Dario Caldara : Citation Profile

Federal Reserve Board (Board of Governors of the Federal Reserve System)

13

H index

17

i10 index

3503

Citations

RESEARCH PRODUCTION:

7

Articles

34

Papers

RESEARCH ACTIVITY:

   20 years (2006 - 2026). See details.
   Cites by year: 175
   Journals where Dario Caldara has often published
   Relations with other researchers
   Recent citing documents: 888.    Total self citations: 7 (0.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca683
   Updated: 2026-05-09    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Iacoviello, Matteo (6)

Neely, Christopher (4)

Gagnon, Etienne (4)

Martínez García, Enrique (4)

Ferrante, Francesco (3)

Zhong, Molin (2)

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

Is cited by:

GUPTA, RANGAN (61)

Castelnuovo, Efrem (44)

Rubio-Ramirez, Juan F (32)

Fernandez-Villaverde, Jesus (28)

Caggiano, Giovanni (24)

Saadaoui, Jamel (20)

Kilian, Lutz (19)

Choi, Sangyup (18)

Gambetti, Luca (18)

Ricco, Giovanni (18)

Fanelli, Luca (18)

Cites to:

Smets, Frank (31)

Wouters, Raf (28)

Rubio-Ramirez, Juan F (20)

bloom, nicholas (19)

Zha, Tao (18)

Uhlig, Harald (16)

Eichenbaum, Martin (16)

Leeper, Eric (15)

Fernandez-Villaverde, Jesus (15)

Sims, Christopher (14)

Giannoni, Marc (13)

Main data

Where Dario Caldara has published?

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)10
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)5
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)4
2015 Meeting Papers / Society for Economic Dynamics2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Dario Caldara (2026 and 2025)

YearTitle of citing document
2026Quantifying the Spillover Effect of U.S. Trade Policy Uncertainty on Economic Growth of BRICS: A Panel Data Investigation. (2026). Aldawsari, Salem Hamad ; Hamed, Mustafa Ahmed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:30:y:2026:i:1:p:72-102.

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2026The Price of War. (2026). Mutschler, Willi ; Federle, Jonathan ; Schularick, Moritz ; Muller, Gernot J ; Meier, Andr. In: American Economic Review. RePEc:aea:aecrev:v:116:y:2026:i:3:p:791-827.

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2024Assessing the impact of energy and macroeconomic shocks on the Romanian economy: a Bayesian VAR approach. (2024). Mihai, Georgian Dnu ; Plea, Georgiana ; Neacu, Andrei Costin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:109-118.

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2025Time-frequency analysis of geopolitical risk and food commodity market: a wavelet based investigation. (2025). , Aiswarya ; Muralikrishna, Muthumeenakshi. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:364310.

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2026Industrial Metal Supply Shocks and Heterogeneous Macroeconomic Effects: Evidence from Copper. (2026). Rossini, Luca ; Bastianin, Andrea ; Testa, Alessandra. In: FEEM Working Papers. RePEc:ags:feemwp:387620.

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2026A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:388985.

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2026Lifting Constraints: Venezuelan Oil and Global Market Adjustment. (2026). Visconti, Marta ; Pedini, Luca ; Bastianin, Andrea ; Adel, Niloofar. In: FEEM Working Papers. RePEc:ags:feemwp:396389.

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2026A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: Working Papers. RePEc:anc:wpaper:503.

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2025The pass-through effect of the nominal exchange rate to prices in Costa Rica. (2025). Gómez-Rodríguez, Fabio ; Sandoval-Alvarado, Catalina ; Gmez-Rodrguez, Fabio. In: Documentos de Trabajo. RePEc:apk:doctra:2503.

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2024Probabilistic Quantile Factor Analysis. (2024). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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2025Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

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2024Identification of fiscal SVAR-IVs in small open economies. (2024). Lahdemaki, Sakari ; Keranen, Henri. In: Papers. RePEc:arx:papers:2406.14382.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668.

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2026Projection Inference for set-identified SVARs. (2025). Meier, Matthias ; Jos'e Luis Montiel Olea, ; Gafarov, Bulat. In: Papers. RePEc:arx:papers:2504.14106.

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2025Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs. (2025). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2505.06649.

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2025Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

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2026A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Arias, Jonas E ; Rubio-Ram, Juan F ; Shin, Minchul. In: Papers. RePEc:arx:papers:2505.23542.

