Giovanni Caggiano : Citation Profile


Are you Giovanni Caggiano?

Monash University

14

H index

15

i10 index

688

Citations

RESEARCH PRODUCTION:

18

Articles

46

Papers

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 49
   Journals where Giovanni Caggiano has often published
   Relations with other researchers
   Recent citing documents: 116.    Total self citations: 16 (2.27 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca325
   Updated: 2020-05-23    RAS profile: 2020-02-01    
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Relations with other researchers


Works with:

Castelnuovo, Efrem (31)

Pellegrino, Giovanni (11)

Nodari, Gabriela (10)

Damette, Olivier (5)

PARENT, Antoine (5)

Figueres, Juan (4)

Angelini, Giovanni (3)

Bacchiocchi, Emanuele (3)

Calice, Pietro (3)

Fanelli, Luca (3)

Colombo, Valentina (2)

Leonida, Leone (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Giovanni Caggiano.

Is cited by:

Castelnuovo, Efrem (56)

GUPTA, RANGAN (45)

Pellegrino, Giovanni (22)

Wohar, Mark (19)

Lim, Guay (17)

Belke, Ansgar (17)

Choi, Sangyup (14)

Lau, Chi Keung (12)

Okimoto, Tatsuyoshi (11)

Afonso, Antonio (10)

Fernández-Huertas Moraga, Jesús (10)

Cites to:

Castelnuovo, Efrem (35)

Demirguc-Kunt, Asli (17)

Abadir, Karim (17)

Detragiache, Enrica (14)

Talmain, Gabriel (13)

Pesaran, M (13)

bloom, nicholas (12)

Nodari, Gabriela (12)

Gertler, Mark (11)

Colombo, Valentina (10)

Engel, Eduardo (9)

Main data


Where Giovanni Caggiano has published?


Journals with more than one article published# docs
Economics Letters5

Working Papers Series with more than one paper published# docs
"Marco Fanno" Working Papers / Dipartimento di Scienze Economiche "Marco Fanno"11
CESifo Working Paper Series / CESifo Group Munich7
Working Papers / Business School - Economics, University of Glasgow5
Working Paper series / Rimini Centre for Economic Analysis2
Working Paper Series / African Development Bank2

Recent works citing Giovanni Caggiano (2020 and 2019)


YearTitle of citing document
2019PENALIZED MAXIMUM LIKELIHOOD ESTIMATION OF LOGIT-BASED EARLY WARNING SYSTEMS. (2019). Pigini, Claudia. In: Working Papers. RePEc:anc:wpaper:441.

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2019Regularized Estimation of High-dimensional Factor-Augmented Autoregressive (FAVAR) Models. (2019). Michailidis, George ; Lin, Jiahe. In: Papers. RePEc:arx:papers:1912.04146.

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2019On the global Impact of risk-off shocks and policy-put frameworks. (2019). Kamber, Gunes ; Caballero, Ricardo. In: BIS Working Papers. RePEc:bis:biswps:772.

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2017Measuring Economic Uncertainty and Its Effects. (2017). Moore, Angus. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:303:p:550-575.

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2019The exploration of economic crises: parameter uncertainty and predictive ability. (2019). Inekwe, John. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:2:p:290-313.

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2018International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. (2018). Cross, Jamie ; Poon, Aubrey ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0070.

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2019The long-run effects of uncertainty shocks. (2019). Oh, Joonseok ; Bonciani, Dario. In: Bank of England working papers. RePEc:boe:boeewp:0802.

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2020The role of households’ borrowing constraints in the transmission of monetary policy. (2019). Hubert, Paul ; Cumming, Fergus. In: Bank of England working papers. RePEc:boe:boeewp:0836.

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2019Measuring household uncertainty in EU countries. (2019). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_017.

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2019Identifying Government Spending Shocks and Multipliers in Korea. (2019). Park, Kwangyong ; Lee, Eun Kyung. In: Working Papers. RePEc:bok:wpaper:1922.

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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7697.

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2019Uncertainty Shocks and Financial Crisis Indicators. (2019). Roth, Markus ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7839.

