This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Marco Del Negro

Personal Details | Affiliation | Works
This is information that was supplied by Marco Del Negro in registering through RePEc. If you are Marco Del Negro , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Marco
Middle Name:
Last Name: Del Negro
Suffix:

RePEc Short-ID: pde35

Email:
Homepage: http://www.newyorkfed.org/research/economists/delnegro/
Postal Address: Federal Reserve Bank of New York 33 Liberty Street NY NY 10045
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Marco Del Negro & Christopher Otrok, 2008. "Dynamic factor models with time-varying parameters: measuring changes in international business cycles," Staff Reports 326, Federal Reserve Bank of New York. [Downloadable!]

  2. Marco Del Negro & Frank Schorfheide, 2008. "Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile," Staff Reports 329, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:

  3. Marco Del Negro & Frank Schorfheide, 2006. "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," Working Paper 2006-16, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
    Published as:

  4. Marco Del Negro & Fabrizio Perri, 2005. "On the Privatization of Public Debt," 2005 Meeting Papers 422, Society for Economic Dynamics.

  5. Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Paper Series 475, European Central Bank. [Downloadable!]
    Other versions:

  6. Marco Del Negro & Christopher Otrok, 2005. "Monetary policy and the house price boom across U.S. states," Working Paper 2005-24, Federal Reserve Bank of Atlanta. [Downloadable!]

  7. Marco Del Negro & Robin Brooks, 2005. "A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns," IMF Working Papers 05/52, International Monetary Fund. [Downloadable!]

  8. Marco Del Negro, 2005. "Aggregate unemployment in Krusell and Smith’s economy: a note," Working Paper 2005-06, Federal Reserve Bank of Atlanta. [Downloadable!]

  9. Marco Del Negro & Frank Schorfheide, 2004. "Policy predictions if the model doesn’t fit," Working Paper 2004-38, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  10. Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2004. "On the fit and forecasting performance of New Keynesian models," Working Paper 2004-37, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:

  11. Marco Del Negro, 2003. "Discussion of Cogley and Sargent's "Drifts and volatilities: Monetary policies and outcomes in the post WWII U.S."," Working Paper 2003-26, Federal Reserve Bank of Atlanta. [Downloadable!]

  12. Robin Brooks & Marco Del Negro, 2003. "Firm-level evidence on international stock market movement," Working Paper 2003-8, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
    Published as:

  13. Robin Brooks & Marco Del Negro, 2003. "International stock returns and market integration: A regional perspective," Working Paper 2002-20, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:

  14. Robin Brooks & Marco Del Negro, 2002. "The rise in comovement across national stock markets: market integration or IT bubble?," Working Paper 2002-17a, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  15. Marco Del Negro & Frank Schorfheide, 2002. "Priors from general equilibrium models for VARs," Working Paper 2002-14, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  16. Marco Del Negro & Robin Brooks, 2002. "The Rise in Comovement Across National Stock Markets: Market Integration or Global Bubble?," IMF Working Papers 02/147, International Monetary Fund.

  17. Robin Brooks & Marco Del Negro, 2002. "International diversification strategies," Working Paper 2002-23, Federal Reserve Bank of Atlanta. [Downloadable!]

  18. Marco Del Negro, 2000. "Asymmetric shocks among U.S. states," Working Paper 2000-27, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
    Published as:

  19. Marco Del Negro & Francesc Obiols-Homs, 2000. "Has monetary policy been so bad that it is better to get rid of it? the case of Mexico," Working Paper 2000-26, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

Articles

  1. Del Negro, Marco & Schorfheide, Frank, 2008. "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1191-1208, October. [Downloadable!] (restricted)
    Other versions:

  2. Negro, Marco Del & Schorfheide, Frank & Smets, Frank & Wouters, Rafael, 2007. "Rejoinder," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 159-162, April. [Downloadable!] (restricted)

  3. Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael, 2007. "On the Fit of New Keynesian Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 123-143, April. [Downloadable!] (restricted)

  4. Del Negro, Marco & Otrok, Christopher, 2007. "99 Luftballons: Monetary policy and the house price boom across U.S. states," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 1962-1985, October. [Downloadable!] (restricted)

  5. Marco Del Negro & Frank Schorfheide, 2006. "How good is what you've got? DSGE-VAR as a toolkit for evaluating DSGE models," Economic Review, Federal Reserve Bank of Atlanta, issue Q 2, pages 21-37. [Downloadable!]

