Giovanni Caggiano : Citation Profile

Are you Giovanni Caggiano?

Monash University

20

H index

26

i10 index

1774

Citations

RESEARCH PRODUCTION:

21

Articles

81

Papers

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 104
   Journals where Giovanni Caggiano has often published
   Relations with other researchers
   Recent citing documents: 233.    Total self citations: 32 (1.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca325
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Castelnuovo, Efrem (38)

Pellegrino, Giovanni (13)

Angelini, Giovanni (7)

Fanelli, Luca (6)

Wong, Benjamin (2)

Anderson, Heather (2)

Vahid, Farshid (2)

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

Is cited by:

Castelnuovo, Efrem (117)

GUPTA, RANGAN (97)

Pellegrino, Giovanni (48)

Wohar, Mark (30)

Balcilar, Mehmet (24)

Fragetta, Matteo (20)

Claveria, Oscar (19)

Lim, Guay (19)

Pfarrhofer, Michael (17)

Ferrara, Laurent (16)

Angelini, Giovanni (15)

Cites to:

Castelnuovo, Efrem (76)

Pellegrino, Giovanni (43)

bloom, nicholas (30)

Gilchrist, Simon (27)

Zakrajšek, Egon (26)

Rubio-Ramirez, Juan F (24)

Caldara, Dario (21)

Fisher, Jonas (19)

Pesaran, Mohammad (18)

Fernandez-Villaverde, Jesus (18)

Demirguc-Kunt, Asli (18)

Main data

Where Giovanni Caggiano has published?

Journals with more than one article published# docs
Economics Letters7
Journal of Applied Econometrics2
European Economic Review2

Working Papers Series with more than one paper published# docs
"Marco Fanno" Working Papers / Dipartimento di Scienze Economiche "Marco Fanno"18
CESifo Working Paper Series / CESifo15
Working Papers / Business School - Economics, University of Glasgow5
Monash Economics Working Papers / Monash University, Department of Economics3
Working Paper series / Rimini Centre for Economic Analysis2
Working Paper Series / African Development Bank2

Recent works citing Giovanni Caggiano (2024 and 2023)

YearTitle of citing document
2023Uncertainty and monetary policy during the Covid-19 pandemic in Tunisia: Evidence from a Bayesian VAR. (2023). Gabsi, Foued Badr ; Turki, Dorra. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(634):y:2023:i:1(634):p:177-188.

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2023ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308.

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2023Are the Effects of Uncertainty Shocks Big or Small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Working Papers. RePEc:aoz:wpaper:244.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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2023Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market. (2023). Mahmoudi, Mohammadreza. In: Papers. RePEc:arx:papers:2311.10739.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca ; Tsoukalas, John D. In: BCAM Working Papers. RePEc:bbk:bbkcam:2206.

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2023A Little Less Uncertain about the Relationship between Economic Policy Uncertainty and Economic Activity. (2023). de Carvalho, Fabia A. In: Working Papers Series. RePEc:bcb:wpaper:585.

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2023The effects of the pandemic on households financial savings: a Bayesian structural VAR analysis. (2023). Vercelli, Francesco ; Lilla, Francesca ; Infante, Luigi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1421_23.

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2024Aggregate uncertainty, HANK, and the ZLB. (2024). Peruffo, Marcel ; Lin, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1442_24.

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2023Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia. (2023). Li, Xin ; Liu, Hongwen ; Wang, Zushan. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:2:p:96-118.

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

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2023Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

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2023What about the race between education and technology in the Global South? Comparing skill premiums in colonial Africa and Asia. (2023). van Waijenburg, Marlous ; Frankema, Ewout. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:3:p:941-978.

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2024The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869.

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2023Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

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2023Uncertainty premia in REIT returns. (2023). Strobel, Johannes ; Ruf, Daniel ; Lotz, Marton. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:372-407.

