Efrem Castelnuovo : Citation Profile

Università degli Studi di Padova

27

H index

45

i10 index

2977

Citations

RESEARCH PRODUCTION:

56

Articles

154

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (2000 - 2025). See details.
   Cites by year: 119
   Journals where Efrem Castelnuovo has often published
   Relations with other researchers
   Recent citing documents: 268.    Total self citations: 85 (2.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca74
   Updated: 2025-11-22    RAS profile: 2025-04-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Caggiano, Giovanni (38)

Pellegrino, Giovanni (16)

Fanelli, Luca (7)

Angelini, Giovanni (6)

Nodari, Gabriela (4)

Uzeda, Luis (4)

Delrio, Silvia (4)

Tuzcuoglu, Kerem (4)

Peersman, Gert (3)

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

Is cited by:

GUPTA, RANGAN (138)

Haque, Qazi (68)

Groshenny, Nicolas (34)

Wohar, Mark (34)

Pellegrino, Giovanni (33)

Weder, Mark (33)

Di Serio, Mario (32)

Fragetta, Matteo (30)

Balcilar, Mehmet (29)

Melina, Giovanni (28)

Gambetti, Luca (27)

Cites to:

Caggiano, Giovanni (152)

Pellegrino, Giovanni (96)

Smets, Frank (79)

bloom, nicholas (77)

Canova, Fabio (70)

Wouters, Raf (69)

Gertler, Mark (64)

Surico, Paolo (60)

Schorfheide, Frank (57)

Galí, Jordi (53)

Boivin, Jean (53)

Main data

Where Efrem Castelnuovo has published?

Journals with more than one article published# docs
Australian Economic Review12
Economics Letters7
Oxford Bulletin of Economics and Statistics4
Journal of Applied Econometrics4
Journal of Economic Dynamics and Control4
Macroeconomic Dynamics3
Journal of International Money and Finance3
European Economic Review2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
"Marco Fanno" Working Papers / Dipartimento di Scienze Economiche "Marco Fanno"42
CESifo Working Paper Series / CESifo24
Bank of Finland Research Discussion Papers / Bank of Finland10
Macroeconomics / University Library of Munich, Germany6
Monash Economics Working Papers / Monash University, Department of Economics3
Post-Print / HAL3
Quaderni di Dipartimento / University of Pavia, Department of Economics and Quantitative Methods2
Working Papers / Fondazione Eni Enrico Mattei2
Working Papers / Dipartimento Scienze Economiche, Universita' di Bologna2
Working Paper Series / European Central Bank2

Recent works citing Efrem Castelnuovo (2025 and 2024)

YearTitle of citing document
2024Time-Varying Identification of Monetary Policy Shocks. (2024). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

Full description at Econpapers || Download paper

2024Present Value of the Future Consumer Goods Multiplier. (2024). Kendiukhov, Ihor. In: Papers. RePEc:arx:papers:2402.01938.

Full description at Econpapers || Download paper

2024Inflation Determinants in Argentina (2004-2022). (2024). Zack, Guido ; de la Vega, Pablo ; Calvo, Jimena ; Libman, Emiliano. In: Papers. RePEc:arx:papers:2405.20822.

Full description at Econpapers || Download paper

2024Non-Linearities in International Spillovers of the ECB$^\prime$s Monetary Policy. The Case of Non-ERM II Countries and Anti-Fragmentation Policy. (2024). Holban, Iones Kelanemer. In: Papers. RePEc:arx:papers:2406.19938.

Full description at Econpapers || Download paper

2024MSTest: An R-Package for Testing Markov Switching Models. (2024). Rodriguez-Rondon, Gabriel ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2411.08188.

Full description at Econpapers || Download paper

2024The Distributional Effects of Economic Uncertainty. (2024). Marcellino, Massimiliano ; Huber, Florian ; Tornese, Tommaso. In: Papers. RePEc:arx:papers:2411.12655.

Full description at Econpapers || Download paper

2025Shocking concerns: public perception about climate change and the macroeconomy. (2025). Sorge, Marco ; Bontempi, Maria ; de Angelis, Luca ; Neri, Paolo ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2505.04669.

