Marco Del Negro : Citation Profile


Are you Marco Del Negro?

Federal Reserve Bank of New York

22

H index

28

i10 index

1760

Citations

RESEARCH PRODUCTION:

28

Articles

67

Papers

2

Chapters

RESEARCH ACTIVITY:

   18 years (1999 - 2017). See details.
   Cites by year: 97
   Journals where Marco Del Negro has often published
   Relations with other researchers
   Recent citing documents: 285.    Total self citations: 34 (1.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde35
   Updated: 2017-11-23    RAS profile: 2017-08-02    
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Relations with other researchers


Works with:

Schorfheide, Frank (9)

Giannoni, Marc (9)

Ferrero, Andrea (3)

Sims, Christopher (3)

Eggertsson, Gauti (3)

Cúrdia, Vasco (3)

Tambalotti, Andrea (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 (46)

Schorfheide, Frank (43)

Canova, Fabio (34)

Minford, A. Patrick (34)

Meenagh, David (31)

Matheson, Troy (25)

Marcellino, Massimiliano (24)

GUPTA, RANGAN (23)

Bekiros, Stelios (22)

Lindé, Jesper (22)

Clark, Todd (21)

Cites to:

Schorfheide, Frank (53)

Wouters, Raf (43)

Smets, Frank (41)

Sims, Christopher (37)

Zha, Tao (31)

Christiano, Lawrence (22)

Eichenbaum, Martin (19)

Whiteman, Charles (18)

Reichlin, Lucrezia (15)

Litterman, Robert (13)

Sargent, Thomas (13)

Main data


Where Marco Del Negro has published?


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

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York16
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta14
IMF Working Papers / International Monetary Fund4
2009 Meeting Papers / Society for Economic Dynamics2
Working Paper Series / European Central Bank2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank, Research Centre2
2014 Meeting Papers / Society for Economic Dynamics2
Kiel Working Papers / Kiel Institute for the World Economy (IfW)2

Recent works citing Marco Del Negro (2017 and 2016)


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). Leeper, Eric M ; Walker, Todd B ; Traum, Nora . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2409-54.

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2017Bayesian Nonparametric Sparse Seemingly Unrelated Regression Model (SUR). (2017). 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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2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard . In: Papers. RePEc:arx:papers:1709.09583.

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2016Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: BCAM Working Papers. RePEc:bbk:bbkcam:1603.

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2016Assessing the Fit of a Small Open-Economy DSGE Model for the Brazilian Economy. (2016). de Menezes, Fernando . In: Working Papers Series. RePEc:bcb:wpaper:424.

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2016Determinants and implications of low global inflation rates. (2016). del Río, Pedro ; Berganza, Juan Carlos ; Borrallo, Fructuoso ; del Rio, Pedro . In: Occasional Papers. RePEc:bde:opaper:1608.

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2016Adaptive models and heavy tails. (2016). Petrella, Ivan ; Delle Monache, Davide. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1052_16.

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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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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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2016SVAR Approach for Extracting Inflation Expectations Given Severe Monetary Shocks: Evidence from Belarus. (2016). Kruk, Dzmitry. In: BEROC Working Paper Series. RePEc:bel:wpaper:39.

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2016In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area.. (2016). Sahuc, Jean-Guillaume ; Fève, Patrick ; Feve, P. In: Working papers. RePEc:bfr:banfra:585.

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2016Monetary and macroprudential policies – exploring interactions. (2016). Of, Central Bank . In: BIS Papers chapters. RePEc:bis:bisbpc:86-05.

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2016Measuring the effects of monetary policy on house prices and the economy. (2016). Williams, John C. In: BIS Papers chapters. RePEc:bis:bisbpc:88-03.

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2016Expectations and investment. (2016). Shleifer, Andrei ; Gennaioli, Nicola ; Ma, Yueran . In: BIS Working Papers. RePEc:bis:biswps:562.

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2017The impact of warnings published in a financial stability report on loan-to value ratios. (2017). Alegria, Andres ; Cordova, Felipe ; Alfaro, Rodrigo . 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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2016Bayesian Vector Autoregressions. (2016). Woźniak, Tomasz ; Woniak, Tomasz . In: Australian Economic Review. RePEc:bla:ausecr:v:49:y:2016:i:3:p:365-380.

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2016Approximating time varying structural models with time invariant structures. (2016). Matthes, Christian ; ferroni, filippo ; Canova, Fabio. In: Working Papers. RePEc:bny:wpaper:0041.

