Efrem Castelnuovo : Citation Profile

Are you Efrem Castelnuovo?

University of Melbourne

17

H index

25

i10 index

910

Citations

RESEARCH PRODUCTION:

38

Articles

89

Papers

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 50
   Journals where Efrem Castelnuovo has often published
   Relations with other researchers
   Recent citing documents: 240.    Total self citations: 46 (4.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca74
   Updated: 2019-03-16    RAS profile: 2019-03-08    
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Relations with other researchers

Works with:

Caggiano, Giovanni (37)

Pellegrino, Giovanni (16)

Nodari, Gabriela (13)

Fanelli, Luca (6)

Damette, Olivier (5)

Lim, Guay (5)

Branzoli, Nicola (4)

Ascari, Guido (4)

Figueres, Juan (4)

Groshenny, Nicolas (4)

Bacchiocchi, Emanuele (2)

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

Is cited by:

GUPTA, RANGAN (43)

Haque, Qazi (25)

Weder, Mark (19)

Groshenny, Nicolas (19)

Doko Tchatoka, Firmin (16)

Wohar, Mark (16)

mumtaz, haroon (15)

Di Bartolomeo, Giovanni (13)

Hayo, Bernd (12)

Belke, Ansgar (10)

Favero, Carlo (10)

Cites to:

Gertler, Mark (50)

Caggiano, Giovanni (49)

Canova, Fabio (48)

Smets, Frank (48)

Surico, Paolo (44)

Boivin, Jean (42)

Schorfheide, Frank (41)

Wouters, Raf (39)

Giannoni, Marc (38)

Ascari, Guido (31)

Rudebusch, Glenn (26)

Main data

Where Efrem Castelnuovo has published?

Journals with more than one article published# docs
Australian Economic Review6
Economics Letters5
Journal of Economic Dynamics and Control4
Journal of International Money and Finance3
Oxford Bulletin of Economics and Statistics2
Macroeconomic Dynamics2

Working Papers Series with more than one paper published# docs
"Marco Fanno" Working Papers / Dipartimento di Scienze Economiche "Marco Fanno"29
CESifo Working Paper Series / CESifo Group Munich10
Macroeconomics / University Library of Munich, Germany6
Working Paper Series / European Central Bank2
Quaderni di Dipartimento / University of Pavia, Department of Economics and Quantitative Methods2
Post-Print / HAL2
Working Papers / Fondazione Eni Enrico Mattei2

Recent works citing Efrem Castelnuovo (2018 and 2017)

YearTitle of citing document
2017Nonlinear models in macroeconometrics. (2017). Teräsvirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-32.

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2017Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-10.

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2017Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-13.

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2018Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2018). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-03.

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2018The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty. (2018). GUPTA, RANGAN ; Clance, Matthew ; Aye, G C. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277037.

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2017Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif. In: Economic Research Papers. RePEc:ags:uwarer:269308.

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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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2017Optimal Monetary Policy and Fiscal Policy Interaction in a non-Ricardian Economy. (2017). Zanetti, Francesco ; Rigon, Massimiliano. In: BCAM Working Papers. RePEc:bbk:bbkcam:1708.

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2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

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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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2017Has the Fed responded to house and stock prices? A time-varying analysis.. (2017). Furlanetto, Francesco ; Loria, Francesca ; Aastveit, Knut Are. In: Working Papers. RePEc:bde:wpaper:1713.

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2017The financial stability dark side of monetary policy. (2017). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1121_17.

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2017Optimal monetary policy and fiscal interactions in a non-Ricardian economy. (2017). Zanetti, Francesco ; Rigon, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1155_17.

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2017Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis.. (2017). Mouabbi, Sarah ; Istrefi, Klodiana. In: Working papers. RePEc:bfr:banfra:619.

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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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2017Endogenous wage indexation and aggregate shocks. (2017). Wauters, Joris ; Peersman, Gert ; Carrillo, Julio. In: BIS Working Papers. RePEc:bis:biswps:604.

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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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2018TAYLOR RULE REACTION COEFFICIENTS AND REAL EXCHANGE RATE PERSISTENCE. (2018). Kempa, Bernd. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:64-73.

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2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

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2018LEANING AGAINST WINDY BANK LENDING. (2018). Villa, Stefania ; Melina, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:460-482.

