Efrem Castelnuovo
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Università degli Studi di Padova
/ Dipartimento di Scienze Economiche e Aziendali "Marco Fanno"
Research profile
author of:
- Uncertainty and Monetary Policy during Extreme Events (RePEc:aah:aarhec:2020-11)
by Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano - Uncertainty and Monetary Policy during the Great Recession (RePEc:aah:aarhec:2021-05)
by Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano - Why Does Risk Matter More in Recessions than in Expansions? (RePEc:aah:aarhec:2021-12)
by Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino - Sectoral Uncertainty (RePEc:bca:bocawp:22-38)
by Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda - Sectoral uncertainty (RePEc:bis:bisifc:61-17)
by Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda - Introduction to the Policy Forum: Macroeconomic Consequences of Macroprudential Policies (RePEc:bla:ausecr:v:49:y:2016:i:1:p:77-82)
by Efrem Castelnuovo & Guay Lim & Tim Robinson - Introduction (RePEc:bla:ausecr:v:50:y:2017:i:1:p:66-67)
by Efrem Castelnuovo - A Short Review of the Recent Literature on Uncertainty (RePEc:bla:ausecr:v:50:y:2017:i:1:p:68-78)
by Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino - Introduction to the Policy Forum: Macroeconomic Policies after the Global Financial Crisis (RePEc:bla:ausecr:v:51:y:2018:i:1:p:68-69)
by Efrem Castelnuovo - Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes? (RePEc:bla:ausecr:v:51:y:2018:i:1:p:70-86)
by Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino - Introduction (RePEc:bla:ausecr:v:51:y:2018:i:4:p:512-513)
by Efrem Castelnuovo - Introduction (RePEc:bla:ausecr:v:52:y:2019:i:1:p:76-77)
by Efrem Castelnuovo - What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers (RePEc:bla:ausecr:v:52:y:2019:i:1:p:78-93)
by Efrem Castelnuovo & Guay Lim - Introduction (RePEc:bla:ausecr:v:52:y:2019:i:3:p:321-322)
by Efrem Castelnuovo - Yield Curve and Financial Uncertainty: Evidence Based on US Data (RePEc:bla:ausecr:v:52:y:2019:i:3:p:323-335)
by Efrem Castelnuovo - Policy Forum: Macroeconomic Policies and the Business Cycle: Evidence and Recommendations (RePEc:bla:ausecr:v:53:y:2020:i:1:p:93-94)
by Efrem Castelnuovo - Introduction (RePEc:bla:ausecr:v:53:y:2020:i:3:p:395-396)
by Efrem Castelnuovo - Taylor Rules And Interest Rate Smoothing In The Euro Area (RePEc:bla:manchs:v:75:y:2007:i:1:p:1-16)
by Efrem Castelnuovo - Testing the Structural Interpretation of the Price Puzzle with a Cost-Channel Model (RePEc:bla:obuest:v:74:y:2012:i:3:p:425-452)
by Efrem Castelnuovo - What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters (RePEc:bla:obuest:v:75:y:2013:i:5:p:759-784)
by Efrem Castelnuovo - Economic Policy Uncertainty Spillovers in Booms and Busts (RePEc:bla:obuest:v:82:y:2020:i:1:p:125-155)
by Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres - Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust? (RePEc:bla:obuest:v:85:y:2023:i:1:p:95-122)
by Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli - Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed (RePEc:bla:scotjp:v:51:y:2004:i:1:p:105-126)
by Efrem Castelnuovo & Paolo Surico - The price puzzle: fact or artefact? (RePEc:boe:boeewp:288)
by Efrem Castelnuovo & Paolo Surico - Unknown item RePEc:bof:bofrdp:2008_020 (paper)
- Unknown item RePEc:bof:bofrdp:2009_020 (paper)
- Unknown item RePEc:bof:bofrdp:2009_030 (paper)
- Unknown item RePEc:bof:bofrdp:2010_011 (paper)
- Unknown item RePEc:bof:bofrdp:2017_006 (paper)
- Unknown item RePEc:bof:bofrdp:2017_008 (paper)
- Unknown item RePEc:bof:bofrdp:2020_011 (paper)
- Unknown item RePEc:bof:bofrdp:2020_013 (paper)
- Unknown item RePEc:bof:bofrdp:2021_001 (paper)
- Unknown item RePEc:bof:bofrdp:2021_013 (paper)
- Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S (RePEc:bol:bodewp:691)
by E. Castelnuovo & L. Greco & D. Raggi - Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? (RePEc:bol:bodewp:wp1151)
by Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli - Monetary policy indeterminacy in the U.S.: results from a classical test (RePEc:bot:quadip:wpaper:112)