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2023Every crisis does matter: Comparing the databases of financial crisis events. (2023). Širaňová, Mária ; Zelenak, Karol ; Siranova, Maria. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:652-686.

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2023Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123.

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2024Risky 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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2024Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

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2023Does U.S. Monetary Policy Respond to Macroeconomic Uncertainty?. (2023). Piccillo, Giulia ; Gomez, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10407.

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2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10463.

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2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Gambetti, Luca ; Zanetti, Francesco ; Tsoukalas, John D. In: Discussion Papers. RePEc:cfm:wpaper:2304.

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2023Goodness-of-fit test in high-dimensional linear sparse models. (2023). van Bellegem, Sebastien ; Sauvenier, Mathieu. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023008.

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2024Economic policy uncertainties and business confidence in Japan. (2024). Salgado, Pedro ; Montes, Gabriel Caldas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00456.

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2023Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834.

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2024Aggregate uncertainty, HANK, and the ZLB. (2024). Lin, Alessandro ; Peruffo, Marcel. In: Working Paper Series. RePEc:ecb:ecbwps:20242911.

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2024Monetary asmmetries without (and with) price stickiness. (2024). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20242928.

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2023Macroeconomic effects of uncertainty shocks: Evidence from Korea. (2023). Cho, Dooyeon ; Kim, Husang. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001270.

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2023Modeling an early warning system for household debt risk in Korea: A simple deep learning approach. (2023). Park, Sung Y. ; Kwon, Yujin. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001300.

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2023Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model. (2023). Zheng, Xin ; Wang, XI ; Kwok, Simon ; Jin, Tao ; Hsiao, Cody Yu-Ling. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23000913.

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2023The bright side of the internal labor market: Evidence from the labor cost stickiness of firms affiliated with privately owned business groups in China. (2023). Fang, Qiaoling ; Na, Chaohong ; Chan, Kam C ; Xu, Hui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119923000056.

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2023Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP. (2023). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s016518892300163x.

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2024Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies. (2024). Lutkepohl, Helmut ; Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290.

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2024Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment. (2024). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000514.

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2024Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks. (2024). Ma, Jun ; Luo, Sui ; Liao, Wenting ; Huang, Yu-Fan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000630.

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2023Does uncertainty affect graduates’ decision to relocate for work? Evidence at China’s city level. (2023). Gu, Xin ; Qin, Wenjing ; Cheng, Sang ; Ding, Xiaoli. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:10-19.

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2023Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296.

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2024Climate change and economic policy uncertainty: Evidence from major countries around the world. (2024). Wang, KE ; Su, Zhi ; Lan, Minghui ; Liu, Lingxi ; Zhang, Yongji. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1045-1060.

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2024Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483.

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2023The confidence channel of U.S. financial uncertainty: Evidence from industry-level data. (2023). Rangaraju, Sandeep Kumar ; Karaki, Mohamad B. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003693.

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2023Monetary policy transmission modeling and policy responses. (2023). Xu, Xiaoguang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001760.

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2023Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era. (2023). Chen, Hong ; Yuan, DI ; Li, Sufang ; Xiang, Shilei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001814.

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2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

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2023Inflation and uncertainty in New Keynesian models: A note. (2023). Pinter, Gabor. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003913.

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2023The role of macroeconomic uncertainty in the determination of the natural rate of interest. (2023). Kempa, Bernd ; Zou, Feina ; Berger, Tino. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002161.

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2023Nonlinear exchange rate pass-through and monetary policy credibility: Evidence from Korea. (2023). Shin, Woongjae ; Kwon, Janghan. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002598.

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2023Binary response models for heterogeneous panel data with interactive fixed effects. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin ; Liu, Fei. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1654-1679.

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2024An identification and testing strategy for proxy-SVARs with weak proxies. (2024). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003202.

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2024Partially one-sided semiparametric inference for trending persistent and antipersistent processes. (2024). Giraitis, Liudas ; Distaso, Walter ; Abadir, Karim M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:1-14.