Full description at Econpapers || Download paper

2025Large 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

2025Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Sarafidis, Vasilis ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Kapetanios, George. In: Papers. RePEc:arx:papers:2506.21100.

Full description at Econpapers || Download paper

2025Forecasting in small open emerging economies Evidence from Thailand. (2025). Aunsri, Nattapol ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2509.14805.

Full description at Econpapers || Download paper

2024Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750.

Full description at Econpapers || Download paper

2024Identification based on higher moments. (2024). Lewis, Daniel. In: CeMMAP working papers. RePEc:azt:cemmap:03/24.

Full description at Econpapers || Download paper

2024Taylor Rule and Shadow Rates: theory and empirical analysis. (2024). Lupiani, Camilla. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24218.

Full description at Econpapers || Download paper

2025What Drives Low and Stable Inflation?. (2025). Phaneuf, Louis ; Brault, Joshua. In: Working Papers. RePEc:bbh:wpaper:25-02.

Full description at Econpapers || Download paper

2024Economic Policy Uncertainty and Financial Markets in the United State.. (2024). Olawoyin, Olayinka ; Adeloye, Fadekemi Chidinma ; Daniel, Chinaemerem. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:998-1016.

Full description at Econpapers || Download paper

2025Ringgit Malaysia Uncertainty Spillover from Google Trends Uncertainty. (2025). Teruki, Neilson Anak ; Taasim, Shairil Izwan ; Mojolou, Robert Abraham ; Pinjaman, Saizal ; Sabu, Zainuddin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:15:p:367-372.

Full description at Econpapers || Download paper

2025Firm-level uncertainty and output prices. (2025). Mattevi, Elena ; Padellini, Tullia. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_966_25.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Uncovering Economic Policy Uncertainty During Conflict. (2025). Brochet, Sophie ; Rauh, Christopher ; Mueller, Hannes. In: Working Papers. RePEc:bge:wpaper:1503.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Big Data, Proxies, Algorithmic Decision‐Making and the Future of Management Theory. (2024). Lindebaum, Dirk ; Islam, Gazi ; Moser, Christine. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:6:p:2724-2747.

Full description at Econpapers || Download paper

2024Frictions and the diffusion of automation. (2024). Charalampidis, Nikolaos. In: Manchester School. RePEc:bla:manchs:v:92:y:2024:i:2:p:148-170.

Full description at Econpapers || Download paper

2024The evolving international effects of Chinas government spending. (2024). Zhang, Wen. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:5:p:1851-1869.

Full description at Econpapers || Download paper

2024DO ECONOMIC POLICY UNCERTAINTY HAVE RAMIFICATIONS ON INFLATION AND STOCK MARKET PERFORMANCE? EVIDENCE FROM GLOBAL FRAMEWORK. (2024). Mishra, Amritkant. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:3:p:172-190.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Taylor 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

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

Full description at Econpapers || Download paper

2024Risky Business Cycles. (2024). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

Full description at Econpapers || Download paper

2025Do inflation expectations respond to monetary policy? An empirical analysis for the United Kingdom. (2025). Burr, Natalie. In: Bank of England working papers. RePEc:boe:boeewp:1109.

Full description at Econpapers || Download paper

2025Geopolitical 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

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.

Full description at Econpapers || Download paper

2025Uncovering Economic Policy Uncertainty During Conflict. (2025). Rauh, C ; Mueller, H ; Brochet, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2551.

Full description at Econpapers || Download paper

2025Uncovering Economic Policy Uncertainty During Conflict. (2025). Rauh, C ; Mueller, H ; Brochet, S. In: Janeway Institute Working Papers. RePEc:cam:camjip:2520.

Full description at Econpapers || Download paper

2025Fiscal multiplier in Brazil: the role played by controls. (2025). da Silva, Berto Carvalho ; Ferreira, Mauro Sayar. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td684.

Full description at Econpapers || Download paper

2024Issue Salience and Women’s Electoral Performance: Theory and Evidence from Google Trends. (2024). Scervini, Francesco ; Manzoni, Elena ; Cella, Michela. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10922.

Full description at Econpapers || Download paper

2024Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995.