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2016Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model. (2016). Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0043.

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2016Searching for Wages in an Estimated Labor Matching Model. (2016). Potter, Tristan ; Chugh, Sanjay ; Chahrour, Ryan. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:867.

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2016Adaptive models and heavy tails. (2016). Petrella, Ivan ; Delle Monache, Davide. In: Bank of England working papers. RePEc:boe:boeewp:0577.

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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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2016Credit risk stress testing for EU15 banks: a model combination approach. (2016). Papadopoulos, Savas ; Sager, Thomas . In: Working Papers. RePEc:bog:wpaper:203.

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2016Forward Guidance as a Monetary Policy Rule. (2016). Katagiri, Mitsuru . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp16e06.

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2016Macroeconomic Stabilization, Monetary-fiscal Interactions, and Europes monetary Union. (2016). Corsetti, G ; Schmidt, S ; Makowiak, B ; Jarociski, M ; Dedola, L. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1675.

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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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2016What is the truth about DSGE models? Testing by indirect inference. (2016). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2016/14.

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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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2016The Role of Oil Price Shocks in Causing U.S. Recessions. (2016). Vigfusson, Robert ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5743.

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2016Unconventional Fiscal Policy, Inflation Expectations, and Consumption Expenditure. (2016). Weber, Michael ; Hoang, Daniel ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5793.

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2016The Effect of Unconventional Fiscal Policy on Consumption Expenditure. (2016). Weber, Michael ; D'Acunto, Francesco ; Hoang, Daniel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6059.

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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). Goncharov, Igor ; Schmalz, Martin C ; Ioannidou, Vasso . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6546.

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2016The Collateral Framework of the Eurosystem and Its Fiscal Implications. (2016). Eberl, Jakob Korbinian . In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:69.

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2016Measuring the Natural Rate of Interest in the Eurozone: A DSGE Perspective. (2016). Hristov, Atanas. In: CESifo Forum. RePEc:ces:ifofor:v:17:y:2016:i:1:p:86-91.

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2016Tracking the Slowdown in Long-Run GDP Growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Discussion Papers. RePEc:cfm:wpaper:1604.

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2016VAR Models with Non-Gaussian Shocks. (2016). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: Discussion Papers. RePEc:cfm:wpaper:1609.

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2016Funding Quantitative Easing to Target Inflation. (2016). Reis, Ricardo. In: Discussion Papers. RePEc:cfm:wpaper:1626.

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2016Bernanke’s No-Arbitrage Argument Revisited: Can Open Market Operations in Real Assets Eliminate the Liquidity Trap?. (2016). Eggertsson, Gauti B ; Proulx, Kevin B. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v24c03pp063-104.

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2016Sentiment Shocks as Drivers of Business Cycles. (2016). Arias, Agustin . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:782.

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

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2016Dynamic Effects of Credit Shocks in a Data-Rich Environment. (2016). Stevanovic, Dalibor ; Giannoni, Marc ; Boivin, Jean . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-55.

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2016News shocks and labour market dynamics in matching models. (2016). Zanetti, Francesco ; Theodoridis, Konstantinos. In: Canadian Journal of Economics. RePEc:cje:issued:v:49:y:2016:i:3:p:906-930.

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2016Effects of Fiscal Policy in the DSGE-VAR Framework: The Case of the Czech Republic. (2016). Rysanek, Jakub ; Franta, Michal ; Babecký, Jan ; Babecky, Jan . In: Working Papers. RePEc:cnb:wpaper:2016/09.

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

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2016The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Roeger, Werner ; Pataracchia, Beatrice . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11121.

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2016Priors for the Long Run. (2016). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11261.

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2016Designing Central Banks for Inflation Stability. (2016). Benigno, Pierpaolo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11402.

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2016Challenges for Central Banks Macro Models. (2016). Wouters, Raf ; Smets, Frank ; Lindé, Jesper. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11405.

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2016Funding Quantitative Easing to Target Inflation. (2016). Reis, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11505.

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2016No Smoking Gun: Private Shareholders, Governance Rules and Central Bank Financial Behavior. (2016). Weder, Beatrice ; Eichengreen, Barry ; Bartels, Bernhard . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11625.

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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). Minford, A. Patrick ; Meenagh, David ; Xu, Yongdeng ; 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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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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2016FINANCIAL FRICTIONS IN THE EURO AREA AND THE UNITED STATES: A BAYESIAN ASSESSMENT. (2016). Villa, Stefania. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:20:y:2016:i:05:p:1313-1340_00.

