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Marco Del Negro : Citation Profile


Are you Marco Del Negro?

Federal Reserve Bank of New York

22

H index

28

i10 index

1804

Citations

RESEARCH PRODUCTION:

30

Articles

69

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (1999 - 2018). See details.
   Cites by year: 94
   Journals where Marco Del Negro has often published
   Relations with other researchers
   Recent citing documents: 152.    Total self citations: 35 (1.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde35
   Updated: 2018-02-17    RAS profile: 2018-01-12    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Giannoni, Marc (10)

Schorfheide, Frank (8)

Giannone, Domenico (3)

Sims, Christopher (3)

Tambalotti, Andrea (3)

Eggertsson, Gauti (3)

Ferrero, 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 (47)

Minford, A. Patrick (34)

Canova, Fabio (34)

Meenagh, David (31)

Matheson, Troy (25)

Marcellino, Massimiliano (24)

GUPTA, RANGAN (24)

Lindé, Jesper (22)

Bekiros, Stelios (22)

Clark, Todd (21)

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)

Litterman, Robert (13)

Chinn, Menzie (13)

Main data


Where Marco Del Negro has published?


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

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York17
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta14
IMF Working Papers / International Monetary Fund4
2014 Meeting Papers / Society for Economic Dynamics2
Working Paper Series / European Central Bank2
2009 Meeting Papers / Society for Economic Dynamics2
Kiel Working Papers / Kiel Institute for the World Economy (IfW)2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2

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). 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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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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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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2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2017). Mertens, Elmar ; McCracken, Michael W ; 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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2017FORWARD GUIDANCE AND THE STATE OF THE ECONOMY. (2017). Throckmorton, Nathaniel ; Richter, Alexander ; Keen, Benjamin D. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:4:p:1593-1624.

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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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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). Isoré, Marlène ; Tripier, Fabien ; Brand, Thomas. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_034.

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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). Goncharov, Igor ; Schmalz, Martin C ; 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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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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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 ; Hettig, Thomas ; Muller, Gernot. 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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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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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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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 ; Bhatt, Vipul ; Ma, Jun. 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 ; Aruoba, S. Boragan ; 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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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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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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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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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). Schorfheide, Frank ; Shin, Minchul ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:322-332.

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2017Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Castelnuovo, Efrem ; Pellegrino, Giovanni ; Caggiano, 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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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). Holston, Kathryn ; Williams, John C ; Laubach, Thomas . In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:s1:p:s59-s75.

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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). Quint, Dominic ; Tristani, Oreste. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:15-34.

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2017Expectations as a source of macroeconomic persistence: Evidence from survey expectations in a dynamic macro model. (2017). Fuhrer, Jeff . In: Journal of Monetary Economics. RePEc:eee:moneco:v:86:y:2017:i:c:p:22-35.

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2017Estimating DSGE models with zero interest rate policy. (2017). Robinson, Tim ; Morley, James ; Kulish, Mariano. In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:35-49.

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2017The effects of the near-zero interest rate policy in a regime-switching dynamic stochastic general equilibrium model. (2017). Chen, Han . In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:176-192.

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2017Collateral constraints and macroeconomic asymmetries. (2017). Guerrieri, Luca ; Iacoviello, Matteo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:28-49.

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2017The new-Keynesian liquidity trap. (2017). Cochrane, John H. In: Journal of Monetary Economics. RePEc:eee:moneco:v:92:y:2017:i:c:p:47-63.

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2017A detrended cross correlation analysis for stock markets of the United States, Japan, and the Europe. (2017). Ikeda, Taro . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:484:y:2017:i:c:p:194-198.

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2017An early alarm system for housing bubbles. (2017). Huang, Meichi ; Chiang, Hsiu-Hsuan . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:34-49.

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2017Financial crisis, the real sector and global effects on the African stock markets. (2017). Boamah, Nicholas Addai ; Loudon, Geoffrey ; Watts, Edward J. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:88-96.

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2017Clustered housing cycles. (2017). Rubio, Margarita ; Owyang, Michael T ; Hernandez-Murillo, Ruben . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:66:y:2017:i:c:p:185-197.

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2017A fresh look at integration of risks in the international stock markets: A wavelet approach. (2017). Marfatia, Hardik. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:33-49.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2017Does monetary policy generate asset price bubbles ?. (2017). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1705.

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2017An Early Experiment with Permazero. (2017). Roberds, William ; Quinn, Stephen. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-05.

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2017Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111.

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2018Fiscal Implications of the Federal Reserves Balance Sheet Normalization. (2018). Cavallo, Michele ; Rosa, Carlo ; Malin, Benjamin A ; Grasing, Jamie ; Frame, Scott W ; del Negro, Marco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-02.