by Efrem Castelnuovo & Luca Fanelli - The Fed's Preference for Policy Rate Smoothing: Overestimation Due to Misspecification? (RePEc:bpj:bejmac:v:topics.6:y:2006:i:2:n:5)
by Castelnuovo Efrem - Sectoral Uncertainty (RePEc:ces:ceswps:_10034)
by Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda - Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens (RePEc:ces:ceswps:_10062)
by Efrem Castelnuovo & Lorenzo Mori - Commodity Price Shocks and Global Cycles: Monetary Policy Matters (RePEc:ces:ceswps:_11140)
by Efrem Castelnuovo & Lorenzo Mori & Gert Peersman - Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound (RePEc:ces:ceswps:_6622)
by Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino - Uncertainty and Monetary Policy in Good and Bad Times (RePEc:ces:ceswps:_6630)
by Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari - Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia (RePEc:ces:ceswps:_6695)
by Efrem Castelnuovo & Trung Duc Tran - Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation (RePEc:ces:ceswps:_6821)
by Efrem Castelnuovo & Giovanni Pellegrino - Economic Policy Uncertainty Spillovers in Booms and Busts (RePEc:ces:ceswps:_7086)
by Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres - Liquidity Traps and Large-Scale Financial Crises (RePEc:ces:ceswps:_7096)
by Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino - Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach (RePEc:ces:ceswps:_7105)
by Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres - Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model (RePEc:ces:ceswps:_7122)
by Jonas E. Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo - Risk Management-Driven Policy Rate Gap (RePEc:ces:ceswps:_7177)
by Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari - What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers (RePEc:ces:ceswps:_7366)
by Efrem Castelnuovo & Guay C. Lim - Yield Curve and Financial Uncertainty: Evidence Based on US Data (RePEc:ces:ceswps:_7697)
by Efrem Castelnuovo - Domestic and Global Uncertainty: A Survey and Some New Results (RePEc:ces:ceswps:_7900)
by Efrem Castelnuovo - The Global Effects of Covid-19-Induced Uncertainty (RePEc:ces:ceswps:_8280)
by Giovanni Caggiano & Efrem Castelnuovo & Richard Kima - Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly (RePEc:ces:ceswps:_8426)
by Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima - Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? (RePEc:ces:ceswps:_8438)
by Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli - Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009) (RePEc:ces:ceswps:_8497)
by Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari - Uncertainty and Monetary Policy during Extreme Events (RePEc:ces:ceswps:_8561)
by Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano - Global Uncertainty (RePEc:ces:ceswps:_8885)
by Giovanni Caggiano & Efrem Castelnuovo - Uncertainty and Monetary Policy during the Great Recession (RePEc:ces:ceswps:_8985)
by Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano - Why Does Risk Matter More in Recessions than in Expansions? (RePEc:ces:ceswps:_9328)
by Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino - Emission Trading Restrictions with Endogenous Technological Change (RePEc:cpr:ceprdp:2514)
by Carraro, Carlo & Galeotti, Marzio & Buonanno, Paolo & Castelnuovo, Efrem - Policy Switch And The Great Moderation: The Role Of Equilibrium Selection (RePEc:cup:macdyn:v:16:y:2012:i:03:p:449-471_00)
by Castelnuovo, Efrem - Policy Rules, Regime Switches, And Trend Inflation: An Empirical Investigation For The United States (RePEc:cup:macdyn:v:18:y:2014:i:04:p:920-942_00)
by Castelnuovo, Efrem & Greco, Luciano & Raggi, Davide - Gimme A Break! Identification And Estimation Of The Macroeconomic Effects Of Monetary Policy Shocks In The United States (RePEc:cup:macdyn:v:22:y:2018:i:06:p:1613-1651_00)
by Bacchiocchi, Emanuele & Castelnuovo, Efrem & Fanelli, Luca - Describing the Fed's conduct with Taylor rules: is interest rate smoothing important? (RePEc:ecb:ecbwps:2003232)
by Castelnuovo, Efrem - Definition of price stability, range and point inflation targets: the anchoring of long-term inflation expectations (RePEc:ecb:ecbwps:2003273)