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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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2016Connecting the dots: market reactions to forecasts of policy rates and forward guidance provided by the Fed. (2016). Moessner, Richhild ; Galati, Gabriele ; Bongard, Michelle ; Nelson, William . In: DNB Working Papers. RePEc:dnb:dnbwpp:523.

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2016The politics of central bank independence. (2016). Eijffinger, Sylvester ; de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:539.

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2016The nexus between housing and GDP re-visited: A wavelet coherence view on housing and GDP for the U.S.. (2016). Klarl, Torben . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00211.

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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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2016The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Pataracchia, Beatrice ; Roeger, Werner . In: Working Papers ECARES. RePEc:eca:wpaper:2013/227474.

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2016The response of asset prices to monetary policy shocks: stronger than thought. (2016). Kerssenfischer, Mark ; Alessi, Lucia. In: Working Paper Series. RePEc:ecb:ecbwps:20161967.

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2016Macroeconomic stabilization, monetary-fiscal interactions, and Europe’s monetary union. (2016). Schmidt, Sebastian ; Maćkowiak, Bartosz ; Jarociński, Marek ; Dedola, Luca ; Corsetti, Giancarlo ; Makowiak, Bartosz ; Jarociski, Marek . In: Working Paper Series. RePEc:ecb:ecbwps:20161988.

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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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2016The business cycle and copper mining in Chile. (2016). Fuentes, Fernando ; Garcia, Carlos J. In: Revista CEPAL. RePEc:ecr:col070:40429.

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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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2016Real-time factor model forecasting and the effects of instability. (2016). Clements, Michael. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:661-675.

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2016Taking financial frictions to the data. (2016). Suh, Hyunduk ; Walker, Todd B. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:64:y:2016:i:c:p:39-65.

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2016Slow recoveries: Any role for corporate leverage?. (2016). Villa, Stefania ; Smets, Frank. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:70:y:2016:i:c:p:54-85.

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2016Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR. (2016). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:70:y:2016:i:c:p:86-100.

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2016Reverse speculative attacks. (2016). Perri, Fabrizio ; Bianchi, Javier ; Amador, Manuel ; Bocola, Luigi . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:72:y:2016:i:c:p:125-137.

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2016The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy. (2016). Rychalovska, Yuliya . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:259-282.

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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). Paccagnini, Alessia ; Albonico, Alice ; Tirelli, Patrizio . 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). Bhatt, Vipul ; Ma, Jun ; Kishor, Kundan N. 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). Aruoba, Boraan S ; Schorfheide, Frank ; Bocola, Luigi . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:34-54.

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2016How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?. (2016). Kortelainen, Mika ; Viren, Matti ; Paloviita, Maritta . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:540-550.

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2016Unconventional monetary policy and capital flows. (2016). KIENDREBEOGO, Youssouf. In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:412-424.

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2016Modelling the business cycle of a small open economy: The Reserve Bank of New Zealands DSGE model. (2016). Theodoridis, Konstantinos ; Kamber, Gunes ; McDonald, Chris ; Sander, Nick . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:546-569.

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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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2016Evidence of information transmission across currency futures markets using frequency domain tests. (2016). Kumar, Satish . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:319-327.

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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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2016Methods for measuring expectations and uncertainty in Markov-switching models. (2016). Bianchi, Francesco. In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:1:p:79-99.

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2016Structural analysis with Multivariate Autoregressive Index models. (2016). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:332-348.

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2016Striated Metropolis–Hastings sampler for high-dimensional models. (2016). Zha, Tao ; Waggoner, Daniel ; Wu, Hongwei . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:406-420.

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2016Vector autoregressive moving average identification for macroeconomic modeling: A new methodology. (2016). Poskitt, Donald. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:468-484.

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2016A MIDAS approach to modeling first and second moment dynamics. (2016). Pettenuzzo, Davide ; Valkanov, Rossen ; Timmermann, Allan . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:315-334.

