Marc P. Giannoni

Federal Reserve Banks - Federal Reserve Bank of Dallas

Senior Vice President and Research Director

2200 North Pearl Street

PO Box 655906

Dallas, TX 75265-5906

United States

Center for Economic Policy Research (CEPR)

Research Affiliate

90-98 Goswell Road

London, EC1V 7RR

United Kingdom

SCHOLARLY PAPERS

30

DOWNLOADS
Rank 19,187

SSRN RANKINGS

Top 19,187

in Total Papers Downloads

3,069

SSRN CITATIONS
Rank 563

SSRN RANKINGS

Top 563

in Total Papers Citations

568

CROSSREF CITATIONS

1,167

Scholarly Papers (30)

1.

The Forward Guidance Puzzle

FRB of New York Staff Report No. 574
Number of pages: 32 Posted: 19 Oct 2012
Marco Del Negro, Marc P. Giannoni and Christina Patterson
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and Northwestern University, Department of Economics
Downloads 871 (32,344)
Citation 149

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forward guidance, DSGE models

Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts

FRB of New York Staff Report No. 531
Number of pages: 58 Posted: 03 Jan 2012
John B. Donaldson, Natalia Gershun and Marc P. Giannoni
Columbia Business School - Finance and Economics, Pace University - Lubin School of Business and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 133 (255,643)
Citation 1

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executive compensation, delegation, indeterminacy and instability

Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts

EFA 2009 Bergen Meetings Paper
Number of pages: 44 Posted: 18 Feb 2009 Last Revised: 04 Jul 2011
John B. Donaldson, Natalia Gershun and Marc P. Giannoni
Columbia Business School - Finance and Economics, Pace University - Lubin School of Business and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 112 (290,408)
Citation 1

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delegation, executive compensation, indeterminacy and instability

Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts

NBER Working Paper No. w15165
Number of pages: 45 Posted: 21 Jul 2009 Last Revised: 11 Aug 2009
John B. Donaldson, Natalia Gershun and Marc P. Giannoni
Columbia Business School - Finance and Economics, Pace University - Lubin School of Business and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 13 (683,455)

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3.

Has Monetary Policy Become Less Powerful?

FRB of New York Staff Report No. 144
Number of pages: 48 Posted: 30 Jan 2002
Jean Boivin and Marc P. Giannoni
HEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 224 (162,173)
Citation 25

Abstract:

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monetary transmission, vector autoregression, minimum distance estimation, dynamic general equilibrium model

4.

Assessing Changes in the Monetary Transmission Mechanism: A VAR Approach

Economic Policy Review, Vol. 8, No. 1, May 2002
Number of pages: 15 Posted: 26 Oct 2005
Jean Boivin and Marc P. Giannoni
HEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 221 (164,353)
Citation 5

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transmission of monetary policy, vector autoregression

5.
Downloads 193 (187,124)
Citation 28

Global Trends in Interest Rates

FRB of New York Staff Report No. 866
Number of pages: 67 Posted: 21 Sep 2018
Federal Reserve Bank of New York, Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 145 (239,679)

Abstract:

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world interest rate, convenience yield, interest rate parity, VAR with common trends

Global Trends in Interest Rates

FRB of Dallas Working Paper No. 1812
Number of pages: 68 Posted: 25 Oct 2018 Last Revised: 29 Apr 2020
Federal Reserve Bank of New York, Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 39 (512,559)
Citation 23

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World Interest Rate, Convenience Yield, Interest Rate Parity, VAR with Common Trends

Global Trends in Interest Rates

NBER Working Paper No. w25039
Number of pages: 42 Posted: 17 Sep 2018
Federal Reserve Bank of New York, Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 9 (715,515)
Citation 2

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6.