by Castelnuovo, Efrem & Rodriguez-Palenzuela, Diego & Nicoletti Altimari, Sergio - Why are Federal Funds Rates so Smooth? (RePEc:ecj:ac2003:39)
by Castelnuovo, Efrem & Paolo Surico - Monetary Policy, Inflation Expectations and The Price Puzzle (RePEc:ecj:econjl:v:120:y:2010:i:549:p:1262-1283)
by Efrem Castelnuovo & Paolo Surico - Stock market conditions and monetary policy in a DSGE model for the U.S (RePEc:eee:dyncon:v:34:y:2010:i:9:p:1700-1731)
by Castelnuovo, Efrem & Nisticò, Salvatore - Calvo vs. Rotemberg in a trend inflation world: An empirical investigation (RePEc:eee:dyncon:v:35:y:2011:i:11:p:1852-1867)
by Ascari, Guido & Castelnuovo, Efrem & Rossi, Lorenza - Liquidity traps and large-scale financial crises (RePEc:eee:dyncon:v:81:y:2017:i:c:p:99-114)
by Caggiano, Giovanni & Castelnuovo, Efrem & Damette, Olivier & Parent, Antoine & Pellegrino, Giovanni - Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation (RePEc:eee:dyncon:v:93:y:2018:i:c:p:277-296)
by Castelnuovo, Efrem & Pellegrino, Giovanni - Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy (RePEc:eee:ecofin:v:21:y:2010:i:1:p:19-33)
by Castelnuovo, Efrem - Learning-by-Doing vs. Learning by Researching in a model of climate change policy analysis (RePEc:eee:ecolec:v:54:y:2005:i:2-3:p:261-276)
by Castelnuovo, Efrem & Galeotti, Marzio & Gambarelli, Gretel & Vergalli, Sergio - On the dynamics of international inflation (RePEc:eee:ecolet:v:112:y:2011:i:2:p:189-191)
by Caggiano, Giovanni & Castelnuovo, Efrem - Economic policy uncertainty and unemployment in the United States: A nonlinear approach (RePEc:eee:ecolet:v:151:y:2017:i:c:p:31-34)
by Caggiano, Giovanni & Castelnuovo, Efrem & Figueres, Juan Manuel - Google It Up! A Google Trends-based Uncertainty index for the United States and Australia (RePEc:eee:ecolet:v:161:y:2017:i:c:p:149-153)
by Castelnuovo, Efrem & Tran, Trung Duc - Risk management-driven policy rate gap (RePEc:eee:ecolet:v:171:y:2018:i:c:p:235-238)
by Caggiano, Giovanni & Castelnuovo, Efrem & Nodari, Gabriela - The global effects of Covid-19-induced uncertainty (RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302457)
by Caggiano, Giovanni & Castelnuovo, Efrem & Kima, Richard - Uncertainty shocks and the great recession: Nonlinearities matter (RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304298)
by Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni - Taylor rules, omitted variables, and interest rate smoothing in the US (RePEc:eee:ecolet:v:81:y:2003:i:1:p:55-59)
by Castelnuovo, Efrem - Estimating the real effects of uncertainty shocks at the Zero Lower Bound (RePEc:eee:eecrev:v:100:y:2017:i:c:p:257-272)
by Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni - Financial uncertainty and real activity: The good, the bad, and the ugly (RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001033)
by Caggiano, Giovanni & Castelnuovo, Efrem & Delrio, Silvia & Kima, Richard - Regime shifts and the stability of backward-looking Phillips curves in open economies (RePEc:eee:jimfin:v:27:y:2008:i:1:p:40-53)
by Castelnuovo, Efrem - Tracking U.S. inflation expectations with domestic and global indicators (RePEc:eee:jimfin:v:29:y:2010:i:7:p:1340-1356)
by Castelnuovo, Efrem - Monetary policy shocks and financial conditions: A Monte Carlo experiment (RePEc:eee:jimfin:v:32:y:2013:i:c:p:282-303)
by Castelnuovo, Efrem - Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation (RePEc:eee:jmacro:v:47:y:2016:i:pb:p:300-314)
by Castelnuovo, Efrem - Does risk matter more in recessions than in expansions? Implications for monetary policy (RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001290)
by Andreasen, Martin M. & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni - Uncertainty shocks and unemployment dynamics in U.S. recessions (RePEc:eee:moneco:v:67:y:2014:i:c:p:78-92)
by Caggiano, Giovanni & Castelnuovo, Efrem & Groshenny, Nicolas - Economic policy uncertainty spillovers in booms and busts (RePEc:een:camaaa:2018-27)
by Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres - Risk management-driven policy rate gap (RePEc:een:camaaa:2018-34)
by Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari - What do we know about the macroeconomic effects of fiscal policy? A brief survey of the literature on fiscal multipliers (RePEc:een:camaaa:2018-59)
by Efrem Castelnuovo & Guay Lim - Yield curve and financial uncertainty: Evidence based on US data (RePEc:een:camaaa:2019-38)
by Efrem Castelnuovo - Domestic and global uncertainty: A survey and some new results (RePEc:een:camaaa:2019-75)
by Efrem Castelnuovo - The global effects of Covid-19-induced uncertainty (RePEc:een:camaaa:2020-50)
by Giovanni Caggiano & Efrem Castelnuovo & Richard Kima - Financial uncertainty and real activity: The good, the bad, and the ugly (RePEc:een:camaaa:2020-67)
by Giovanni Caggiano & Efrem Castelnuovo & Richard Kima & Silvia Delrio - Are fiscal multipliers estimated with proxy-SVARs robust? (RePEc:een:camaaa:2020-69)
by Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli - Uncertainty and monetary policy in good and bad times: A Replication of the VAR investigation by Bloom (2009) (RePEc:een:camaaa:2020-74)
by Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari - Uncertainty and monetary policy during extreme events (RePEc:een:camaaa:2020-80)
by Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano - Global uncertainty (RePEc:een:camaaa:2021-21)
by Giovanni Caggiano & Efrem Castelnuovo - Why does risk matter more in recessions than in expansions? (RePEc:een:camaaa:2021-83)
by Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino - Sectoral Uncertainty (RePEc:een:camaaa:2022-62)
by Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda - Uncertainty, Skewness and the Business Cycle - Through the MIDAS Lens (RePEc:een:camaaa:2022-69)
by Efrem Castelnuovo & Lorenzo Mori - Commodity Price Shocks and Global Cycles: Monetary Policy Matters (RePEc:een:camaaa:2024-36)
by Efrem Castelnuovo & Lorenzo Mori & Gert Peersman - Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies (RePEc:ekd:003306:330600035)
by Efrem CASTELNUOVO - Fitting U.S. Trend Inflation: A Rolling-Window Approach (RePEc:eme:aecozz:s0731-9053(2012)0000028008)
by Efrem Castelnuovo - Learning by Doing vs Learning by Researching in a Model of Climate Change Policy Analysis (RePEc:fem:femwpa:2003.11)
by Marzio Galeotti & Sergio Vergalli & Efrem Castelnuovo & Gretel Gambarelli - Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model (RePEc:fem:femwpa:2003.6)
by Efrem Castelnuovo - Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation - Comment (RePEc:fip:fedgif:1127)
by Jonas E. Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo - Positive Trend Inflation And Determinacy In A Medium-Sized New Keynesian Model (RePEc:fip:fedpwp:17-16)
by Jonas E. Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo - Stock market conditions and monetary policy in a DSGE model for the U.S (RePEc:hal:journl:hal-00732674)
by Efrem Castelnuovo & Salvatore Nisticò - Uncertainty shocks and unemployment dynamics in U.S. recessions (RePEc:hal:journl:hal-04204716)
by Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny - Liquidity traps and large-scale financial crises (RePEc:hal:journl:halshs-01675562)
by Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino - Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions (RePEc:iae:iaewps:wp2014n12)
by Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny - Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test (RePEc:iae:iaewps:wp2014n18)
by Efrem Castelnuovo & Luca Fanelli - Estimating Fiscal Multipliers: News from a Nonlinear World (RePEc:iae:iaewps:wp2014n26)
by Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari - Modest Macroeconomic Effects of Monetary Policy Shocks during the Great Moderation: An Alternative Interpretation (RePEc:iae:iaewps:wp2016n30)
by Efrem Castelnuovo - Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S (RePEc:iae:iaewps:wp2016n31)
by Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli - Liquidity Traps and Large-Scale Financial Crises (RePEc:iae:iaewps:wp2016n32)
by Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino - Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound (RePEc:iae:iaewps:wp2017n01)
by Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino - Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach (RePEc:iae:iaewps:wp2017n02)
by Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres - Uncertainty and Monetary Policy in Good and Bad Times (RePEc:iae:iaewps:wp2017n09)
by Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari - Economic Policy Uncertainty Spillovers in Booms and Busts (RePEc:iae:iaewps:wp2017n13)
by Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres - Google It Up! A Google Trends-Based Uncertainty Index for the United States and Australia (RePEc:iae:iaewps:wp2017n27)
by Efrem Castelnuovo & Trung Duc Tran - Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation (RePEc:iae:iaewps:wp2018n02)
by Efrem Castelnuovo & Giovanni Pellegrino - Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model (RePEc:iae:iaewps:wp2018n09)
by Jonas E Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo - Risk Management-Driven Policy Rate Gap (RePEc:iae:iaewps:wp2018n10)
by Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari - Yield Curve and Financial Uncertainty: Evidence Based on US Data (RePEc:iae:iaewps:wp2019n05)
by Efrem Castelnuovo - Domestic and Global Uncertainty: A Survey and Some New Results (RePEc:iae:iaewps:wp2019n13)
by Efrem Castelnuovo - Describing The Fed’S Conduct With Taylor Rules: Is Interest Rate Smoothing Important? (RePEc:icf:icfjmo:v:04:y:2006:i:3:p:57-77)
by Efrem Castelnuovo - Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model (RePEc:ijc:ijcjou:y:2020:q:2:a:2)
by Jonas E. Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo - Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle (RePEc:mcb:jmoncb:v:44:y:2012:i:1:p:23-52)
by Efrem Castelnuovo - Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions (RePEc:mlb:wpaper:1195)
by Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny - Estimating Fiscal Multipliers:News From a Nonlinear World (RePEc:mlb:wpaper:1196)
by Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari - Describing the Fed's conduct with simple Taylor rules: is interest rate smoothing important? (RePEc:mmf:mmfc03:12)
by Efrem Castelnuovo - Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? (RePEc:mos:moswps:2021-08)
by Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli - Why Does Risk Matter More in Recessions than in Expansions? (RePEc:mos:moswps:2021-11)
by Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino - Global Uncertainty (RePEc:mos:moswps:2021-12)
by Giovanni Caggiano & Efrem Castelnuovo - Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies (RePEc:pad:wpaper:0015)
by Efrem Castelnuovo - The Price Puzzle: Fact or Artifact? (RePEc:pad:wpaper:0016)
by Efrem Castelnuovo & Paolo Surico - Assessing Different Drivers of the GreatModeration in the U.S (RePEc:pad:wpaper:0025)
by Efrem Castelnuovo - Tracking U.S. Inflation Expectations with Domestic and Global Indicators (RePEc:pad:wpaper:0031)
by Efrem Castelnuovo - Long Memory and Non-Linearities in International Inflation (RePEc:pad:wpaper:0076)
by Giovanni Caggiano & Efrem Castelnuovo - Monetary Policy, Inflation Expectations and the Price Puzzle (RePEc:pad:wpaper:0101)
by Efrem Castelnuovo & Paolo Surico - Estimating a NKBC Model for the U.S. Economy with Multiple Filters (RePEc:pad:wpaper:0102)
by Efrem Castelnuovo - Estimating the Evolution of Money's Role in the U.S. Monetary Business Cycle (RePEc:pad:wpaper:0103)
by Efrem Castelnuovo - Stock Market Conditions and Monetary Policy in a DSGE Model for the U.S (RePEc:pad:wpaper:0107)
by Efrem Castelnuovo & Salvatore Nisticò - Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S (RePEc:pad:wpaper:0109)
by Efrem Castelnuovo & Luciano Greco & Davide Raggi - Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation (RePEc:pad:wpaper:0116)
by Guido Ascari & Efrem Castelnuovo & Lorenza Rossi - What does a monetary policy shock do? An international analysis with multiple filters (RePEc:pad:wpaper:0145)
by Efrem Castelnuovo - Monetary Policy Neutrality: Sign Restrictions Go to Monte Carlo (RePEc:pad:wpaper:0151)
by Efrem Castelnuovo - Fitting U.S. Trend Inflation: A Rolling-Window Approach (RePEc:pad:wpaper:0152)
