Dario Caldara

Names

Identifer

Contact

Affiliations

• Federal Reserve Board (Board of Governors of the Federal Reserve System)
  • EDIRC entry
  • location:

Research profile

author of:

• Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs
  American Economic Journal: Macroeconomics, American Economic Association (2019)
  by Dario Caldara & Edward Herbst
  (ReDIF-article, aea:aejmac:v:11:y:2019:i:1:p:157-92)
• The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
  by Rubio-Ramírez, Juan Francisco & Caldara, Dario & Arias, Jonas E.
  (ReDIF-paper, cpr:ceprdp:11674)
• Computing DSGE Models with Recursive Preferences
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
  by Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Caldara, Dario & Yao, Wen
  (ReDIF-paper, cpr:ceprdp:7312)
• What are the effects of fiscal policy shocks? A VAR-based comparative analysis
  Working Paper Series, European Central Bank (2008)
  by Caldara, Dario & Kamps, Christophe
  (ReDIF-paper, ecb:ecbwps:2008877)
• The macroeconomic impact of financial and uncertainty shocks
  European Economic Review, Elsevier (2016)
  by Caldara, Dario & Fuentes-Albero, Cristina & Gilchrist, Simon & Zakrajšek, Egon
  (ReDIF-article, eee:eecrev:v:88:y:2016:i:c:p:185-207)
• The systematic component of monetary policy in SVARs: An agnostic identification procedure
  Journal of Monetary Economics, Elsevier (2019)
  by Arias, Jonas E. & Caldara, Dario & Rubio-Ramírez, Juan F.
  (ReDIF-article, eee:moneco:v:101:y:2019:i:c:p:1-13)
• The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure
  Working Papers, FEDEA (2014)
  by Jonas E. Arias & Dario Caldara & Juan F. Rubio-Ramírez
  (ReDIF-paper, fda:fdaddt:2014-13)
• The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2016)
  by Jonas E. Arias & Dario Caldara & Juan F. Rubio-Ramirez
  (ReDIF-paper, fip:fedawp:2016-15)
• Monetary Policy and Economic Performance Since the Financial Crisis
  Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2020)
  by Dario Caldara & Etienne Gagnon & Enrique Martinez-Garcia & Christopher J. Neely
  (ReDIF-paper, fip:feddgw:88672)
• Computing DSGE models with recursive preferences and stochastic volatility
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012)
  by Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Yao Wen
  (ReDIF-paper, fip:fedgfe:2012-04)
• The analytics of SVARs: a unified framework to measure fiscal multipliers
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012)
  by Dario Caldara & Christophe Kamps
  (ReDIF-paper, fip:fedgfe:2012-20)
• Practical tools for policy analysis in DSGE models with missing channels
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012)
  by Dario Caldara & Richard Harrison & Anna Lipinska
  (ReDIF-paper, fip:fedgfe:2012-72)
• Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2016)
  by Dario Caldara & Edward P. Herbst
  (ReDIF-paper, fip:fedgfe:2016-49)
• Monetary Policy and Economic Performance since the Financial Crisis
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020)
  by Dario Caldara & Etienne Gagnon & Enrique Martinez-Garcia & Christopher J. Neely
  (ReDIF-paper, fip:fedgfe:2020-65)
• Does Trade Policy Uncertainty Affect Global Economic Activity?
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2019)
  by Dario Caldara & Matteo Iacoviello & Patrick Molligo & Andrea Prestipino & Andrea Raffo
  (ReDIF-paper, fip:fedgfn:2019-09-04)
• The Global Recovery: Lessons from the Past
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2021)
  by Dario Caldara & Matthew DeHaven & Francesco Ferrante & Matteo Iacoviello
  (ReDIF-paper, fip:fedgfn:2021-06-22)
• Unknown item RePEc:fip:fedgfn:2022 (paper)
• The Effect of the War in Ukraine on Global Activity and Inflation
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2022)
  by Dario Caldara & Sarah Conlisk & Matteo Iacoviello & Maddie Penn
  (ReDIF-paper, fip:fedgfn:2022-05-27-2)
• International Spillovers of Tighter Monetary Policy
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2022)
  by Dario Caldara & Francesco Ferrante & Albert Queraltó
  (ReDIF-paper, fip:fedgfn:2022-12-23)
• The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2015)
  by Jonas E. Arias & Dario Caldara & Juan F. Rubio-Ramirez
  (ReDIF-paper, fip:fedgif:1131)
