Efrem Castelnuovo : Citation Profile

Are you Efrem Castelnuovo?

Università degli Studi di Padova

20

H index

30

i10 index

1413

Citations

RESEARCH PRODUCTION:

50

Articles

120

Papers

RESEARCH ACTIVITY:

   21 years (2000 - 2021). See details.
   Cites by year: 67
   Journals where Efrem Castelnuovo has often published
   Relations with other researchers
   Recent citing documents: 252.    Total self citations: 66 (4.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca74
   Updated: 2021-09-18    RAS profile: 2021-08-04    
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Relations with other researchers

Works with:

Caggiano, Giovanni (56)

Pellegrino, Giovanni (15)

Nodari, Gabriela (8)

Fanelli, Luca (7)

Figueres, Juan (6)

Lim, Guay (6)

Angelini, Giovanni (5)

Damette, Olivier (5)

PARENT, Antoine (5)

Branzoli, Nicola (4)

Ascari, Guido (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 (80)

Haque, Qazi (47)

Weder, Mark (29)

Groshenny, Nicolas (29)

Wohar, Mark (26)

Belke, Ansgar (17)

Doko Tchatoka, Firmin (16)

mumtaz, haroon (15)

Gabauer, David (15)

Zanetti, Francesco (15)

Balcilar, Mehmet (14)

Cites to:

Caggiano, Giovanni (75)

Canova, Fabio (51)

Smets, Frank (47)

Gertler, Mark (46)

Surico, Paolo (43)

Boivin, Jean (42)

Schorfheide, Frank (41)

Wouters, Raf (39)

Pellegrino, Giovanni (39)

Galí, Jordi (39)

Giannoni, Marc (38)

Main data

Where Efrem Castelnuovo has published?

Journals with more than one article published# docs
Australian Economic Review12
Economics Letters7
Journal of Economic Dynamics and Control4
Oxford Bulletin of Economics and Statistics3
Macroeconomic Dynamics3
Journal of International Money and Finance3
European Economic Review2

Working Papers Series with more than one paper published# docs
"Marco Fanno" Working Papers / Dipartimento di Scienze Economiche "Marco Fanno"36
CESifo Working Paper Series / CESifo19
Macroeconomics / University Library of Munich, Germany6
Quaderni di Dipartimento / University of Pavia, Department of Economics and Quantitative Methods2
Working Papers / Fondazione Eni Enrico Mattei2
Post-Print / HAL2
Working Papers / Dipartimento Scienze Economiche, Universita' di Bologna2
Working Paper Series / European Central Bank2

Recent works citing Efrem Castelnuovo (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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2020Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2020). Haque, Qazi ; Groshenny, Nicolas ; Weder, Mark. In: Economics Working Papers. RePEc:aah:aarhec:2020-10.

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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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2021Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin. In: Working Papers. RePEc:afc:wpaper:08-21.

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2021The Transmission Channels of Government Spending Uncertainty. (2021). Poilly, Celine ; Eyquem, Aurelien ; Belianska, Anna. In: AMSE Working Papers. RePEc:aim:wpaimx:2115.

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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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2021“Employment uncertainty a year after the irruption of the covid-19 pandemic”. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104.

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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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2020The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04369.

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2020The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12838.

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2020Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession. (2020). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:2007.15419.

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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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2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

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2021The link between Bitcoin and Google Trends attention. (2021). Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; 'Oscar G. L'opez, . In: Papers. RePEc:arx:papers:2106.07104.

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2021Empirical evidence on the Euler equation for investment in the US. (2021). Haque, Qazi ; Mavroeidis, Sophocles ; Magnusson, Leandro M ; Ascari, Guido. In: Papers. RePEc:arx:papers:2107.08713.

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2021Central Bank Governance in Monetary Policy Economics (1981-2020). (2021). masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20153.

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2021Uncertainty shocks and employment fluctuations in Germany: the role of establishment size. (2021). Kovalenko, Tim. In: Working Papers. RePEc:bav:wpaper:212_kovalenko.

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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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2021The Nonlinear Effect of Uncertainty in Portfolio Flows to Mexico. (2021). Hernandez, Marco A. In: Working Papers. RePEc:bdm:wpaper:2021-11.

