Giovanni Caggiano : Citation Profile


Are you Giovanni Caggiano?

Monash University

12

H index

13

i10 index

514

Citations

RESEARCH PRODUCTION:

17

Articles

46

Papers

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 39
   Journals where Giovanni Caggiano has often published
   Relations with other researchers
   Recent citing documents: 135.    Total self citations: 16 (3.02 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca325
   Updated: 2019-06-16    RAS profile: 2019-05-23    
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Relations with other researchers


Works with:

Castelnuovo, Efrem (36)

Nodari, Gabriela (13)

Pellegrino, Giovanni (11)

PARENT, Antoine (5)

Damette, Olivier (5)

Figueres, Juan (4)

Calice, Pietro (4)

Bacchiocchi, Emanuele (3)

Fanelli, Luca (3)

Leonida, Leone (3)

Groshenny, Nicolas (3)

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 (38)

Castelnuovo, Efrem (32)

Pellegrino, Giovanni (16)

Wohar, Mark (15)

Lim, Guay (13)

Fernández-Huertas Moraga, Jesús (10)

Afonso, Antonio (10)

Lau, Chi Keung (9)

Balcilar, Mehmet (9)

Winkler, Roland (8)

Arghyrou, Michael (8)

Cites to:

Demirguc-Kunt, Asli (17)

Castelnuovo, Efrem (17)

Abadir, Karim (17)

Detragiache, Enrica (14)

Talmain, Gabriel (13)

Caballero, Ricardo (9)

Pesaran, M (9)

Engel, Eduardo (9)

Gertler, Mark (8)

Reinhart, Carmen (8)

Karim, Dilruba (7)

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 (2019 and 2018)


YearTitle of citing document
2018The government spending multiplier at the zero lower bound: International evidence from historical data. (2018). Winkler, Roland ; Klein, Mathias. In: Working Papers. RePEc:ant:wpaper:2018001.

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2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803.

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2018Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1801.02925.

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2018Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows. (2018). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:1802.00793.

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2018The transmission of uncertainty shocks on income inequality: State-level evidence from the United States. (2018). Pfarrhofer, Michael ; Huber, Florian ; Fischer, Manfred. In: Papers. RePEc:arx:papers:1806.08278.

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2018Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50.

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2018Uncertainty and macroeconomics: transmission channels and policy implications. (2018). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: Rue de la Banque. RePEc:bfr:rueban:2018:61.

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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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2018Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?. (2018). Pellegrino, Giovanni ; Lim, Guay ; Castelnuovo, Efrem. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:1:p:70-86.

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2018Measuring Uncertainty and Its Impact on a Small Open Economy. (2018). Wong, Benjamin ; Vehbi, Tugrul ; Rice, Amy ; Greig, Lucy. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:1:p:87-98.

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2018Interest Rates, Local Housing Markets and House Price Over†reactions. (2018). Tsiaplias, Sarantis ; Lim, Guay. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:s1:p:33-48.

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2018Fiscal Trade‐Offs: The Relationship Between Output and Debt in Policy Interventions. (2018). McManus, Richard. In: Manchester School. RePEc:bla:manchs:v:86:y:2018:i:s1:p:50-82.

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2018Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound. (2018). Kaufmann, Daniel ; Baeurle, Gregor ; Baurle, Gregor. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:6:p:1243-1266.

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

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2018Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach. (2018). Kim, Jaebeom ; Larcher, Kevin. In: Working Papers. RePEc:bok:wpaper:1812.

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2018Identification and estimation issues in Structural Vector Autoregressions with external instruments. (2018). Fanelli, Luca ; Angelini, G. In: Working Papers. RePEc:bol:bodewp:wp1122.

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2018Uncertainty and spillover effects across the Euro area. (2018). Costantini, Mauro ; Angelini, Giovanni ; Easaw, Joshy. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/15.