• The Macroeconomic Impact of Financial and Uncertainty Shocks
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2016)
  by Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek
  (ReDIF-paper, fip:fedgif:1166)
• Oil Price Elasticities and Oil Price Fluctuations
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2016)
  by Dario Caldara & Michele Cavallo & Matteo Iacoviello
  (ReDIF-paper, fip:fedgif:1173)
• Measuring Geopolitical Risk
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2018)
  by Dario Caldara & Matteo Iacoviello
  (ReDIF-paper, fip:fedgif:1222)
• The Economic Effects of Trade Policy Uncertainty
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2019)
  by Dario Caldara & Matteo Iacoviello & Patrick Molligo & Andrea Prestipino & Andrea Raffo
  (ReDIF-paper, fip:fedgif:1256)
• Macroeconomic and Financial Risks: A Tale of Mean and Volatility
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2021)
  by Dario Caldara & Chiara Scotti & Molin Zhong
  (ReDIF-paper, fip:fedgif:1326)
• The International Spillovers of Synchronous Monetary Tightening
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2023)
  by Dario Caldara & Francesco Ferrante & Matteo Iacoviello & Andrea Prestipino & Albert Queraltó
  (ReDIF-paper, fip:fedgif:1384)
• Monetary Policy and Economic Performance Since the Financial Crisis
  Review, Federal Reserve Bank of St. Louis (2021)
  by Dario Caldara & Etienne Gagnon & Enrique Martinez-Garcia & Christopher J. Neely
  (ReDIF-article, fip:fedlrv:93190)
• Monetary Policy and Economic Performance since the Financial Crisis
  Working Papers, Federal Reserve Bank of St. Louis (2020)
  by Dario Caldara & Etienne Gagnon & Enrique Martinez-Garcia & Christopher J. Neely
  (ReDIF-paper, fip:fedlwp:88645)
• Computing DSGE Models with Recursive Preferences
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao
  (ReDIF-paper, nbr:nberwo:15026)
• The Macroeconomic Impact of Financial and Uncertainty Shocks
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek
  (ReDIF-paper, nbr:nberwo:22058)
• The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers
  Review of Economic Studies, Oxford University Press (2017)
  by Dario Caldara & Christophe Kamps
  (ReDIF-article, oup:restud:v:84:y:2017:i:3:p:1015-1040.)
• Computing DSGE Models with Recursive Preferences
  PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2009)
  by Dario Caldara & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Wen Yao
  (ReDIF-paper, pen:papers:09-018)
• Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility"
  Computer Codes, Review of Economic Dynamics (2011)
  by Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao
  (ReDIF-software, red:ccodes:11-123)
• Computing DSGE Models with Recursive Preferences and Stochastic Volatility
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2012)
  by Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao
  (ReDIF-article, red:issued:11-123)
• Computing Models with Recursive Preferences
  2009 Meeting Papers, Society for Economic Dynamics (2009)
  by Wen Yao & Juan Rubio Ramirez & Jesus Fernandez Villaverde & Dario Caldara
  (ReDIF-paper, red:sed009:1162)
• The analytics of the sign restriction approach to shock identification: a framework for understanding the empirical macro puzzles
  2010 Meeting Papers, Society for Economic Dynamics (2010)
  by Dario Caldara & Christophe Kamps
  (ReDIF-paper, red:sed010:335)
• The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure
  2015 Meeting Papers, Society for Economic Dynamics (2015)
  by Juan Rubio-Ramirez & Dario Caldara & Jonas Arias
  (ReDIF-paper, red:sed015:359)
• Monetary Policy, Credit Spreads, and Business Cycle Fluctuations
  2015 Meeting Papers, Society for Economic Dynamics (2015)
  by Edward Herbst & Dario Caldara
  (ReDIF-paper, red:sed015:899)
• What Do We Know About the Effects of Fiscal Policy Shocks? A Comparative Analysis
  Computing in Economics and Finance 2006, Society for Computational Economics (2006)
  by Dario Caldara & Christophe Kamps
  (ReDIF-paper, sce:scecfa:257)
• Practical Tools For Policy Analysis In Dsge Models With Missing Shocks
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014)
  by Dario Caldara & Richard Harrison & Anna Lipińska
  (ReDIF-article, wly:japmet:v:29:y:2014:i:7:p:1145-1163)