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2019Domestic and Global Uncertainty: A Survey and Some New Results. (2019). Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7900.

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2019Real and Nominal Effects of Monetary Shocks under Time-Varying Disagreement. (2019). Esady, Vania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7956.

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2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

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2020Nonlinear Business Cycle and Optimal Policy: A VSTAR Perspective. (2020). Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8060.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2019A Risk-centric Model of Demand Recessions and Speculation. (2019). Simsek, Alp ; Caballero, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13815.

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2019Austerity and Public debt Dynamics. (2019). Mei, Pierfrancesco ; Favero, Carlo A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14072.

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2019Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_020.

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2020Are Uncertainties across the World Convergent?. (2020). GUPTA, RANGAN ; Gözgör, Giray ; Marco, Chi Keung ; Christou, Christina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00608.

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2020Banking Crisis Prediction: Emerging Crisis Determinants in Indonesian Banks. (2020). Musdholifah, Musdholifah ; Wulandari, Yulita ; Hartono, Ulil. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-02-13.

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2019Credit rating based real-time energy trading in microgrids. (2019). Guan, Xinping ; Yang, BO ; He, Jianping ; Zhu, Shanying ; Zhang, Xiaoyan. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:985-996.

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2018Chinese policy uncertainty shocks and the world macroeconomy: Evidence from STVAR. (2018). Fontaine, Idriss ; Didier, Laurent ; Razafindravaosolonirina, Justinien. In: China Economic Review. RePEc:eee:chieco:v:51:y:2018:i:c:p:1-19.

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2019Economic policy uncertainty, tax quotas and corporate tax burden: Evidence from China. (2019). He, Minyuan ; Fang, Hongsheng ; Dang, Dandan. In: China Economic Review. RePEc:eee:chieco:v:56:y:2019:i:c:6.

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2019Tax uncertainty and business activity. (2019). Xu, Jianhuan ; Lee, Jungho. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:158-184.

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2019How does government spending news affect interest rates? Evidence from the United States. (2019). Liu, Dingming ; Dingming, Liu ; Yong, Chen . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301460.

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2019Modeling, analysis and mitigation of contagion in financial systems. (2019). Cheng, Xian ; Zhao, Haichuan. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:281-292.

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2019Unemployment dynamics in emerging countries: Monetary policy and external shocks. (2019). Horvath, Jaroslav ; Zhong, Jiansheng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:31-49.

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2019The evolution of monetary policy effectiveness under macroeconomic instability. (2019). Lopez-Buenache, German. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:221-233.

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2019The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach. (2019). Ba, Nguyen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:90-110.

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2020Predicting stock market crises using daily stock market valuation and investor sentiment indicators. (2020). Wu, Xiang ; Liu, Yufang ; Zhou, Qingling ; Fu, Junhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304108.

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2017Foreign policy uncertainty shocks and US macroeconomic activity: Evidence from China. (2017). Fontaine, Idriss ; Razafindravaosolonirina, Justinien ; Didier, Laurent. In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:121-125.

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2018Dynamic connectedness of uncertainty across developed economies: A time-varying approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:63-75.

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2018On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71.

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2019The cyclical structure of the UK inflation rate: 1210–2016. (2019). Gil-Alana, Luis ; Trani, Tommaso. In: Economics Letters. RePEc:eee:ecolet:v:181:y:2019:i:c:p:182-185.

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2017Economic policy uncertainty and cash holdings: Evidence from BRIC countries. (2017). Demir, Ender ; Ersan, Oguz. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:189-200.

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2019Oil price shocks and GDP growth: Do energy shares amplify causal effects?. (2019). Bergmann, Philip. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:1010-1040.

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2019Asymmetric reactions of the US natural gas market and economic activity. (2019). Okimoto, Tatsuyoshi ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:86-99.

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2019Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence. (2019). Jalles, Joao ; Afonso, Antonio. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:208-224.

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2019Contagion risk in global banking sector. (2019). Mishra, Anil ; Choudhury, Tonmoy ; Batten, Jonathan A ; Daly, Kevin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118300684.

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2019Representation, estimation and forecasting of the multivariate index-augmented autoregressive model. (2019). Guardabascio, Barbara ; Cubadda, Gianluca. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:67-79.