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2018Uncertainty and spillover effects across the Euro area. (2018). Angelini, Giovanni ; Easaw, Joshy ; Costantini, Mauro. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/54.

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2017Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia. (2017). Castelnuovo, Efrem ; Tran, Trung Duc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6695.

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2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I. (2018). Lopez, Jose ; Mitchener, Kris James. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7066.

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2018What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers. (2018). Lim, Guay ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7366.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-20.

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2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I. (2018). Lopez, Jose ; Mitchener, Kris James. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12951.

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2018Economic Policy Uncertainty in Turkey. (2018). Jirasavetakul, La-Bhus ; Spilimbergo, Antonio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13352.

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2018Réduction du ratio de dette publique : quels instruments pour quels effets ?. (2018). Egron, Benjamin. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-1.

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2018Business investment in EU countries. (2018). Maria, José ; Lozej, Matija ; Júlio, Paulo ; Giordano, Claire ; de Winter, Jasper ; Buss, Ginters ; Banbura, Marta ; Gavura, Miroslav ; Pool, Sebastian ; Papageorgiou, Dimitris ; Bursian, Dirk ; Michail, Nektarios ; Ambrocio, Gene ; Meinen, Philipp ; Albani, Maria ; Carrascal, Carmen Martinez ; Babura, Marta ; Zevi, Giordano ; Malthe-Thagaard, Sune ; Toth, Mate ; le Roux, Julien ; san Juan, Lucio ; Julio, Paulo ; Sanjuan, Lucio ; Ravnik, Rafael. In: Occasional Paper Series. RePEc:ecb:ecbops:2018215.

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Low inflation and monetary policy in the euro area. (2017). Nobili, Andrea ; Neri, Stefano ; Conti, Antonio. In: Working Paper Series. RePEc:ecb:ecbwps:20172005.

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2018Banking Soundness: Comparison between Conventional and Sharia Banking in Indonesia. (2018). Musdholifah, Musdholifah ; Hartono, Ulil. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-36.

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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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2018Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:277-296.

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2018Fiscal policy interventions at the zero lower bound. (2018). Nguyen, Duc Khuong ; Paltalidis, Nikos ; Boubaker, Sabri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:297-314.

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2018Asymmetric effects of government spending shocks during the financial cycle. (2018). Tsintzos, Panagiotis ; Plakandaras, Vasilios ; Pragidis, I C. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:372-387.

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2018Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53.

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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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2018The study on the tail dependence structure between the economic policy uncertainty and several financial markets. (2018). Yao, Can-Zhong ; Sun, Bo-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:245-265.

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2017Google It Up! A Google Trends-based Uncertainty index for the United States and Australia. (2017). Castelnuovo, Efrem ; Tran, Trung Duc. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:149-153.

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2018Uncertainty and the real effects of monetary policy shocks in the Euro area. (2018). Pellegrino, Giovanni. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:177-181.

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2018Do fiscal spending news shocks generate financial spillovers?. (2018). Ong, Kian. In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:46-49.

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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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2018Does uncertainty affect real activity? Evidence from state-level data. (2018). mumtaz, haroon. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:127-130.

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2018The spillover of macroeconomic uncertainty between the U.S. and China. (2018). Huang, Zhuo ; Shen, Yan ; Qiu, Han ; Tong, Chen. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:123-127.

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2018A machine learning approach to identifying different types of uncertainty. (2018). Yung, Julieta ; Saltzman, Bennett. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:58-62.

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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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2018Estimation and inference of dynamic structural factor models with over-identifying restrictions. (2018). Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:125-147.

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2018Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150.

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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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2018Forecasting banking crises with dynamic panel probit models. (2018). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, António ; Monteiro, Nuno . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:249-275.

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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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2018Financial development and the occurrence of banking crises. (2018). Minea, Alexandru ; Mathonnat, Clement . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:344-354.

