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~person:"Castelnuovo, Efrem"
~person:"Chudik, Alexander"
~subject:"Globalisierung"
~subject:"Shock"
~type_genre:"Non-commercial literature"
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Castelnuovo, Efrem
Chudik, Alexander
Kose, M. Ayhan
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Commodity price shocks and global cycles : monetary policy matters
Castelnuovo, Efrem
;
Mori, Lorenzo
;
Peersman, Gert
-
2024
Persistent link: https://www.econbiz.de/10015047419
Saved in:
2
Commodity price shocks and global cycles : monetary policy matters
Castelnuovo, Efrem
;
Mori, Lorenzo
;
Peersman, Gert
-
2024
We employ a structural VAR model with global and US variables to study the relevance and transmission of oil, food commodities, and industrial input price shocks. We show that commodities are not all alike. Industrial input price changes are almost entirely endogenous responses to other shocks....
Persistent link: https://www.econbiz.de/10014550949
Saved in:
3
Global Uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
Persistent link: https://www.econbiz.de/10012652747
Saved in:
4
Global uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
Persistent link: https://www.econbiz.de/10012585963
Saved in:
5
Global uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
Persistent link: https://www.econbiz.de/10013255934
Saved in:
6
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/10012431805
Saved in:
7
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/10012432185
Saved in:
8
The global effects of Covid-19-induced uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Kima, Richard
-
2020
Persistent link: https://www.econbiz.de/10012495745
Saved in:
9
The global effects of Covid-19-induced uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Kima, Richard
-
2020
Persistent link: https://www.econbiz.de/10012225231
Saved in:
10
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/10012213164
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