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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
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Domestic and global uncertainty : a survey and some new results
Castelnuovo, Efrem - 2019
This survey features three parts. The first one covers the recent literature on domestic (i.e., country-specific) uncertainty and offers ten main takeaways. The second part reviews contributions on the fast-growing strand of the literature focusing on the macroeconomic effects of uncertainty...
Persistent link: https://www.econbiz.de/10012119543
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Yield curve and financial uncertainty : evidence based on US data
Castelnuovo, Efrem - 2019
stronger than that of the long end (i.e., of long term ones). In other words, a financial uncertainty shock causes a temporary … recovery in real activity after a financial uncertainty shock. …
Persistent link: https://www.econbiz.de/10012029082
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Estimating the real effects of uncertainty shocks at the zero lower bound
Caggiano, Giovanni; Castelnuovo, Efrem; Pellegrino, Giovanni - 2017
Persistent link: https://www.econbiz.de/10011625174
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Economic policy uncertainty spillovers in booms and busts
Caggiano, Giovanni; Castelnuovo, Efrem; Figueres, Juan … - 2018
Persistent link: https://www.econbiz.de/10012202276
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Yield curve and financial uncertainty : evidence based on US data
Castelnuovo, Efrem - 2019
Persistent link: https://www.econbiz.de/10012223881
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Domestic and global uncertainty : a survey and some new results
Castelnuovo, Efrem - 2019
Persistent link: https://www.econbiz.de/10012224541
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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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Uncertainty-dependent effects of monetary policy shocks : a new Keynesian interpretation
Castelnuovo, Efrem; Pellegrino, Giovanni - 2017
milder macroeconomic responses to a monetary policy shock estimated with our VAR in presence of high uncertainty. A version …
Persistent link: https://www.econbiz.de/10011781355
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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