Publications in Refereed Journals

Monetary Policy Analysis with Potentially Misspecified Models  
With Frank Schorfheide
American Economic Review, Forthcoming
See also ››
Federal Reserve Bank of New York Staff Reports 321

Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)  
With Frank Schorfheide
Journal of Monetary Economics, Forthcoming
See also ››
Federal Reserve Bank of New York Staff Reports 320

Monetary Policy and the House Price Boom across U.S. States
With Chris Otrok
Journal of Monetary Economics, October 2007, 54 (7),
1962-85
See also ››
Federal Reserve Bank of Atlanta Working Paper 2005-24  

On the Fit of New Keynesian Models
With Frank Schorfheide, Frank Smets, and Raf Wouters
Invited Journal of Business and Economic Statistics Lecture April 2007, 25 (2),
123-43
With comments by Ron Gallant, Larry Christiano, and Chris Sims, and Rejoinder by the authors
See also ››
Federal Reserve Bank of Atlanta Working Paper 2004-37  

Firm-Level Evidence on International Stock Market Comovement
With Robin Brooks
Review of Finance 2006 (10),
69-98
See also ››
Federal Reserve Bank of Atlanta Working Paper 2003-8  

Country versus Region Effects in International Stock Returns
With Robin Brooks
Journal of Portfolio Management Summer 2005:
67-72
See also ››
Federal Reserve Bank of Atlanta Working Paper 2002-20b 

Priors from General Equilibrium Models for VARs
With Frank Schorfheide
International Economic Review 45 (2004):
643-673
See also ››
Federal Reserve Bank of Atlanta Working Paper 2002-14

The Rise in Comovement across National Stock Markets: Market Integration or IT Bubble?
With Robin Brooks
Journal of Empirical Finance 11 (2004):
649-680
See also ››
Federal Reserve Bank of Atlanta Working Paper 2002-17a

Asymmetric Shocks Among U.S. States
Journal of International Economics 56 (2002):
273-297

Has Monetary Policy Been So Bad That It Is Better To get Rid of It? The Case of Mexico.
With Francesc Obiols-Homs
Journal of Money Credit and Banking 33 (2001):
404-433

Other Publications

How Good Is What You've Got? DSGE-VAR as a Toolkit for Evaluating DSGE Models  
With Frank Schorfheide
Federal Reserve Bank of Atlanta Economic Review 91, Second Quarter 2006

Policy Policy Predictions if the Model Doesn't Fit.
With Frank Schorfheide
Journal of the European Economic Association (Proceedings) Forthcoming

How Good Is What You've Got? DGSE-VAR as a Toolkit for Evaluating DSGE Models.  
Federal Reserve Bank of Atlanta Economic Review 91 (Second Quarter 2006)

Take Your Model Bowling: Forecasting with General Equilibrium Models  
Federal Reserve Bank of Atlanta Economic Review 88 (Fourth Quarter 2003)

Global Banks, Local Crises: Bad News from Argentina  
Federal Reserve Bank of Atlanta Economic Review 87 (Third Quarter 2002)

Turn, Turn, Turn: Predicting Turning Points in Economic Activity  
Federal Reserve Bank of Atlanta Economic Review 86 (Second Quarter 2001)

Global Monetary Integration: Context, Issues, and Contributions
With A. Hernandez D., O. Humpage, and E. Huybens
Journal of Money Credit and Banking 33 (2001):
303-311

Other Papers

Tax Buyouts
With Fabrizio Perri and Fabiano Schivardi
New York University photocopy, 2006

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

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

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

Aggregate Risk Sharing Across U.S. States and European Countries
Yale University photocopy, 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.