Zobrazeno 1 - 10
of 51
pro vyhledávání: '"Giovanni Caggiano"'
Autor:
Giovanni Caggiano, Efrem Castelnuovo
Publikováno v:
Journal of Applied Econometrics. 38:432-449
Publikováno v:
Aarhus University
Pellegrino, G, Castelnuovo, E & Caggiano, G 2023, ' Uncertainty and monetary policy during the great recession ', International Economic Review, vol. 64, no. 2, pp. 577-606 . https://doi.org/10.1111/iere.12607
Pellegrino, G, Castelnuovo, E & Caggiano, G 2023, ' Uncertainty and monetary policy during the great recession ', International Economic Review, vol. 64, no. 2, pp. 577-606 . https://doi.org/10.1111/iere.12607
We employ a nonlinear proxy-VAR approach to document the large response of real activity to a financial uncertainty shock during and in the aftermath of the Great Recession. We replicate this evidence with an estimated DSGE framework that we employ t
Publikováno v:
Oxford Bulletin of Economics and Statistics. 85:95-122
We estimate government spending and tax multipliers in the United States via a flexible proxy-SVAR model, where identification is achieved by combining fiscal and non-fiscal instruments with additional parametric restrictions. We find that, while the
Publikováno v:
Journal of Applied Econometrics. 37:210-217
Autor:
Emily Nicholson, Giovanni Caggiano, Kate E. Watermeyer, Simon Ferrier, Elizabeth A. Fulton, Simone L. Stevenson
Publikováno v:
Conservation Biology. 35:522-532
At the global scale, biodiversity indicators are typically used to monitor general trends, but are rarely implemented with specific purpose or linked directly to decision making. Some indicators are better suited to predicting future change, others a
Publikováno v:
Australian Economic Review. 53:402-414
We develop a multivariate time series model of employment in 19 sectors for Australia We use this model to determine the long-run effect of a 1% increase in economic activity in any chosen sector on aggregate employment Our findings point to manufact
Publikováno v:
Oxford Bulletin of Economics and Statistics. 82:125-155
We estimate a nonlinear VAR to quantify the impact of US economic policy uncertainty shocks on the Canadian unemployment rate in booms and busts. We find strong evidence in favour of asymmetric spillover effects. Unemployment in Canada is shown to re
Autor:
Giovanni Caggiano, Efrem Castelnuovo
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Caggiano, G, Castelnuovo, E & Pellegrino, G 2021, ' Uncertainty shocks and the great recession : Nonlinearities matter ', Economics Letters, vol. 198, 109669 . https://doi.org/10.1016/j.econlet.2020.109669
We show that a nonlinear DSGE framework estimated on moments (impulse responses) specific to the great recession implies a peak response of the cyclical component of output to an uncertainty shock 50% larger than the one predicted by the very same mo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7059de6ae6e637d5f36a0077458979f6
http://hdl.handle.net/11577/3365531
http://hdl.handle.net/11577/3365531