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Estimating the real effects of uncertainty shocks at the Zero Lower Bound

Caggiano, Giovanni; Castelnuovo, Efrem; Pellegrino, Giovanni - In: European economic review : EER 100 (2017), pp. 257-272

Persistent link: https://www.econbiz.de/10011920154

Are more data always better for factor analysis? : results for the euro area, the six largest euro area countries and the UK

Caggiano, Giovanni; Kapetanios, George; Labhard, Vincent - 2009

Factor based forecasting has been at the forefront of developments in the macroeconometric forecasting literature in the recent past. Despite the flurry of activity in the area, a number of specification issues such as the choice of the number of factors in the forecasting regression, the...

Persistent link: https://www.econbiz.de/10003865998

Are more data always better for factor analysis? : results for the euro area, the six largest euro area countries and the UK

Caggiano, Giovanni; Kapetanios, George; Labhard, Vincent - In: Journal of forecasting 30 (2011) 8, pp. 736-752

Persistent link: https://www.econbiz.de/10009423355

On the dynamics of international inflation

Caggiano, Giovanni; Castelnuovo, Efrem - In: Economics letters 112 (2011) 2, pp. 189-191

Persistent link: https://www.econbiz.de/10009243333

Nelson-Plosser revisited : the ACF approach

Abadir, Karim Maher; Caggiano, Giovanni; Talmain, Gabriel - In: Journal of econometrics 175 (2013) 1, pp. 22-34

Persistent link: https://www.econbiz.de/10009749369

Uncertainty shocks and unemployment dynamics in US recessions

Caggiano, Giovanni; Castelnuovo, Efrem; Groshenny, Nicolas - 2014

Persistent link: https://www.econbiz.de/10010362981

Fiscal and financial determinants of Eurozone sovereign spreads

Caggiano, Giovanni; Greco, Luciano - In: Economics letters 117 (2012) 3, pp. 774-776

Persistent link: https://www.econbiz.de/10009680603

Estimating fiscal multipliers : news from a nonlinear world

Caggiano, Giovanni; Castelnuovo, Efrem; Colombo, Valentina - 2014

Persistent link: https://www.econbiz.de/10010477647

Globalization, immigration and Lewisian elastic labor in pre-World War II Southeast Asia

Huff, Gregg; Caggiano, Giovanni - In: The journal of economic history 67 (2007) 1, pp. 33-68

Persistent link: https://www.econbiz.de/10003474440

Globalization and labor market integration in late nineteenth- and early twentieth-century Asia

Huff, Gregg; Caggiano, Giovanni - In: Research in economic history : an annual compilation of … 25 (2008), pp. 285-347

Persistent link: https://www.econbiz.de/10003629896