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2025The Hype Index: an NLP-driven Measure of Market News Attention. (2025). Cao, Zheng ; Geman, Helyette ; Wunkaew, Wanchaloem. In: Papers. RePEc:arx:papers:2506.06329.

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2025Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy. (2025). Cai, Jinbo ; Wang, Wenjie ; Li, Wenze. In: Papers. RePEc:arx:papers:2507.07477.

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2025Neural ARFIMA model for forecasting BRIC exchange rates with long memory under oil shocks and policy uncertainties. (2025). Chakraborty, Tanujit ; Besher, Donia ; Panja, Madhurima ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2509.06697.

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2025Impact of government spending shocks in the Visegrad countries, 1999Q1-2019Q4. (2025). Matarrese, Marco M ; Bartha, Zoltan. In: Papers. RePEc:arx:papers:2509.21397.

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2025Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework. (2025). Pruser, Jan ; Hou, Chenghan ; Fu, Bowen. In: Papers. RePEc:arx:papers:2510.05802.

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2025Disentangling the Distributional Effects of Financial Shocks in the Euro Area. (2025). Gagliardi, Elena Scola ; Tancioni, Massimiliano ; Ciganovi, Milovs. In: Papers. RePEc:arx:papers:2510.11289.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025Learning from crises: A new class of time-varying parameter VARs with observable adaptation. (2025). Korobilis, Dimitris ; Hardy, Nicolas. In: Papers. RePEc:arx:papers:2512.03763.

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2026Reverse Stress Testing Geopolitical Risk in Corporate Credit Portfolios: A Formal and Operational Framework. (2026). Hurlin, Christophe ; Pull, Yoann ; Lajaunie, Quentin. In: Papers. RePEc:arx:papers:2601.03983.

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2026Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysis. (2026). SADEFO KAMDEM, Jules ; Gnandi, Kpante Emmanuel ; Pokou, Fredy. In: Papers. RePEc:arx:papers:2601.19321.

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2026Pricing Catastrophe: How Extreme Political Shocks Reprice Sovereign Risk, Beliefs, and Growth Expectations. (2026). Spruk, Rok ; Ichev, Riste. In: Papers. RePEc:arx:papers:2601.20724.

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2026Trade uncertainty impact on stock-bond correlations: Insights from conditional correlation models. (2026). Otranto, Edoardo ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2601.21447.

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2026Electoral Polls and Economic Uncertainty: an Analysis of the Last Two U.S. Presidential Elections. (2026). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2601.21534.

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2026Confrontation with the West and Long-Run Economic and Institutional Outcomes: Evidence from Iran. (2026). Spruk, Rok. In: Papers. RePEc:arx:papers:2602.03231.

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2026Shifting Correlations: How Trade Policy Uncertainty Alters stock-T bill Relationships. (2026). Lacava, Demetrio. In: Papers. RePEc:arx:papers:2603.25285.

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2026Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach. (2026). Korobilis, Dimitris ; Hardy, Nicolas ; Bjornland, Hilde C. In: Papers. RePEc:arx:papers:2604.12927.

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2025Global | Geopolítica, geoeconomía y riesgo: un enfoque basado en aprendizaje automático. (2025). Research, Bbva ; Rodrigo, Tomasa ; Ortiz, Alvaro. In: Working Papers. RePEc:bbv:wpaper:2514.

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2026Environmental score and bond pricing: it better be good, it better be green. (2026). Zaghini, Andrea ; Pianeselli, Daniele ; Fornari, Fabio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1002_26.

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2025Forecasting corporate default probabilities: a local logit approach for scenario analysis. (2025). Quaglia, Ivan ; Ciocchetta, Federica ; Pietrosanti, Stefano ; Cascarino, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_909_25.

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2025Energy price shocks and their effects on the main macroeconomic variables: a Bayesian SVAR analysis. (2025). Lilla, Francesca ; Infante, Luigi ; Pasetto, Michela E. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_926_25.

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2025The macroeconomic effects of import tariffs on the euro area: a model-based assessment. (2025). Pisani, Massimiliano ; Notarpietro, Alessandro ; Cova, Pietro ; Cantelmo, Alessandro ; Bartocci, Anna. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_960_25.

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2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

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2024Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1468_24.

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2025Energy prices, inflation and the ECBs monetary policy during the 2021-22 energy crisis. (2025). Neri, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1481_25.

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2025Global risk aversion and the term premium gap in emerging market economies. (2025). Villa, Stefania ; Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1493_25.

