Giovanni Caggiano : Citation Profile


Are you Giovanni Caggiano?

Monash University

14

H index

15

i10 index

814

Citations

RESEARCH PRODUCTION:

20

Articles

65

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 54
   Journals where Giovanni Caggiano has often published
   Relations with other researchers
   Recent citing documents: 139.    Total self citations: 28 (3.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca325
   Updated: 2021-03-01    RAS profile: 2020-10-24    
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Relations with other researchers


Works with:

Castelnuovo, Efrem (46)

Pellegrino, Giovanni (10)

Nodari, Gabriela (8)

Fanelli, Luca (8)

Figueres, Juan (6)

Damette, Olivier (5)

PARENT, Antoine (5)

Wong, Benjamin (3)

Anderson, Heather (3)

Angelini, Giovanni (3)

Bacchiocchi, Emanuele (3)

Vahid, Farshid (2)

Calice, Pietro (2)

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

Is cited by:

GUPTA, RANGAN (56)

Castelnuovo, Efrem (53)

Wohar, Mark (25)

Pellegrino, Giovanni (17)

Lau, Chi Keung (15)

Fernández-Huertas Moraga, Jesús (15)

Belke, Ansgar (13)

Lim, Guay (13)

Afonso, Antonio (11)

Balcilar, Mehmet (10)

Okimoto, Tatsuyoshi (10)

Cites to:

Abadir, Karim (18)

Demirguc-Kunt, Asli (17)

Castelnuovo, Efrem (16)

Talmain, Gabriel (14)

Detragiache, Enrica (14)

Caballero, Ricardo (9)

Engel, Eduardo (9)

Koop, Gary (8)

Reinhart, Carmen (8)

Gertler, Mark (8)

Potter, Simon (7)

Main data


Where Giovanni Caggiano has published?


Journals with more than one article published# docs
Economics Letters6

Working Papers Series with more than one paper published# docs
"Marco Fanno" Working Papers / Dipartimento di Scienze Economiche "Marco Fanno"14
CESifo Working Paper Series / CESifo12
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 (2021 and 2020)


YearTitle of citing document
2020Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05.

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2020The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area. (2020). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-12.

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2020Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia. (2020). Vespignani, Joaquin ; Brückner, Markus. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2020-674.

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2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

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2020Regularized 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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2020Business and consumer uncertainty in the face of the pandemic: A sector analysis in European countries. (2020). Claveria, Oscar. In: Papers. RePEc:arx:papers:2012.02091.

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2020Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). GAO, Jiti ; Liu, Fei ; Peng, Bin. In: Papers. RePEc:arx:papers:2012.03182.

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2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Bacchiocchi, Emanuele ; Dragomirescu-Gaina, Catalin. In: Papers. RePEc:arx:papers:2102.06404.

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2020Does the Credit-to-GDP Gap Predict Financial Crisis in Nigeria?. (2020). Ihejirika, Peters O. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2020:p:109-126.

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2020Economic policy uncertainty in Latin America: measurement using Spanish newspapers and economic spillovers. (2020). Pérez, Javier ; Ghirelli, Corinna ; Urtasun, Alberto ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:2024.

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2020Can news help measure economic sentiment? An application in COVID-19 times. (2020). Urtasun, Alberto ; Pacce, Matias ; Ghirelli, Corinna ; Aguilar, Pablo. In: Working Papers. RePEc:bde:wpaper:2027.

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2021Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets. (2021). Pagliari, Maria Sole ; Ferrari, Massimo ; Kurcz, Frederik. In: Working papers. RePEc:bfr:banfra:802.

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2020Should We Worry about Government Debt? Thoughts on Australias COVID?19 Response. (2020). Edmond, Chris ; Preston, Bruce ; Holden, Richard. In: Australian Economic Review. RePEc:bla:ausecr:v:53:y:2020:i:4:p:557-565.

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2020Regime shifts in the effects of Japan’s unconventional monetary policies. (2020). Okimoto, Tatsuyoshi ; Miyao, Ryuzo. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:6:p:749-772.

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2020We just estimated twenty million fiscal multipliers. (2020). ÄŒapek, Jan ; Cuaresma, Jesus Crespo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:3:p:483-502.

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2020Europe Through the Crisis: Discretionary Policy Changes and Automatic Stabilizers. (2020). Tasseva, Iva ; Paulus, Alari. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:4:p:864-888.

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2020On the Time‐Varying Effects of Economic Policy Uncertainty on the US Economy. (2020). Schlosser, Alexander ; Pruser, Jan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:1217-1237.

