2017). Throckmorton, Nathaniel ; Richter, Alexander ; Keen, Benjamin. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:4:p:1593-1624.

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2017The Discounted Euler Equation: A Note. (2017). McKay, Alisdair ; Steinsson, Jon ; Nakamura, Emi. In: Economica. RePEc:bla:econom:v:84:y:2017:i:336:p:820-831.

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2017Vulnerabilities to housing bubbles: Evidence from linkages between housing prices and income fundamentals. (2017). Huang, Meichi. In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:1:p:64-91.

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2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

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2017Quantile Aggregation of Density Forecasts. (2017). Busetti, Fabio. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:495-512.

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2018Dutch Disease Dynamics Reconsidered. (2018). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0062.

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2017To guide or not to guide? Quantitative monetary policy tools and macroeconomic dynamics in China. (2017). Funke, Michael ; Tsang, Andrew ; Chen, Hongyi ; Lozev, Ivan . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_003.

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2017Mapping China’s time-varying house price landscape. (2017). Leiva-Leon, Danilo ; Funke, Michael ; Tsang, Andrew. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_021.

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2017Uncertainty shocks and firm dynamics : Search and monitoring in the credit market. (2017). Tripier, Fabien ; Isoré, Marlène ; Brand, Thomas. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_034.

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2018Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --. (2018). Sudo, Nao ; Okazaki, Yosuke . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e06.

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2017Monetary News Shocks. (2017). Khan, Hashmat ; Gunn, Christopher ; Ben Zeev, Nadav. In: Carleton Economic Papers. RePEc:car:carecp:15-02.

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2017What determines Chinas housing price dynamics? New evidence from a DSGE-VAR. (2017). Ou, Zhirong ; Liu, Chunping. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/4.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6458.

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2017(Why) Do Central Banks Care About Their Profits?. (2017). Schmalz, Martin ; Goncharov, Igor ; Ioannidou, Vasso . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6546.

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2017Monetary Policy Transmission and Trade-offs in the United States: Old and New. (2017). Peersman, Gert ; Hofmann, Boris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6745.

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2018On the Persistence of UK Inflation: A Long-Range Dependence Approach. (2018). Gil-Alana, Luis ; Trani, Tommaso ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6968.

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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7005.

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2017The Impact of Warnings Published in a Financial Stability Report on the Loan to Value Ratio. (2017). Alfaro, Rodrigo ; Cordova, Felipe ; Alegria, Andres . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:798.

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2017System Priors for Econometric Time Series. (2017). Plašil, Miroslav ; Andrle, Michal ; Plasil, Miroslav . In: Working Papers. RePEc:cnb:wpaper:2017/01.

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2017Fiscal policy coordination in currency unions at the effective lower bound. (2017). Müller, Gernot ; Muller, Gernot ; Hettig, Thomas . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11780.

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2017What is the truth about DSGE models? Testing by indirect inference. (2017). Xu, Yongdeng ; Minford, A. Patrick ; Meenagh, David ; Wickens, Michael R. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11817.

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2017A Central Bank Theory of Price Level Determination. (2017). Benigno, Pierpaolo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11966.

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2017Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12013.

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2017Monetary-Fiscal Interactions and the Euro Areas Malaise. (2017). Maćkowiak, Bartosz ; Jarociński, Marek ; MacKowiak, Bartosz Adam ; Jarocinski, Marek. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12020.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Rueth, Sebastian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12024.

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2017The Dire Effects of the Lack of Monetary and Fiscal Coordination. (2017). Melosi, Leonardo ; Bianchi, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12164.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017Does Monetary Policy generate Asset Price Bubbles?. (2017). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: Working Papers. RePEc:crb:wpaper:2017-06.

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2017Bank-Specific Shocks and House Price Growth in the U.S.. (2017). Noth, Felix ; Bremus, Franziska ; Krause, Thomas. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1636.

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2018On the Persistence of UK Inflation: A Long-Range Dependence Approach. (2018). Gil-Alana, Luis ; Trani, Tommaso ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1731.

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2018Monetary Policy and Asset Price Bubbles. (2018). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-5.

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2018Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk. (2018). Soedarmono, Wahyoe. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00810.

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2017Interpreting rational expectations econometrics via analytic function approach. (2017). Tan, Fei. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00218.

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2017Missing disinflation and missing inflation: the puzzles that arent. (2017). Jarociński, Marek ; BOBEICA, Elena ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20172000.