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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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article41
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: 41
paper
2009Monetary Policy Analysis with Potentially Misspecified Models In: American Economic Review.
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article59
2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Paper Series.
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This paper has another version. Agregated cites: 59
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: 59
paper
2008Monetary policy analysis with potentially misspecified models.(2008) In: Staff Reports.
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This paper has another version. Agregated cites: 59
paper
2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 59
paper
2007Monetary Policy Analysis with Potentially Misspecified Models.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 59
paper
2015Inflation in the Great Recession and New Keynesian Models In: American Economic Journal: Macroeconomics.
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article51
2014Inflation in the Great Recession and New Keynesian models.(2014) In: Staff Reports.
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paper
2014Inflation in the Great Recession and New Keynesian Models.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 51
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: 51
paper
2007On the Fit of New Keynesian Models In: Journal of Business & Economic Statistics.
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article183
2007Rejoinder In: Journal of Business & Economic Statistics.
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article0
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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chapter6
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: 6
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: 6
paper
1999Asymmetric shocks among U.S. states In: Working Papers.
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paper48
2002Asymmetric shocks among U.S. states.(2002) In: Journal of International Economics.
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This paper has another version. Agregated cites: 48
article
2000Asymmetric shocks among U.S. states.(2000) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 48
paper
2005On the Fit and Forecasting Performance of New Keynesian Models In: CEPR Discussion Papers.
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paper106
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: 106
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: 106
paper
2007Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) In: CEPR Discussion Papers.
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paper127
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: 127
article
2006Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2006) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 127
paper
2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities).(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 127
paper
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: 127
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: 127
paper
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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article35
2010Fitting observed inflation expectations.(2010) In: Staff Reports.
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This paper has another version. Agregated cites: 35
paper
2013DSGE Model-Based Forecasting In: Handbook of Economic Forecasting.
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chapter61
2012DSGE model-based forecasting.(2012) In: Staff Reports.
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This paper has another version. Agregated cites: 61
paper
2016Dynamic prediction pools: An investigation of financial frictions and forecasting performance In: Journal of Econometrics.
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article22
2014Dynamic prediction pools: an investigation of financial frictions and forecasting performance.(2014) In: Staff Reports.
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This paper has another version. Agregated cites: 22
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: 22
paper
2014Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance.(2014) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 22
paper
2004The rise in comovement across national stock markets: market integration or IT bubble? In: Journal of Empirical Finance.
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article122
2002The rise in comovement across national stock markets: market integration or IT bubble?.(2002) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 122
paper
200799 Luftballons: Monetary policy and the house price boom across U.S. states In: Journal of Monetary Economics.
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article124
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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This paper has another version. Agregated cites: 3
paper
2010Tax buyouts.(2010) In: Staff Reports.
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This paper has another version. Agregated cites: 3
paper
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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article47
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: 47
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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article10
2006How good is what youve got? DSGE-VAR as a toolkit for evaluating DSGE models In: Economic Review.
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article15
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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paper29
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: 29
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.
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This paper has another version. Agregated cites: 29
article
2002Priors from general equilibrium models for VARs In: FRB Atlanta Working Paper.
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paper299
2004Priors from General Equilibrium Models for VARS.(2004) In: International Economic Review.
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This paper has another version. Agregated cites: 299
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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paper34
2006Firm-Level Evidence on International Stock Market Comovement.(2006) In: Review of Finance.
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article
2005Firm-level evidence on international stock market comovement.(2005) In: Discussion Paper Series 1: Economic Studies.
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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: 34
paper
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.
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This paper has another version. Agregated cites: 0
article
2013Rare shocks, Great Recessions In: Working Paper Series.
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paper47
2012Rare shocks, great recessions.(2012) In: Staff Reports.
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This paper has another version. Agregated cites: 47
paper
2012Rare Shocks, Great Recessions.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 47
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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paper94
2015The forward guidance puzzle In: Staff Reports.
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paper22
2015The Forward Guidance Puzzle.(2015) In: 2015 Meeting Papers.
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This paper has another version. Agregated cites: 22
paper
2016The Forward Guidance Puzzle.(2016) In: 2016 Meeting Papers.
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This paper has another version. Agregated cites: 22
paper
2014Time-varying structural vector autoregressions and monetary policy: a corrigendum In: Staff Reports.
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paper10
2013The FRBNY DSGE model In: Staff Reports.
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paper11
2017Safety, liquidity, and the natural rate of interest In: Staff Reports.
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paper2
2002The Rise in Comovement Across National Stock Markets; Market Integration or Global Bubble? In: IMF Working Papers.
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paper8
2003Firm-Level Evidenceon International Stock Market Comovement In: IMF Working Papers.
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paper28
2006Firm-Level Evidence on International Stock Market Comovement.(2006) In: Review of Finance.
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This paper has another version. Agregated cites: 28
article
2005Firm-level evidence on international stock market comovement.(2005) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
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: 28
paper
2005A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns In: IMF Working Papers.
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paper4
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.
[Citation analysis]
paper41

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