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2020Unequal unemployment effects of COVID-19 and monetary policy across U.S. States. (2020). YILMAZKUDAY, HAKAN. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:4:y:2020:i:s3:p:45-53.

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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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2021Risk, uncertainty and the tourism sector of North Africa. (2021). Istiak, Khandokar. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:329-342.

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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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2021Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100.

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2021Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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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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2020Monetary Policy and Macroeconomic Stability Revisited. (2020). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e02.

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2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco M ; Angelini, Giovanni. In: Working Papers. RePEc:bol:bodewp:wp1160.

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2021Dating Structural Changes in UK Monetary Policy. (2021). Vincenzo, De Lipsis. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:2:p:509-539:n:7.

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2020Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives. (2020). Huiwen, Zou ; Jinxin, Cui. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:5:p:401-433:n:2.

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2020Constrained interest rates and changing dynamics at the zero lower bound. (2020). Strachan, Rodney ; Kaufmann, Daniel ; Baeurle, Gregor ; Rodney, Strachan ; Sylvia, Kaufmann ; Daniel, Kaufmann ; Gregor, Baurle. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:26:n:3.

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2020Uncertainty and Forecasts of U.S. Recessions. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Christian, Pierdzioch. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:20:n:1.

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2021Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7.

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2021Macroeconomic uncertainty and forecasting macroeconomic aggregates. (2021). Magnus, Reif. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:20:n:5.

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2020Unexpected Effects: Uncertainty, Unemployment, and Inflation. (2020). Freund, Lukas ; Rendahl, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2035.

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2020Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis. (2020). Kamaiah, Bandi ; Nain, Zulquar. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:237-265.

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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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2021The Impact of Aggregate Uncertainty on Firm-Level Uncertainty. (2021). Grimme, Christian ; Easaw, Joshy. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8934.

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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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2021Uncertainty, Risk, and Price-Setting: Evidence from CPI Microdata. (2021). Canales, Mario ; Lopez-Martin, Bernabe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:908.

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2020COVID-Induced Sovereign Risk in the Euro Area: When Did the ECB Stop the Contagion?. (2020). Tripier, Fabien ; Ortmans, Aymeric. In: Working Papers. RePEc:cii:cepidt:2020-11.

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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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2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017.

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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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2020Estimating the impact of e-commerce on retail exit and entry using Google Trends. (2020). Vitt, David C. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00816.

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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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2020Inflation volatility in small and large advanced open economies. (2020). Balatti, Mirco . In: Working Paper Series. RePEc:ecb:ecbwps:20202448.

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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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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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2020Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity. (2020). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300324.

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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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2021Projection-based inference with particle swarm optimization. (2021). Lin, Zhenjiang ; Khalaf, Lynda. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000737.

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2021Economic policy uncertainty and China’s growth-at-risk. (2021). Deng, Xiang ; Zhu, Zixiang ; Cheng, Xiang ; Gu, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:452-467.

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2021Asymmetries in the effects of unemployment expectation shocks as monetary policy shifts with economic conditions. (2021). Cassou, Steven ; Ahmed, Iqbal M. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000912.

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2020Commitment or discretion? An empirical investigation of monetary policy preferences in China. (2020). Liu, Ding ; Sun, Weihong ; Zhang, Yue. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:409-419.

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2020Time-varying money demand and real balance effects. (2020). Benchimol, Jonathan ; Qureshi, Irfan. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:197-211.

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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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2020Macroeconomic effects of monetary policy in Korea: A time-varying coefficient VAR approach. (2020). Hur, Joonyoung ; Han, Jong-Suk. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:142-152.

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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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2020Changing transmission of monetary policy on disaggregate inflation in India. (2020). Dash, Pradyumna ; Kumar, Ankit. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:109-125.

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2021Uncertainty, financial development, and FDI inflows: Global evidence. (2021). Lee, Gabriel ; Nguyen, Canh Phuc. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000481.

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2021Frictions and empirical fit in a DSGE model for Indonesia. (2021). Zams, Bastian Muzbar. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000705.

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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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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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2021Economic policy uncertainty and illiquidity return premium. (2021). Hsieh, Hui-Ching ; Thinh, Van Quoc. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301820.