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2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty. (2018). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian ; Ma, Jun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:317-337.

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2019Uncertainty over production forecasts: An empirical analysis using monthly quantitative survey data. (2019). MORIKAWA, MASAYUKI. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:163-179.

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2019Economic policy uncertainty: A literature review. (2019). Algharabali, Barrak Ghanim ; Al-Thaqeb, Saud Asaad. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300726.

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2019Financial regimes and uncertainty shocks. (2019). Alessandri, Piergiorgio ; Mumtaz, Haroon. In: Journal of Monetary Economics. RePEc:eee:moneco:v:101:y:2019:i:c:p:31-46.

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2019Policy uncertainty exposure and market value: Evidence from China. (2019). Zhou, Sili ; Zhang, Yubing ; Yu, Yiwei ; Yang, Zhenyi . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x1930126x.

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2019Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China. (2019). Nie, HE ; Meng, Juan ; He, Luli ; Jiang, Yonghong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:626-634.

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2019Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach. (2019). Gupta, Rangan ; Gabauer, David ; Antonakakis, Nikolaos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313202.

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2019Austerity, inequality, and private debt overhang. (2019). Winkler, Roland ; Klein, Mathias. In: European Journal of Political Economy. RePEc:eee:poleco:v:57:y:2019:i:c:p:89-106.

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2019Transmission of uncertainty shocks: Learning from heterogeneous responses on a panel of EU countries. (2019). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:62-83.

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2019Non-macro-based Google searches, uncertainty, and real economic activity. (2019). Gerotto, Luca ; Donadelli, Michael. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:111-142.

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2019How important are different aspects of uncertainty in driving industrial production in the CEE countries?. (2019). Dbrowski, Marek A ; Papie, Monika ; Miech, Sawomir. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:252-266.

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2020Economic policy uncertainty and credit growth: Evidence from a global sample. (2020). LE, Thai-Ha ; Canh, Nguyen ; Su, Thanh Dinh ; Nguyen, Canh Phuc. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302326.

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2019The propagation of uncertainty shocks : Rotemberg vs. Calvo. (2019). Oh, Joonseok. In: Economics Working Papers. RePEc:eui:euiwps:eco2019/01.

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2019The Role of Households Borrowing Constraints in the Transmission of Monetary Policy This paper investigates how the transmission of monetary policy to the real economy depends on the distribution of h. (2019). Hubert, Paul ; Cumming, Fergus. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1920.

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2020Credit, banking fragility and economic performance. (2020). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2003.

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2019The Nonlinear Effects of Uncertainty Shocks. (2018). Owyang, Michael ; Kliesen, Kevin ; Jackson Young, Laura. In: Working Papers. RePEc:fip:fedlwp:2018-035.

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2019Identifying shocks via time-varying volatility. (2019). Lewis, Daniel. In: Staff Reports. RePEc:fip:fednsr:871.

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2019Financial Stress Index as a Generalized Indicator of Financial Instability. (2019). Ovcharov, Anton O ; Yu, Marina. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:190303:p:38-54.

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2019Domestic and Global Uncertainty: A Survey and Some New Results. (2019). Castelnuovo, Efrem. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2019n13.

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2019State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications. (2019). Zanetti, Francesco ; Theodoridis, Konstantinos ; Pizzinelli, Carlo. In: IMES Discussion Paper Series. RePEc:ime:imedps:19-e-03.

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2019The Euro-Area Government Spending Multiplier at the Effective Lower Bound. (2019). Melina, Giovanni ; Fragetta, Matteo ; di Serio, Mario ; Amendola, Adalgiso. In: IMF Working Papers. RePEc:imf:imfwpa:19/133.

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2019Simulation of Contagion in the Stock Markets Using Cross-Shareholding Networks: A Case from an Emerging Market. (2019). Gharneh, Naser Shams ; Dastkhan, Hossein. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9781-6.

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2020Are Central Bankers Inflation Nutters? An MCMC Estimator of the Long-Memory Parameter in a State Space Model. (2020). Andersson, Fredrik ; Li, Yushu. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09900-3.

