Economists - Marco Del Negro

Marco Del Negro

Assistant Vice President
Macroeconomic and Monetary Studies Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-7738
marco.delnegro@ny.frb.org


Bio	Publications	Working Papers	Social Media

Working Papers

DSGE Model-Based Forecasting
With Frank Schorfheide
Federal Reserve Bank of New York Staff Reports 554, March 2012

The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities
With Gauti Eggertsson, Andrea Ferrero, and Nobuhiro Kiyotaki
Federal Reserve Bank of New York Staff Reports 520, October 2011

Fitting Observed Inflation Expectations
With Stefano Eusepi
Federal Reserve Bank of New York Staff Reports 476, November 2010

Dynamic Factor Models with Time-Varying Parameters: Measuring Changes in International Business Cycles
With Christopher Otrok
Federal Reserve Bank of New York Staff Reports, May 2008, Revise and Resubmit, Review of Economics and Statistics

Priors from Frequency-Domain Dummy Observations
With Frank X. Dieblod and Frank Schorfheide

Monetary Policy Analysis with Potentially Misspecified Models
With Frank Schorfheide
May 2007
55 pages / 407 kb

A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
With Robin Brooks
Revised May 2004
See also ››
Federal Reserve Bank of Atlanta Working Paper 2002-23b

Fear of Floating? A Stuctural Investigation of Monetary Policy in Mexico
mimeo, Federal Reserve Bank of Atlanta, 2003

Discussion of Cogley and Sargent's 'Drifts and Volatilities'
Federal Reserve Bank of Atlanta Working Paper, 2003-06

Monetary Policy Identification in a Factor Model
mimeo, Federal Reserve Bank of Atlanta, 2001

A Macro Market Alternative to Unemployment Insurance
mimeo, CIE-ITAM, 1998

Aggregate Risk Sharing Across US States and European Countries
mimeo, Yale University, 1998

Marco Del Negro's CV

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.