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~person:"Castelnuovo, Efrem"
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Castelnuovo, Efrem
Scheide, Joachim
182
Kose, M. Ayhan
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Gern, Klaus-Jürgen
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Kuntze, Oscar-Erich
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Uncertainty and monetary policy during the great
recession
Pellegrino, Giovanni
;
Castelnuovo, Efrem
;
Caggiano, Giovanni
-
2021
real activity to a financial uncertainty shock during and in the aftermath of the great
recession
. We replicate this … conducted as in normal times. Finally, we show that the rule estimated during the great
recession
is able to deliver an economic …
Persistent link: https://www.econbiz.de/10012495676
Saved in:
2
Uncertainty and monetary policy during the great
recession
Pellegrino, Giovanni
;
Castelnuovo, Efrem
;
Caggiano, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10012626992
Saved in:
3
Uncertainty and monetary policy during the great
recession
Pellegrino, Giovanni
;
Castelnuovo, Efrem
;
Caggiano, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10013255929
Saved in:
4
Uncertainty before and during COVID-19 : a survey
Castelnuovo, Efrem
- In:
Journal of economic surveys
37
(
2023
)
3
,
pp. 821-864
Persistent link: https://www.econbiz.de/10014337967
Saved in:
5
Uncertainty, Skewness and the Business Cycle - Through the MIDAS Lens
Castelnuovo, Efrem
;
Mori, Lorenzo
-
2023
We employ a mixed-frequency quantile regression approach to model the time-varying conditional distribution of the US real GDP growth rate. We show that monthly information on the US financial cycle improves the predictive power of an otherwise quarterly-only model. We combine selected quantiles...
Persistent link: https://www.econbiz.de/10014259919
Saved in:
6
Sectoral uncertainty
Castelnuovo, Efrem
;
Tuzcuoglu, Kerem
;
Uzeda, Luis
-
2022
both recorded their pre-pandemic global peaks during the 1973-75
recession
. In contrast, durable goods uncertainty recorded …
Persistent link: https://www.econbiz.de/10013419275
Saved in:
7
Sectoral uncertainty
Castelnuovo, Efrem
;
Tuzcuoglu, Kerem
;
Uzeda, Luis
-
2022
Persistent link: https://www.econbiz.de/10013478702
Saved in:
8
Uncertainty, skewness and the business cycle through the MIDAS lens
Castelnuovo, Efrem
;
Mori, Lorenzo
-
2022
Persistent link: https://www.econbiz.de/10013479213
Saved in:
9
Uncertainty before and during COVID-19 : a survey
Castelnuovo, Efrem
-
2022
Persistent link: https://www.econbiz.de/10013445144
Saved in:
10
Uncertainty, skewness, and the business cycle through the MIDAS lens
Castelnuovo, Efrem
;
Mori, Lorenzo
-
2022
Persistent link: https://www.econbiz.de/10013445164
Saved in:
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