Full description at Econpapers || Download paper

2024Generalized Rotemberg Price-Setting. (2024). Wende, Adrian ; Reiter, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11297.

Full description at Econpapers || Download paper

2025Time-Varying Impacts of Government Spending on CO2 Emissions. (2025). Fragetta, Matteo ; Di Bucchianico, Stefano ; di Serio, Mario ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11960.

Full description at Econpapers || Download paper

2025Non-Linearity of Government Spending Multiplier: The Case of a Small Open Economy. (2025). Stodt, Daniel. In: Working Papers. RePEc:cnb:wpaper:2025/3.

Full description at Econpapers || Download paper

2024Monetary Asymmetries without (and with) Price Stickiness. (2024). Jaccard, Ivan. In: Dynare Working Papers. RePEc:cpm:dynare:081.

Full description at Econpapers || Download paper

2024Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy.. (2024). Paccagnini, Alessia ; Colombo, Valentina. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def131.

Full description at Econpapers || Download paper

2024Monetary policy and inequality: an heterogenous agents’ approach.. (2024). Ricchiuti, Giorgio ; di Domenico, Lorenzo ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def133.

Full description at Econpapers || Download paper

2024Industrialization in the face of economic policy uncertainty: cross-country evidence. (2024). Ketu, Isaac ; Ningaye, Paul ; Tchounga, Anatole. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00130.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Macro uncertainty, unemployment risk, and consumption dynamics. (2024). Oh, Joonseok ; Picco, Anna Rogantini. In: Working Paper Series. RePEc:ecb:ecbwps:20242971.

Full description at Econpapers || Download paper

2024Geopolitical risk shocks: when the size matters. (2024). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Working Paper Series. RePEc:ecb:ecbwps:20242972.

Full description at Econpapers || Download paper

2024Asymmetric monetary policy spillovers: the role of supply chains, credit networks and fear of floating. (2024). Ozkan, Gulcin ; Mistak, Jakub. In: Working Paper Series. RePEc:ecb:ecbwps:20242995.

Full description at Econpapers || Download paper

2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

Full description at Econpapers || Download paper

2024Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Sengupta, Rajeswari ; Pratap, Bhanu ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112.

Full description at Econpapers || Download paper

2024Navigating the financial fog: The impact of pandemic priming on economic decisions and future valuations. (2024). Shapir, Offer Moshe ; Bayer, Ya'Akov M ; Shtudiner, Zeev ; Shapir-Tidhar, Michal H. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001199.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025All models are wrong but all can be useful: Robust policy design using prediction pools. (2025). Mirza, Afrasiab ; Pearlman, Joseph ; Dek, Szabolcs ; Levine, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000624.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Economic policy uncertainty, risk perception and stock price crash risk: Evidence from China. (2024). Xu, Zhongyue ; Ma, Yong ; Liu, Xiaojun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:865-876.

Full description at Econpapers || Download paper

2024Fiscal policy reactions and impact over the labor income distribution. (2024). Murray, James. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:701-718.

Full description at Econpapers || Download paper

2024Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184.

Full description at Econpapers || Download paper

2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

Full description at Econpapers || Download paper

2024Climate pattern effects on global economic conditions. (2024). Pourroy, Marc ; Ginn, William ; Dufrnot, Gilles. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002773.

Full description at Econpapers || Download paper

2025The cyclicality of the finance premium over the business cycle. (2025). Bratsiotis, George J ; Kalubowila, Chashika D. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324003006.

Full description at Econpapers || Download paper

2025Breaking the divide: Can public spending on social infrastructure boost female employment in Italy?. (2025). Zezza, Francesco ; Reljic, Jelena. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003316.

Full description at Econpapers || Download paper

2025The credit channel of the sovereign spread: A Bayesian SVAR analysis. (2025). Rivolta, Giulia ; Missale, Alessandro ; Cafiso, Gianluca. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003419.

Full description at Econpapers || Download paper

2025Government spending multipliers and financial fragility in Italy. (2025). Matarrese, Marco Maria ; Frangiamore, Francesco. In: Economic Modelling. RePEc:eee:ecmode:v:145:y:2025:i:c:s0264999325000070.

