Giovanni Pellegrino : Citation Profile


Are you Giovanni Pellegrino?

University of Melbourne

5

H index

5

i10 index

208

Citations

RESEARCH PRODUCTION:

6

Articles

14

Papers

RESEARCH ACTIVITY:

   3 years (2015 - 2018). See details.
   Cites by year: 69
   Journals where Giovanni Pellegrino has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 10 (4.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe799
   Updated: 2021-11-28    RAS profile: 2019-05-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Castelnuovo, Efrem (15)

Caggiano, Giovanni (10)

PARENT, Antoine (5)

Damette, Olivier (5)

Lim, Guay (2)

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

Is cited by:

Castelnuovo, Efrem (37)

GUPTA, RANGAN (31)

Belke, Ansgar (13)

Caggiano, Giovanni (13)

Wohar, Mark (8)

Lim, Guay (8)

Gabauer, David (7)

Kaufmann, Sylvia (6)

Pierdzioch, Christian (5)

Nodari, Gabriela (5)

Fragetta, Matteo (5)

Cites to:

Castelnuovo, Efrem (31)

Caggiano, Giovanni (21)

bloom, nicholas (15)

Nodari, Gabriela (11)

Colombo, Valentina (11)

Groshenny, Nicolas (6)

Blanchard, Olivier (6)

Ascari, Guido (6)

Fuentes-Albero, Cristina (5)

Caldara, Dario (5)

Zakrajšek, Egon (5)

Main data


Where Giovanni Pellegrino has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control2
Australian Economic Review2

Working Papers Series with more than one paper published# docs
"Marco Fanno" Working Papers / Dipartimento di Scienze Economiche "Marco Fanno"5
CESifo Working Paper Series / CESifo3

Recent works citing Giovanni Pellegrino (2021 and 2020)


YearTitle of citing document
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020The global effects of Covid-19-induced uncertainty. (2020). Caggiano, Giovanni ; Kima, Richard ; Castelnuovo, Efrem. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_011.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps87.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The Global Effects of Covid-19-Induced Uncertainty. (2020). Caggiano, Giovanni ; Kima, Richard ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8280.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Sensitivity of US equity returns to economic policy uncertainty and investor sentiments. (2021). Vo, Xuan Vinh ; Sensoy, Ahmet ; Hussain, Syed Jawad ; Eraslan, Veysel ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000280.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The global effects of Covid-19-induced uncertainty. (2020). Castelnuovo, Efrem ; Caggiano, Giovanni ; Kima, Richard. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302457.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Macroeconomic volatility at the zero lower bound: Evidence from the OECD. (2021). Swaminathan, Anthony. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001543.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Financial uncertainty and real activity: The good, the bad, and the ugly. (2021). Kima, Richard ; Delrio, Silvia ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001033.

Full description at Econpapers || Download paper

2021Financial markets and dissent in the ECB’s Governing Council. (2021). Tillmann, Peter ; PeterTillmann, . In: European Economic Review. RePEc:eee:eecrev:v:139:y:2021:i:c:s001429212100180x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020International bank lending channel of monetary policy. (2020). Choi, Sangyup ; ALBRIZIO, SILVIA ; Yoon, Chansik ; Furceri, Davide. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305595.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Learning, parameter variability, and swings in US macroeconomic dynamics. (2020). Vázquez, Jesús ; Vazquez, Jesus ; Aguirre, Idoia. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:66:y:2020:i:c:s016407042030166x.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty. (2021). de la Fuente, Gabriel ; Perote, Javier ; de la Horra, Luis P. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:609-624.

Full description at Econpapers || Download paper

2020Evolving Monetary Policy in the Aftermath of the Great Recession. (2020). Ortmans, Aymeric. In: Documents de recherche. RePEc:eve:wpaper:20-01.

Full description at Econpapers || Download paper

2021Sentiment and Uncertainty about Regulation. (2021). Xie, Zhoudan ; Sinclair, Tara. In: Working Papers. RePEc:gwc:wpaper:2021-004.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Financial Repression And Transmission Of Macroeconomic Shocks In A DSGE Model With Financial Frictions. (2021). Elkina, Mariia A. In: HSE Working papers. RePEc:hig:wpaper:246/ec/2021.

Full description at Econpapers || Download paper

2020Risk Shocks and Monetary Policy in the New Normal. (2020). Seneca, Martin. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:5:a:5.

Full description at Econpapers || Download paper

2021Building Back Better: How Big Are Green Spending Multipliers?. (2021). Fragetta, Matteo ; Batini, Nicoletta ; Waldron, Anthony ; Melina, Giovanni ; di Serio, Mario. In: IMF Working Papers. RePEc:imf:imfwpa:2021/087.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Industrial Impact of Economic Uncertainty Shocks in Australia: Revised. (2020). Vespignani, Joaquin ; Burrel, Hamish. In: MPRA Paper. RePEc:pra:mprapa:104117.

Full description at Econpapers || Download paper

2021Economic policy uncertainty in banking: a literature review. (2021). Ozili, Peterson Kitakogelu. In: MPRA Paper. RePEc:pra:mprapa:108017.

