Marco Del Negro : Citation Profile


Are you Marco Del Negro?

Federal Reserve Bank of New York

17

H index

25

i10 index

1544

Citations

RESEARCH PRODUCTION:

27

Articles

65

Papers

2

Chapters

RESEARCH ACTIVITY:

   18 years (1999 - 2017). See details.
   Cites by year: 85
   Journals where Marco Del Negro has often published
   Relations with other researchers
   Recent citing documents: 193.    Total self citations: 32 (2.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde35
   Updated: 2017-05-20    RAS profile: 2017-05-14    
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Relations with other researchers


Works with:

Schorfheide, Frank (9)

Giannoni, Marc (7)

Eggertsson, Gauti (3)

Sims, Christopher (3)

Ferrero, Andrea (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 (44)

Schorfheide, Frank (43)

Canova, Fabio (36)

Minford, A. Patrick (34)

Meenagh, David (30)

Matheson, Troy (25)

Marcellino, Massimiliano (23)

GUPTA, RANGAN (22)

Bekiros, Stelios (22)

Lindé, Jesper (22)

Clark, Todd (21)

Cites to:

Schorfheide, Frank (52)

Wouters, Raf (38)

Sims, Christopher (37)

Smets, Frank (36)

Zha, Tao (31)

Christiano, Lawrence (21)

Eichenbaum, Martin (18)

Whiteman, Charles (18)

Reichlin, Lucrezia (14)

Chinn, Menzie (13)

Litterman, Robert (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
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 York16
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta14
IMF Working Papers / International Monetary Fund4
Working Paper Series / European Central Bank2
2009 Meeting Papers / Society for Economic Dynamics2
2014 Meeting Papers / Society for Economic Dynamics2

Recent works citing Marco Del Negro (2017 and 2016)


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

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2016Bayesian Nonparametric Sparse Seemingly Unrelated Regression Model (SUR). (2016). 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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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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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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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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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). Bachmann, Ruediger ; Ruth, Sebastian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6458.

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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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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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2016Dynamic Effects of Credit Shocks in a Data-Rich Environment. (2016). Stevanovic, Dalibor ; Boivin, Jean ; Giannoni, Marc P. 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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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). Smets, Frank ; Lindé, Jesper ; Wouters, Rafael . 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). Eichengreen, Barry ; Weder, Beatrice ; 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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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 ; Nelson, William ; Bongard, Michelle . 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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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 ; Jarociński, Marek ; Corsetti, Giancarlo ; Makowiak, Bartosz ; Jarociski, Marek ; Dedola, Luca . 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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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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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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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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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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2017Identification and estimation of non-Gaussian structural vector autoregressions. (2017). Saikkonen, Pentti ; Lanne, Markku ; Meitz, Mika . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:288-304.

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2016Nonlinear monetary policy and macroeconomic stabilization in emerging market economies: Evidence from China. (2016). Ma, Yong . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:3:p:461-480.

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2016Dynamic model averaging in large model spaces using dynamic Occam׳s window. (2016). onorante, luca ; Raftery, Adrian E. In: European Economic Review. RePEc:eee:eecrev:v:81:y:2016:i:c:p:2-14.

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2016Monetary–fiscal policy interaction and fiscal inflation: A tale of three countries. (2016). Kriwoluzky, Alexander ; Kliem, Martin ; Sarferaz, Samad . In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:158-184.

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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: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:21-41.

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2016The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences. (2016). Monostori, Zoltán ; Kocsis, Zalan. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:140-168.

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2016The European sovereign debt crisis: What have we learned?. (2016). Stefanova, Denitsa ; Kräussl, Roman ; Kraussl, Roman ; Lehnert, Thorsten . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:363-373.

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2016Time-varying importance of country and industry factors in European corporate bonds. (2016). Zwinkels, Remco ; Qian, Zhaowen ; Pieterse-Bloem, Mary ; Verschoor, Willem . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:429-448.

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2016A time varying DSGE model with financial frictions. (2016). Galvão, Ana ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas ; Galvo, Ana Beatriz . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:690-716.

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2016In search of the Euro area fiscal stance. (2016). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice. In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pb:p:254-264.

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2016Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games. (2016). Donadelli, Michael ; Kizys, Renatas ; Riedel, Max ; Curatola, Giuliano . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:267-274.

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2016Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs. (2016). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta ; Bekiros, Stelios. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:216-227.

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2016Foreign banks and credit in Mexico. (2016). Serrano, Alejandro . In: Global Finance Journal. RePEc:eee:glofin:v:30:y:2016:i:c:p:77-93.

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2016Dynamics of global business cycle interdependence. (2016). Leiva-Leon, Danilo ; Ductor, Lorenzo. In: Journal of International Economics. RePEc:eee:inecon:v:102:y:2016:i:c:p:110-127.

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2016Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey. (2016). Çakmaklı, Cem ; Altug, Sumru ; Akmakli, Cem . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:138-153.

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2016Forecasting global recessions in a GVAR model of actual and expected output. (2016). Lee, Kevin ; Shields, Kalvinder ; Garratt, Anthony . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:374-390.

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2016Long-run restrictions and survey forecasts of output, consumption and investment. (2016). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:614-628.