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2017The Dire Effects of the Lack of Monetary and Fiscal Coordination. (2017). Bianchi, Francesco ; Melosi, Leonardo . In: Working Paper Series. RePEc:fip:fedhwp:wp-2017-19.

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2017Selecting Primal Innovations in DSGE models. (2017). Leon-Ledesma, Miguel ; Grassi, Stefano ; ferroni, filippo ; Benzoni, Luca. In: Working Paper Series. RePEc:fip:fedhwp:wp-2017-20.

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2017The Fiscal Theory of the Price Level in a World of Low Interest Rates. (2017). Cui, Wei ; Bassetto, Marco. In: Working Paper Series. RePEc:fip:fedhwp:wp-2017-25.

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2017The Role of Inflation Target Adjustment in Stabilization Policy. (2017). Eo, Yunjong ; Lie, Denny. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-58.

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2017Theoretical Elements on the Use of Price Indices for Inflation Measurement. (2017). Madalina - Gabriela Anghel, ; Stanciu, Emilia ; SOLOMON, Alina Georgiana ; Popovici, Marius ; Lixandru, Georgeta . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:7:y:2017:i:3:p:38-47.

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2017Monetary Policy, House Prices, and Consumption in China: A National and Regional Study. (2017). Wu, Shuping ; Yang, Zan ; Shen, Yanhao . In: International Real Estate Review. RePEc:ire:issued:v:20:n:01:2017:p:23-49.

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2017How the Baby Boomers Retirement Wave Distorts Model-Based Output Gap Estimates. (2017). Wolters, Maik. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2017-008.

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2017A Practical, Accurate, Information Criterion for Nth Order Markov Processes. (2017). Barde, Sylvain. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9617-9.

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2017Hendry, David F. and Doornik, Jurgen A.: Empirical model discovery and theory evaluation: automatic selection methods in econometrics. (2017). Gallo, Giampiero M. In: Journal of Economics. RePEc:kap:jeczfn:v:120:y:2017:i:3:d:10.1007_s00712-016-0514-4.

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2017The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries. (2017). Marfatia, Hardik ; Kishor, N. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:2:d:10.1007_s11146-015-9546-8.

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2017Welfare-Enhancing Distributional Effects of Central Bank Asset Purchases. (2017). Schabert, Andreas. In: Working Paper Series in Economics. RePEc:kls:series:0094.

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2017Fiscal Multipliers and Monetary Policy: Reconciling Theory and Evidence. (2017). Schabert, Andreas ; Juessen, Falko ; Bredemeier, Christian. In: Working Paper Series in Economics. RePEc:kls:series:0095.

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2017Interest Rate Spreads and Forward Guidance. (2017). Schabert, Andreas ; Kaufmann, Christoph ; Bredemeier, Christian. In: Working Paper Series in Economics. RePEc:kls:series:0096.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718.

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2017Fiscal policy shocks and stock prices in the United States. (2017). Theodoridis, Konstantinos ; mumtaz, haroon. In: Working Papers. RePEc:lan:wpaper:178117307.

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2017Central bank financial strength and inflation: an empirical reassessment considering the key role of the fiscal support. (2017). Pinter, Julien. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17055.

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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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article47
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: 47
paper
2009Monetary Policy Analysis with Potentially Misspecified Models In: American Economic Review.
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article61
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: 61
paper
2008Monetary policy analysis with potentially misspecified models.(2008) In: Staff Reports.
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This paper has another version. Agregated cites: 61
paper
2005Monetary policy analysis with potentially misspecified models.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 61
paper
2007Monetary Policy Analysis with Potentially Misspecified Models.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 61
paper
2015Inflation in the Great Recession and New Keynesian Models In: American Economic Journal: Macroeconomics.
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article54
2014Inflation in the Great Recession and New Keynesian models.(2014) In: Staff Reports.
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This paper has another version. Agregated cites: 54
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: 54
paper
2007On the Fit of New Keynesian Models In: Journal of Business & Economic Statistics.
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article186
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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article3
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: 3
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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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.
[Full Text][Citation analysis]
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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paper128
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: 128
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: 128
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: 128
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: 128
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: 128
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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article23
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: 23
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: 23
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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article125
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: 125
paper
200799 Luftballons: Monetary policy and the house price boom across U.S. states In: Journal of Monetary Economics.
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article130
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
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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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article51
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: 51
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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article16
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.
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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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paper304
2004Priors from General Equilibrium Models for VARS.(2004) In: International Economic Review.
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This paper has another version. Agregated cites: 304
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
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: 35
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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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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paper97
2015The forward guidance puzzle In: Staff Reports.
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paper23
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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paper13
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: 13
article
2013The FRBNY DSGE model In: Staff Reports.
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paper10
2018Fiscal implications of the Federal Reserves balance sheet normalization 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
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.
[Full Text][Citation analysis]
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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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.
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