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~language:"eng"
~person:"Caggiano, Giovanni"
~person:"Castelnuovo, Efrem"
~subject:"Nonlinear regression"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Nonlinear regression
VAR model
Dynamic equilibrium
8
Dynamisches Gleichgewicht
8
Geldpolitik
6
Monetary policy
6
Schock
4
Shock
4
USA
4
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4
VAR-Modell
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Caggiano, Giovanni
Castelnuovo, Efrem
Schorfheide, Frank
12
Theodoridis, Konstantinos
7
Wickens, Michael R.
6
An, Sungbae
5
Minford, Patrick
5
Mumtaz, Haroon
5
Gupta, Rangan
4
Le, Vo Phuong Mai
4
Meenagh, David
4
Paccagnini, Alessia
4
Aruoba, S. Borağan
3
Canova, Fabio
3
Del Negro, Marco
3
Rubaszek, Michał
3
Adolfson, Malin
2
Ahmed, Ather Maqsood
2
Andreasen, Martin Møller
2
Bekiros, Stelios
2
Benati, Luca
2
Carriero, Andrea
2
Cuba-Borda, Pablo
2
Fanelli, Luca
2
Fernández-Villaverde, Jesús
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Franchi, Massimo
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Fève, Patrick
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Guerrón-Quintana, Pablo A.
2
Iiboshi, Hirokuni
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Inoue, Atsushi
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Ivashchenko, Sergey
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2
Kapetanios, George
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Kilian, Lutz
2
Kivedal, Bjørnar Karlsen
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Kolasa, Marcin
2
Kumar, Abhishek
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Lindé, Jesper
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Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of economic dynamics & control
1
Journal of macroeconomics
1
Journal of monetary economics
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ECONIS (ZBW)
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1
Uncertainty shocks and the great recession : Nonlinearities matter
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Pellegrino, Giovanni
- In:
Economics letters
198
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012605757
Saved in:
2
Uncertainty-dependent effects of monetary policy shocks : a new-Keynesian interpretation
Castelnuovo, Efrem
;
Pellegrino, Giovanni
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 277-296
Persistent link: https://www.econbiz.de/10011974517
Saved in:
3
Monetary policy shocks and Cholesky VARs : an assessment for the Euro area
Castelnuovo, Efrem
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
2
,
pp. 383-414
Persistent link: https://www.econbiz.de/10011454273
Saved in:
4
Modest macroeconomic effects of monetary policy shocks during the great moderation : an alternative interpretation
Castelnuovo, Efrem
- In:
Journal of macroeconomics
47
(
2016
),
pp. 300-314
Persistent link: https://www.econbiz.de/10011707647
Saved in:
5
Uncertainty shocks and unemployment dynamics in US recessions
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Groshenny, Nicolas
- In:
Journal of monetary economics
67
(
2014
),
pp. 78-92
Persistent link: https://www.econbiz.de/10010510922
Saved in:
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