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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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2016A multiple DSGE-VAR approach: Priors from a combination of DSGE models and evidence from Japan. (2016). Iiboshi, Hirokuni. In: Japan and the World Economy. RePEc:eee:japwor:v:40:y:2016:i:c:p:1-8.

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2016The MAX effect: An exploration of risk and mispricing explanations. (2016). Zhong, Angel ; Gray, Philip . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:65:y:2016:i:c:p:76-90.

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

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2016The economic drivers of differences in house price inflation rates across MSAs. (2016). Zietz, Joachim ; Füss, Roland ; Fuss, Roland ; ROLAND FSS, . In: Journal of Housing Economics. RePEc:eee:jhouse:v:31:y:2016:i:c:p:35-53.

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2016Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation. (2016). Castelnuovo, Efrem . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pb:p:300-314.

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2016The role of money in DSGE models: a forecasting perspective. (2016). Caraiani, Petre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pb:p:315-330.

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2016Fundamental disagreement. (2016). Moench, Emanuel ; Crump, Richard ; Andrade, Philippe ; Eusepi, Stefano . In: Journal of Monetary Economics. RePEc:eee:moneco:v:83:y:2016:i:c:p:106-128.

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2016Exploiting the monthly data flow in structural forecasting. (2016). Monti, Francesca ; Giannone, Domenico ; Reichlin, Lucrezia . In: Journal of Monetary Economics. RePEc:eee:moneco:v:84:y:2016:i:c:p:201-215.

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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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article22
2016The great escape? A quantitative evaluation of the Fed’s liquidity facilities.(2016) In: Staff Reports.
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2016The Great Escape? A Quantitative Evaluation of the Fed’s Liquidity Facilities.(2016) In: NBER Working Papers.
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2009Monetary Policy Analysis with Potentially Misspecified Models In: American Economic Review.
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article58
2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Paper Series.
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2005Monetary policy analysis with potentially misspecified models.(2005) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 58
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2008Monetary policy analysis with potentially misspecified models.(2008) In: Staff Reports.
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This paper has another version. Agregated cites: 58
paper
2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 58
paper
2007Monetary Policy Analysis with Potentially Misspecified Models.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 58
paper
2015Inflation in the Great Recession and New Keynesian Models In: American Economic Journal: Macroeconomics.
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article39
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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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: 39
paper
2007On the Fit of New Keynesian Models In: Journal of Business & Economic Statistics.
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article169
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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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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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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paper
2004On the fit and forecasting performance of New Keynesian models.(2004) In: FRB Atlanta Working Paper.
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paper
2007Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) In: CEPR Discussion Papers.
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paper119
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: 119
article
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: 119
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: 119
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: 119
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: 119
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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article33
2010Fitting observed inflation expectations.(2010) In: Staff Reports.
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paper
2013DSGE Model-Based Forecasting In: Handbook of Economic Forecasting.
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chapter58
2012DSGE model-based forecasting.(2012) In: Staff Reports.
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This paper has another version. Agregated cites: 58
paper
2016Dynamic prediction pools: An investigation of financial frictions and forecasting performance In: Journal of Econometrics.
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article17
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: 17
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: 17
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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article109
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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article112
2010Tax buyouts In: Journal of Monetary Economics.
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article3
2010Tax Buyouts.(2010) In: EIEF Working Papers Series.
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2010Tax buyouts.(2010) In: Staff Report.
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2010Tax buyouts.(2010) In: Staff Reports.
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2010Tax buyouts.(2010) In: NBER Working Papers.
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2015When does a central bank׳s balance sheet require fiscal support? In: Journal of Monetary Economics.
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article29
2014When does a central bank’s balance sheet require fiscal support?.(2014) In: Staff Reports.
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2014When does a central banks balance sheet require fiscal support?.(2014) In: 2014 Meeting Papers.
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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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article13
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.
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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.
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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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paper291
2004Priors from General Equilibrium Models for VARS.(2004) In: International Economic Review.
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article
2003International stock returns and market integration: A regional perspective In: FRB Atlanta Working Paper.
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paper7
2002International diversification strategies In: FRB Atlanta Working Paper.
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paper17
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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paper4
2003Firm-level evidence on international stock market movement In: FRB Atlanta Working Paper.
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paper29
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: Kiel Working Papers.
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paper
2005Firm-level evidence on international stock market comovement.(2005) In: Discussion Paper Series 1: Economic Studies.
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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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article
2005Aggregate unemployment in Krusell and Smith’s economy: a note In: FRB Atlanta Working Paper.
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2005Monetary policy and the house price boom across U.S. states In: FRB Atlanta Working Paper.
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paper12
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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article
2013Rare shocks, Great Recessions In: Working Paper Series.
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paper42
2012Rare shocks, great recessions.(2012) In: Staff Reports.
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2012Rare Shocks, Great Recessions.(2012) In: 2012 Meeting Papers.
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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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paper84
2015The forward guidance puzzle In: Staff Reports.
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paper17
2015The Forward Guidance Puzzle.(2015) In: 2015 Meeting Papers.
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2016The Forward Guidance Puzzle.(2016) In: 2016 Meeting Papers.
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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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paper6
2017Safety, liquidity, and the natural rate of interest 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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paper8
2002International Stock Returns and Market Integration; A Regional Perspective In: IMF Working Papers.
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paper10
2003Firm-Level Evidenceon International Stock Market Comovement In: IMF Working Papers.
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paper5
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]
paper3

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