The FRBNY DSGE Model

FRB of New York Staff Report No. 647
Number of pages: 56 Posted: 24 Oct 2013
Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 171 (207,276)
Citation 21

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DSGE models, Bayesian estimation

7.
Downloads 155 (225,151)
Citation 12

DSGE Models in a Data-Rich Environment

NBER Working Paper No. t0332
Number of pages: 64 Posted: 24 Dec 2006 Last Revised: 17 May 2007
Jean Boivin and Marc P. Giannoni
HEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 59 (428,120)

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DSGE Models in a Data-Rich Environment

Banque de France Working Paper No. 162
Number of pages: 74 Posted: 21 Oct 2010
Jean Boivin and Marc P. Giannoni
HEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 46 (479,742)
Citation 4

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DSGE models, measurement error, large data sets, factor models, forecasting, MCMC, Bayesian estimation

DSGE Models in a Data-Rich Environment

NBER Working Paper No. t0332
Number of pages: 64 Posted: 24 Dec 2006
Jean Boivin and Marc P. Giannoni
HEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 26 (586,874)

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DSGE Models in a Data-Rich Environment

NBER Working Paper No. w12772
Number of pages: 64 Posted: 26 May 2012
Jean Boivin and Marc P. Giannoni
HEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 14 (675,450)
Citation 1

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DSGE Models in a Data-Rich Environment

NBER Working Paper No. t0332
Number of pages: 64 Posted: 26 Nov 2011 Last Revised: 01 Dec 2011
Jean Boivin and Marc P. Giannoni
HEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 10 (707,436)

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Inflation in the Great Recession and New Keynesian Models

FRB of New York Staff Report No. 618, Columbia Business School Research Paper No. 13-37
Number of pages: 32 Posted: 18 May 2013
Marco Del Negro, Marc P. Giannoni and Frank Schorfheide
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Pennsylvania - Department of Economics
Downloads 77 (370,362)
Citation 9

Abstract:

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Great recession, fundamental inflation

Inflation in the Great Recession and New Keynesian Models

NBER Working Paper No. w20055
Number of pages: 52 Posted: 21 Apr 2014
Marco Del Negro, Marc P. Giannoni and Frank Schorfheide
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Pennsylvania - Department of Economics
Downloads 17 (652,135)
Citation 48

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9.
Downloads 93 (327,077)
Citation 209

Has Monetary Policy Become More Effective?

NBER Working Paper No. w9459
Number of pages: 55 Posted: 25 May 2006 Last Revised: 11 Aug 2006
Jean Boivin and Marc P. Giannoni
HEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 66 (403,858)
Citation 17

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Has Monetary Policy Become More Effective?

CEPR Discussion Paper No. 5463
Number of pages: 57 Posted: 27 Apr 2006
Marc P. Giannoni and Jean Boivin
Federal Reserve Banks - Federal Reserve Bank of Dallas and HEC Montreal
Downloads 27 (580,099)
Citation 13
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Transmission of monetary policy, minimum distance estimation, habit formation, vector autoregression, dynamic general equilibrium model, indeterminacy

10.

Safety, Liquidity, and the Natural Rate of Interest

FRB of NY Staff Report No. 812
Number of pages: 82 Posted: 12 May 2017
Federal Reserve Bank of New York, Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 81 (355,919)
Citation 41

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natural rate of interest, r*, DSGE models, liquidity, safety, convenience yield

11.

The Inflation-Output Trade-Off Revisited

FRB of New York Staff Report No. 608
Number of pages: 40 Posted: 31 Mar 2013
Gauti B. Eggertsson and Marc P. Giannoni
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 80 (358,519)
Citation 4

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zero lower bound, trade-off

12.

Optimal Interest Rate Rules and Inflation Stabilization versus Price-Level Stabilization

FRB of New York Staff Report No. 546
Number of pages: 41 Posted: 10 Feb 2012
Marc P. Giannoni
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 74 (374,887)
Citation 15

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optimal monetary policy, Taylor rule, robust policy

Dynamic Effects of Credit Shocks in a Data-Rich Environment

FRB of New York Staff Report No. 615
Number of pages: 55 Posted: 09 May 2013
Jean Boivin, Marc P. Giannoni and Dalibor Stevanovi
HEC Montreal, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Downloads 52 (454,597)
Citation 11

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credit shock, structural factor analysis

Dynamic Effects of Credit Shocks in a Data-Rich Environment

CEPR Discussion Paper No. DP9470
Number of pages: 57 Posted: 17 May 2013
Jean Boivin, Marc P. Giannoni and Dalibor Stevanovi
HEC Montreal, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Downloads 2 (777,253)
Citation 2
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Credit shock, Structural factor analysis

14.