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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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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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2017Central bank transparency under the cost channel. (2017). Dai, Meixing ; Zhang, Qiao. In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:2:p:189-209.

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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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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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2017A time varying parameter structural model of the UK economy. (2017). Waldron, Matt ; Masolo, Riccardo M. ; Kapetanios, George ; Petrova, Katerina. In: Bank of England working papers. RePEc:boe:boeewp:0677.

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2017The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:037.

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2017The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_037.

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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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2017Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1.

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2018Rules-Based Monetary Policy and the Threat of Indeterminacy when Trend Inflation is Low. (2018). Victor, Jean Gardy ; Khan, Hashmat ; Phaneuf, Louis. In: Carleton Economic Papers. RePEc:car:carecp:18-08.

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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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2017Identifying Uncertainty Shocks Using the Price of Gold. (2017). Podstawski, Maximilian ; Piffer, Michele . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6327.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6458.

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2017Heterogeneous Government Spending Multipliers in the Era Surrounding the Great Recession. (2017). Peersman, Gert ; De Schryder, Selien ; Bernardini, Marco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6479.

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2018Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule. (2018). Posch, Olaf. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6925.

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

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2017The Effect of News Shocks and Monetary Policy. (2017). Zanetti, Francesco ; Tsoukalas, John ; Korobilis, Dimitris ; Gambetti, Luca. In: Discussion Papers. RePEc:cfm:wpaper:1730.

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2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Working Papers. RePEc:cii:cepidt:2017-25.

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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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2017Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries. (2017). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek. In: Working Papers. RePEc:cnb:wpaper:2017/13.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Rueth, Sebastian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12024.

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2017A Generalized Approach to Indeterminacy in Linear Rational Expectations Models. (2017). Bianchi, Francesco ; Nicolo, Giovanni. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12130.

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2017Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2017). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12339.

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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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2018Global financial cycles and risk premiums. (2018). Jorda, Oscar ; Ward, Felix ; Taylor, Alan M ; Schularick, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12969.

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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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2017Austerity, Inequality, and Private Debt Overhang. (2017). Winkler, Roland ; Klein, Mathias. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1633.

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2018Walk on the wild side: Multiplicative sunspots and temporarily unstable paths. (2018). Bonomolo, Paolo ; Ascari, Guido ; Lopes, Hedibert. In: DNB Working Papers. RePEc:dnb:dnbwpp:597.

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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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2018Media Perception of Fed Chairs Overconfidence and Market Expectations. (2018). Bennani, Hamza. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-29.

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2017A Bayesian Estimation of DSGE Model for the Nigerian Economy. (2017). Rasaki, Mutiu Gbade. In: EuroEconomica. RePEc:dug:journl:y:2017:i:2:p:145-158.

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2017This paper investigates whether the effects of uncertainty shocks on the French economy are heterogeneous. By exploiting two different measures of uncertainty, one reflecting policy uncertainty and an. (2017). Fontaine, Idriss. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00666.

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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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2017Assessing the Effectiveness of the Monetary Policy Instrument during the Inflation Targeting Period in South Africa. (2017). Bonga-Bonga, Lumengo. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-81.

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2017Modeling technological change and its impact on energy savings in the U.S. iron and steel sector. (2017). Karali, Nihan ; McNeil, Michael ; Park, Won Young . In: Applied Energy. RePEc:eee:appene:v:202:y:2017:i:c:p:447-458.

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2017Global slack and open economy Phillips curves – A province-level view from China. (2017). Mehrotra, Aaron ; girardin, eric ; Chen, Changsheng. In: China Economic Review. RePEc:eee:chieco:v:42:y:2017:i:c:p:74-87.

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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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2017Debt-deflation, financial market stress and regime change – Evidence from Europe using MRVAR. (2017). Semmler, Willi ; Ernst, Ekkehard ; Haider, Alexander . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:115-139.

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2017The dynamics of hours worked and technology. (2017). Leon-Ledesma, Miguel ; ferroni, filippo ; Cantore, Cristiano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:67-82.

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2017Monetary policy and indeterminacy after the 2001 slump. (2017). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:83-95.

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2018Monetary policy and the relative price of durable goods. (2018). Melina, Giovanni ; Cantelmo, Alessandro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:1-48.

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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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2017The source of global stock market risk: A viewpoint of economic policy uncertainty. (2017). I-Chun Tsai, . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:122-131.