Full description at Econpapers || Download paper

2025Stock prices and monetary policy: Analysis of a Bayesian DSGE model. (2025). Ida, Daisuke ; Hoshino, Satoshi. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000707.

Full description at Econpapers || Download paper

2025Adaptive local VAR for dynamic economic policy uncertainty spillover. (2025). Gillmann, Niels ; Okhrin, Ostap. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000744.

Full description at Econpapers || Download paper

2025Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051.

Full description at Econpapers || Download paper

2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Hunjra, Ahmed ; Zhang, Mingda ; Aslam, Faheem ; Memon, Bilal Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

Full description at Econpapers || Download paper

2024The effect of output and the real exchange rate on equity price dynamics. (2024). Malikane, Christopher ; Alovokpinhou, Sedjro Aaron. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000718.

Full description at Econpapers || Download paper

2025The “effect modifier” of US interest rate in the economic policy uncertainties and economic conditions of fifty (50) US states: A semi-parametric smooth varying-coefficient approach. (2025). Salisu, Afees ; Isah, Kazeem ; Vo, Xuan Vinh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002043.

Full description at Econpapers || Download paper

2025The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective. (2025). Zhang, Yuan ; Xue, Ning ; Long, Shaobo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002705.

Full description at Econpapers || Download paper

2025The resonance effect of economic policy uncertainty worldwide: A time–frequency analysis. (2025). Zhang, NA ; Wu, Yuhang ; Huang, Yurui ; Geng, Xinru ; Zhao, Xiaojun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000774.

Full description at Econpapers || Download paper

2025The impact of term spread volatility on economic activity. (2025). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Bermpei, Theodora ; Megaritis, Anastasios. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000278.

Full description at Econpapers || Download paper

2024State-dependent local projections. (2024). Kilian, Lutz ; Herrera, Ana María ; Gonalves, Slvia ; Pesavento, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000484.

Full description at Econpapers || Download paper

2024Local projections in unstable environments. (2024). Wang, Yiru ; Rossi, Barbara ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000721.

Full description at Econpapers || Download paper

2025Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach. (2025). Korobilis, Dimitris ; Schrder, Maximilian. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624000769.

Full description at Econpapers || Download paper

2024Macroeconomic fundamentals and attention: What drives european consumers’ inflation expectations?. (2024). Kucerova, Zuzana ; Kuerova, Zuzana ; Koaik, Vojtch ; Paki, Daniel. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000924.

Full description at Econpapers || Download paper

2025Structural characteristics and non-linear fiscal multipliers. (2025). Dubey, Amlendu ; Gupta, Mahima. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000694.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024One scheme fits all: A central fiscal capacity for the EMU targeting eurozone, national and regional shocks. (2024). van Spronsen, Josha ; Cimadomo, Jacopo ; Beetsma, Roel. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000503.

Full description at Econpapers || Download paper

2024Made in Europe: Monetary–Fiscal policy mix with financial frictions. (2024). Seoane, Hernán ; Gomes, Pedro. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000564.

Full description at Econpapers || Download paper

2025Time-varying stock return correlation, news shocks, and business cycles. (2025). Metiu, Norbert ; Prieto, Esteban. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002459.

Full description at Econpapers || Download paper

2025Monetary policy transmission under supply chain pressure. (2025). Laumer, Sebastian ; Schaffer, Matthew. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002782.

Full description at Econpapers || Download paper

2025Resolving puzzles of monetary policy transmission in emerging markets. (2025). Prasad, Eswar ; Kose, Ayhan ; Ha, Jongrim ; Kim, Dohan. In: European Economic Review. RePEc:eee:eecrev:v:173:y:2025:i:c:s0014292125000078.

Full description at Econpapers || Download paper

2024Economic policy uncertainty and tax avoidance: International evidence. (2024). Ramesh, Vishnu K ; Athira, A. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s156601412400030x.

Full description at Econpapers || Download paper

2024Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects. (2024). Attilio, Luccas Assis ; Mollick, Andre Varella. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003517.