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2026Risky firms and fragile banks: implications for macroprudential policy. (2026). Villa, Stefania ; Lewis, Vivien ; Gasparini, Tommaso ; Moyen, Stephane. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1518_26.

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2024Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico. (2024). Ibarra, Raul ; Carrillo, Julio ; Alba, Carlos. In: Working Papers. RePEc:bdm:wpaper:2024-14.

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2025The Balance Sheet Channel of Fiscal Policy: Sovereign Exposure and Credit to Firms in the European Periphery. (2025). Thoenissen, Christoph ; Quiroga-Trevino, Miroslava ; Montagnoli, Alberto. In: Working Papers. RePEc:bdm:wpaper:2025-12.

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2025Seeds of Inflation: Geopolitical Risk and Inflation: The Role of Energy Markets. (2025). Pinchetti, Marco. In: Working papers. RePEc:bfr:banfra:1005.

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2025Asymmetric Transmission of Oil Supply News. (2025). Gambetti, Luca ; Franconi, Alessandro ; Forni, Mario ; Sala, Luca. In: Working papers. RePEc:bfr:banfra:1020.

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2024Identification of Systematic Monetary Policy. (2024). Meier, Matthias ; Istrefi, Klodiana ; Hack, Lukas. In: Working papers. RePEc:bfr:banfra:973.

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2025Imperfect Banking Competition and the Propagation of Uncertainty Shocks. (2025). Gasparini, Tommaso. In: Working papers. RePEc:bfr:banfra:997.

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2025Elasticity in the monetary system. (2025). Frost, Jon ; Vidal, Jose Maria ; Chui, Michael ; Banerjee, Ryan Niladri. In: BIS Bulletins. RePEc:bis:bisblt:101.

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2025Investment in an increasingly uncertain global landscape. (2025). Burgert, Matthias ; Chui, Michael ; Gorea, Denis ; Zampolli, Fabrizio. In: BIS Bulletins. RePEc:bis:bisblt:103.

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2025Completing the post-pandemic landing. (2025). Sandri, Damiano ; Hofmann, Boris ; Rosewall, Tom ; Munakata, KO. In: BIS Bulletins. RePEc:bis:bisblt:97.

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2025Geopolitics meets monetary policy: decoding their impact on cross-border bank lending. (2025). Takats, Elod ; Stebunovs, Viktors ; Pradhan, Swapan-Kumar ; Temesvary, Judit. In: BIS Working Papers. RePEc:bis:biswps:1247.

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2025Monetary policy and earnings inequality: inflation dependencies. (2025). Rottner, Matthias ; Merikll, Jaanika. In: BIS Working Papers. RePEc:bis:biswps:1271.

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2025R* in East Asia: business, financial cycles, and spillovers. (2025). Siklos, Pierre L ; Xia, Dora ; Chen, Hongyi. In: BIS Working Papers. RePEc:bis:biswps:1285.

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2026The macro-financial impact of economic policy uncertainty in Latin America. (2026). Müller, Carola ; Guerra, Rafael ; Mller, Carola ; Aguilar, Ana ; Tombini, Alexandre. In: BIS Working Papers. RePEc:bis:biswps:1324.

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2025Safe havens in the digital age: Cryptocurrencies and geopolitical risks. (2025). Tran, Hoang Dinh ; Nguyen, Bao Cong ; Phuong, Anh Thi. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:15:y:2025:i:3:p:160-180.

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2025Geopolitical Risk and Environmental, Social, and Governance (ESG) practices of listed companies in Vietnam. (2025). Nguyen, Nghia Dang ; Trinh, Nghia Nguyen. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:15:y:2025:i:5:p:150-168.

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2025Analysis of Inflation Risk Factors in Russia. (2025). Chudaeva, Alexandra. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:60-92.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Herwartz, Helmut ; Lange, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2025Monetary policy communication shocks and the macroeconomy. (2025). Kolb, Benedikt ; Goodhead, Robert. In: Economica. RePEc:bla:econom:v:92:y:2025:i:365:p:173-198.

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2024Effectiveness and counter‐cyclicality of fiscal consolidation under compliance regulation: The case of the Stability and Growth Pact. (2024). Herwartz, Helmut ; Theilen, Bernd. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:1:p:152-176.

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2024Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!. (2024). Haque, Qazi ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:328:p:3-43.