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2017Monetary-fiscal interactions and the euro areas malaise. (2017). Maćkowiak, Bartosz ; Jarociński, Marek ; Makowiak, Bartosz ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20172072.

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2018Priors for the long run. (2018). Primiceri, Giorgio ; Giannone, Domenico ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20182132.

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2017On the choice of monetary policy rules for China: A Bayesian DSGE approach. (2017). Li, Bing ; Liu, Qing. In: China Economic Review. RePEc:eee:chieco:v:44:y:2017:i:c:p:166-185.

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2017Rare shocks vs. non-linearities: What drives extreme events in the economy? Some empirical evidence. (2017). Franta, Michal. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:136-157.

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2017On the cyclicity of regional house prices: New evidence for U.S. metropolitan statistical areas. (2017). Flor, Michael ; Klarl, Torben . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:134-156.

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2017Great recession, slow recovery and muted fiscal policies in the US. (2017). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:140-161.

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2017A method for agent-based models validation. (2017). Moneta, Alessio ; Guerini, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:125-141.

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2017The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Ma, Jun ; Bhatt, Vipul . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:206-222.

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2017Sentiment and the U.S. business cycle. (2017). Milani, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:289-311.

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2017Assessing DSGE model nonlinearities. (2017). Schorfheide, Frank ; Bocola, Luigi ; Aruoba, S. Boragan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:34-54.

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2018The forward fiscal guidance puzzle and a resolution. (2018). Diba, Behzad ; Cumby, Robert ; Luo, Wenlan ; Cao, Dan ; Canzoneri, Matthew. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:89:y:2018:i:c:p:26-46.

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2018The fiscal theory of the price level in a world of low interest rates. (2018). Bassetto, Marco ; Cui, Wei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:89:y:2018:i:c:p:5-22.

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2017How are Africas emerging stock markets related to advanced markets? Evidence from copulas. (2017). ALAGIDEDE, PAUL ; Mensah, Jones Odei . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:1-10.

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2017A small-scale DSGE-VAR model for the Romanian economy. (2017). Pop, Raluca-Elena. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:1-9.

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2018Forecasting with DSGE models: What frictions are important?. (2018). Nalban, Valeriu. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:190-204.

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2018The impact of monetary policy on housing market activity: An assessment using sign restrictions. (2018). Ume, Ejindu . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:23-31.

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2018How costly is a misspecified credit channel DSGE model in monetary policymaking?. (2018). Yagihashi, Takeshi. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:484-505.

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2017The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries. (2017). Hanisch, Max ; Kempa, Bernd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:70-88.

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2017Application of wavelet decomposition in time-series forecasting. (2017). Yazgan, Ege ; Genay, Ramazan ; Zhang, Keyi . In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:41-46.

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2018Accounting for the sources of macroeconomic tail risks. (2018). Drautzburg, Thorsten ; Atalay, Enghin ; Wang, Zhenting. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:65-69.

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2017Identification and estimation of non-Gaussian structural vector autoregressions. (2017). Saikkonen, Pentti ; Meitz, Mika ; Lanne, Markku. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:288-304.

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2017Bayesian estimation of state space models using moment conditions. (2017). Ragusa, Giuseppe ; Gallant, Ronald A ; Giacomini, Raffaella. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:198-211.

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2017Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:322-332.

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2018The impact of credit supply shocks and a new Financial Conditions Index based on a FAVAR approach. (2018). Hosszu, Zsuzsanna. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:32-44.

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2017Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Castelnuovo, Efrem ; Caggiano, Giovanni ; Pellegrino, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:257-272.

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2017A tale of fat tails. (2017). Malik, Samreen ; Dave, Chetan . In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:293-317.

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2017Habit formation in consumption: A meta-analysis. (2017). Sokolova, Anna ; Rusnák, Marek ; Havranek, Tomas ; Rusnak, Marek . In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:142-167.

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2017Liquidity shocks, business cycles and asset prices. (2017). Bigio, Saki ; Schneider, Andres . In: European Economic Review. RePEc:eee:eecrev:v:97:y:2017:i:c:p:108-130.

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2017Financial intermediaries’ instability and euro area macroeconomic dynamics. (2017). Lhuissier, Stéphane. In: European Economic Review. RePEc:eee:eecrev:v:98:y:2017:i:c:p:49-72.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Fernandez, Viviana ; Gonzalez-Urteaga, Ana ; Vu, Anh N ; Marin, Matej ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Piljak, Vanja ; Kearney, Fearghal ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:
2017Global portfolio investment network and stock market comovement. (2017). Chuluun, Tuugi . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:51-68.