Full description at Econpapers || Download paper

2025Natural gas prices, inflation expectations, and the pass-through to euro area inflation. (2025). Zoerner, Thomas ; Boeck, Maximilian ; Zrner, Thomas O. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007709.

Full description at Econpapers || Download paper

2025The economic implications of oil supply uncertainty. (2025). Arce-Alfaro, Gabriel. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s014098832500249x.

Full description at Econpapers || Download paper

2025Balancing climate policies and economic development in the Mediterranean countries. (2025). Castelli, Chiara ; Castellini, Marta ; Gusperti, Camilla ; Vergalli, Sergio ; Lupi, Veronica. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002762.

Full description at Econpapers || Download paper

2024Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711.

Full description at Econpapers || Download paper

2024How does energy policy uncertainty perception affect corporate greenwashing behaviors? Evidence from Chinas energy companies. (2024). Jin, Yousen ; Lu, Juan ; Li, HE. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224021777.

Full description at Econpapers || Download paper

2025Uncertainty, macroeconomic activity and commodity price: A global analysis. (2025). Shi, Xunpeng ; Zeng, Ting ; He, Jia ; Shen, Yifan. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000493.

Full description at Econpapers || Download paper

2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Works by Efrem Castelnuovo:

YearTitleTypeCited
2020Uncertainty and Monetary Policy during Extreme Events In: Economics Working Papers.
[Full Text][Citation analysis]		paper5
2020Uncertainty and Monetary Policy during Extreme Events.(2020) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2020Uncertainty and Monetary Policy During Extreme Events.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2020Uncertainty and Monetary Policy During Extreme Events.(2020) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2021Uncertainty and Monetary Policy during the Great Recession In: Economics Working Papers.
[Full Text][Citation analysis]		paper8
2021Uncertainty and Monetary Policy during the Great Recession.(2021) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2021UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION.(2021) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2023UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION.(2023) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2021Why Does Risk Matter More in Recessions than in Expansions? In: Economics Working Papers.
[Full Text][Citation analysis]		paper7
2021Why Does Risk Matter More in Recessions than in Expansions?.(2021) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2021Why does risk matter more in recessions than in expansions?.(2021) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2021Why Does Risk Matter More in Recessions than in Expansions?.(2021) In: Monash Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2021Why Does Risk Matter More in Recessions than in Expansions?.(2021) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2021Why does risk matter more in recessions than in expansions?.(2021) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2022Sectoral Uncertainty In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2022Sectoral Uncertainty.(2022) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2022Sectoral Uncertainty.(2022) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2022Sectoral Uncertainty.(2022) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016Introduction to the Policy Forum: Macroeconomic Consequences of Macroprudential Policies In: Australian Economic Review.
[Full Text][Citation analysis]		article1
2017Introduction In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2017A Short Review of the Recent Literature on Uncertainty In: Australian Economic Review.
[Full Text][Citation analysis]		article54
2018Introduction to the Policy Forum: Macroeconomic Policies after the Global Financial Crisis In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2018Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes? In: Australian Economic Review.
[Full Text][Citation analysis]		article2
2018Introduction In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2019Introduction In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2019What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers In: Australian Economic Review.
[Full Text][Citation analysis]		article14
2018What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers.(2018) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2018What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers.(2018) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2019Introduction In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2019Yield Curve and Financial Uncertainty: Evidence Based on US Data In: Australian Economic Review.
[Full Text][Citation analysis]		article8
2019Yield Curve and Financial Uncertainty: Evidence Based on US Data.(2019) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2019Yield Curve and Financial Uncertainty: Evidence Based on US Data.(2019) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2019Yield Curve and Financial Uncertainty: Evidence Based on US Data.(2019) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2019Yield Curve and Financial Uncertainty: Evidence Based on US Data.(2019) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2020Policy Forum: Macroeconomic Policies and the Business Cycle: Evidence and Recommendations In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2020Introduction In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2007TAYLOR RULES AND INTEREST RATE SMOOTHING IN THE EURO AREA* In: Manchester School.
[Full Text][Citation analysis]		article47
2012Testing the Structural Interpretation of the Price Puzzle with a Cost-Channel Model In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article27
2009Testing the structural interpretation of the price puzzle with a cost channel model.(2009) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2013What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
2012What does a monetary policy shock do? An international analysis with multiple filters.(2012) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2020Economic Policy Uncertainty Spillovers in Booms and Busts In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article102
2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		paper