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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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2021Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_001.

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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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2020Where You Export Matters: Measuring Uncertainty in Turkeys Export Markets. (2020). Gözgör, Giray ; Pekel, Sercan ; Fang, Jianchun. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8404.

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2020Increasing Business Uncertainty and Credit Conditions in Times of Low and High Uncertainty: Evidence from Firm-Level Survey Data. (2020). Henzel, Steffen ; Grimme, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8791.

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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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2020Nonlinearities and expenditure multipliers in the Eurozone.. (2020). Punzo, Chiara ; Perdichizzi, Salvatore ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def088.

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2020Nonlinearities and expenditure multipliers in the Eurozone.. (2020). Punzo, Chiara ; Perdichizzi, Salvatore ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def089.

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2020Heteroskedastic Proxy Vector Autoregressions. (2020). Schlaak, Thore ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1876.

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2020Financial disruptions and heightened uncertainty: a case for timely policy action. (2020). Smadu, Andra ; Nalban, Valeriu. In: DNB Working Papers. RePEc:dnb:dnbwpp:687.

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2020Tax multipliers across the business cycle. (2020). Konietschke, Paul ; Bonam, Dennis. In: DNB Working Papers. RePEc:dnb:dnbwpp:699.

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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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2020World Economic Policy Uncertainty and Foreign Direct Investment. (2020). Nawo, Larissa ; Njangang, Henri ; Avom, Dsir. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00128.

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2020The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00167.

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2020Do words hurt more than actions? The impact of trade tensions on financial markets. (2020). Pagliari, Maria Sole ; Minesso Ferrari, Massimo ; Kurcz, Frederik. In: Working Paper Series. RePEc:ecb:ecbwps:20202490.

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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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2020Policy certainty and heterogeneous firm innovation: Evidence from China. (2020). Kong, Dongming ; Jiang, Xiandeng ; Xiao, Chengrui. In: China Economic Review. RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x20300973.

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2020The fiscal state-dependent effects of capital income tax cuts. (2020). Yang, Shu-Chun S ; Shen, Wenyi ; Fotiou, Alexandra. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920300300.

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2020Euro area sovereign yield spreads as determinants of private sector borrowing costs. (2020). Tober, Silke ; Theobald, Thomas. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:27-37.

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2020Political incentives and local government spending multiplier: Evidence for Chinese provinces (1978–2016). (2020). Zhang, Wen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:59-71.

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2020Structural analysis with mixed-frequency data: A model of US capital flows. (2020). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:427-443.

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2020Risk, uncertainty, and leverage. (2020). Serletis, Apostolos ; Istiak, Khandokar. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:257-273.

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2020Determinants of corporate default risk in China: The role of financial constraints. (2020). Liu, Ding ; Xu, Liao ; Ouyang, Ruolan ; Zhang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:87-98.

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2021Does economic convergence hold? A spatial quantile analysis on European regions. (2021). Postiglione, Paolo ; Cartone, Alfredo. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:408-417.

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2020Bank fee-based shocks and the U.S. business cycle. (2020). Theoret, Raymond ; Calmes, Christian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940817303595.

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2020Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456.

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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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2020U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305485.

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2020Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market. (2020). Yin, Libo ; Wang, Ziwei ; He, Feng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303055.

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2020Does the credit supply shock have asymmetric effects on macroeconomic variables?. (2020). Paccagnini, Alessia ; Colombo, Valentina. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176520300100.

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2020Measuring macroeconomic uncertainty: A historical perspective. (2020). Shen, Yifan. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303566.

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2021Uncertainty shocks and the great recession: Nonlinearities matter. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni ; Pellegrino, Giovanni. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304298.

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2020The euro-area government spending multiplier at the effective lower bound. (2020). Melina, Giovanni ; Fragetta, Matteo ; di Serio, Mario ; Amendola, Adalgiso. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120301124.

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2020Bank competition, concentration and EU SME cost of debt. (2020). Han, Liang ; Wang, Xiaodong ; Huang, Xing. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301782.

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2020Predicting systemic financial crises with recurrent neural networks. (2020). Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300243.

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2020Uncertainty matters: Evidence from close elections. (2020). Redl, Chris. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300155.

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2020Determinants of foreign direct investment inflows: The role of economic policy uncertainty. (2020). Nguyen Thanh, Binh ; Canh, Nguyen ; Binh, Nguyen Thanh ; Schinckus, Christophe ; Dinhthanh, SU. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:159-172.

