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~person:"Castelnuovo, Efrem"
~person:"Ohnsorge, Franziska"
~subject:"Bankenkrise"
~subject:"Risk"
~type_genre:"Arbeitspapier"
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Castelnuovo, Efrem
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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/10012431805
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/10012432185
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/10013255934
Saved in:
5
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
Saved in:
6
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/10012225439
Saved in:
7
The global effects of Covid-19-induced uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Kima, Richard
-
2020
Persistent link: https://www.econbiz.de/10012495745
Saved in:
8
Uncertainty before and during COVID-19 : a survey
Castelnuovo, Efrem
-
2022
Persistent link: https://www.econbiz.de/10013445144
Saved in:
9
Uncertainty and monetary policy during the great recession
Pellegrino, Giovanni
;
Castelnuovo, Efrem
;
Caggiano, Giovanni
-
2021
We employ a nonlinear VAR framework and a state-of-the-art identification strategy to document the large response of real activity to a financial uncertainty shock during and in the aftermath of the great recession. We replicate this evidence with an estimated DSGE framework featuring a concept...
Persistent link: https://www.econbiz.de/10012495676
Saved in:
10
Uncertainty and monetary policy during the great recession
Pellegrino, Giovanni
;
Castelnuovo, Efrem
;
Caggiano, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10012626992
Saved in:
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