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2019The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Wohar, Mark E ; Marco, Chi Keung. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-018-9400-3.

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2019On the Reaction of Stock Market to Monetary Policy Innovations: New Evidence from Nigeria. (2019). Yola, Abdul-Nasir T. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:5:y:2019:i:2:p:94-98.

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2019Uncertainty shocks in emerging economies. (2019). Miescu, Mirela. In: Working Papers. RePEc:lan:wpaper:277077821.

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2019On the Global Impact of Risk-off Shocks and Policy-put Frameworks. (2019). Kamber, Gunes ; Caballero, Ricardo. In: NBER Working Papers. RePEc:nbr:nberwo:26031.

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2019Rising Policy Uncertainty. (2019). Davis, Steven. In: NBER Working Papers. RePEc:nbr:nberwo:26243.

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2019Sticky prices and the transmission mechanism of monetary policy: A minimal test of New Keynesian models. (2019). Haber, Timo ; Ascari, Guido. In: Economics Series Working Papers. RePEc:oxf:wpaper:869.

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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0234.

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2019Time-varying Fiscal Multipliers Identified by Systematic Component: A Bayesian Approach to TVP-SVAR model. (2019). Iiboshi, Hirokuni ; Soma, Naoto ; Kajita, Yuto ; Iwata, Yasuharu . In: MPRA Paper. RePEc:pra:mprapa:92631.

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2019Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments. (2019). Fanelli, Luca ; Angelini, Giovanni. In: MPRA Paper. RePEc:pra:mprapa:93864.

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2019Forecasting European Economic Policy Uncertainty. (2019). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:96268.

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2020Dynamic Asymmetry and Fiscal Policy. (2020). Zanetti Chini, Emilio. In: MPRA Paper. RePEc:pra:mprapa:98499.

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2020Measuring the effects of U.S. uncertainty and monetary conditions on EMEs macroeconomic dynamics. (2020). Trecroci, Carmine ; Rivolta, Giulia. In: MPRA Paper. RePEc:pra:mprapa:99403.

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2017Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732.

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2018On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:201829.

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2018Greek Economic Policy Uncertainty: Does it Matter for the European Union?. (2018). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201840.

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2018The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels. (2018). Wohar, Mark ; Olasehinde-Williams, Godwin ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201857.

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2019Are Uncertainties across the World Convergent?. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Gozgor, Giray ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201907.

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2020Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin ; Nel, Jacobus A ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:202005.

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2019Monetary policy regimes and inflation persistence in the United Kingdom. (2019). Zakipour-Saber, Shayan. In: Working Papers. RePEc:qmw:qmwecw:895.

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2019Significant Determiners of Greek Debt Crisis: A Comparative Analysis with Probit and MARS Approaches. (2019). Yuksel, Serhat ; Mizrak, Filiz. In: International Journal of Finance & Banking Studies. RePEc:rbs:ijfbss:v:8:y:2019:i:3:p:33-50.

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2019Commodity Price Uncertainty as a Leading Indicator of Economic Activity. (2019). Bakas, Dimitrios ; Ioakimidis, Marilou ; Triantafyllou, Athanasios. In: Working Paper series. RePEc:rim:rimwps:19-03.

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2019The transmission of uncertainty shocks on income inequality: State-level evidence from the United States. (2019). Pfarrhofer, Michael ; Huber, Florian ; Fischer, Manfred. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_004.

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2019Interest Rate Hysteresis in Macroeconomic Investment under Uncertainty. (2019). Göcke, Matthias ; Belke, Ansgar ; Gocke, Matthias. In: ROME Working Papers. RePEc:rmn:wpaper:201902.

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2019Investigating the Banking Sector Development Transmission Mechanism of Financial Development to Growth: Evidence from Sub-Saharan Africa (SSA). (2019). Rhodaoluwafisayomi, Ajibola ; Okoli, Tochukwu Timothy. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:11:y:2019:i:2:p:120-131.

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2019Economic Policy Uncertainty and the Supply of Business Loans. (2019). Civelli, Andrea ; Barraza, Santiago. In: Working Papers. RePEc:sad:wpaper:134.

