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~person:"Castelnuovo, Efrem"
~source:"econstor"
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Covid-19
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Global Financial Uncertainty
2
dynamic hierarchical factor model
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global finance uncertainty multiplier
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structural VAR
2
world output loss
2
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Castelnuovo, Efrem
Weerth, Carsten
38
Nerb, Gernot
27
Wohlrabe, Klaus
19
Plenk, Johanna
18
Dreher, Axel
16
Frey, Bruno S.
16
Maennig, Wolfgang
11
Boumans, Dorine
9
Kooths, Stefan
8
Garnitz, Johanna
7
Gern, Klaus-Jürgen
7
Klasen, Stephan
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Velásquez, Germán
7
Abberger, Klaus
6
Bichler, Shimshon
6
Kvasnicka, Michael
6
Nitzan, Jonathan
6
Pamini, Paolo
6
Wagner, Gert G.
6
Bjørnskov, Christian
5
Correa, Carlos María
5
Fagiolo, Giorgio
5
Kholodilin, Konstantin A.
5
Lindner, Ines
5
Schnellenbach, Jan
5
Stangl, Anna
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Steiner, Lasse
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Stolzenburg, Ulrich
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Strulik, Holger
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4
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Caggiano, Giovanni
4
Eder, Christoph
4
Fischer, Justina A. V.
4
Fuchs, Andreas
4
Ghodsi, Mahdi
4
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CESifo Working Paper
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ECONIS (ZBW)
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1
Global Uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
the
world
output loss that materialized during the great recession would have been 13% lower in absence of GFU shocks. We … after GFU shocks, the larger the
world
output contraction is. …
Persistent link: https://www.econbiz.de/10012493031
Saved in:
2
Global uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
achieves set-identiÖcation via a combination of narrative, sign, ratio, and correlation restrictions. We Önd that the
world
…, the larger the
world
output contraction is. …
Persistent link: https://www.econbiz.de/10012614213
Saved in:
3
The global effects of Covid-19-induced uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Kima, Richard
-
2020
We estimate a three-variate VAR using proxies of global financial uncertainty, the global financial cycle, and
world
… outbreak. We predict the cumulative loss in
world
output one year after the uncertainty shock due to Covid-19 to be about 14%. …
Persistent link: https://www.econbiz.de/10012614205
Saved in:
4
The Global Effects of Covid-19-Induced Uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Kima, Richard
-
2020
We estimate a three-variate VAR using proxies of global financial uncertainty, the global financial cycle, and
world
… outbreak. We predict the cumulative loss in
world
output one year after the uncertainty shock due to Covid-19 to be about 14%. …
Persistent link: https://www.econbiz.de/10012214191
Saved in:
5
Domestic and Global Uncertainty: A Survey and Some New Results
Castelnuovo, Efrem
-
2019
fluctuations of the
world
business cycle. …
Persistent link: https://www.econbiz.de/10012141101
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