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2017Fiscal policy in Europe: The importance of making it predictable. (2017). Romano, Simone ; Cavallari, Lilia. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:81-97.

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2017Gender and central banking. (2017). Pépin, Dominique ; Diouf, Ibrahima ; Pepin, Dominique . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:193-206.

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2017Credit expansion and financial stability in Malaysia. (2017). Law, Siong Hook ; Ibrahim, Mansor ; Koong, Seow Shin . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:339-350.

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2017Does trend inflation make a difference?. (2017). Perricone, Chiara ; Loberto, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:351-375.

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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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2018Fiscal shocks and helicopter money in open economy. (2018). Traficante, Guido ; Di Giorgio, Giorgio. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:77-87.

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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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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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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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2018Comparing hybrid time-varying parameter VARs. (2018). Chan, Joshua ; Eisenstat, Eric. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:1-5.

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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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2018DSGE Models with observation-driven time-varying volatility. (2018). Angelini, Giovanni ; Gorgi, Paolo. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:169-171.

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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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2017Identification and estimation of non-Gaussian structural vector autoregressions. (2017). Saikkonen, Pentti ; Meitz, Mika ; Lanne, Markku. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:288-304.

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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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2017Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18.

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2018The effects of policy uncertainty on investment: Evidence from the unexpected acceptance of a far-reaching referendum in Switzerland. (2018). Sturm, Jan-Egbert ; Dibiasi, Andreas ; Abberger, Klaus ; Siegenthaler, Michael. In: European Economic Review. RePEc:eee:eecrev:v:104:y:2018:i:c:p:38-67.

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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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2017Interbank market failure and macro-prudential policies. (2017). Schuler, Tobias ; Corrado, Luisa. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:133-149.

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2017Asset prices regime-switching and the role of inflation targeting monetary policy. (2017). Floros, Christos ; Filis, George ; Chatziantoniou, Ioannis. In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:97-112.

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2018Self-fulfilling debt crises: What can monetary policy do?. (2018). Bacchetta, Philippe ; van Wincoop, Eric ; Perazzi, Elena. In: Journal of International Economics. RePEc:eee:inecon:v:110:y:2018:i:c:p:119-134.

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

Works by Efrem Castelnuovo:

YearTitleTypeCited
2016Introduction to the Policy Forum: Macroeconomic Consequences of Macroprudential Policies In: Australian Economic Review.
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2017Introduction In: Australian Economic Review.
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2017A Short Review of the Recent Literature on Uncertainty In: Australian Economic Review.
[Full Text][Citation analysis]		article6
2018Introduction to the Policy Forum: Macroeconomic Policies after the Global Financial Crisis In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2018Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes? In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2018Introduction In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2003What does Monetary Policy Reveal about a Central Banks Preferences? In: Economic Notes.
[Full Text][Citation analysis]		article18
2007TAYLOR RULES AND INTEREST RATE SMOOTHING IN THE EURO AREA In: Manchester School.
[Full Text][Citation analysis]		article34
2012Testing the Structural Interpretation of the Price Puzzle with a Cost-Channel Model In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article14
2009Testing the structural interpretation of the price puzzle with a cost channel model.(2009) In: Research Discussion Papers.
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This paper has another version. Agregated cites: 14		paper
2013What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article8
2012What does a monetary policy shock do? An international analysis with multiple filters.(2012) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 8		paper
2004Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article28
2006The price puzzle: fact or artefact? In: Bank of England working papers.
[Full Text][Citation analysis]		paper34
2006The Price Puzzle: Fact or Artifact?.(2006) In: Marco Fanno Working Papers.
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2005The Price Puzzle: Fact or Artefact?.(2005) In: Macroeconomics.
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This paper has another version. Agregated cites: 34		paper
2008Estimating regime-switching Taylor rules with trend inflation In: Research Discussion Papers.
[Full Text][Citation analysis]		paper6
2009Monetary policy, inflation expectations and the price puzzle In: Research Discussion Papers.
[Full Text][Citation analysis]		paper64
2010Monetary Policy, Inflation Expectations and The Price Puzzle.(2010) In: Economic Journal.
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This paper has another version. Agregated cites: 64		article
2009Monetary Policy, Inflation Expectations and the Price Puzzle.(2009) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 64		paper
2010Stock market conditions and monetary policy in an DSGE model for the US In: Research Discussion Papers.
[Full Text][Citation analysis]		paper49
2010Stock market conditions and monetary policy in a DSGE model for the U.S..(2010) In: Journal of Economic Dynamics and Control.
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2010Stock market conditions and monetary policy in a DSGE model for the U.S..(2010) In: Post-Print.
[Full Text][Citation analysis]
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2010Stock Market Conditions and Monetary Policy in a DSGE Model for the U.S..(2010) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 49		paper
2017Estimating the real effects of uncertainty shocks at the zero lower bound In: Research Discussion Papers.
[Full Text][Citation analysis]		paper31
2017Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
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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.
[Full Text][Citation analysis]
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2015Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound.(2015) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
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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: 31		paper
2017Uncertainty and monetary policy in good and bad times In: Research Discussion Papers.
[Full Text][Citation analysis]		paper25
2017Uncertainty and Monetary Policy in Good and Bad Times.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2017Uncertainty and Monetary Policy in Good and Bad Times.(2017) In: Melbourne Institute Working Paper Series.
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2014Uncertainty and Monetary Policy in Good and Bad Times.(2014) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
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2017Uncertainty and Monetary Policy in Good and Bad Times.(2017) In: RBA Research Discussion Papers.
[Full Text][Citation analysis]
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2010Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S. In: Working Papers.
[Full Text][Citation analysis]		paper6
2010Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S..(2010) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2011Monetary policy indeterminacy in the U.S.: results from a classical test In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper2
2006The Feds Preference for Policy Rate Smoothing: Overestimation Due to Misspecification? In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article6
2017Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2017Google It Up! A Google Trends-based Uncertainty index for the United States and Australia.(2017) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2017Google It Up! A Google Trends-Based Uncertainty Index for the United States and Australia.(2017) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2018Google it up! A Google Trends-based Uncertainty Index for the United States and Australia.(2018) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2017Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2017Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2018Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation.(2018) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
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2018Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation.(2018) In: Marco Fanno Working Papers.
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2018Economic Policy Uncertainty Spillovers in Booms and Busts In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper16
2018Economic policy uncertainty spillovers in booms and busts.(2018) In: CAMA Working Papers.
[Full Text][Citation analysis]
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2017Economic Policy Uncertainty Spillovers in Booms and Busts.(2017) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
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2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: Marco Fanno Working Papers.
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2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: Working Paper series.
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2018Liquidity Traps and Large-Scale Financial Crises In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2017Liquidity traps and large-scale financial crises.(2017) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2016Liquidity Traps and Large-Scale Financial Crises.(2016) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
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2017Liquidity traps and large-scale financial crises.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2018Liquidity Traps and Large-Scale Financial Crises.(2018) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper14
2017Economic policy uncertainty and unemployment in the United States: A nonlinear approach.(2017) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		article
2017Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach.(2017) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		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: 14		paper
2018Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper7
2018Positive Trend In ation and Determinacy in a Medium-Sized New Keynesian Model.(2018) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2017POSITIVE TREND INFLATION AND DETERMINACY IN A MEDIUM-SIZED NEW KEYNESIAN MODEL.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2018Risk Management-Driven Policy Rate Gap In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2018Risk management-driven policy rate gap.(2018) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2018Risk management-driven policy rate gap.(2018) In: CAMA Working Papers.