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2019Regional convergence clubs in China: identification and conditioning factors. (2019). Wang, Xiaoye ; Xu, Wei ; Zhang, Weili. In: The Annals of Regional Science. RePEc:spr:anresc:v:62:y:2019:i:2:d:10.1007_s00168-019-00898-y.

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2019News Shocks: Different Effects in Boom and Recession?. (2019). Bolboaca, Maria ; Fischer, Sarah. In: Working Papers. RePEc:szg:worpap:1901.

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2019The industrial impact of economic uncertainty shocks in Australia. (2019). Vespignani, Joaquin ; Burrell, Hamish. In: Working Papers. RePEc:tas:wpaper:32142.

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2019Understanding the size of the government spending multiplier: It’s in the sign. (2019). Matthes, Christian ; Debortoli, Davide ; Barnichon, Regis. In: Economics Working Papers. RePEc:upf:upfgen:1688.

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2020Die Europäische Währungsunion im Wandel. (2020). Pekanov, Atanas. In: WIFO Monatsberichte (monthly reports). RePEc:wfo:monber:y:2020:i:3:p:165-175.

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2019Assessing the Economic Content of Direct and Indirect Business Uncertainty Measures. (2019). Hölzl, Werner ; Holzl, Werner ; Glocker, Christian. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2019:i:576.

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2019The Shape of Eurozone’s Uncertainty: Its Impact and Predictive Value on GDP. (2019). Mohr, Oliver ; Mai, Nicola ; Fendel, Ralf. In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:19-01.

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2019Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik. In: Working papers. RePEc:yon:wpaper:2019rwp-142.

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More than 100 citations found, this list is not complete...

Works by Giovanni Caggiano:


YearTitleTypeCited
2011Working Paper 139 - The Macroeconomic Impact of Higher Capital Ratios on African Economies In: Working Paper Series.
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2013Working Paper 190 - Early Warning Systems and Systemic Banking Crises in Low Income Countries: A Multinomial Logit Approach In: Working Paper Series.
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2020Economic Policy Uncertainty Spillovers in Booms and Busts In: Oxford Bulletin of Economics and Statistics.
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2018Economic policy uncertainty spillovers in booms and busts.(2018) In: CAMA Working Papers.
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2017Economic Policy Uncertainty Spillovers in Booms and Busts.(2017) In: Melbourne Institute Working Paper Series.
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2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 19
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2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: Working Paper series.
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This paper has another version. Agregated cites: 19
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2017Estimating the real effects of uncertainty shocks at the zero lower bound In: Research Discussion Papers.
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2017Estimating the real effects of uncertainty shocks at the Zero Lower Bound.(2017) In: European Economic Review.
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2017Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound.(2017) In: Melbourne Institute Working Paper Series.
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2015Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound.(2015) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 66
paper
2018Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound.(2018) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 66
paper
2017Uncertainty and monetary policy in good and bad times In: Research Discussion Papers.
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paper35
2017Uncertainty and Monetary Policy in Good and Bad Times.(2017) In: Melbourne Institute Working Paper Series.
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paper
2014Uncertainty and Monetary Policy in Good and Bad Times.(2014) In: Marco Fanno Working Papers.
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paper
2017Uncertainty and Monetary Policy in Good and Bad Times.(2017) In: RBA Research Discussion Papers.
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paper
2017Uncertainty across volatility regimes In: Research Discussion Papers.
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paper4
2019Uncertainty across volatility regimes.(2019) In: Journal of Applied Econometrics.
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2017Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound In: CESifo Working Paper Series.
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paper36
2017Uncertainty and Monetary Policy in Good and Bad Times In: CESifo Working Paper Series.
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paper17
2017Uncertainty Across Volatility Regimes In: CESifo Working Paper Series.
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paper7
2018Economic Policy Uncertainty Spillovers in Booms and Busts In: CESifo Working Paper Series.
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paper2
2018Liquidity Traps and Large-Scale Financial Crises In: CESifo Working Paper Series.
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2018Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach In: CESifo Working Paper Series.
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paper0
2018Risk Management-Driven Policy Rate Gap In: CESifo Working Paper Series.
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paper1
2007Globalization, Immigration, and Lewisian Elastic Labor in Pre–World War II Southeast Asia In: The Journal of Economic History.
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article9
2009Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK In: Working Paper Series.
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paper40
2011Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK.(2011) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 40
article
2017Liquidity traps and large-scale financial crises In: Journal of Economic Dynamics and Control.
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article1
2017Liquidity traps and large-scale financial crises.(2017) In: Post-Print.
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This paper has another version. Agregated cites: 1
paper
2016Liquidity Traps and Large-Scale Financial Crises.(2016) In: Melbourne Institute Working Paper Series.
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This paper has another version. Agregated cites: 1
paper
2018Liquidity Traps and Large-Scale Financial Crises.(2018) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 1
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2011On the dynamics of international inflation In: Economics Letters.
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article5
2012Fiscal and financial determinants of Eurozone sovereign spreads In: Economics Letters.
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article22
2012Fiscal and Financial Determinants of Eurozone Sovereign Spreads.(2012) In: Marco Fanno Working Papers.
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paper
2017Economic policy uncertainty and unemployment in the United States: A nonlinear approach In: Economics Letters.
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article43
2017Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach.(2017) In: Melbourne Institute Working Paper Series.
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This paper has another version. Agregated cites: 43
paper
2016Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach.(2016) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
2018Risk management-driven policy rate gap In: Economics Letters.
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article1
2018Risk management-driven policy rate gap.(2018) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 1
paper
2018Risk Management-Driven Policy Rate Gap.(2018) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 1
paper
2007A note on the empirics of the neoclassical growth model In: Economics Letters.
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article1
2006A note on the empirics of the neoclassical growth model.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2013Nelson–Plosser revisited: The ACF approach In: Journal of Econometrics.
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article18
2005Nelson-Plosser Revisited: the ACF Approach.(2005) In: Working Papers.
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2008Nelson-Plosser revisited: the ACF approach.(2008) In: Working Paper series.
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2016Comparing logit-based early warning systems: Does the duration of systemic banking crises matter? In: Journal of Empirical Finance.
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article7
2014Early warning systems and systemic banking crises in low income countries: A multinomial logit approach In: Journal of Banking & Finance.
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article28
2014Uncertainty shocks and unemployment dynamics in U.S. recessions In: Journal of Monetary Economics.
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article150
2014Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions.(2014) In: Melbourne Institute Working Paper Series.
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2015Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions.(2015) In: Department of Economics - Working Papers Series.
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2006International Output Convergence: Evidence from an AutoCorrelation Function Approach In: Working Papers.
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paper13
2009International output convergence: evidence from an autocorrelation function approach.(2009) In: Journal of Applied Econometrics.
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article
2007Migration and Elastic Labour in Economic Development: Southeast Asia before World War II In: Working Papers.
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paper0
2007Globalization and Labor Market Integration in Late Nineteenth- and Early Twentieth-Century Asia In: Working Papers.
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paper5
2014Estimating Fiscal Multipliers: News from a Nonlinear World In: Melbourne Institute Working Paper Series.
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paper77
2015Estimating Fiscal Multipliers:News From a Nonlinear World.(2015) In: Department of Economics - Working Papers Series.
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2015Estimating Fiscal Multipliers: News From A Non‐linear World.(2015) In: Economic Journal.
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article
2010Expert and Peer Pressure in Food and Wine Tasting: Evidence from a Pilot Experiment In: Enometrica.
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paper1
2008Long Memory and Non-Linearities in International Inflation In: Marco Fanno Working Papers.
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2013Uncertainty Shocks and Unemployment Dynamics: An Analysis of Post-WWII U.S. Recessions In: Marco Fanno Working Papers.
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paper21
2014Estimating fiscal multipliers: evidence from a nonlinear world In: Marco Fanno Working Papers.
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paper52
2013Multimodality in the distribution of GDP and the absolute convergence hypothesis In: Empirical Economics.
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article6
2016Bank competition, financial dependence, and economic growth in the Gulf Cooperation Council In: Policy Research Working Paper Series.
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