by Efrem Castelnuovo - Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test (RePEc:pad:wpaper:0163)
by Efrem Castelnuovo & Luca Fanelli - Uncertainty Shocks and Unemployment Dynamics: An Analysis of Post-WWII U.S. Recessions (RePEc:pad:wpaper:0166)
by Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny - Estimating fiscal multipliers: evidence from a nonlinear world (RePEc:pad:wpaper:0179)
by Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari - Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S (RePEc:pad:wpaper:0181)
by Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli - Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test (RePEc:pad:wpaper:0183)
by Efrem Castelnuovo & Luca Fanelli - Uncertainty and Monetary Policy in Good and Bad Times (RePEc:pad:wpaper:0188)
by Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari - Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound (RePEc:pad:wpaper:0200)
by Efrem Castelnuovo & Giovanni Caggiano & Giovanni Pellegrino - Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach (RePEc:pad:wpaper:0209)
by Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres - Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation (RePEc:pad:wpaper:0219)
by Efrem Castelnuovo & Giovanni Pellegrino - Economic Policy Uncertainty Spillovers in Booms and Busts (RePEc:pad:wpaper:0220)
by Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres - Liquidity Traps and Large-Scale Financial Crises (RePEc:pad:wpaper:0221)
by Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino - Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound (RePEc:pad:wpaper:0222)
by Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino - Google it up! A Google Trends-based Uncertainty Index for the United States and Australia (RePEc:pad:wpaper:0223)
by Efrem Castelnuovo & Trung Duc Tran - Positive Trend In ation and Determinacy in a Medium-Sized New Keynesian Model (RePEc:pad:wpaper:0224)
by Jonas E. Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo - Risk Management-Driven Policy Rate Gap (RePEc:pad:wpaper:0225)
by Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari - Yield Curve and Financial Uncertainty: Evidence Based on US Data (RePEc:pad:wpaper:0234)
by Efrem Castelnuovo - Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly (RePEc:pad:wpaper:0255)
by Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima - The global effects of Covid-19-induced uncertainty (RePEc:pad:wpaper:0256)
by Giovanni Caggiano & Efrem Castelnuovo & Richard Kima - Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? (RePEc:pad:wpaper:0257)
by Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli - Uncertainty and monetary policy in good and bad times: A replication of the VAR investigation by Bloom (2009) (RePEc:pad:wpaper:0261)
by Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari - Uncertainty and Monetary Policy During Extreme Events (RePEc:pad:wpaper:0262)
by Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano - Global Uncertainty (RePEc:pad:wpaper:0269)
by Giovanni Caggiano & Efrem Castelnuovo - Uncertainty And Monetary Policy During The Great Recession (RePEc:pad:wpaper:0270)
by Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano - Why Does Risk Matter More in Recessions than in Expansions? (RePEc:pad:wpaper:0275)
by Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino - Uncertainty Before and During COVID-19: A Survey (RePEc:pad:wpaper:0279)
by Efrem Castelnuovo - Delayed Overshooting Puzzle: Does Systematic Monetary Policy Matter? (RePEc:pad:wpaper:0280)
by Efrem Castelnuovo & Giovanni Pellegrino & Giacomo Ranzato - Sectoral Uncertainty (RePEc:pad:wpaper:0288)
by Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda - Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens (RePEc:pad:wpaper:0291)
by Efrem Castelnuovo & Lorenzo Mori - Commodity Price Shocks and Global Cycles: Monetary Policy Matters (RePEc:pad:wpaper:0311)
by Efrem Castelnuovo & Lorenzo Mori & Gert Peersman - Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation (RePEc:pav:wpaper:108)
by Guido Ascari & Efrem Castelnuovo & Lorenza Rossi - Trend Inflation, Wage Indexation, and Determinacy in the U.S (RePEc:pav:wpaper:153)