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2018Banking competition, banking stability, and economic growth: Are feedback effects at work?. (2018). Jayakumar, Manju ; Gaurav, Kunal ; Maradana, Rana P ; Dash, Saurav ; Pradhan, Rudra P. In: Journal of Economics and Business. RePEc:eee:jebusi:v:96:y:2018:i:c:p:15-41.

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2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

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2018Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis. (2018). Mouabbi, Sarah ; Istrefi, Klodiana . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:296-313.

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2018Aggregate uncertainty and sectoral productivity growth: The role of credit constraints. (2018). Furceri, Davide ; Choi, Sangyup ; Loungani, Prakash ; Huang, YI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:314-330.

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2018The dynamic effects of public expenditure shocks in the United States. (2018). Rodriguez, Susana Parraga . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:340-360.

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2018Medium-term fiscal multipliers during protracted economic contractions. (2018). Poplawski-Ribeiro, Marcos ; Koloskova, Ksenia ; Dell'Erba, Salvatore. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:35-52.

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2018Media coverage and ECB policy-making: Evidence from an augmented Taylor rule. (2018). Bennani, Hamza. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:26-38.

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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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2018Disagreement between FOMC members and the Fed’s staff: New insights based on a counterfactual interest rate. (2018). Neuenkirch, Matthias ; Kranz, Tobias ; Bennani, Hamza. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:139-153.

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2018Partisan conflict, policy uncertainty and aggregate corporate cash holdings. (2018). Hankins, William ; Stone, Anna-Leigh ; Chiu, Ching-Wai ; Jack, Chak Hung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:78-90.

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2017The impact of US policy uncertainty on the monetary effectiveness in the Euro area. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; van Eyden, Renee. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1052-1064.

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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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2018Downward nominal wage rigidity and state-dependent government spending multipliers. (2018). Shen, Wenyi ; Yang, Shu-Chun S. In: Journal of Monetary Economics. RePEc:eee:moneco:v:98:y:2018:i:c:p:11-26.

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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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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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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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2018Forecasting economic activity in sectors of the Cypriot economy. (2018). Pashourtidou, Nicoletta ; Karagiannakis, Charalampos ; Papamichael, Christos . In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:12:y:2018:i:2:p:24-66.

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2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I. (2018). Lopez, Jose ; Mitchener, Kris James. In: Working Paper Series. RePEc:fip:fedfwp:2018-06.

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2018The 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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2018Macroeconomic News Sentiment: Enhanced Risk Assessment for Sovereign Bonds. (2018). Erlwein-Sayer, Christina. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:141-:d:188723.

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2018Uncertainty and the Macroeconomy: Evidence from an uncertainty composite indicator. (2018). Tripier, Fabien ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01757042.

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2018The Impact of Economic Policy Uncertainty on US Transportation Sector Stock Returns. (2018). Riaz, Adeel ; Khan, Muhammad Asif ; Hashmi, Shujahat Haider ; Hongbing, Ouyang. In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:8:y:2018:i:4:p:163-170.

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2017Counteracting unemployment in crises : non-linear effects of short-time work policy. (2017). Gehrke, Britta ; Hochmuth, Brigitte. In: IAB Discussion Paper. RePEc:iab:iabdpa:201727.

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2017Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2017). Pellegrino, Giovanni. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2017n06.

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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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2018Commodity Price Movements and Banking Crises. (2018). Presbitero, Andrea ; Eberhardt, Markus. In: IMF Working Papers. RePEc:imf:imfwpa:18/153.

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2018Euro area sovereign yield spreads as determinants of private sector borrowing costs. (2018). Theobald, Thomas ; Tober, Silke. In: IMK Working Paper. RePEc:imk:wpaper:193-2018.

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2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201806.

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2018Counteracting Unemployment in Crises: Non-Linear Effects of Short-Time Work Policy. (2018). Gehrke, Britta ; Hochmuth, Brigitte. In: IZA Discussion Papers. RePEc:iza:izadps:dp11472.