DSGE Forecasts of the Lost Recovery

FRB of New York Staff Report No. 844
Number of pages: 52 Posted: 15 Mar 2018 Last Revised: 17 Sep 2018
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas, University of California, Berkeley, Stanford University and Harvard University - Business School (HBS)
Downloads 53 (443,438)
Citation 11

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DSGE models, real-time forecasts, Great Recession, financial frictions

15.

Optimal Interest-Rate Rules: Ii. Applications

NBER Working Paper No. w9420
Number of pages: 102 Posted: 20 Jul 2003 Last Revised: 29 Mar 2021
Marc P. Giannoni and Michael Woodford
Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 50 (454,790)
Citation 14

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16.

Optimal Interest-Rate Rules: I. General Theory

NBER Working Paper No. w9419
Number of pages: 71 Posted: 10 Jan 2003 Last Revised: 31 Oct 2010
Marc P. Giannoni and Michael Woodford
Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 50 (454,790)

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17.

Optimal Inflation Targeting Rules

NBER Working Paper No. w9939
Number of pages: 86 Posted: 01 Sep 2003 Last Revised: 28 Feb 2021
Marc P. Giannoni and Michael Woodford
Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 48 (462,695)
Citation 7

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18.
Downloads 47 (466,757)
Citation 9

Optimal Target Criteria for Stabilization Policy

FRB of New York Staff Report No. 535
Number of pages: 77 Posted: 22 Jan 2012
Marc P. Giannoni and Michael Woodford
Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 25 (593,814)
Citation 10

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Optimal policy, Target criterion, Dynamic model, Optimal control

Optimal Target Criteria for Stabilization Policy

NBER Working Paper No. w15757
Number of pages: 76 Posted: 22 Feb 2010 Last Revised: 23 Jul 2010
Marc P. Giannoni and Michael Woodford
Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 18 (644,544)

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Optimal Target Criteria for Stabilization Policy

CEPR Discussion Paper No. DP7719
Number of pages: 87 Posted: 09 Mar 2010
Marc P. Giannoni and Michael Woodford
Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 4 (756,694)
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dynamic model, optimal control, Optimal policy, target criterion

Long-Term Debt Pricing and Monetary Policy Transmission under Imperfect Knowledge

FRB of New York Staff Report No. 547
Number of pages: 42 Posted: 10 Feb 2012
Stefano Eusepi, Marc P. Giannoni and Bruce J. Preston
University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 34 (538,487)
Citation 5

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long debt, expectations hypothesis of the yield curve

Long-Term Debt Pricing and Monetary Policy Transmission Under Imperfect Knowledge

CEPR Discussion Paper No. DP8845
Number of pages: 44 Posted: 01 Mar 2012
Stefano Eusepi, Marc P. Giannoni and Bruce J. Preston
University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 4 (756,694)
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Expectations Hypothesis of the Yield Curve, Expectations Stabilization, Long Debt, Optimal Monetary Policy, Transmission of Monetary Policy

Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data

NBER Working Paper No. w12824
Number of pages: 58 Posted: 12 Jan 2007 Last Revised: 18 Jul 2010
Jean Boivin, Marc P. Giannoni and Ilian Mihov
HEC Montreal, Federal Reserve Banks - Federal Reserve Bank of Dallas and INSEAD
Downloads 33 (544,073)
Citation 9

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Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data