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2020The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads. (2020). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina. In: International Review of Law and Economics. RePEc:eee:irlaec:v:63:y:2020:i:c:s014481882030137x.

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2020Which external shock matters in small open economies? Global risk aversion vs. US economic policy uncertainty. (2020). Sohn, Wook ; Lim, Hyunjoon ; Kim, Youngju. In: Japan and the World Economy. RePEc:eee:japwor:v:54:y:2020:i:c:s0922142520300128.

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2020Economic policy uncertainty and the supply of business loans. (2020). Civelli, Andrea ; Barraza, Santiago. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302454.

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2020An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach. (2020). Spyrou, Spyros ; Galariotis, Emilios ; Filippopoulou, Chryssanthi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:344-363.

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2020Can policy and financial risk predict stock markets?. (2020). Molnár, Peter ; Norlin, Karl-Martin ; Molnar, Peter ; Krakstad, Svein Olav ; Emblem, Marius Aleksander. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:701-719.

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2020The impact of uncertainty on the macro-financial linkage with international financial exposure. (2020). Punzi, Maria Teresa. In: Journal of Economics and Business. RePEc:eee:jebusi:v:110:y:2020:i:c:s0148619519300918.

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2020Fragility and the effect of international uncertainty shocks. (2020). onorante, luca ; Huber, Florian ; Cuaresma, Jesus Crespo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300838.

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2020The international effects of global financial uncertainty shocks. (2020). Ricci, Martino ; Bonciani, Dario. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301923.

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2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

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2020The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR. (2020). Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309365.

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2020Job creation in tight and slack labor markets. (2020). Buchheim, Lukas ; Wilhelm, Matthias ; Watzinger, Martin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:126-143.

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2020Empirical study of financial crises based on topological data analysis. (2020). Zhao, Xinyao ; Sun, Weihua ; Zhang, Xin ; Xia, Shengxiang ; Guo, Hongfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:558:y:2020:i:c:s0378437120304994.

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2021On the hysteresis of financial crises in the US: Evidence from S&P 500. (2021). Bentes, Sonia R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308815.

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2020Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty. (2020). GUPTA, RANGAN ; Christou, Christina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:243-248.

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2020Impact of US policy uncertainty on Mexico: Evidence from linear and nonlinear tests. (2020). Istiak, Khandokar ; Alam, Md Rafayet. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:355-366.

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2020Does the risk on banks’ balance sheets predict banking crises? New evidence for developing countries. (2020). de Haan, Jakob ; Jing, Zhongbo ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:254-268.

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2021Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities. (2021). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Subramaniam, Sowmya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:289-298.

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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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2020Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market. (2020). Chiang, Thomas C ; Chen, Xiaoyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s027553191930892x.

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2020Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China. (2020). Li, Youwei ; Wang, Ziwei ; He, Feng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309419.

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2020Uncovering the global network of economic policy uncertainty. (2020). Zhao, Wan-Li ; Marfatia, Hardik ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919311845.

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2020Unveiling the causal relationships among banking competition, stock and insurance market development, and economic growth in Europe. (2020). Arvin, Mak ; Bennett, Sara E ; Nair, Mahendhiran ; Pradhan, Rudra P. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:55:y:2020:i:c:p:74-87.

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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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2020Uncertainty and Growth Disasters. (2020). Ma, Sai ; Jovanovic, Boyan. In: International Finance Discussion Papers. RePEc:fip:fedgif:1279.

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2020FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael W. In: Working Papers. RePEc:fip:fedlwp:87608.

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2021Sugar Prices vs. Financial Market Uncertainty in the Time of Crisis: Does COVID-19 Induce Structural Changes in the Relationship?. (2021). Smutka, Luboš ; Kotyza, Pavel ; Prochazka, Petr ; Wielechowski, Micha ; Czech, Katarzyna. In: Agriculture. RePEc:gam:jagris:v:11:y:2021:i:2:p:93-:d:484771.

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2020Economic Uncertainty and Remittances Flow: Heterogeneity Matters. (2020). Mawusi, Charles. In: Working Papers. RePEc:hal:wpaper:hal-02948379.

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2020Industrial Impact of Economic Uncertainty Shocks in Australia. (2020). Vespignani, Joaquin ; Burrell, Hamish. In: Working Papers. RePEc:hal:wpaper:hal-03053360.

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2020Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States. (2020). Troster, Victor ; Uddin, Gazi Salah ; Granberg, Mark ; Ahmed, Ali. In: LiU Working Papers in Economics. RePEc:hhs:liuewp:0007.