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2024Revisiting the Macroeconomic Effects of Monetary Policy Shocks. (2024). Haque, Qazi ; Doko Tchatoka, Firmin. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:234-259.

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2025The Heterogeneous Effects of EU Structural Funds: A Spatial VAR Approach. (2025). Destefanis, Sergio ; di Giacinto, Valter. In: Journal of Regional Science. RePEc:bla:jregsc:v:65:y:2025:i:2:p:497-517.

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2024Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility. (2024). Aastveit, Knut Are ; Cross, Jamie L ; van Dijk, Herman K ; Furlanetto, Francesco. In: Working Papers. RePEc:bny:wpaper:0130.

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2024Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131.

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2025Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137.

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2025Geopolitical risk shocks: when size matters. (2025). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Bank of England working papers. RePEc:boe:boeewp:1118.

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2025VAT rate shocks and inflation: a theoretical and empirical analysis for Greece. (2025). Palaiodimos, Georgios ; Papageorgiou, Dimitris. In: Economic Bulletin. RePEc:bog:econbl:y:2025:i:61:p:7-32.

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2024Assessing the Long-Term Impact of Monetary Policy. (2024). Nakano, Shogo ; Yamanaka, Takahiro ; Haba, Shunsuke ; Ito, Yuichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e19.

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2025The Size and Uncertainty of Government Spending Multipliers in Italian Regions. (2025). Fanelli, Luca ; Mazzali, Marco ; Cavaliere, Giuseppe. In: Working Papers. RePEc:bol:bodewp:wp1216.

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2026Out-of-Sample Density Prediction of the End-of-Month Price of Crude Oil and the U.S. Economic Policy Uncertainty Index. (2026). Nima, Nonejad. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:18:y:2026:i:1:p:1-47:n:1002.

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2024Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12.

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2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

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2024The influence of global uncertainty and financial shocks, and sovereign risk shock on the Brazilian term structure of interest rate.. (2024). Ferreira, Mauro Sayar ; Figueiredo, Joice Marques. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td674.

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2025The Effect of Oil News Shocks on Job Creation and Destruction. (2025). Herrera, Ana Mara ; Hanson, Ryan. In: Working Papers. RePEc:cen:wpaper:25-06.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10930.

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2025Corporate Survival in Emerging European Markets: Impacts of the COVID-19 Pandemic and the Russo-Ukrainian War. (2025). Kočenda, Evžen ; Iwasaki, Ichiro ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12005.

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2025Monetary Policy Shocks and Narrative Restrictions: Rules Matter. (2025). Srkjr, Laust L ; Pellegrino, Giovanni ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12246.

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2025Trade Policy Uncertainty and Supply Chain Disruptions: Firm-Level Evidence from Liberation Day. (2025). Park, Ziho ; Li, Haishi ; de Souza, Gustavo ; Wang, Yulin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12285.

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2026The War of Ideas: Institutions and Global Media Bias. (2026). Makarin, Alexey ; Liu, Sibo ; Zhang, Dong ; Wu, Jinfeng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12459.

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2026The Effects of Geopolitical Oil Price Shocks. (2026). Zanetti, Francesco ; Verduzco-Bustos, Guillermo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12606.

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2025The Economic Consequences of Tariffs and Trade Policy Uncertainty. (2025). Thtinen, Tuuli ; Schmid, Ramona ; Potrafke, Niklas ; Heil, Philipp ; Grus, Christian. In: EconPol Policy Brief. RePEc:ces:econpb:_79.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: Discussion Papers. RePEc:cfm:wpaper:2405.

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2025Energy and Fiscal Shocks: Reassessing Industrial Competitiveness. (2025). Grjebine, Thomas ; Morvillier, Florian ; Grekou, Carl. In: Working Papers. RePEc:cii:cepidt:2025-19.

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2026Trade under Tensions: Insights from Media-Reported Bilateral events. (2026). Mirza, Daniel ; Emlinger, Charlotte ; Chevalier, Nathan ; Crozet, Matthieu. In: Working Papers. RePEc:cii:cepidt:2026-02.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-003e.

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2025Trade Intermediation and Resilience in Global Sourcing. (2025). Perello, Oscar. In: CEPREMAP Working Papers (Docweb). RePEc:cpm:docweb:2503.

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2024Friend, Not Foe - Energy Prices and European Monetary Policy. (2024). Kriwoluzky, Alexander ; Ider, Gokhan ; Kurcz, Frederik ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2089.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100.