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2023Bank capital requirement shocks: A narrative perspective. (2023). Conti, Antonio ; Signoretti, Federico M ; Nobili, Andrea. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001507.

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2023Measuring macroeconomic uncertainty: A cross-country analysis. (2023). Dibiasi, Andreas ; Sarferaz, Samad. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000120.

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2023The effects of uncertainty shocks: Implications of wealth inequality. (2023). Chikhale, Nisha. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000417.

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2023Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661.

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2023The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715.

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2023Are the effects of uncertainty shocks big or small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300154x.

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2024Financial technologies and the effectiveness of monetary policy transmission. (2024). Li, Xiang ; Kwak, Boreum ; Hasan, Iftekhar. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002787.

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2023Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries. (2023). el Ouardi, Sofiane ; Bouvatier, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000067.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2024Exploring the relationship between Chinas economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?. (2024). Ming, Che ; Zixiang, Zhu ; Yujia, LI. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s156601412300095x.

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2023Racial and ethnic disparities in unemployment and oil price uncertainty. (2023). Payne, James ; Elder, John. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000543.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Asymmetric effect of the oil price in the ecuadorian economy. (2023). Carrillo-Maldonado, Paul ; Bunce, Alan. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003742.

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2023Oil price uncertainty and unemployment dynamics: Nonlinearities matter. (2023). Kishan, Ruby P ; Farah, Quazi Fidia ; Ahmed, Iqbal M. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003043.

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2023Global commodity prices and macroeconomic fluctuations in a low interest rate environment. (2023). Ahmed, Rashad. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006126.

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2024Determinants and effects of country ESG controversy. (2024). Beckmann, Joscha ; Rogmann, Jennifer. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000343.

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2024Oil price uncertainty shocks and the gender gap in U.S. unemployment. (2024). Payne, James E ; Elder, John. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s014098832400046x.

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2024Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices. (2024). Zhang, Xuewen ; Dai, Peng-Fei ; Wang, Jiqiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001944.

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2023Asymmetric price transmission and impulse responses from U.S. crude oil to jet fuel and diesel markets. (2023). Qiu, Feng ; Luckert, Martin ; Zhang, Wenbei. In: Energy. RePEc:eee:energy:v:283:y:2023:i:c:s0360544223018194.

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2023Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649.

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2023The impact of the Russian-Ukrainian war on global financial markets. (2023). Sivaprasad, Sheeja ; Petropoulou, Athina ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300114x.

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2023Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995.

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2023Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290.

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2024Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Zou, Yang ; Xiang, Yitian ; Zhang, Jiaming ; Guo, Songlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684.

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2024Economic uncertainty, public debt and non-performing loans in the Eurozone: Three systemic crises. (2024). Sohag, Kazi ; Gurdgiev, Constantin ; Zeqiraj, Veton ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001406.

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2024Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Xiong, Xiong ; Shi, Yongdong ; Li, Yanshuang ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710.

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2023Political connections and economic policy uncertainty: A global evidence. (2023). Hooy, Chee-Wooi ; Tee, Chwee-Ming. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005190.

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2023On the efficient synthesis of short financial time series: A Dynamic Factor Model approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000521.

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2023Fiscal policy and stock markets at the effective lower bound. (2023). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Andre, Christophe. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009364.

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2024Two-way risk: Trade policy uncertainty and inflation in the United States and China. (2024). Weng, Chen ; Wang, QI. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001843.

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2023Informational linkage and price discovery between Chinas futures and spot markets: Evidence from the US–China trade dispute. (2023). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000527.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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

Works by Giovanni Caggiano:

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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This paper has nother version. Agregated cites: 6		paper
2021Why Does Risk Matter More in Recessions than in Expansions? In: Economics Working Papers.
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2021Why Does Risk Matter More in Recessions than in Expansions?.(2021) In: CESifo Working Paper Series.
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2021Why does risk matter more in recessions than in expansions?.(2021) In: CAMA Working Papers.
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2021Why Does Risk Matter More in Recessions than in Expansions?.(2021) In: Monash Economics Working Papers.
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2021Why Does Risk Matter More in Recessions than in Expansions?.(2021) In: Marco Fanno Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2011Working Paper 139 - The Macroeconomic Impact of Higher Capital Ratios on African Economies In: Working Paper Series.
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2013Working Paper 190 - Early Warning Systems and Systemic Banking Crises in Low Income Countries: A Multinomial Logit Approach In: Working Paper Series.
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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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This paper has nother version. Agregated cites: 92		paper
2017Economic Policy Uncertainty Spillovers in Booms and Busts.(2017) In: Melbourne Institute Working Paper Series.
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This paper has nother version. Agregated cites: 92		paper
2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: Marco Fanno Working Papers.
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This paper has nother version. Agregated cites: 92		paper
2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: Working Paper series.
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This paper has nother version. Agregated cites: 92		paper
2017Estimating the real effects of uncertainty shocks at the zero lower bound In: Research Discussion Papers.
[Full Text][Citation analysis]		paper113
2017Uncertainty and monetary policy in good and bad times In: Research Discussion Papers.
[Full Text][Citation analysis]		paper49
2017Uncertainty across volatility regimes In: Research Discussion Papers.
[Full Text][Citation analysis]		paper6
2020The global effects of Covid-19-induced uncertainty In: Research Discussion Papers.
[Full Text][Citation analysis]		paper84
2020Are fiscal multipliers estimated with proxy-SVARs robust? In: Research Discussion Papers.
[Full Text][Citation analysis]		paper2
2021Global Uncertainty In: Research Discussion Papers.
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2021Why does risk matter more in recessions than in expansions? In: Research Discussion Papers.
[Full Text][Citation analysis]		paper10
2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? In: Working Papers.
[Full Text][Citation analysis]		paper2
2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 2		paper
2020Are fiscal multipliers estimated with proxy-SVARs robust?.(2020) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2021Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2021) In: Monash Economics Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2017Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper134
2017Estimating the real effects of uncertainty shocks at the Zero Lower Bound.(2017) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 134		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 nother version. Agregated cites: 134		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 nother version. Agregated cites: 134		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 nother version. Agregated cites: 134		paper
2017Uncertainty and Monetary Policy in Good and Bad Times In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper70
2017Uncertainty and Monetary Policy in Good and Bad Times.(2017) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2014Uncertainty and Monetary Policy in Good and Bad Times.(2014) In: Marco Fanno Working Papers.
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This paper has nother version. Agregated cites: 70		paper
2017Uncertainty and Monetary Policy in Good and Bad Times.(2017) In: RBA Research Discussion Papers.
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This paper has nother version. Agregated cites: 70		paper
2017Uncertainty Across Volatility Regimes In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper73
2019Uncertainty across volatility regimes.(2019) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 73		article
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.
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This paper has nother version. Agregated cites: 2		article
2017Liquidity traps and large-scale financial crises.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
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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This paper has nother version. Agregated cites: 189		article
2017Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach.(2017) In: Melbourne Institute Working Paper Series.
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This paper has nother version. Agregated cites: 189		paper
2016Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach.(2016) In: Marco Fanno Working Papers.
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This paper has nother version. Agregated cites: 189		paper
2018Risk Management-Driven Policy Rate Gap In: CESifo Working Paper Series.
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2018Risk management-driven policy rate gap.(2018) In: Economics Letters.
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This paper has nother version. Agregated cites: 8		article
2018Risk management-driven policy rate gap.(2018) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2018Risk Management-Driven Policy Rate Gap.(2018) In: Marco Fanno Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2020The Global Effects of Covid-19-Induced Uncertainty In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper84
2020The global effects of Covid-19-induced uncertainty.(2020) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84		article
2020The global effects of Covid-19-induced uncertainty.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84		paper
2020The global effects of Covid-19-induced uncertainty.(2020) In: Marco Fanno Working Papers.
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This paper has nother version. Agregated cites: 84		paper
2020Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper29
2021Financial uncertainty and real activity: The good, the bad, and the ugly.(2021) In: European Economic Review.
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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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This paper has nother version. Agregated cites: 3		paper
2021Global Uncertainty In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2021Global uncertainty.(2021) In: CAMA Working Papers.
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2021Global Uncertainty.(2021) In: Monash Economics Working Papers.
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2007Globalization, Immigration, and Lewisian Elastic Labor in Pre–World War II Southeast Asia In: The Journal of Economic History.
[Full Text][Citation analysis]		article13
2009Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK In: Working Paper Series.
[Full Text][Citation analysis]		paper48
2011Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK.(2011) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 48		article
2011On the dynamics of international inflation In: Economics Letters.
[Full Text][Citation analysis]		article5
2012Fiscal and financial determinants of Eurozone sovereign spreads In: Economics Letters.
[Full Text][Citation analysis]		article30
2012Fiscal and Financial Determinants of Eurozone Sovereign Spreads.(2012) In: Marco Fanno Working Papers.
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This paper has nother version. Agregated cites: 30		paper
2021Uncertainty shocks and the great recession: Nonlinearities matter In: Economics Letters.
[Full Text][Citation analysis]		article16
2007A note on the empirics of the neoclassical growth model In: Economics Letters.
[Full Text][Citation analysis]		article2
2006A note on the empirics of the neoclassical growth model.(2006) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2013Nelson–Plosser revisited: The ACF approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
2005Nelson-Plosser Revisited: the ACF Approach.(2005) In: Working Papers.
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2008Nelson-Plosser revisited: the ACF approach.(2008) In: Working Paper series.
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2016Comparing logit-based early warning systems: Does the duration of systemic banking crises matter? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article28
2014Early warning systems and systemic banking crises in low income countries: A multinomial logit approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article68
2014Uncertainty shocks and unemployment dynamics in U.S. recessions In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article333
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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This paper has nother version. Agregated cites: 333		paper
2020Sectoral employment dynamics in Australia In: CAMA Working Papers.
[Full Text][Citation analysis]		paper1
2020Sectoral Employment Dynamics in Australia.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2006International Output Convergence: Evidence from an AutoCorrelation Function Approach In: Working Papers.
[Full Text][Citation analysis]		paper22
2009International output convergence: evidence from an autocorrelation function approach.(2009) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 22		article
2007Migration and Elastic Labour in Economic Development: Southeast Asia before World War II In: Working Papers.
[Full Text][Citation analysis]		paper0
2007Globalization and Labor Market Integration in Late Nineteenth- and Early Twentieth-Century Asia In: Working Papers.
[Full Text][Citation analysis]		paper7
2014Estimating Fiscal Multipliers: News from a Nonlinear World In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper100
2015Estimating Fiscal Multipliers:News From a Nonlinear World.(2015) In: Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 100		paper
2010Expert and Peer Pressure in Food and Wine Tasting: Evidence from a Pilot Experiment In: Enometrica.
[Citation analysis]		paper1
2008Long Memory and Non-Linearities in International Inflation In: Marco Fanno Working Papers.
[Full Text][Citation analysis]		paper0
2013Uncertainty Shocks and Unemployment Dynamics: An Analysis of Post-WWII U.S. Recessions In: Marco Fanno Working Papers.
[Full Text][Citation analysis]		paper25
2014Estimating fiscal multipliers: evidence from a nonlinear world In: Marco Fanno Working Papers.
[Full Text][Citation analysis]		paper46
2013Multimodality in the distribution of GDP and the absolute convergence hypothesis In: Empirical Economics.
[Full Text][Citation analysis]		article11
2016Bank competition, financial dependence, and economic growth in the Gulf Cooperation Council In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper6
2022Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article11

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