2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		paper
2017Economic Policy Uncertainty Spillovers in Booms and Busts.(2017) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		paper
2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		paper
2018Economic Policy Uncertainty Spillovers in Booms and Busts.(2018) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		paper
2023Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article4
2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2021Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2021) In: Monash Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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: 4		paper
2020Are fiscal multipliers estimated with proxy-SVARs robust?.(2020) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2004Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article41
2006The price puzzle: fact or artefact? In: Bank of England working papers.
[Full Text][Citation analysis]		paper48
2006The Price Puzzle: Fact or Artifact?.(2006) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2005The Price Puzzle: Fact or Artefact?.(2005) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2008Estimating regime-switching Taylor rules with trend inflation In: Research Discussion Papers.
[Full Text][Citation analysis]		paper8
2009Testing the structural interpretation of the price puzzle with a cost channel model In: Research Discussion Papers.
[Full Text][Citation analysis]		paper2
2009Monetary policy, inflation expectations and the price puzzle In: Research Discussion Papers.
[Full Text][Citation analysis]		paper2
2010Stock market conditions and monetary policy in an DSGE model for the US In: Research Discussion Papers.
[Full Text][Citation analysis]		paper101
2017Estimating the real effects of uncertainty shocks at the zero lower bound In: Research Discussion Papers.
[Full Text][Citation analysis]		paper106
2017Uncertainty and monetary policy in good and bad times In: Research Discussion Papers.
[Full Text][Citation analysis]		paper42
2020The global effects of Covid-19-induced uncertainty In: Research Discussion Papers.
[Full Text][Citation analysis]		paper89
2020Are fiscal multipliers estimated with proxy-SVARs robust? In: Research Discussion Papers.
[Full Text][Citation analysis]		paper2
2021Global Uncertainty In: Research Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Why does risk matter more in recessions than in expansions? In: Research Discussion Papers.
[Full Text][Citation analysis]		paper7
2010Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S. In: Working Papers.
[Full Text][Citation analysis]		paper9
2010Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S..(2010) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2011Monetary policy indeterminacy in the U.S.: results from a classical test In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper2
2006The Feds Preference for Policy Rate Smoothing: Overestimation Due to Misspecification? In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article11
2022Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper8
2022Uncertainty, Skewness and the Business Cycle - Through the MIDAS Lens.(2022) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2022Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens.(2022) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2025Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens.(2025) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2024Commodity Price Shocks and Global Cycles: Monetary Policy Matters In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2024Commodity Price Shocks and Global Cycles: Monetary Policy Matters.(2024) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2003Commodity Price Shocks and Global Cycles: Monetary Policy Matters.(2003) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2024Commodity Price Shocks and Global Cycles: Monetary Policy Matters.(2024) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2025The Inflation Uncertainty Amplifier In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2017Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper127
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: 127		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: 127		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: 127		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: 127		paper
2017Estimating the real effects of uncertainty shocks at the zero lower bound.(2017) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 127		paper
2017Uncertainty and Monetary Policy in Good and Bad Times In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper64
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: 64		paper
2014Uncertainty and Monetary Policy in Good and Bad Times.(2014) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2017Uncertainty and Monetary Policy in Good and Bad Times.(2017) In: RBA Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2017Uncertainty and monetary policy in good and bad times.(2017) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2017Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper97
2017Google It Up! A Google Trends-based Uncertainty index for the United States and Australia.(2017) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 97		article
2017Google It Up! A Google Trends-Based Uncertainty Index for the United States and Australia.(2017) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 97		paper
2018Google it up! A Google Trends-based Uncertainty Index for the United States and Australia.(2018) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 97		paper
2017Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 97		paper
2017Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper76
2018Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation.(2018) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		article
2018Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation.(2018) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2018Liquidity Traps and Large-Scale Financial Crises In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2017Liquidity traps and large-scale financial crises.(2017) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has 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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2018Liquidity Traps and Large-Scale Financial Crises.(2018) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2018Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper202