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2025Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2108.

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2025Quantifying the Fiscal Channel of Monetary Policy. (2025). Kurcz, Frederik. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2109.

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2025Dovish Coos or Hawkish Screech? From Central Bank Talk to Economic Walk. (2025). Bernoth, Kerstin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2137.

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2026Review of Proxy Vector Autoregressive Analysis. (2026). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2155.

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2025Capturing international influences in U.S. monetary policy through a NLP approach. (2025). Ferrara, Laurent ; de Roux, Nicolas. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-23.

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2024Financial stability communication: the case of the Bank of England practices. (2024). Jbir, Hamdi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00493.

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2024.

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20242023 macroprudential stress test of the euro area banking system. (2024). Narueviius, Laurynas ; Podlogar, Jure ; Dimitrov, Ivan ; Cappelletti, Giuseppe ; Legrand, Catherine ; Nunes, Andre ; Rohm, Nicola ; Steege, Lucas Ter. In: Occasional Paper Series. RePEc:ecb:ecbops:2024347.

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

Works by Dario Caldara:

YearTitleTypeCited
2019Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article284
2016Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs.(2016) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 284		paper
2016The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2009Computing DSGE Models with Recursive Preferences In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper23
2009Computing DSGE Models with Recursive Preferences.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2009Computing DSGE Models with Recursive Preferences.(2009) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 23		paper
2008What are the effects of fiscal policy shocks? A VAR-based comparative analysis In: Working Paper Series.
[Full Text][Citation analysis]		paper224
2016The macroeconomic impact of financial and uncertainty shocks In: European Economic Review.
[Full Text][Citation analysis]		article414
2016The Macroeconomic Impact of Financial and Uncertainty Shocks.(2016) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 414		paper
2016The Macroeconomic Impact of Financial and Uncertainty Shocks.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 414		paper
2019The systematic component of monetary policy in SVARs: An agnostic identification procedure In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article188
2014The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2016The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure.(2016) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2015The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure.(2015) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2015The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2020Monetary Policy and Economic Performance Since the Financial Crisis In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		paper5
2020Monetary Policy and Economic Performance since the Financial Crisis.(2020) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2021Monetary Policy and Economic Performance Since the Financial Crisis.(2021) In: Review.
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This paper has nother version. Agregated cites: 5		article
2020Monetary Policy and Economic Performance since the Financial Crisis.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2012Computing DSGE models with recursive preferences and stochastic volatility In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper128
2012Computing DSGE Models with Recursive Preferences and Stochastic Volatility.(2012) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		article
2012The analytics of SVARs: a unified framework to measure fiscal multipliers In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper217
2017The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers.(2017) In: The Review of Economic Studies.
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This paper has nother version. Agregated cites: 217		article
2012Practical tools for policy analysis in DSGE models with missing channels In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper3
2019Does Trade Policy Uncertainty Affect Global Economic Activity? In: FEDS Notes.
[Full Text][Citation analysis]		paper11
2021The Global Recovery: Lessons from the Past In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2022The Effect of the War in Ukraine on Global Activity and Inflation In: FEDS Notes.
[Full Text][Citation analysis]		paper31
2022International Spillovers of Tighter Monetary Policy In: FEDS Notes.
[Full Text][Citation analysis]		paper3
2026The Effects of the War on Ukraine on Global Corporate Investment In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper0
2026Risk in a Data-Rich Model In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Oil Price Elasticities and Oil Price Fluctuations In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper190
2022Measuring Geopolitical Risk In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper1474
2019The Economic Effects of Trade Policy Uncertainty In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper225
2021Macroeconomic and Financial Risks: A Tale of Mean and Volatility In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper10
2023The International Spillovers of Synchronous Monetary Tightening In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper18
2025Measuring Shortages since 1900 In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper0
2009Computing Models with Recursive Preferences In: 2009 Meeting Papers.
[Citation analysis]		paper12
2010The analytics of the sign restriction approach to shock identification: a framework for understanding the empirical macro puzzles In: 2010 Meeting Papers.
[Full Text][Citation analysis]		paper0
2015Monetary Policy, Credit Spreads, and Business Cycle Fluctuations In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper2
2006What Do We Know About the Effects of Fiscal Policy Shocks? A Comparative Analysis In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper24
2014PRACTICAL TOOLS FOR POLICY ANALYSIS IN DSGE MODELS WITH MISSING SHOCKS In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article6

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