CEPR Discussion Paper No. DP6101
Number of pages: 60 Posted: 14 May 2008
Jean Boivin, Marc P. Giannoni and Ilian Mihov
HEC Montreal, Federal Reserve Banks - Federal Reserve Bank of Dallas and INSEAD
Downloads 5 (748,086)
Citation 19
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Factor-augmented VAR, monetary policy, price stickiness

Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data

CFS Working Paper No. 2007/14
Posted: 08 Mar 2007
Jean Boivin, Marc P. Giannoni and Ilian Mihov
HEC Montreal, Federal Reserve Banks - Federal Reserve Bank of Dallas and INSEAD

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Sticky Prices, Monetary Policy, Disaggregated Prices, Imperfect Competition, Factor-Augmented Vector Autoregression Model (FAVAR)

21.

Global Forces and Monetary Policy Effectiveness

NBER Working Paper No. w13736
Number of pages: 53 Posted: 24 Jan 2008 Last Revised: 15 Jul 2010
Jean Boivin and Marc P. Giannoni
HEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 31 (541,413)
Citation 3

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22.

Robust Optimal Policy in a Forward-Looking Model with Parameter and Shock Uncertainty

NBER Working Paper No. w11942
Number of pages: 54 Posted: 13 Apr 2006 Last Revised: 18 Feb 2021
Marc P. Giannoni
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 30 (546,823)
Citation 40

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23.

Optimal Interest-Rate Rules in a Forward-Looking Model, and Inflation Stabilization Versus Price-Level Stabilization

NBER Working Paper No. w15986
Number of pages: 46 Posted: 17 May 2010 Last Revised: 07 Sep 2010
Marc P. Giannoni
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 28 (558,162)

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24.

How Has the Euro Changed the Monetary Transmission?

NBER Working Paper No. w14190
Number of pages: 73 Posted: 28 Aug 2008 Last Revised: 11 Apr 2021
Jean Boivin, Benoit Mojon and Marc P. Giannoni
HEC Montreal, Banque de France and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 27 (564,042)
Citation 2

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25.

Some Implications of Learning for Price Stability

CAMA Working Paper No. 8/2017
Number of pages: 30 Posted: 19 Jan 2017
Stefano Eusepi, Marc P. Giannoni and Bruce Preston
University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Melbourne - Department of Economics
Downloads 21 (602,631)
Citation 1

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Optimal Monetary Policy, Learning Dynamics, Price Stability

26.

Dynamic Effects of Credit Shocks in a Data-Rich Environment

CIRANO - Scientific Publications, 2013s-11, Columbia Business School Research Paper No. 13-38
Posted: 23 May 2013
Jean Boivin, Marc P. Giannoni and Dalibor Stevanovi
Government of Canada - Department of Finance Canada, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Downloads 20 (609,294)
Citation 13

Abstract:

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credit shock, structural factor analysis

27.

A Unified Approach to Measuring u*

FRB of New York Staff Report No. 889 (2019)
Number of pages: 76 Posted: 24 May 2019
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 15 (643,662)
Citation 2

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firm dynamics, demographics, business dynamism, macroeconomics

28.
Downloads 3 (733,667)
Citation 7

A Unified Approach to Measuring U

NBER Working Paper No. w25930
Number of pages: 76 Posted: 11 Jun 2019
Federal Reserve Banks - Federal Reserve Bank of New York, Independent, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Texas at Austin
Downloads 3 (765,913)
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A Unified Approach to Measuring U

CEPR Discussion Paper No. DP13939
Number of pages: 77 Posted: 07 Oct 2019
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Texas at Austin
Downloads 0
Citation 9
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29.

Medium-Term Money Neutrality and the Effective Lower Bound

NBER Working Paper No. w27669
Number of pages: 36 Posted: 17 Aug 2020 Last Revised: 07 Feb 2021
Gauti B. Eggertsson and Marc P. Giannoni
Brown University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 1 (755,959)
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30.

The Federal Reserve’s Review of Its Monetary Policy Framework: A Roadmap

Posted: 16 Sep 2020
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Dallas and Board of Governors of the Federal Reserve System

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