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~person:"Castelnuovo, Efrem"
~subject:"VAR model"
~type_genre:"Article in journal"
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VAR model
Dynamic equilibrium
8
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8
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6
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6
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Castelnuovo, Efrem
Schorfheide, Frank
10
Fève, Patrick
7
Theodoridis, Konstantinos
7
Minford, Patrick
6
Wickens, Michael R.
6
An, Sungbae
5
Mumtaz, Haroon
5
Le, Vo Phuong Mai
4
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3
Sahuc, Jean-Guillaume
3
Adolfson, Malin
2
Ahmed, Ather Maqsood
2
Bekiros, Stelios
2
Benati, Luca
2
Caggiano, Giovanni
2
Carriero, Andrea
2
Fanelli, Luca
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Fazzari, Steven M.
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Franchi, Massimo
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Economics letters
2
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
1
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ECONIS (ZBW)
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1
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:
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
Google It Up! : a Google Trends-based Uncertainty index for the United States and Australia
Castelnuovo, Efrem
;
Trung Duc Tran
- In:
Economics letters
161
(
2017
),
pp. 149-153
Persistent link: https://www.econbiz.de/10011904550
Saved in:
4
Economic policy uncertainty and unemployment in the United States : a nonlinear approach
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Figueres, Juan …
- In:
Economics letters
151
(
2017
),
pp. 31-34
Persistent link: https://www.econbiz.de/10011742127
Saved in:
5
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:
6
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
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