2017Economic policy uncertainty and unemployment in the United States: A nonlinear approach.(2017) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 202		article
2017Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach.(2017) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 202		paper
2016Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach.(2016) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 202		paper
2018Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper23
2017POSITIVE TREND INFLATION AND DETERMINACY IN A MEDIUM-SIZED NEW KEYNESIAN MODEL.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2020Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model.(2020) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2018Positive Trend In ation and Determinacy in a Medium-Sized New Keynesian Model.(2018) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2018Risk Management-Driven Policy Rate Gap In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper5
2018Risk management-driven policy rate gap.(2018) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2018Risk Management-Driven Policy Rate Gap.(2018) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2018Risk Management-Driven Policy Rate Gap.(2018) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2019Domestic and Global Uncertainty: A Survey and Some New Results In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper35
2019Domestic and Global Uncertainty: A Survey and Some New Results.(2019) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2019Domestic and Global Uncertainty: A Survey and Some New Results.(2019) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2020The Global Effects of Covid-19-Induced Uncertainty In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper90
2020The global effects of Covid-19-induced uncertainty.(2020) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		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: 90		paper
2020The global effects of Covid-19-induced uncertainty.(2020) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		paper
2020The global effects of Covid-19-induced uncertainty.(2020) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		paper
2020Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper37
2021Financial uncertainty and real activity: The good, the bad, and the ugly.(2021) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2020Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2020Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly.(2020) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2020Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009) In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2020Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009).(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2020Uncertainty and monetary policy in good and bad times: A replication of the VAR investigation by Bloom (2009).(2020) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2021Global Uncertainty In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2021Global uncertainty.(2021) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021Global Uncertainty.(2021) In: Monash Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021Global uncertainty.(2021) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2000Emission Trading Restrictions with Endogenous Technological Change In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper24
2001Emission Trading Restrictions with Endogenous Technological Change.(2001) In: International Environmental Agreements: Politics, Law and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2012POLICY SWITCH AND THE GREAT MODERATION: THE ROLE OF EQUILIBRIUM SELECTION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article5
2014POLICY RULES, REGIME SWITCHES, AND TREND INFLATION: AN EMPIRICAL INVESTIGATION FOR THE UNITED STATES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article11
2018GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article5
2003Describing the Feds conduct with Taylor rules: is interest rate smoothing important? In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2003Definition of price stability, range and point inflation targets: the anchoring of long-term inflation expectations In: Working Paper Series.
[Full Text][Citation analysis]		paper88
2003Why are Federal Funds Rates so Smooth? In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper0
2010Monetary Policy, Inflation Expectations and The Price Puzzle In: Economic Journal.
[Full Text][Citation analysis]		article141
2009Monetary Policy, Inflation Expectations and the Price Puzzle.(2009) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		paper
2009Monetary policy, inflation expectations and the price puzzle.(2009) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		paper
2010Stock market conditions and monetary policy in a DSGE model for the U.S. In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article102
2010Stock market conditions and monetary policy in a DSGE model for the U.S..(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		paper
2010Stock Market Conditions and Monetary Policy in a DSGE Model for the U.S..(2010) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		paper
2010Stock market conditions and monetary policy in an DSGE model for the US.(2010) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		paper
2011Calvo vs. Rotemberg in a trend inflation world: An empirical investigation In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article72
2010Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation.(2010) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2010Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation.(2010) In: Quaderni di Dipartimento.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2010Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article20
2005Learning-by-Doing vs. Learning by Researching in a model of climate change policy analysis In: Ecological Economics.
[Full Text][Citation analysis]		article31
2003Learning by Doing vs Learning by Researching in a Model of Climate Change Policy Analysis.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2011On the dynamics of international inflation In: Economics Letters.
[Full Text][Citation analysis]		article3
2021Uncertainty shocks and the great recession: Nonlinearities matter In: Economics Letters.
[Full Text][Citation analysis]		article17
2003Taylor rules, omitted variables, and interest rate smoothing in the US In: Economics Letters.
[Full Text][Citation analysis]		article55
2004Taylor rules, omitted variables, and interest rate smoothing in the US.(2004) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2008Regime shifts and the stability of backward-looking Phillips curves in open economies In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article5
2010Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies.(2010) In: EcoMod2004.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2006Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies.(2006) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2004Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies.(2004) In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2005Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies.(2005) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2010Tracking U.S. inflation expectations with domestic and global indicators In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article8
2006Tracking U.S. Inflation Expectations with Domestic and Global Indicators.(2006) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2013Monetary policy shocks and financial conditions: A Monte Carlo experiment In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article14
2016Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article8
2016Modest Macroeconomic Effects of Monetary Policy Shocks during the Great Moderation: An Alternative Interpretation.(2016) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2024Does risk matter more in recessions than in expansions? Implications for monetary policy In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article8
2014Uncertainty shocks and unemployment dynamics in U.S. recessions In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article350
2014Uncertainty shocks and unemployment dynamics in U.S. recessions.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 350		paper
2014Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions.(2014) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 350		paper
2015Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions.(2015) In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 350		paper
2012Fitting U.S. Trend Inflation: A Rolling-Window Approach In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter11
2012Fitting U.S. Trend Inflation: A Rolling-Window Approach..(2012) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2003Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model In: Working Papers.
[Full Text][Citation analysis]		paper8
2002Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model.(2002) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2014Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation - Comment In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper8
2014Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper24
2013Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test.(2013) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2014Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test.(2014) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2015Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test.(2015) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2014Estimating Fiscal Multipliers: News from a Nonlinear World In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper179
2015Estimating Fiscal Multipliers:News From a Nonlinear World.(2015) In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 179		paper
2015Estimating Fiscal Multipliers: News From A Non‐linear World.(2015) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 179		article
2016Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S. In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper3
2014Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S..(2014) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2006DESCRIBING THE FED’S CONDUCT WITH TAYLOR RULES: IS INTEREST RATE SMOOTHING IMPORTANT? In: The IUP Journal of Monetary Economics.
[Citation analysis]		article0
2012Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article51
2009Estimating the Evolution of Moneys Role in the U.S. Monetary Business Cycle.(2009) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2012Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle.(2012) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		article
2004Describing the Feds conduct with simple Taylor rules: is interest rate smoothing important? In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper2
2006Assessing Different Drivers of the GreatModeration in the U.S. In: Marco Fanno Working Papers.
[Full Text][Citation analysis]		paper3
2008Long Memory and Non-Linearities in International Inflation In: Marco Fanno Working Papers.
[Full Text][Citation analysis]		paper0
2009Estimating a NKBC Model for the U.S. Economy with Multiple Filters In: Marco Fanno Working Papers.
[Full Text][Citation analysis]		paper0
2012Monetary Policy Neutrality: Sign Restrictions Go to Monte Carlo. In: Marco Fanno Working Papers.
[Full Text][Citation analysis]		paper13
2013Uncertainty Shocks and Unemployment Dynamics: An Analysis of Post-WWII U.S. Recessions In: Marco Fanno Working Papers.
[Full Text][Citation analysis]		paper22
2014Estimating fiscal multipliers: evidence from a nonlinear world In: Marco Fanno Working Papers.
[Full Text][Citation analysis]		paper46
2022Uncertainty Before and During COVID-19: A Survey In: Marco Fanno Working Papers.
[Full Text][Citation analysis]		paper14
2022Delayed Overshooting Puzzle: Does Systematic Monetary Policy Matter? In: Marco Fanno Working Papers.
[Full Text][Citation analysis]		paper6
2011Trend Inflation, Wage Indexation, and Determinacy in the U.S. In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper15
2006Monetary Policy Switch, the Taylor Curve, and the Great Moderation In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper5
2016Monetary policy shocks and Cholesky VARs: an assessment for the Euro area In: Empirical Economics.
[Full Text][Citation analysis]		article5
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]		article8
2023Global financial uncertainty In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article14
2003Taylor Rules and Interest Rate Smoothing in the US and EMU In: Macroeconomics.
[Full Text][Citation analysis]		paper11
2005The Price Puzzle and Indeterminacy In: Macroeconomics.
[Full Text][Citation analysis]		paper8
2008Estimating regime-switching Taylor rules with trend inflation In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team