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Monetary policy indeterminacy and identification failures in the U.S. : results from a robust test
Castelnuovo, Efrem; Fanelli, Luca - In: Journal of applied econometrics 30 (2015) 6, pp. 924-947
Persistent link: https://www.econbiz.de/10011431667
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Uncertainty shocks and unemployment dynamics in US recessions
Caggiano, Giovanni; Castelnuovo, Efrem; Groshenny, Nicolas - 2014
Persistent link: https://www.econbiz.de/10010362981
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Uncertainty and monetary policy in good and bad times : a replication of the vector autoregressive investigation by Bloom (2009)
Caggiano, Giovanni; Castelnuovo, Efrem; Nodari, Gabriela - In: Journal of applied econometrics 37 (2022) 1, pp. 210-217
Persistent link: https://www.econbiz.de/10013165221
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Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S.
Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - 2016
Persistent link: https://www.econbiz.de/10011698807
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Estimating the real effects of uncertainty shocks at the zero lower bound
Caggiano, Giovanni; Castelnuovo, Efrem - 2017
Persistent link: https://www.econbiz.de/10011698859
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Economic policy uncertainty and unemployment in the United States : a nonlinear approach
Caggiano, Giovanni; Castelnuovo, Efrem; Figueres, Juan … - 2017
Persistent link: https://www.econbiz.de/10011698862
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Uncertainty and monetary policy in good and bad times
Caggiano, Giovanni; Castelnuovo, Efrem; Nodari, Gabriela - 2017
Persistent link: https://www.econbiz.de/10011698953
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Goggle it up! : a Google-trends-based uncertainty index for the United States and America
Castelnuovo, Efrem; Trung Duc Tran - 2017
Persistent link: https://www.econbiz.de/10011772669