by Guido Ascari & Nicola Branzoli & Efrem Castelnuovo - Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia (RePEc:pra:mprapa:82297)
by Castelnuovo, Efrem & Duc Tran, Trung - Uncertainty and Monetary Policy in Good and Bad Times (RePEc:rba:rbardp:rdp2017-06)
by Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari - Economic Policy Uncertainty Spillovers in Booms and Busts (RePEc:rim:rimwps:18-28)
by Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres - Commodity Price Shocks and Global Cycles: Monetary Policy Matters (RePEc:rug:rugwps:24/1087)
by Efrem Castelnuovo & Lorenzo Mori & Gert Peersman - Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies (RePEc:sce:scecf4:49)
by Efrem Castelnuovo - Monetary Policy Switch, the Taylor Curve, and the Great Moderation (RePEc:sce:scecfa:59)
by Efrem Castelnuovo - Monetary policy shocks and Cholesky VARs: an assessment for the Euro area (RePEc:spr:empeco:v:50:y:2016:i:2:d:10.1007_s00181-015-0930-2)
by Efrem Castelnuovo - Emission Trading Restrictions with Endogenous Technological Change (RePEc:spr:ieaple:v:1:y:2001:i:3:p:379-395)
by Paolo Buonanno & Carlo Carraro & Efrem Castelnuovo & Marzio Galeotti - Estimating Fiscal Multipliers: News From A Non‐linear World (RePEc:wly:econjl:v::y:2015:i:584:p:746-776)
by Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari - Uncertainty And Monetary Policy During The Great Recession (RePEc:wly:iecrev:v:64:y:2023:i:2:p:577-606)
by Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano - Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test (RePEc:wly:japmet:v:30:y:2015:i:6:p:924-947)
by Efrem Castelnuovo & Luca Fanelli - Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009) (RePEc:wly:japmet:v:37:y:2022:i:1:p:210-217)
by Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari - Global financial uncertainty (RePEc:wly:japmet:v:38:y:2023:i:3:p:432-449)
by Giovanni Caggiano & Efrem Castelnuovo - Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle (RePEc:wly:jmoncb:v:44:y:2012:i:1:p:23-52)
by Efrem Castelnuovo - Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model (RePEc:wpa:wuwpma:0211006)
by Efrem Castelnuovo - Taylor Rules and Interest Rate Smoothing in the US and EMU (RePEc:wpa:wuwpma:0303002)
by Efrem Castelnuovo - Taylor rules, omitted variables, and interest rate smoothing in the US (RePEc:wpa:wuwpma:0403009)
by Efrem Castelnuovo - The Price Puzzle: Fact or Artefact? (RePEc:wpa:wuwpma:0505015)
by Efrem Castelnuovo & Paolo Surico - Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies (RePEc:wpa:wuwpma:0506017)
by Efrem Castelnuovo - The Price Puzzle and Indeterminacy (RePEc:wpa:wuwpma:0507021)
by Efrem Castelnuovo & Paolo Surico - Estimating regime-switching Taylor rules with trend inflation (RePEc:zbw:bofrdp:rdp2008_020)
by Castelnuovo, Efrem & Greco, Luciano & Raggi, Davide - Testing the structural interpretation of the price puzzle with a cost channel model (RePEc:zbw:bofrdp:rdp2009_020)
by Castelnuovo, Efrem - Monetary policy, inflation expectations and the price puzzle (RePEc:zbw:bofrdp:rdp2009_030)
by Castelnuovo, Efrem & Surico, Paolo - Stock market conditions and monetary policy in an DSGE model for the US (RePEc:zbw:bofrdp:rdp2010_011)
by Castelnuovo, Efrem & Nisticò, Salvatore - Estimating the real effects of uncertainty shocks at the zero lower bound (RePEc:zbw:bofrdp:rdp2017_006)
by Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni - Uncertainty and monetary policy in good and bad times (RePEc:zbw:bofrdp:rdp2017_008)
by Caggiano, Giovanni & Castelnuovo, Efrem & Nodari, Gabriela - The global effects of Covid-19-induced uncertainty (RePEc:zbw:bofrdp:rdp2020_011)
by Caggiano, Giovanni & Castelnuovo, Efrem & Kima, Richard - Are fiscal multipliers estimated with proxy-SVARs robust? (RePEc:zbw:bofrdp:rdp2020_013)
by Angelini, Giovanni & Caggiano, Giovanni & Castelnuovo, Efrem & Fanelli, Luca - Global uncertainty (RePEc:zbw:bofrdp:rdp2021_001)
by Caggiano, Giovanni & Castelnuovo, Efrem - Why does risk matter more in recessions than in expansions? (RePEc:zbw:bofrdp:rdp2021_013)
by Andreasen, Martin Møller & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni