13
H index
17
i10 index
3485
Citations
Federal Reserve Board (Board of Governors of the Federal Reserve System) | 13 H index 17 i10 index 3485 Citations RESEARCH PRODUCTION: 7 Articles 34 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dario Caldara. | Is cited by: | Cites to: |
| Year | Title of citing document | |
|---|---|---|
| 2026 | Quantifying 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. Full description at Econpapers || Download paper | |
| 2026 | The 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. Full description at Econpapers || Download paper | |
| 2024 | Assessing 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. Full description at Econpapers || Download paper | |
| 2025 | Time-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. Full description at Econpapers || Download paper | |
| 2026 | Industrial 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. Full description at Econpapers || Download paper | |
| 2026 | A 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. Full description at Econpapers || Download paper | |
| 2026 | Lifting Constraints: Venezuelan Oil and Global Market Adjustment. (2026). Visconti, Marta ; Pedini, Luca ; Bastianin, Andrea ; Adel, Niloofar. In: FEEM Working Papers. RePEc:ags:feemwp:396389. Full description at Econpapers || Download paper | |
| 2026 | A 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. Full description at Econpapers || Download paper | |
| 2025 | The 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. Full description at Econpapers || Download paper | |
| 2024 | Probabilistic Quantile Factor Analysis. (2024). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301. Full description at Econpapers || Download paper | |
| 2025 | Estimating 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. Full description at Econpapers || Download paper | |
| 2024 | Identification of fiscal SVAR-IVs in small open economies. (2024). Lahdemaki, Sakari ; Keranen, Henri. In: Papers. RePEc:arx:papers:2406.14382. Full description at Econpapers || Download paper | |
| 2024 | The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741. Full description at Econpapers || Download paper | |
| 2024 | A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598. Full description at Econpapers || Download paper | |
| 2025 | Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668. Full description at Econpapers || Download paper | |
| 2026 | Projection Inference for set-identified SVARs. (2025). Meier, Matthias ; Jos'e Luis Montiel Olea, ; Gafarov, Bulat. In: Papers. RePEc:arx:papers:2504.14106. Full description at Econpapers || Download paper | |
| 2025 | Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs. (2025). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2505.06649. Full description at Econpapers || Download paper | |
| 2025 | Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244. Full description at Econpapers || Download paper | |
| 2026 | A 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. Full description at Econpapers || Download paper | |
| 2025 | The Hype Index: an NLP-driven Measure of Market News Attention. (2025). Cao, Zheng ; Geman, Helyette ; Wunkaew, Wanchaloem. In: Papers. RePEc:arx:papers:2506.06329. Full description at Econpapers || Download paper | |
| 2025 | Electricity 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. Full description at Econpapers || Download paper | |
| 2025 | Neural 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. Full description at Econpapers || Download paper | |
| 2025 | Assessing 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. Full description at Econpapers || Download paper | |
| 2025 | Disentangling 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. Full description at Econpapers || Download paper | |
| 2025 | Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347. Full description at Econpapers || Download paper | |
| 2025 | Learning 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. Full description at Econpapers || Download paper | |
| 2026 | Reverse 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. Full description at Econpapers || Download paper | |
| 2026 | Predictive 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. Full description at Econpapers || Download paper | |
| 2026 | Pricing Catastrophe: How Extreme Political Shocks Reprice Sovereign Risk, Beliefs, and Growth Expectations. (2026). Spruk, Rok ; Ichev, Riste. In: Papers. RePEc:arx:papers:2601.20724. Full description at Econpapers || Download paper | |
| 2026 | Trade uncertainty impact on stock-bond correlations: Insights from conditional correlation models. (2026). Otranto, Edoardo ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2601.21447. Full description at Econpapers || Download paper | |
| 2026 | Electoral 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. Full description at Econpapers || Download paper | |
| 2026 | Confrontation with the West and Long-Run Economic and Institutional Outcomes: Evidence from Iran. (2026). Spruk, Rok. In: Papers. RePEc:arx:papers:2602.03231. Full description at Econpapers || Download paper | |
| 2026 | Shifting Correlations: How Trade Policy Uncertainty Alters stock-T bill Relationships. (2026). Lacava, Demetrio. In: Papers. RePEc:arx:papers:2603.25285. Full description at Econpapers || Download paper | |
| 2026 | Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach. (2026). Korobilis, Dimitris ; Hardy, Nicolas ; Bjornland, Hilde C. In: Papers. RePEc:arx:papers:2604.12927. Full description at Econpapers || Download paper | |
| 2025 | Global | Geopolítica, geoeconomía y riesgo: un enfoque basado en aprendizaje automático. (2025). Research, Bbva ; Rodrigo, Tomasa ; Ortiz, Alvaro. In: Working Papers. RePEc:bbv:wpaper:2514. Full description at Econpapers || Download paper | |
| 2026 | Environmental 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. Full description at Econpapers || Download paper | |
| 2025 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2025 | Energy 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. Full description at Econpapers || Download paper | |
| 2025 | The 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. Full description at Econpapers || Download paper | |
| 2024 | Oil 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. Full description at Econpapers || Download paper | |
| 2024 | Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1468_24. Full description at Econpapers || Download paper | |
| 2025 | Energy 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. Full description at Econpapers || Download paper | |
| 2025 | Global 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. Full description at Econpapers || Download paper | |
| 2026 | Risky 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. Full description at Econpapers || Download paper | |
| 2024 | Information 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. Full description at Econpapers || Download paper | |
| 2025 | The 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. Full description at Econpapers || Download paper | |
| 2025 | Seeds of Inflation: Geopolitical Risk and Inflation: The Role of Energy Markets. (2025). Pinchetti, Marco. In: Working papers. RePEc:bfr:banfra:1005. Full description at Econpapers || Download paper | |
| 2025 | Asymmetric Transmission of Oil Supply News. (2025). Gambetti, Luca ; Franconi, Alessandro ; Forni, Mario ; Sala, Luca. In: Working papers. RePEc:bfr:banfra:1020. Full description at Econpapers || Download paper | |
| 2024 | Identification of Systematic Monetary Policy. (2024). Meier, Matthias ; Istrefi, Klodiana ; Hack, Lukas. In: Working papers. RePEc:bfr:banfra:973. Full description at Econpapers || Download paper | |
| 2025 | Imperfect Banking Competition and the Propagation of Uncertainty Shocks. (2025). Gasparini, Tommaso. In: Working papers. RePEc:bfr:banfra:997. Full description at Econpapers || Download paper | |
| 2025 | Elasticity in the monetary system. (2025). Frost, Jon ; Vidal, Jose Maria ; Chui, Michael ; Banerjee, Ryan Niladri. In: BIS Bulletins. RePEc:bis:bisblt:101. Full description at Econpapers || Download paper | |
| 2025 | Investment in an increasingly uncertain global landscape. (2025). Burgert, Matthias ; Chui, Michael ; Gorea, Denis ; Zampolli, Fabrizio. In: BIS Bulletins. RePEc:bis:bisblt:103. Full description at Econpapers || Download paper | |
| 2025 | Completing the post-pandemic landing. (2025). Sandri, Damiano ; Hofmann, Boris ; Rosewall, Tom ; Munakata, KO. In: BIS Bulletins. RePEc:bis:bisblt:97. Full description at Econpapers || Download paper | |
| 2025 | Geopolitics 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. Full description at Econpapers || Download paper | |
| 2025 | Monetary policy and earnings inequality: inflation dependencies. (2025). Rottner, Matthias ; Merikll, Jaanika. In: BIS Working Papers. RePEc:bis:biswps:1271. Full description at Econpapers || Download paper | |
| 2025 | R* in East Asia: business, financial cycles, and spillovers. (2025). Siklos, Pierre L ; Xia, Dora ; Chen, Hongyi. In: BIS Working Papers. RePEc:bis:biswps:1285. Full description at Econpapers || Download paper | |
| 2026 | The 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. Full description at Econpapers || Download paper | |
| 2025 | Safe 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. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical 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. Full description at Econpapers || Download paper | |
| 2025 | Analysis 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. Full description at Econpapers || Download paper | |
| 2024 | How 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. Full description at Econpapers || Download paper | |
| 2025 | Monetary 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. Full description at Econpapers || Download paper | |
| 2024 | Effectiveness 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. Full description at Econpapers || Download paper | |
| 2024 | Can 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. Full description at Econpapers || Download paper | |
| 2024 | Revisiting 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. Full description at Econpapers || Download paper | |
| 2024 | Accounting 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. Full description at Econpapers || Download paper | |
| 2024 | Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131. Full description at Econpapers || Download paper | |
| 2025 | Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical risk shocks: when size matters. (2025). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Bank of England working papers. RePEc:boe:boeewp:1118. Full description at Econpapers || Download paper | |
| 2024 | Assessing 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. Full description at Econpapers || Download paper | |
| 2025 | The Size and Uncertainty of Government Spending Multipliers in Italian Regions. (2025). Fanelli, Luca ; Mazzali, Marco ; Cavaliere, Giuseppe. In: Working Papers. RePEc:bol:bodewp:wp1216. Full description at Econpapers || Download paper | |
| 2026 | Out-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. Full description at Econpapers || Download paper | |
| 2024 | Challenges 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. Full description at Econpapers || Download paper | |
| 2024 | Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18. Full description at Econpapers || Download paper | |
| 2024 | The 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. Full description at Econpapers || Download paper | |
| 2025 | The Effect of Oil News Shocks on Job Creation and Destruction. (2025). Herrera, Ana Mara ; Hanson, Ryan. In: Working Papers. RePEc:cen:wpaper:25-06. Full description at Econpapers || Download paper | |
| 2024 | The 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. Full description at Econpapers || Download paper | |
| 2025 | Corporate 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. Full description at Econpapers || Download paper | |
| 2025 | Monetary Policy Shocks and Narrative Restrictions: Rules Matter. (2025). Srkjr, Laust L ; Pellegrino, Giovanni ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12246. Full description at Econpapers || Download paper | |
| 2025 | Trade 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. Full description at Econpapers || Download paper | |
| 2026 | The 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. Full description at Econpapers || Download paper | |
| 2026 | The Effects of Geopolitical Oil Price Shocks. (2026). Zanetti, Francesco ; Verduzco-Bustos, Guillermo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12606. Full description at Econpapers || Download paper | |
| 2025 | The 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. Full description at Econpapers || Download paper | |
| 2024 | The 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. Full description at Econpapers || Download paper | |
| 2025 | Energy and Fiscal Shocks: Reassessing Industrial Competitiveness. (2025). Grjebine, Thomas ; Morvillier, Florian ; Grekou, Carl. In: Working Papers. RePEc:cii:cepidt:2025-19. Full description at Econpapers || Download paper | |
| 2026 | Trade 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. Full description at Econpapers || Download paper | |
| 2024 | The 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. Full description at Econpapers || Download paper | |
| 2025 | Trade Intermediation and Resilience in Global Sourcing. (2025). Perello, Oscar. In: CEPREMAP Working Papers (Docweb). RePEc:cpm:docweb:2503. Full description at Econpapers || Download paper | |
| 2024 | Friend, 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. Full description at Econpapers || Download paper | |
| 2024 | Interest 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. Full description at Econpapers || Download paper | |
| 2025 | Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2108. Full description at Econpapers || Download paper | |
| 2025 | Quantifying the Fiscal Channel of Monetary Policy. (2025). Kurcz, Frederik. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2109. Full description at Econpapers || Download paper | |
| 2025 | Dovish Coos or Hawkish Screech? From Central Bank Talk to Economic Walk. (2025). Bernoth, Kerstin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2137. Full description at Econpapers || Download paper | |
| 2026 | Review of Proxy Vector Autoregressive Analysis. (2026). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2155. Full description at Econpapers || Download paper | |
| 2025 | Capturing 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. Full description at Econpapers || Download paper | |
| 2024 | Financial stability communication: the case of the Bank of England practices. (2024). Jbir, Hamdi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00493. Full description at Econpapers || Download paper | |
| 2024 | . Full description at Econpapers || Download paper | |
| 2024 | 2023 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. Full description at Econpapers || Download paper | |
| 2025 | A strategic view on the economic and inflation environment in the euro area. (2025). Wauters, Joris ; Valderrama, Maria ; Röhe, Oke ; Pönkä, Harri ; Paredes, Joan ; Parker, Miles ; Meunier, Baptiste ; Meyler, Aidan ; Manu, Ana-Simona ; Mazelis, Falk ; Kataryniuk, Iván ; Gulan, Adam ; Grimaud, Alex ; De Backer, Bruno ; Checherita Westphal, Cristina ; Benatti, Nicola ; Banbura, Marta ; Venditti, Fabrizio ; Kase, Hanno ; Aguilar, Pablo ; Gareis, Johannes ; Pnk, Harri ; Roma, Moreno ; Luketina, Marko ; Cova, Pietro ; Battistini, Niccol ; Kobayashi, Alicja ; Gallegos, Jose Elias ; Reedik, Reet ; Brand, Claus ; Lawton, Neil ; Hoeberichts, Marco ; Albertazzi, Ugo ; Sigwalt, Antoine ; Lydon, Reamonn ; Dorrucci, Ettore ; Ciccarelli, Matteo ; Muggenthaler-Gerathewohl, Philip ; Goy, Gavin ; Tth, MT ; Bobeica, Elena ; Kornprobst, Antoine ; Angelini, Elena ; Hutchinson, John ; Esposito, Claudia ; Schupp, Fabian ; Martorana, Giulia ; Dedola, Luca ; Kilponen, Juha ; Manzoni, Claudio ; Georgarakos, Dimitris ; Szrfi, Bla ; Dossche, Maarten ; Lisack, Nomie ; Botelho, Vasco ; Hynck, Christian ; Attinasi, Maria Grazia ; Wieland, Elisabeth ; Zimic, Sreko ; Hernndez, Catalina Martnez ; Schmller, Michaela Elfsbacka ; Gross, Johannes ; Bates, Colm ; Burriel, Pablo ; McGregor, Thomas ; Bitter, Lea ; Karakitsios, Alexandros ; Bessonovs, Andrejs ; Speck, Christian ; Modery, Wolfgang ; Falath, Juraj ; Nickel, Christiane ; Martnez-Martin, Jaime ; Bakowska, Katarzyna ; Galati, Gabriele ; Ioannou, Demosthenes ; Beck, Jeanne ; Kazakova, Daria ; Babura, Marta ; Papetti, Andrea ; Durero, Filippo ; Montes-Galdn, Carlos ; Emter, Lorenz ; Moral-Benito, Enrique ; Hahn, Elke ; Zimmer, Hlne ; Lodge, David ; Kasimati, Evangelia ; Bonam, Dennis ; Ili, Ivan ; D'Agostino, Mario ; Christoffel, Kai ; Momferatou, Daphne ; Enders, Almira ; Ilieva, Boryana ; Westermann, Thomas ; Frhling, Annette ; Lenza, Michele ; Kenny, Geoff ; Checherita-Westphal, Cristina ; Ribeiro, Pedro ; Rigato, Rodolfo Dinis ; Osbat, Chiara ; Koester, Gerrit ; Juvonen, Petteri ; Zorko, Robert ; Fritzer, Friedrich ; Pierluigi, Beatrice ; Nuo, Galo ; Lebastard, Laura ; Borgy, Vladimir ; Reichenbachas, Tomas ; Ploj, Gasper ; Landau, Bettina ; Jorra, Markus ; Zizza, Roberta ; Sanchez, Pablo Garcia ; Ortega, Eva ; Priftis, Romanos ; Kuik, Friderike ; Corbisiero, Giuseppe ; Consolo, Agostino ; Ilkova, Ivelina ; Franceschi, Emanuele ; Page, Adrian ; Holton, Sarah ; Kocharkov, Georgi ; Akkaya, Yildiz ; Gumiel, Jos Emilio ; Warmedinger, Thomas ; Prat, Blanca ; Chahad, Mohammed ; Lopez-Garcia, Paloma ; Debono, Nathaniel ; Carvalho, Alexandre ; Krief, Elias ; Foroni, Claudia ; Sagot, Juliette. In: Occasional Paper Series. RePEc:ecb:ecbops:2025371. Full description at Econpapers || Download paper | |
| 2025 | Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks. (2025). Priftis, Romanos ; Notarpietro, Alessandro ; Mandler, Martin ; Lozej, Matija ; Imbierowicz, Bjorn ; Casalis, André ; Buss, Ginters ; Berg, Tim ; Theofilakou, Anastasia ; Kornprobst, Antoine ; Brzdik, Frantiek ; Nilavongse, Rachatar ; Hernndez, Catalina Martnez ; Kalantzis, Yannick ; Bottero, Margherita ; le Gall, Claire ; di Casola, Paola ; Jacquinot, Pascal ; Bonfim, Diana ; Izquierdo, Matas Covarrubias ; Conti, Antonio M ; Haavio, Markus ; Auer, Simone ; Gonalves, Nuno Vilarinho ; Bobasu, Alina ; Grimaud, Alex ; Ambrocio, Gene ; Delis, Panagiotis ; Ciccarelli, Matteo ; Goodhead, Robert ; Reichenbachas, Tomas ; Zlobins, Andrejs ; Rannenberg, Ansgar ; Gomes, Sandra ; Wacks, Johannes ; Odendahl, Florens ; Giammaria, Alessandro ; Vetlov, Igor ; Mller, Georg ; Dupraz, Stphane ; Zimic, Sreko ; Vestin, David ; McClung, Nigel ; Dobrew, Michael ; Repele, Amalia ; Zhutova, Anastasia ; Valderrama, Mara T ; Kortelainen, Mika ; Byrne, David ; Yakut, Dilan Aydin ; Mogliani, Matteo. In: Occasional Paper Series. RePEc:ecb:ecbops:2025377. Full description at Econpapers || Download paper | |
| 2024 | Insurance corporations’ balance sheets, financial stability and monetary policy. (2024). LEYVA, Jaime ; Kaufmann, Christoph ; Storz, Manuela. In: Working Paper Series. RePEc:ecb:ecbwps:20242892. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 284 |
| 2016 | Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 284 | paper | |
| 2016 | The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2009 | Computing DSGE Models with Recursive Preferences In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
| 2009 | Computing DSGE Models with Recursive Preferences.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2009 | Computing DSGE Models with Recursive Preferences.(2009) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2008 | What are the effects of fiscal policy shocks? A VAR-based comparative analysis In: Working Paper Series. [Full Text][Citation analysis] | paper | 211 |
| 2016 | The macroeconomic impact of financial and uncertainty shocks In: European Economic Review. [Full Text][Citation analysis] | article | 414 |
| 2016 | The 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 | |
| 2016 | The Macroeconomic Impact of Financial and Uncertainty Shocks.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 414 | paper | |
| 2019 | The systematic component of monetary policy in SVARs: An agnostic identification procedure In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 188 |
| 2014 | The 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 | |
| 2016 | The 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 | |
| 2015 | The 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 | |
| 2015 | The 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 | |
| 2020 | Monetary Policy and Economic Performance Since the Financial Crisis In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2020 | Monetary 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 | |
| 2021 | Monetary Policy and Economic Performance Since the Financial Crisis.(2021) In: Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2020 | Monetary 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 | |
| 2012 | Computing DSGE models with recursive preferences and stochastic volatility In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 128 |
| 2012 | Computing 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 | |
| 2012 | The analytics of SVARs: a unified framework to measure fiscal multipliers In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 217 |
| 2017 | The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers.(2017) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 217 | article | |
| 2012 | Practical tools for policy analysis in DSGE models with missing channels In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Does Trade Policy Uncertainty Affect Global Economic Activity? In: FEDS Notes. [Full Text][Citation analysis] | paper | 11 |
| 2021 | The Global Recovery: Lessons from the Past In: FEDS Notes. [Full Text][Citation analysis] | paper | 1 |
| 2022 | The Effect of the War in Ukraine on Global Activity and Inflation In: FEDS Notes. [Full Text][Citation analysis] | paper | 31 |
| 2022 | International Spillovers of Tighter Monetary Policy In: FEDS Notes. [Full Text][Citation analysis] | paper | 3 |
| 2026 | The Effects of the War on Ukraine on Global Corporate Investment In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2026 | Risk in a Data-Rich Model In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Oil Price Elasticities and Oil Price Fluctuations In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 189 |
| 2022 | Measuring Geopolitical Risk In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 1470 |
| 2019 | The Economic Effects of Trade Policy Uncertainty In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 225 |
| 2021 | Macroeconomic and Financial Risks: A Tale of Mean and Volatility In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2023 | The International Spillovers of Synchronous Monetary Tightening In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2025 | Measuring Shortages since 1900 In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Computing Models with Recursive Preferences In: 2009 Meeting Papers. [Citation analysis] | paper | 12 |
| 2010 | The 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] | paper | 0 |
| 2015 | Monetary Policy, Credit Spreads, and Business Cycle Fluctuations In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | What Do We Know About the Effects of Fiscal Policy Shocks? A Comparative Analysis In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 24 |
| 2014 | PRACTICAL TOOLS FOR POLICY ANALYSIS IN DSGE MODELS WITH MISSING SHOCKS In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
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