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2021Estimating the Bank of Mexico’s reaction function in the last three decades: A Bayesian DSGE approach with rolling-windows. (2021). Zamarripa, Rene. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000024.

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2020The effect of monetary policy shocks on macroeconomic variables: Evidence from the Eurozone. (2020). Murgia, Lucia M. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304070.

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2020Wasserstein Index Generation Model: Automatic generation of time-series index with application to Economic Policy Uncertainty. (2020). Xie, Fangzhou. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304410.

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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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2020Sunspot-driven fat tails: A note. (2020). Sorge, Marco ; Dave, Chetan. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302032.

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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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2020The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index. (2020). Pellizzari, Paolo ; Gufler, Ivan ; Donadelli, Michael. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303669.

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2021Can news help measure economic sentiment? An application in COVID-19 times. (2021). Ghirelli, Corinna ; Aguilar, Pablo ; Urtasun, Alberto ; Pacce, Matias. In: Economics Letters. RePEc:eee:ecolet:v:199:y:2021:i:c:s0165176521000070.

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2021Uncertainty shocks and inflation dynamics in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi. In: Economics Letters. RePEc:eee:ecolet:v:202:y:2021:i:c:s0165176521001026.

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2020Bootstrap lag selection in DSGE models with expectations correction. (2020). Angelini, Giovanni. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:38-48.

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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 lending in uncertain times. (2020). Alessandri, Piergiorgio ; Bottero, Margherita. In: European Economic Review. RePEc:eee:eecrev:v:128:y:2020:i:c:s0014292120301343.

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2020Fiscal policy shocks and stock prices in the United States. (2020). Theodoridis, Konstantinos ; Mumtaz, Haroon. In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301926.

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2021Do we really know that U.S. monetary policy was destabilizing in the 1970s?. (2021). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas. In: European Economic Review. RePEc:eee:eecrev:v:131:y:2021:i:c:s0014292120302452.

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2021Investor attention and oil market volatility: Does economic policy uncertainty matter?. (2021). Wang, Yudong ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000852.

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2020Comparative analysis of iterative approaches for incorporating learning-by-doing into the energy system models. (2020). Gu, Dong ; Koo, Yoonmo ; Lee, Hwarang ; Kim, Hansung. In: Energy. RePEc:eee:energy:v:197:y:2020:i:c:s036054422030308x.

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2021From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions. (2021). Donadelli, Michael ; Tzouvanas, Panagiotis ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000053.

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2021The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. (2021). Sivaprasad, Sheeja ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000144.

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2020Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data. (2020). GUPTA, RANGAN ; Gabauer, David ; Christou, Christina. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319309936.

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2021A global economic policy uncertainty index from principal component analysis. (2021). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319310542.

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2020The bank lending channel in the Malaysian Islamic and conventional banking system. (2020). Caporale, Guglielmo Maria ; Helmi, Mohamad Husam ; Atik, Abdurrahman Nazif ; Tajik, Mohammad ; Ali, Faek Menla. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318301790.

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

Works by Efrem Castelnuovo:

YearTitleTypeCited
2020Uncertainty and Monetary Policy during Extreme Events In: Economics Working Papers.
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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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2020Uncertainty and Monetary Policy During Extreme Events.(2020) In: Marco Fanno Working Papers.
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2021Uncertainty and Monetary Policy during the Great Recession In: Economics Working Papers.
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2021Uncertainty and Monetary Policy during the Great Recession.(2021) In: CESifo Working Paper Series.
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2021UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION.(2021) In: Marco Fanno Working Papers.
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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.
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2018Introduction to the Policy Forum: Macroeconomic Policies after the Global Financial Crisis In: Australian Economic Review.
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2018Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes? In: Australian Economic Review.
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2018Introduction In: Australian Economic Review.
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2019Introduction In: Australian Economic Review.
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2019What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers In: Australian Economic Review.
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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) In: CESifo Working Paper Series.
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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) In: CAMA Working Papers.
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2019Introduction In: Australian Economic Review.
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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data In: Australian Economic Review.
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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data.(2019) In: CESifo Working Paper Series.
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2019Yield curve and financial uncertainty: Evidence based on US data.(2019) In: CAMA Working Papers.
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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data.(2019) In: Marco Fanno Working Papers.
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2020Policy Forum: Macroeconomic Policies and the Business Cycle: Evidence and Recommendations In: Australian Economic Review.
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2020Introduction In: Australian Economic Review.
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2007TAYLOR RULES AND INTEREST RATE SMOOTHING IN THE EURO AREA* In: Manchester School.
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2012Testing the Structural Interpretation of the Price Puzzle with a Cost-Channel Model In: Oxford Bulletin of Economics and Statistics.
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2009Testing the structural interpretation of the price puzzle with a cost channel model.(2009) In: Research Discussion Papers.
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2013What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters In: Oxford Bulletin of Economics and Statistics.
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2012What does a monetary policy shock do? An international analysis with multiple filters.(2012) In: Marco Fanno 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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2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: CESifo Working Paper Series.
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2018Economic policy uncertainty spillovers in booms and busts.(2018) In: CAMA Working Papers.
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2017Economic Policy Uncertainty Spillovers in Booms and Busts.(2017) In: Melbourne Institute Working Paper Series.
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2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: Marco Fanno Working Papers.
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2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: Working Paper series.
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2004Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed In: Scottish Journal of Political Economy.
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2006The price puzzle: fact or artefact? In: Bank of England working papers.
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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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2008Estimating regime-switching Taylor rules with trend inflation In: Research Discussion Papers.
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2009Monetary policy, inflation expectations and the price puzzle In: Research Discussion Papers.
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2010Monetary Policy, Inflation Expectations and The Price Puzzle.(2010) In: Economic Journal.
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2009Monetary Policy, Inflation Expectations and the Price Puzzle.(2009) In: Marco Fanno Working Papers.
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2010Stock market conditions and monetary policy in an DSGE model for the US In: Research Discussion Papers.
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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.
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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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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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2018Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound.(2018) In: Marco Fanno Working Papers.
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2017Uncertainty and monetary policy in good and bad times In: Research Discussion Papers.
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2017Uncertainty and Monetary Policy in Good and Bad Times.(2017) In: CESifo Working Paper Series.
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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.
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2017Uncertainty and Monetary Policy in Good and Bad Times.(2017) In: RBA Research Discussion Papers.
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2020The global effects of Covid-19-induced uncertainty In: Research Discussion Papers.
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2020The Global Effects of Covid-19-Induced Uncertainty.(2020) In: CESifo Working Paper Series.
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2020The global effects of Covid-19-induced uncertainty.(2020) In: Economics Letters.
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2020The global effects of Covid-19-induced uncertainty.(2020) In: CAMA Working Papers.
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2020The global effects of Covid-19-induced uncertainty.(2020) In: Marco Fanno Working Papers.
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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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2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: Marco Fanno Working Papers.
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2021Global Uncertainty In: Research Discussion Papers.
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2021Global Uncertainty.(2021) In: CESifo Working Paper Series.
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2021Global uncertainty.(2021) In: CAMA Working Papers.
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2010Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S. In: Working Papers.
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2010Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S..(2010) In: Marco Fanno Working Papers.
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2011Monetary policy indeterminacy in the U.S.: results from a classical test In: Quaderni di Dipartimento.
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2006The Feds Preference for Policy Rate Smoothing: Overestimation Due to Misspecification? In: The B.E. Journal of Macroeconomics.
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2017Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia In: CESifo Working Paper Series.
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2017Google It Up! A Google Trends-based Uncertainty index for the United States and Australia.(2017) In: Economics Letters.
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2017Google It Up! A Google Trends-Based Uncertainty Index for the United States and Australia.(2017) In: Melbourne Institute Working Paper Series.
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2018Google it up! A Google Trends-based Uncertainty Index for the United States and Australia.(2018) In: Marco Fanno Working Papers.
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2017Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia.(2017) In: MPRA Paper.
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2017Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation In: CESifo Working Paper Series.