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2017Measuring the natural rate of interest: International trends and determinants. (2017). Williams, John ; Holston, Kathryn ; Laubach, Thomas . In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:s1:p:s59-s75.

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2018Self-fulfilling debt crises: What can monetary policy do?. (2018). Bacchetta, Philippe ; van Wincoop, Eric ; Perazzi, Elena. In: Journal of International Economics. RePEc:eee:inecon:v:110:y:2018:i:c:p:119-134.

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2018The U.S. Treasury Premium. (2018). Du, Wenxin ; Schreger, Jesse ; Im, Joanne. In: Journal of International Economics. RePEc:eee:inecon:v:112:y:2018:i:c:p:167-181.

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2018Monetary-fiscal interactions and the euro areas malaise. (2018). Maćkowiak, Bartosz ; Jarociński, Marek ; Makowiak, Bartosz ; Jarociski, Marek. In: Journal of International Economics. RePEc:eee:inecon:v:112:y:2018:i:c:p:251-266.

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2017Excess stock return comovements and the role of investor sentiment. (2017). Verschoor, Willem ; Frijns, Bart. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:74-87.

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2017Forecasting GDP with global components: This time is different. (2017). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:153-173.

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2017Adaptive models and heavy tails with an application to inflation forecasting. (2017). Petrella, Ivan ; Delle Monache, Davide. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:482-501.

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2017Forecasting with VAR models: Fat tails and stochastic volatility. (2017). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1124-1143.

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2017Which market integration measure?. (2017). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

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2017Banking integration and house price co-movement. (2017). thesmar, david ; Sraer, David ; Landier, Augustin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:1-25.

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2017Capital inflows, monetary policy, and financial imbalances. (2017). Merrouche, Ouarda ; Nier, Erlend . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:117-142.

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2017The effectiveness of the ECB’s unconventional monetary policy: Comparative evidence from crisis and non-crisis Euro-area countries. (2017). Jäger, Jannik ; Grigoriadis, Theocharis ; Jager, Jannik . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:21-43.

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2017Does institutional ownership matter for international stock return comovement?. (2017). Faias, Jose ; Ferreira, Miguel A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:64-83.

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2018Liquidity provision as a monetary policy tool: The ECB’s non-standard measures after the financial crisis. (2018). Tristani, Oreste ; Quint, Dominic. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:15-34.

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More than 100 citations found, this list is not complete...

Works by Marco Del Negro:


YearTitleTypeCited
2017The Great Escape? A Quantitative Evaluation of the Feds Liquidity Facilities In: American Economic Review.
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article55
2016The great escape? A quantitative evaluation of the Fed’s liquidity facilities.(2016) In: Staff Reports.
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paper
2016The Great Escape? A Quantitative Evaluation of the Fed’s Liquidity Facilities.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 55
paper
2009Monetary Policy Analysis with Potentially Misspecified Models In: American Economic Review.
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article66
2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Paper Series.
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paper
2005Monetary policy analysis with potentially misspecified models.(2005) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 66
paper
2008Monetary policy analysis with potentially misspecified models.(2008) In: Staff Reports.
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This paper has another version. Agregated cites: 66
paper
2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 66
paper
2007Monetary Policy Analysis with Potentially Misspecified Models.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 66
paper
2015Inflation in the Great Recession and New Keynesian Models In: American Economic Journal: Macroeconomics.
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article59
2014Inflation in the Great Recession and New Keynesian models.(2014) In: Staff Reports.
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This paper has another version. Agregated cites: 59
paper
2014Inflation in the Great Recession and New Keynesian Models.(2014) In: NBER Working Papers.
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paper
2014Inflation in the Great Recession and New Keynesian Models.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 59
paper
2007On the Fit of New Keynesian Models In: Journal of Business & Economic Statistics.
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article193
2007Rejoinder In: Journal of Business & Economic Statistics.
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article0
2017Safety, Liquidity, and the Natural Rate of Interest In: Brookings Papers on Economic Activity.
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article12
2017Safety, liquidity, and the natural rate of interest.(2017) In: Staff Reports.
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paper
2017Safety, Liquidity, and the Natural Rate of Interest.(2017) In: 2017 Meeting Papers.
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This paper has another version. Agregated cites: 12
paper
2009Inflation Dynamics in a Small Open Economy Model under Inflation Targeting: Some Evidence from Chile In: Central Banking, Analysis, and Economic Policies Book Series.
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chapter7
2008Inflation Dynamics in a Small Open Economy Model Under Inflation Targeting: Some Evidence From Chile.(2008) In: Working Papers Central Bank of Chile.
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This paper has another version. Agregated cites: 7
paper
2008Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile.(2008) In: Staff Reports.
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This paper has another version. Agregated cites: 7
paper
1999Asymmetric shocks among U.S. states In: Working Papers.
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paper49
2002Asymmetric shocks among U.S. states.(2002) In: Journal of International Economics.
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This paper has another version. Agregated cites: 49
article
2000Asymmetric shocks among U.S. states.(2000) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 49
paper
2005On the Fit and Forecasting Performance of New Keynesian Models In: CEPR Discussion Papers.
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paper109
2005On the fit and forecasting performance of New-Keynesian models.(2005) In: Working Paper Series.
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This paper has another version. Agregated cites: 109
paper
2004On the fit and forecasting performance of New Keynesian models.(2004) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 109
paper
2007Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) In: CEPR Discussion Papers.
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paper133
2008Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities).(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 133
paper
2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Staff Reports.
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This paper has another version. Agregated cites: 133
paper
2006Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2006) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 133
paper
2007Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities).(2007) In: 2007 Meeting Papers.
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This paper has another version. Agregated cites: 133
paper
2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 133
article
2006Propagación de los errores de proyección de las series de tiempo ajustadas con modelos de espacio de estado In: Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016).
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article0
2011Fitting observed inflation expectations In: Journal of Economic Dynamics and Control.
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article38
2010Fitting observed inflation expectations.(2010) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2013DSGE Model-Based Forecasting In: Handbook of Economic Forecasting.
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chapter65
2012DSGE model-based forecasting.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
2016Dynamic prediction pools: An investigation of financial frictions and forecasting performance In: Journal of Econometrics.
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article29
2014Dynamic prediction pools: an investigation of financial frictions and forecasting performance.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2014Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 29
paper
2014Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: PIER Working Paper Archive.
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paper
2004The rise in comovement across national stock markets: market integration or IT bubble? In: Journal of Empirical Finance.
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article133
2002The rise in comovement across national stock markets: market integration or IT bubble?.(2002) In: FRB Atlanta Working Paper.
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paper
200799 Luftballons: Monetary policy and the house price boom across U.S. states In: Journal of Monetary Economics.
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article135
2010Tax buyouts In: Journal of Monetary Economics.
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article3
2010Tax Buyouts.(2010) In: EIEF Working Papers Series.
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This paper has another version. Agregated cites: 3
paper
2010Tax buyouts.(2010) In: Staff Report.
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paper
2010Tax buyouts.(2010) In: Staff Reports.
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2010Tax buyouts.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3
paper
2015When does a central bank׳s balance sheet require fiscal support? In: Journal of Monetary Economics.
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article52
2014When does a central bank’s balance sheet require fiscal support?.(2014) In: Staff Reports.
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paper
2014When does a central banks balance sheet require fiscal support?.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 52
paper
2001Turn, turn, turn: Predicting turning points in economic activity In: Economic Review.