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

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2018International Fiscal Spillovers: A Review Essay. (2018). Devereux, Michael. In: Korean Economic Review. RePEc:kea:keappr:ker-20180101-34-1-02.

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2018Medición de la vulnerabilidad monetaria en el área latinoamericana bajo un enfoque de señales ?móviles?/Measurement of Monetary Vulnerability in the Latin American Area using a. (2018). Medina, Eva ; Perucha, David Salvador ; Moral, Eva Medina . In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_2_12.

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2018Measuring the fiscal multiplier when plans take time to implement. (2018). Lee, Kevin ; Shields, Kalvinder ; Ong, Kian ; Morley, James. In: Discussion Papers. RePEc:not:notcfc:18/10.

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2018Measuring uncertainty and its impact on the New Zealand economy. (2018). Wong, Benjamin ; Vehbi, Tugrul ; Rice, Amy. In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2018/01.

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2018Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0219.

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2018Google it up! A Google Trends-based Uncertainty Index for the United States and Australia. (2018). Castelnuovo, Efrem ; Tran, Trung Duc. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0223.

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2018Is it the “How” or the “When” that Matters in Fiscal Adjustments?. (2018). Favero, Carlo ; Miano, Armando ; Giavazzi, Francesco ; Azzalini, Gualtiero ; Alesina, Alberto. In: IMF Economic Review. RePEc:pal:imfecr:v:66:y:2018:i:1:d:10.1057_s41308-017-0047-z.

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2017Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia. (2017). Castelnuovo, Efrem ; Tran, Trung Duc. In: MPRA Paper. RePEc:pra:mprapa:82297.

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2018Global Uncertainty, Macroeconomic Activity and Commodity Price. (2018). Shen, Yifan ; Shi, Xunpeng ; Zeng, Ting . In: MPRA Paper. RePEc:pra:mprapa:90089.

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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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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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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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2017Discussion of Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?. (2017). Preston, Bruce. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2017-05.

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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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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: 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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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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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: 45
paper
2017Uncertainty and monetary policy in good and bad times In: Research Discussion Papers.
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paper33
2017Uncertainty and Monetary Policy in Good and Bad Times.(2017) In: CESifo Working Paper Series.
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paper
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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paper5
2017Uncertainty Across Volatility Regimes.(2017) In: CESifo Working Paper Series.
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paper
2019Uncertainty across volatility regimes.(2019) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 5
article
2018Economic Policy Uncertainty Spillovers in Booms and Busts In: CESifo Working Paper Series.
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paper16
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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paper
2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: Working Paper series.
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paper
2018Liquidity Traps and Large-Scale Financial Crises In: CESifo Working Paper Series.
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2017Liquidity traps and large-scale financial crises.(2017) In: Journal of Economic Dynamics and Control.
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article
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
paper
2018Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach In: CESifo Working Paper Series.
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paper23
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: 23
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: 23
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: 23
paper
2018Risk Management-Driven Policy Rate Gap In: CESifo Working Paper Series.
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2018Risk management-driven policy rate gap.(2018) In: Economics Letters.
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This paper has another version. Agregated cites: 1
article
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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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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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
2011On the dynamics of international inflation In: Economics Letters.
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article4
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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This paper has another version. Agregated cites: 22
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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article17
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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2014Early warning systems and systemic banking crises in low income countries: A multinomial logit approach In: Journal of Banking & Finance.
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article22
2014Uncertainty shocks and unemployment dynamics in U.S. recessions In: Journal of Monetary Economics.
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article115
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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paper11
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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paper62
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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paper0
2013Uncertainty Shocks and Unemployment Dynamics: An Analysis of Post-WWII U.S. Recessions In: Marco Fanno Working Papers.
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paper19
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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article5
2016Bank competition, financial dependence, and economic growth in the Gulf Cooperation Council In: Policy Research Working Paper Series.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 4 2019. Contact: CitEc Team