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2018Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation.(2018) In: Journal of Economic Dynamics and Control.
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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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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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2017Liquidity traps and large-scale financial crises.(2017) In: Post-Print.
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2016Liquidity Traps and Large-Scale Financial Crises.(2016) In: Melbourne Institute Working Paper Series.
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2018Liquidity Traps and Large-Scale Financial Crises.(2018) In: Marco Fanno Working Papers.
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2018Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach In: CESifo Working Paper Series.
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2017Economic policy uncertainty and unemployment in the United States: A nonlinear approach.(2017) In: Economics Letters.
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2017Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach.(2017) In: Melbourne Institute Working Paper Series.
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2016Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach.(2016) In: Marco Fanno Working Papers.
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2018Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model In: CESifo Working Paper Series.
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2017POSITIVE TREND INFLATION AND DETERMINACY IN A MEDIUM-SIZED NEW KEYNESIAN MODEL.(2017) In: Working Papers.
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2020Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model.(2020) In: International Journal of Central Banking.
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2018Positive Trend In ation and Determinacy in a Medium-Sized New Keynesian Model.(2018) In: Marco Fanno Working Papers.
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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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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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2019Domestic and Global Uncertainty: A Survey and Some New Results In: CESifo Working Paper Series.
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2019Domestic and global uncertainty: A survey and some new results.(2019) In: CAMA Working Papers.
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2019Domestic and Global Uncertainty: A Survey and Some New Results.(2019) In: Melbourne Institute Working Paper Series.
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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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2020Financial uncertainty and real activity: The good, the bad, and the ugly.(2020) In: CAMA Working Papers.
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2020Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly.(2020) In: Marco Fanno Working Papers.
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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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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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2020Uncertainty and monetary policy in good and bad times: A replication of the VAR investigation by Bloom (2009).(2020) In: Marco Fanno Working Papers.
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2000Emission Trading Restrictions with Endogenous Technological Change In: CEPR Discussion Papers.
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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.
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2014POLICY RULES, REGIME SWITCHES, AND TREND INFLATION: AN EMPIRICAL INVESTIGATION FOR THE UNITED STATES In: Macroeconomic Dynamics.
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2018GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES In: Macroeconomic Dynamics.
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2003Describing the Feds conduct with Taylor rules: is interest rate smoothing important? In: Working Paper Series.
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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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2003Definition of price stability, range and point inflation targets: the anchoring of long-term inflation expectations In: Working Paper Series.
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2003Why are Federal Funds Rates so Smooth? In: Royal Economic Society Annual Conference 2003.
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2011Calvo vs. Rotemberg in a trend inflation world: An empirical investigation In: Journal of Economic Dynamics and Control.
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2010Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation.(2010) In: Marco Fanno Working Papers.
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2010Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation.(2010) In: Quaderni di Dipartimento.
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2010Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy In: The North American Journal of Economics and Finance.
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2005Learning-by-Doing vs. Learning by Researching in a model of climate change policy analysis In: Ecological Economics.
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2003Learning by Doing vs Learning by Researching in a Model of Climate Change Policy Analysis.(2003) In: Working Papers.
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2011On the dynamics of international inflation In: Economics Letters.
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2021Uncertainty shocks and the great recession: Nonlinearities matter In: Economics Letters.
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2003Taylor rules, omitted variables, and interest rate smoothing in the US In: Economics Letters.
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2004Taylor rules, omitted variables, and interest rate smoothing in the US.(2004) In: Macroeconomics.
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2008Regime shifts and the stability of backward-looking Phillips curves in open economies In: Journal of International Money and Finance.
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2010Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies.(2010) In: EcoMod2004.
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2006Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies.(2006) In: Marco Fanno Working Papers.
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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.
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2005Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies.(2005) In: Macroeconomics.
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2010Tracking U.S. inflation expectations with domestic and global indicators In: Journal of International Money and Finance.
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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.
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2016Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation In: Journal of Macroeconomics.
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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.
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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.
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2014Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test In: Melbourne Institute Working Paper Series.
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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.
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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.
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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.
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2009Estimating the Evolution of Moneys Role in the U.S. Monetary Business Cycle.(2009) In: Marco Fanno Working Papers.
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2012Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle.(2012) In: Journal of Money, Credit and Banking.
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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.
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2006Assessing Different Drivers of the GreatModeration in the U.S. In: Marco Fanno Working Papers.
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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.
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2013Uncertainty Shocks and Unemployment Dynamics: An Analysis of Post-WWII U.S. Recessions In: Marco Fanno Working Papers.
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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.
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2005The Price Puzzle and Indeterminacy In: Macroeconomics.
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