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article6
2002Global banks, local crises: bad news from Argentina In: Economic Review.
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article2
2003Take your model bowling: forecasting with general equilibrium models In: Economic Review.
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article11
2006How good is what youve got? DSGE-VAR as a toolkit for evaluating DSGE models In: Economic Review.
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article17
2000Has monetary policy been so bad that it is better to get rid of it? the case of Mexico In: FRB Atlanta Working Paper.
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paper28
2001Has monetary policy been so bad that it is better to get rid of it? The case of Mexico.(2001) In: Proceedings.
[Citation analysis]
This paper has another version. Agregated cites: 28
article
2001Has Monetary Policy Been so Bad that It Is Better to Get Rid of It? The Case of Mexico..(2001) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 28
article
2002Priors from general equilibrium models for VARs In: FRB Atlanta Working Paper.
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paper314
2004Priors from General Equilibrium Models for VARS.(2004) In: International Economic Review.
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This paper has another version. Agregated cites: 314
article
2003International stock returns and market integration: A regional perspective In: FRB Atlanta Working Paper.
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paper15
2002International Stock Returns and Market Integration; A Regional Perspective.(2002) In: IMF Working Papers.
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This paper has another version. Agregated cites: 15
paper
2002International diversification strategies In: FRB Atlanta Working Paper.
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paper22
2003Discussion of Cogley and Sargents Drifts and volatilities: Monetary policies and outcomes in the post WWII U.S. In: FRB Atlanta Working Paper.
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paper5
2003Firm-level evidence on international stock market movement In: FRB Atlanta Working Paper.
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paper35
2005Firm-Level Evidence on International Stock Market Comovement.(2005) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 35
paper
2005Firm-level evidence on international stock market comovement.(2005) In: Discussion Paper Series 1: Economic Studies.
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paper
2006Firm-Level Evidence on International Stock Market Comovement.(2006) In: Review of Finance.
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This paper has another version. Agregated cites: 35
article
2004Policy predictions if the model doesn’t fit In: FRB Atlanta Working Paper.
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paper8
2005Policy Predictions if the Model Does Not Fit.(2005) In: Journal of the European Economic Association.
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This paper has another version. Agregated cites: 8
article
2005Aggregate unemployment in Krusell and Smith’s economy: a note In: FRB Atlanta Working Paper.
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paper0
2005Monetary policy and the house price boom across U.S. states In: FRB Atlanta Working Paper.
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paper13
2001Introduction: context, issues and contributions In: Proceedings.
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article0
2001Introduction: Context, Issues, and Contributions..(2001) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 0
article
2013Rare Shocks, Great Recessions In: Working Paper Series.
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paper51
2012Rare shocks, great recessions.(2012) In: Staff Reports.
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This paper has another version. Agregated cites: 51
paper
2012Rare Shocks, Great Recessions.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 51
paper
2018Fiscal Implications of the Federal Reserves Balance Sheet Normalization In: Finance and Economics Discussion Series.
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paper0
2018Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization.(2018) In: FEDS Notes.
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paper
2018Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization.(2018) In: FEDS Notes.
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paper
2018Fiscal Implications of the Federal Reserves Balance Sheet Normalization.(2018) In: Working Papers.
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paper
2018Fiscal implications of the Federal Reserves balance sheet normalization.(2018) In: Staff Reports.
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This paper has another version. Agregated cites: 0
paper
2010Tax buyouts: raising government revenue without distorting work decisions In: Economic Policy Paper.
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paper0
2008Dynamic factor models with time-varying parameters: measuring changes in international business cycles In: Staff Reports.
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paper101
2015The forward guidance puzzle In: Staff Reports.
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paper29
2015The Forward Guidance Puzzle.(2015) In: 2015 Meeting Papers.
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paper
2016The Forward Guidance Puzzle.(2016) In: 2016 Meeting Papers.
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paper
2014Time-varying structural vector autoregressions and monetary policy: a corrigendum In: Staff Reports.
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paper21
2015Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum.(2015) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 21
article
2013The FRBNY DSGE model In: Staff Reports.
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paper11
2018DSGE forecasts of the lost recovery In: Staff Reports.
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paper0
2002The Rise in Comovement Across National Stock Markets; Market Integration or Global Bubble? In: IMF Working Papers.
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paper9
2003Firm-Level Evidenceon International Stock Market Comovement In: IMF Working Papers.
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paper29
2006Firm-Level Evidence on International Stock Market Comovement.(2006) In: Review of Finance.
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This paper has another version. Agregated cites: 29
article
2005Firm-level evidence on international stock market comovement.(2005) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 29
paper
2005Firm-Level Evidence on International Stock Market Comovement.(2005) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 29
paper
2005A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns In: IMF Working Papers.
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paper5
2017EconomicDynamics Interview: Marco Del Negro about DSGE modelling in policy In: EconomicDynamics Newsletter.
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article0
2005Monetary policy and learning In: Review of Economic Dynamics.
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article0
2005On the Privatization of Public Debt In: 2005 Meeting Papers.
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paper0
2008Priors from Frequency-Domain Dummy Observations In: 2008 Meeting Papers.
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paper0
2009The Response of Monetary Policy to Financial Distress In: 2009 Meeting Papers.
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paper0
2009Modeling Inflation Expectations In: 2009 Meeting Papers.
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paper0
2010The Great Escape? A Quantitative Evaluation of the Fed’s Non-Standard Policies In: 2010 Meeting Papers.
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