  6. Robin Brooks & Marco Del Negro, 2006. "Firm-Level Evidence on International Stock Market Comovement," Review of Finance, Oxford University Press for European Finance Association, vol. 10(1), pages 69-98. [Downloadable!] (restricted)
    Other versions:

  7. Marco Del Negro & Frank Schorfheide, 2005. "Policy Predictions if the Model Does Not Fit," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 434-443, 04/05. [Downloadable!] (restricted)
    Other versions:

  8. Lee E. Ohanian & Marco Del Negro & Tao Zha, 2005. "Monetary policy and learning," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 257-261, April. [Downloadable!] (restricted)

  9. Brooks, Robin & Del Negro, Marco, 2004. "The rise in comovement across national stock markets: market integration or IT bubble?," Journal of Empirical Finance, Elsevier, vol. 11(5), pages 659-680, December. [Downloadable!] (restricted)
    Other versions:

  10. Marco Del Negro & Frank Schorfheide, 2004. "Priors from General Equilibrium Models for VARS," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(2), pages 643-673, 05. [Downloadable!] (restricted)
    Other versions:

  11. Marco Del Negro & Frank Schorfheide, 2003. "Take your model bowling: forecasting with general equilibrium models," Economic Review, Federal Reserve Bank of Atlanta, issue Q4, pages 35-50. [Downloadable!]

  12. Del Negro, Marco, 2002. "Asymmetric shocks among U.S. states," Journal of International Economics, Elsevier, vol. 56(2), pages 273-297, March. [Downloadable!] (restricted)
    Other versions:

  13. Marco Del Negro & Stephen Kay, 2002. "Global banks, local crises: bad news from Argentina," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 89-106. [Downloadable!]

  14. Marco Del Negro, 2001. "Turn, turn, turn: Predicting turning points in economic activity," Economic Review, Federal Reserve Bank of Atlanta, issue Q2, pages 1-12. [Downloadable!]

  15. Marco Del Negro & Alejandro Hernandez-Delgado & Owen Humpage & Elisabeth Huybens, 2001. "Introduction: context, issues and contributions," Proceedings, Federal Reserve Bank of Cleveland, pages 303-311.
    Published as:

  16. Marco del Negro & Francesc Obiols-Homs, 2001. "Has monetary policy been so bad that it is better to get rid of it? The case of Mexico," Proceedings, Federal Reserve Bank of Cleveland, pages 404-439.
    Other versions:
    Published as:

NEP Fields

27 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2008-06-07
  2. NEP-CBA: Central Banking (11) 2005-10-04 2005-12-01 2006-01-01 2006-08-05 2006-11-25 2007-02-24 2007-05-19 2008-01-26 2008-04-12 2008-04-12 2008-06-27 Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (16) 2001-08-15 2002-11-04 2005-05-23 2005-05-23 2005-06-14 2005-10-04 2005-10-04 2006-01-01 2006-08-05 2006-11-25 2007-02-24 2007-05-19 2008-01-26 2008-04-12 2008-04-12 2008-06-27 Author is listed
  4. NEP-ECM: Econometrics (8) 2002-11-04 2005-05-23 2005-05-23 2005-06-14 2005-10-04 2006-11-25 2007-02-24 2008-01-26 Author is listed
  5. NEP-ETS: Econometric Time Series (2) 2005-06-14 2008-06-07
  6. NEP-FIN: Finance (4) 2002-11-04 2003-01-27 2003-01-27 2006-08-05
  7. NEP-FMK: Financial Markets (6) 2002-11-04 2003-01-27 2003-01-27 2003-05-08 2005-10-22 2006-08-05 Author is listed
  8. NEP-FOR: Forecasting (1) 2005-10-04
  9. NEP-LAB: Labour Economics (1) 2008-01-26
  10. NEP-MAC: Macroeconomics (14) 2005-05-23 2005-10-04 2005-10-04 2005-12-01 2006-01-01 2006-08-05 2006-11-25 2007-02-24 2007-05-19 2008-01-26 2008-04-12 2008-04-12 2008-06-07 2008-06-27 Author is listed
  11. NEP-MON: Monetary Economics (9) 2001-08-16 2004-05-16 2005-10-04 2005-12-01 2006-01-01 2006-08-05 2007-05-19 2008-04-12 2008-06-27 Author is listed
  12. NEP-OPM: Open MacroEconomics (2) 2008-06-07 2008-06-27
  13. NEP-RMG: Risk Management (4) 2002-11-04 2002-11-04 2005-10-22 2006-08-05
  14. NEP-URE: Urban & Real Estate Economics (1) 2005-12-01
Did you know? You too can volunteer for RePEc, for example by editing a NEP report.

This page was last updated on 2009-11-12.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.