Similar Search Results

Global trends in interest rates

Del Negro, Marco; Giannone, Domenico; Giannoni, Marc Paolo - 2018

convenience yield for safety and liquidity and by lower global economic growth …

Persistent link: https://www.econbiz.de/10012030041

Global trends in interest rates

Del Negro, Marco; Giannone, Domenico; Giannoni, Marc Paolo - 2018

Persistent link: https://www.econbiz.de/10011916659

Global trends in interest rates

Del Negro, Marco; Giannone, Domenico; Giannoni, Marc Paolo - 2018

convenience yield for safety and liquidity and by lower global economic growth. …

Persistent link: https://www.econbiz.de/10011904671

Inflation in the Great Recession and new Keynesian models : comment

Fair, Ray C. - 2019

This comment points out mismeasurement of three of the variables in the DSGE model in Del Negro, Giannoni, and Schorfheide (2015). These errors began with the model in Smets and Wouters (2007), and they also exist in other models that use the Smets-Wouters model as a benchmark. The...

Persistent link: https://www.econbiz.de/10011977341

The great escape? : a quantitative evaluation of the Fed's liquidity facilities

Del Negro, Marco; Eggertsson, Gauti B.; Ferrero, Andrea; … - 2016

Persistent link: https://www.econbiz.de/10011493374

The great escape? : a quantitative evaluation of the Fed's liquidity facilities

Del Negro, Marco; Eggertsson, Gauti B.; Ferrero, Andrea; … - 2011

We introduce liquidity frictions into an otherwise standard DSGE model with nominal and real rigidities, explicitly … incorporating the zero bound on the short-term nominal interest rate. Within this framework, we ask: Can a shock to the liquidity of … government exchanges liquid government assets for illiquid private paper? We find that the effects of the liquidity shock can be …

Persistent link: https://www.econbiz.de/10009349619

Time-varying structural vector autoregressions and monetary policy : a corrigendum

Del Negro, Marco; Primiceri, Giorgio E. - 2013

This note corrects a mistake in the estimation algorithm of the time-varying structural vector autoregression model of Primiceri (2005) and proposes a new algorithm that correctly applies the procedure proposed by Kim, Shephard, and Chib (1998) to the estimation of VAR or DSGE models with...

Persistent link: https://www.econbiz.de/10009744671

Monetary policy analysis with potentially misspecified models

Del Negro, Marco (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003335061

Monetary policy analysis with potentially misspecified models

Del Negro, Marco; Schorfheide, Frank - 2007

Policy analysis with potentially misspecified dynamic stochastic general equilibrium (DSGE) models faces two challenges: estimation of parameters that are relevant for policy trade-offs and treatment of estimated deviations from the cross-equation restrictions. This paper develops and explores...

Persistent link: https://www.econbiz.de/10003467924

Monetary policy analysis with potentially misspecified models

Del Negro, Marco (contributor); … - 2005

This paper proposes a novel method for conducting policy analysis with potentially misspecified dynamic stochastic general equilibrium (DSGE) models and applies it to a New Keynesian DSGE model along the lines of Christiano, Eichenbaum, and Evans (JPE 2005) and Smets and Wouters (JEEA 2003)....

Persistent link: https://www.econbiz.de/10003001693