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2020Fiscal Adjustments and Debt-Dependent Multipliers: Evidence from the U.S. Time Series. (2020). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-103.

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2020Measuring and assessing economic uncertainty. (2020). Claveria, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202011.

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2020Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times. (2020). Balcilar, Mehmet ; Wohar, Mark E ; Ozdemir, Huseyin. In: IZA Discussion Papers. RePEc:iza:izadps:dp13274.

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2021Economic Policy Uncertainty: Cross-Country Linkages and Spillover Effects on Economic Development in Some Belt and Road Countries. (2021). Dong, Yajing ; Yuan, Jing ; Cai, Zongwu ; Zhai, Weijie. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202110.

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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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2020Quantifying uncertainty and identifying its impacts on the Turkish economy. (2020). CEVIK, SAYGIN ; Cosar, Evren Erdogan ; Sahinoz, Saygin. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-018-9424-8.

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2021Consumer Debt Prevention and Discharge in the Arabian Gulf. (2021). Burton, D. In: Journal of Consumer Policy. RePEc:kap:jcopol:v:44:y:2021:i:1:d:10.1007_s10603-020-09471-z.

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2020The covid-induced uncertainty shocks. (2020). Rossi, Raffaele ; Miescu, Mirela. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:2013.

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2020Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). Liu, Fei ; Gao, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-44.

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2020FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:26872.

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2020Uncertainty and monetary policy in good and bad times: A replication of the VAR investigation by Bloom (2009). (2020). Caggiano, Giovanni ; Castelnuovo, Efrem ; Nodari, Gabriela. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0261.

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2020Uncertainty, monetary policy and COVID-19. (2020). pinshi, christian. In: MPRA Paper. RePEc:pra:mprapa:100147.

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2020COVID-19 uncertainty and monetary policy. (2020). pinshi, christian. In: MPRA Paper. RePEc:pra:mprapa:100184.

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2020The impact of trade policy uncertainty shocks on the Euro Area. (2020). Lenarčič, Črt ; Lenari, RT ; Arigoni, Filippo. In: MPRA Paper. RePEc:pra:mprapa:100832.

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2020Monetary policy, uncertainty and COVID-19. (2020). pinshi, christian. In: MPRA Paper. RePEc:pra:mprapa:100836.

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2020Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; ben Zaied, Younes ; Awijen, Haithem . In: MPRA Paper. RePEc:pra:mprapa:101276.

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2020Revising the Impact of Financial and Non-Financial Global Stock Market Volatility Shocks. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: MPRA Paper. RePEc:pra:mprapa:103019.

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2020Economic Uncertainty and Remittances Flow: Heterogeneity Matters. (2020). Mawusi, Charles. In: MPRA Paper. RePEc:pra:mprapa:103097.

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

Works by Giovanni Caggiano:


YearTitleTypeCited
2020Uncertainty and Monetary Policy during Extreme Events In: Economics Working Papers.
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paper1
2020Uncertainty and Monetary Policy during Extreme Events.(2020) In: CESifo Working Paper Series.
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2020Uncertainty and monetary policy during extreme events.(2020) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 1
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2011Working Paper 139 - The Macroeconomic Impact of Higher Capital Ratios on African Economies In: Working Paper Series.
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paper1
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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paper1
2020Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic In: Australian Economic Review.
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article0
2020Sectoral employment dynamics in Australia.(2020) In: CAMA Working Papers.
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2020Sectoral Employment Dynamics in Australia.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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2020Economic Policy Uncertainty Spillovers in Booms and Busts In: Oxford Bulletin of Economics and Statistics.
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article36
2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 36
paper
2018Economic policy uncertainty spillovers in booms and busts.(2018) In: CAMA Working Papers.
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paper
2017Economic Policy Uncertainty Spillovers in Booms and Busts.(2017) In: Melbourne Institute Working Paper Series.
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paper
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: 36
paper
2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: Working Paper series.
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This paper has another version. Agregated cites: 36
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2017Estimating the real effects of uncertainty shocks at the zero lower bound In: Research Discussion Papers.
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paper74
2017Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound.(2017) In: CESifo Working Paper Series.
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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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This paper has another version. Agregated cites: 74
article
2017Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound.(2017) In: Melbourne Institute Working Paper Series.
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This paper has another version. Agregated cites: 74
paper
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: 74
paper
2018Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound.(2018) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
paper
2017Uncertainty and monetary policy in good and bad times In: Research Discussion Papers.
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paper45
2017Uncertainty and Monetary Policy in Good and Bad Times.(2017) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 45
paper
2017Uncertainty and Monetary Policy in Good and Bad Times.(2017) In: Melbourne Institute Working Paper Series.
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This paper has another version. Agregated cites: 45
paper
2014Uncertainty and Monetary Policy in Good and Bad Times.(2014) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 45
paper
2017Uncertainty and Monetary Policy in Good and Bad Times.(2017) In: RBA Research Discussion Papers.
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This paper has another version. Agregated cites: 45
paper
2017Uncertainty across volatility regimes In: Research Discussion Papers.
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paper27
2017Uncertainty Across Volatility Regimes.(2017) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 27
paper
2019Uncertainty across volatility regimes.(2019) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 27
article
2020The global effects of Covid-19-induced uncertainty In: Research Discussion Papers.
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paper9
2020The Global Effects of Covid-19-Induced Uncertainty.(2020) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 9
paper
2020The global effects of Covid-19-induced uncertainty.(2020) In: Economics Letters.
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This paper has another version. Agregated cites: 9
article
2020The global effects of Covid-19-induced uncertainty.(2020) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 9
paper
2020The global effects of Covid-19-induced uncertainty.(2020) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 9
paper
2020Are fiscal multipliers estimated with proxy-SVARs robust? In: Research Discussion Papers.
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2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: Working Papers.
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2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: CESifo Working Paper Series.
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2020Are fiscal multipliers estimated with proxy-SVARs robust?.(2020) In: CAMA Working Papers.
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paper
2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 0
paper
2018Liquidity Traps and Large-Scale Financial Crises In: CESifo Working Paper Series.
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paper2
2017Liquidity traps and large-scale financial crises.(2017) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 2
article
2017Liquidity traps and large-scale financial crises.(2017) In: Post-Print.
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paper
2016Liquidity Traps and Large-Scale Financial Crises.(2016) In: Melbourne Institute Working Paper Series.
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paper
2018Liquidity Traps and Large-Scale Financial Crises.(2018) In: Marco Fanno Working Papers.
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paper
2018Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach In: CESifo Working Paper Series.
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paper69
2017Economic policy uncertainty and unemployment in the United States: A nonlinear approach.(2017) In: Economics Letters.
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This paper has another version. Agregated cites: 69
article
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: 69
paper
2016Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach.(2016) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 69
paper
2018Risk Management-Driven Policy Rate Gap In: CESifo Working Paper Series.
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paper2
2018Risk management-driven policy rate gap.(2018) In: Economics Letters.
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2018Risk management-driven policy rate gap.(2018) In: CAMA Working Papers.
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paper
2018Risk Management-Driven Policy Rate Gap.(2018) In: Marco Fanno Working Papers.
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2020Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly In: CESifo Working Paper Series.
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paper0
2020Financial uncertainty and real activity: The good, the bad, and the ugly.(2020) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 0
paper
2020Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly.(2020) In: Marco Fanno Working Papers.
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paper
2020Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009) In: CESifo Working Paper Series.
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paper1
2020Uncertainty and monetary policy in good and bad times: A Replication of the VAR investigation by Bloom (2009).(2020) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 1
paper
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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paper41
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: 41
article
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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article24
2012Fiscal and Financial Determinants of Eurozone Sovereign Spreads.(2012) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 24
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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article21
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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article14
2014Early warning systems and systemic banking crises in low income countries: A multinomial logit approach In: Journal of Banking & Finance.
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article39
2014Uncertainty shocks and unemployment dynamics in U.S. recessions In: Journal of Monetary Economics.
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article188
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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paper
2006International Output Convergence: Evidence from an AutoCorrelation Function Approach In: Working Papers.
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paper15
2009International output convergence: evidence from an autocorrelation function approach.(2009) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 15
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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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paper97
2015Estimating Fiscal Multipliers:News From a Nonlinear World.(2015) In: Department of Economics - Working Papers Series.
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This paper has another version. Agregated cites: 97
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2015Estimating Fiscal Multipliers: News From A Non‐linear World.(2015) In: Economic Journal.
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This paper has another version. Agregated cites: 97
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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paper0
2013Uncertainty Shocks and Unemployment Dynamics: An Analysis of Post-WWII U.S. Recessions In: Marco Fanno Working Papers.
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paper24
2014Estimating fiscal multipliers: evidence from a nonlinear world In: Marco Fanno Working Papers.
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paper50
2013Multimodality in the distribution of GDP and the absolute convergence hypothesis In: Empirical Economics.
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article8
2016Bank competition, financial dependence, and economic growth in the Gulf Cooperation Council In: Policy Research Working Paper Series.
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