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Risk management-driven policy rate gap

Caggiano, Giovanni; Castelnuovo, Efrem; Nodari, Gabriela - In: Economics letters 171 (2018), pp. 235-238

Persistent link: https://www.econbiz.de/10012021877

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

Uncertainty shocks and unemployment dynamics in US recessions

Caggiano, Giovanni; Castelnuovo, Efrem; Groshenny, Nicolas - 2015

Persistent link: https://www.econbiz.de/10011339286

Economic policy uncertainty spillovers in booms and busts

Caggiano, Giovanni; Castelnuovo, Efrem; Figueres, Juan … - 2018

Persistent link: https://www.econbiz.de/10012202276

Risk management-driven policy rate gap

Caggiano, Giovanni; Castelnuovo, Efrem; Nodari, Gabriela - 2018

Persistent link: https://www.econbiz.de/10012202548

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 industrial production to simulate the effects of the jump in financial uncertainty observed in correspondence of the Covid-19 outbreak. We predict the cumulative loss in world...

Persistent link: https://www.econbiz.de/10012213164