Full description at Econpapers || Download paper

2021Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model. (2021). GUPTA, RANGAN ; Maneejuk, Paravee ; Thongkairat, Sukrit ; Yamaka, Woraphon. In: Working Papers. RePEc:pre:wpaper:202108.

Full description at Econpapers || Download paper

2021Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Balcilar, Mehmet ; Pierdzioch, Christian ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202111.

Full description at Econpapers || Download paper

2021Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies. (2021). Plakandaras, Vasilios ; Balcilar, Mehmet ; Ji, Qiang ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202113.

Full description at Econpapers || Download paper

2020Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time. (2020). Kaufmann, Sylvia ; Hauri, Simona ; Gubler, Matthias ; Beutler, Toni. In: Working Papers. RePEc:snb:snbwpa:2020-12.

Full description at Econpapers || Download paper

2021Measuring economic and economic policy uncertainty and their macroeconomic effects: the case of Spain. (2021). Urtasun, Alberto ; Pérez, Javier ; Ghirelli, Corinna ; Perez, Javier J ; Gil, Maria. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01772-8.

Full description at Econpapers || Download paper

2021The impact of CHF/EUR exchange rate uncertainty on Swiss exports to the Eurozone: evidence from a threshold VAR. (2021). Loermann, Julius. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01780-8.

Full description at Econpapers || Download paper

2020Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time. (2020). Kaufmann, Sylvia ; Hauri, Simona ; Gubler, Matthias ; Beutler, Toni. In: Working Papers. RePEc:szg:worpap:2004.

Full description at Econpapers || Download paper

2021A comparative analysis of the monetary policy transmission channels in the U.S: a wavelet-based approach. (2021). Bošnjak, Mile ; Oddo, Luigi. In: Applied Economics. RePEc:taf:applec:v:53:y:2021:i:38:p:4448-4463.

Full description at Econpapers || Download paper

2020Uncertainty shocks and inflation dynamics in the U.S.. (2020). Haque, Qazi ; Magnusson, Leandro M. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:20-25.

Full description at Econpapers || Download paper

2020An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand. (2021). Ryan, Michael. In: Working Papers in Economics. RePEc:wai:econwp:20/11.

Full description at Econpapers || Download paper

2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred ; Pfarrhofer, Michael. In: Working Papers in Regional Science. RePEc:wiw:wus046:8006.

Full description at Econpapers || Download paper

2021Who drives the dance? Further insights from a time?frequency wavelet analysis of the interrelationship between stock markets and uncertainty. (2021). Ben Amar, Amine ; Carlotti, Jeanetienne. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1623-1636.

Full description at Econpapers || Download paper

2020Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks. (2020). Tillmann, Peter ; PeterTillmann, . In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:4:p:803-833.

Full description at Econpapers || Download paper

2020The impact of uncertainty and certainty shocks. (2020). Schuler, Yves S. In: Discussion Papers. RePEc:zbw:bubdps:142020.

Full description at Econpapers || Download paper

2021Financial technologies and the effectiveness of monetary policy transmission. (2020). Kwak, Boreum ; Hasan, Iftekhar ; Li, Xiang. In: IWH Discussion Papers. RePEc:zbw:iwhdps:262020.

Full description at Econpapers || Download paper

2021Monetary policy uncertainty and inflation expectations. (2021). Blagov, Boris ; Arce-Alfaro, Gabriel. In: Ruhr Economic Papers. RePEc:zbw:rwirep:899.

Full description at Econpapers || Download paper

2020The government spending multiplier at the zero lower bound: Evidence from the United States. (2020). Gasteiger, Emanuel ; Fragetta, Matteo ; di Serio, Mario. In: ECON WPS - Vienna University of Technology Working Papers in Economic Theory and Policy. RePEc:zbw:tuweco:042020.

Full description at Econpapers || Download paper

Works by Giovanni Pellegrino:


YearTitleTypeCited
2017A Short Review of the Recent Literature on Uncertainty In: Australian Economic Review.
[Full Text][Citation analysis]
article31
2018Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes? In: Australian Economic Review.
[Full Text][Citation analysis]
article0
2017Estimating the real effects of uncertainty shocks at the zero lower bound In: Research Discussion Papers.
[Full Text][Citation analysis]
paper90
2017Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90
paper
2017Estimating the real effects of uncertainty shocks at the Zero Lower Bound.(2017) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90
article
2017Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound.(2017) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90
paper
2015Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound.(2015) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90
paper
2018Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound.(2018) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90
paper
2017Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper28
2018Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation.(2018) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
article
2018Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation.(2018) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
2018Liquidity Traps and Large-Scale Financial Crises In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper2
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: 2
article
2017Liquidity traps and large-scale financial crises.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Liquidity Traps and Large-Scale Financial Crises.(2016) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
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: 2
paper
2018Uncertainty and the real effects of monetary policy shocks in the Euro area In: Economics Letters.
[Full Text][Citation analysis]
article35
2017Uncertainty and the Real Effects of Monetary Policy Shocks in the Euro Area.(2017) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
2017Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
paper22
2015Uncertainty And Monetary Policy In The US: A Journey Into Non-Linear Territory.(2015) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team