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Marco Del Negro

Economic Research Advisor · Federal Reserve Bank of New York

Economic Research Advisor in the Macroeconomic and Monetary Studies department of the Federal Reserve Bank of New York, where he directs the Applied Macroeconomics and Econometrics Center. His work uses general equilibrium models for forecasting and policy analysis.

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Published Classic Review of Economic Studies Published Oct 2015

Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum

Marco Del Negro · Giorgio E. Primiceri

This 2015 Review of Economic Studies corrigendum identifies and fixes a flaw in the Gibbs-sampling algorithm that Primiceri (2005) used to estimate time-varying-parameter structural VARs with …

Structural Var Monetary Policy Rules