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2018Risk Management-Driven Policy Rate Gap.(2018) In: Marco Fanno Working Papers.
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2018What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2018What do we know about the macroeconomic effects of fiscal policy? A brief survey of the literature on fiscal multipliers.(2018) In: CAMA Working Papers.
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2000Emission Trading Restrictions with Endogenous Technological Change In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper17
2001Emission Trading Restrictions with Endogenous Technological Change.(2001) In: International Environmental Agreements: Politics, Law and Economics.
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2012POLICY SWITCH AND THE GREAT MODERATION: THE ROLE OF EQUILIBRIUM SELECTION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article4
2014POLICY RULES, REGIME SWITCHES, AND TREND INFLATION: AN EMPIRICAL INVESTIGATION FOR THE UNITED STATES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article4
2003Describing the Feds conduct with Taylor rules: is interest rate smoothing important? In: Working Paper Series.
[Full Text][Citation analysis]		paper13
2006DESCRIBING THE FED’S CONDUCT WITH TAYLOR RULES: IS INTEREST RATE SMOOTHING IMPORTANT?.(2006) In: The IUP Journal of Monetary Economics.
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This paper has another version. Agregated cites: 13		article
2003Definition of price stability, range and point inflation targets: the anchoring of long-term inflation expectations In: Working Paper Series.
[Full Text][Citation analysis]		paper39
2003Why are Federal Funds Rates so Smooth? In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper0
2011Calvo vs. Rotemberg in a trend inflation world: An empirical investigation In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article28
2010Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation.(2010) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 28		paper
2010Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation.(2010) In: Quaderni di Dipartimento.
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This paper has another version. Agregated cites: 28		paper
2010Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article17
2005Learning-by-Doing vs. Learning by Researching in a model of climate change policy analysis In: Ecological Economics.
[Full Text][Citation analysis]		article24
2003Learning by Doing vs Learning by Researching in a Model of Climate Change Policy Analysis.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2011On the dynamics of international inflation In: Economics Letters.
[Full Text][Citation analysis]		article1
2003Taylor rules, omitted variables, and interest rate smoothing in the US In: Economics Letters.
[Full Text][Citation analysis]		article38
2004Taylor rules, omitted variables, and interest rate smoothing in the US.(2004) In: Macroeconomics.
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This paper has another version. Agregated cites: 38		paper
2008Regime shifts and the stability of backward-looking Phillips curves in open economies In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article5
2003Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies.(2003) In: EcoMod2004.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2006Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies.(2006) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
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2004Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies.(2004) In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2005Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies.(2005) In: Macroeconomics.
[Full Text][Citation analysis]
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2010Tracking U.S. inflation expectations with domestic and global indicators In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
2006Tracking U.S. Inflation Expectations with Domestic and Global Indicators.(2006) In: Marco Fanno Working Papers.
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2013Monetary policy shocks and financial conditions: A Monte Carlo experiment In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
2016Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2016Modest Macroeconomic Effects of Monetary Policy Shocks during the Great Moderation: An Alternative Interpretation.(2016) In: Melbourne Institute Working Paper Series.
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2014Uncertainty shocks and unemployment dynamics in U.S. recessions In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article104
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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2003Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model In: Working Papers.
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2002Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model.(2002) In: Macroeconomics.
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2014Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation - Comment In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper7
2014Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper14
2013Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test.(2013) In: Marco Fanno Working Papers.
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2014Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test.(2014) In: Marco Fanno Working Papers.
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2015Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test.(2015) In: Journal of Applied Econometrics.
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2014Estimating Fiscal Multipliers: News from a Nonlinear World In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper58
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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2016Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S. In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper1
2014Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S..(2014) In: Marco Fanno Working Papers.
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2012Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article37
2009Estimating the Evolution of Moneys Role in the U.S. Monetary Business Cycle.(2009) In: Marco Fanno Working Papers.
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2004Describing the Feds conduct with simple Taylor rules: is interest rate smoothing important? In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper2
2006Assessing Different Drivers of the GreatModeration in the U.S. In: Marco Fanno Working Papers.
[Full Text][Citation analysis]		paper3
2008Long Memory and Non-Linearities in International Inflation In: Marco Fanno Working Papers.
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2009Estimating a NKBC Model for the U.S. Economy with Multiple Filters In: Marco Fanno Working Papers.
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2012Monetary Policy Neutrality: Sign Restrictions Go to Monte Carlo. In: Marco Fanno Working Papers.
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2012Fitting U.S. Trend Inflation: A Rolling-Window Approach. In: Marco Fanno Working Papers.
[Full Text][Citation analysis]		paper2
2013Uncertainty Shocks and Unemployment Dynamics: An Analysis of Post-WWII U.S. Recessions In: Marco Fanno Working Papers.
[Full Text][Citation analysis]		paper17
2014Estimating fiscal multipliers: evidence from a nonlinear world In: Marco Fanno Working Papers.
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2011Trend Inflation, Wage Indexation, and Determinacy in the U.S. In: Quaderni di Dipartimento.
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2006Monetary Policy Switch, the Taylor Curve, and the Great Moderation In: Computing in Economics and Finance 2006.
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2016Monetary policy shocks and Cholesky VARs: an assessment for the Euro area In: Empirical Economics.
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2003Taylor Rules and Interest Rate Smoothing in the US and EMU In: Macroeconomics.
[Full Text][Citation analysis]		paper7
2005The Price Puzzle and Indeterminacy In: Macroeconomics.
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