Sfoglia per Autore
Why Does Risk Matter More in Recessions than in Expansions? Implications for Monetary Policy
2024 Andreasen, Martin; Caggiano, Giovanni; Castelnuovo, Efrem; Pellegrino, Giovanni
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens
2024 Castelnuovo, Efrem; Mori, Lorenzo
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?*
2023 Angelini, G.; Caggiano, G.; Castelnuovo, E.; Fanelli, L.
Uncertainty and Monetary Policy During the Great Recession
2023 Pellegrino, Giovanni; Castelnuovo, Efrem; Caggiano, Giovanni
Uncertainty before and during COVID-19: A survey
2023 Castelnuovo, Efrem
Global financial uncertainty
2023 Caggiano, G.; Castelnuovo, E.
Uncertainty and monetary policy in good and bad times: A Replication of the VAR investigation by Bloom (2009)
2022 Caggiano, Giovanni; Castelnuovo, Efrem; Nodari, Gabriela
Uncertainty Shocks and the Great Recession: Nonlinearities Matter
2021 Caggiano, Giovanni; Castelnuovo, Efrem; Pellegrino, Giovanni
Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly
2021 Castelnuovo, Efrem; Caggiano, Giovanni; Delrio, Silvia; Kima, Richard
Positive Trend Inflation and Determinacy in a Medium-Sized New-Keynesian Model
2020 Arias, Jonas; Ascari, Guido; Branzoli, Nicola; Castelnuovo, Efrem
The global effects of Covid-19-induced uncertainty
2020 Caggiano, Giovanni; Castelnuovo, Efrem; Kima, Richard
Economic Policy Uncertainty Spillovers in Booms and Busts
2020 Caggiano, G.; Castelnuovo, E.; Figueres, J. M.
Risk Management-Driven Policy Rate Gap
2018 Caggiano, Giovanni; Castelnuovo, Efrem; Nodari, Gabriela
Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation
2018 Castelnuovo, Efrem; Pellegrino, Giovanni
Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S.
2018 Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca
Economic policy uncertainty and unemployment in the United States: A nonlinear approach
2017 Caggiano, Giovanni; Castelnuovo, Efrem; Figueres, JUAN MANUEL
Liquidity traps and large-scale financial crises
2017 Caggiano, Giovanni; Castelnuovo, Efrem; Damette, Olivier; Parent, Antoine; Pellegrino, Giovanni
Google it up! A Google Trends-based Uncertainty Index for the United States and Australia
2017 Castelnuovo, Efrem; Duc Tran, Trung
Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound
2017 Caggiano, G; Castelnuovo, E.; Pellegrino, G.
Liquidity Traps and Large Scale Financial Crises
2016 Caggiano, Giovanni; Castelnuovo, Efrem; Damette, Olivier; Parent, Antoine; Pellegrino, Giovanni
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