Details about Giovanni Caggiano
Access statistics for papers by Giovanni Caggiano.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: pca325
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Working Papers
2021
- Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?
Monash Economics Working Papers, Monash University, Department of Economics 
Also in CESifo Working Paper Series, CESifo (2020) View citations (2) "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2020) View citations (2) CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (2) Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2020) View citations (2)
- GLOBAL UNCERTAINTY
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" 
Also in Monash Economics Working Papers, Monash University, Department of Economics (2021)  CESifo Working Paper Series, CESifo (2021)  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021)
- UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (3)
Also in CESifo Working Paper Series, CESifo (2021) View citations (3) Economics Working Papers, Department of Economics and Business Economics, Aarhus University (2021) View citations (3)
- Why Does Risk Matter More in Recessions than in Expansions?
Monash Economics Working Papers, Monash University, Department of Economics View citations (10)
Also in CESifo Working Paper Series, CESifo (2021) View citations (10) CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) View citations (6) "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2021) View citations (10) Economics Working Papers, Department of Economics and Business Economics, Aarhus University (2021) View citations (10)
2020
- Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (6)
Also in CESifo Working Paper Series, CESifo (2020) View citations (6) CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (6)
See also Journal Article Financial uncertainty and real activity: The good, the bad, and the ugly, European Economic Review, Elsevier (2021) View citations (29) (2021)
- Sectoral Employment Dynamics in Australia
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
- The Global Effects of Covid-19-Induced Uncertainty
CESifo Working Paper Series, CESifo View citations (86)
Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2020) View citations (84) CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (84)
See also Journal Article The global effects of Covid-19-induced uncertainty, Economics Letters, Elsevier (2020) View citations (85) (2020)
- Uncertainty and Monetary Policy During Extreme Events
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (6)
Also in Economics Working Papers, Department of Economics and Business Economics, Aarhus University (2020) View citations (6) CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (6) CESifo Working Paper Series, CESifo (2020) View citations (6)
- Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009)
CESifo Working Paper Series, CESifo View citations (5)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (4) "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2020) View citations (5)
2018
- Economic Policy Uncertainty Spillovers in Booms and Busts
Working Paper series, Rimini Centre for Economic Analysis View citations (7)
Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) View citations (30) CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) View citations (7) "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2018) View citations (8) CESifo Working Paper Series, CESifo (2018) View citations (8)
See also Journal Article Economic Policy Uncertainty Spillovers in Booms and Busts, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2020) View citations (65) (2020)
- Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach
CESifo Working Paper Series, CESifo View citations (2)
Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2016) View citations (8) Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) View citations (186)
See also Journal Article Economic policy uncertainty and unemployment in the United States: A nonlinear approach, Economics Letters, Elsevier (2017) View citations (204) (2017)
- Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (2)
Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2015) View citations (32) Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) View citations (128) CESifo Working Paper Series, CESifo (2017) View citations (132)
See also Journal Article Estimating the real effects of uncertainty shocks at the Zero Lower Bound, European Economic Review, Elsevier (2017) View citations (117) (2017)
- Liquidity Traps and Large-Scale Financial Crises
CESifo Working Paper Series, CESifo 
Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2016) View citations (1) "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2018)  Post-Print, HAL (2017) View citations (1)
See also Journal Article Liquidity traps and large-scale financial crises, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (1) (2017)
- Risk Management-Driven Policy Rate Gap
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne 
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) View citations (10) "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2018) View citations (11) CESifo Working Paper Series, CESifo (2018) View citations (11)
See also Journal Article Risk management-driven policy rate gap, Economics Letters, Elsevier (2018) View citations (11) (2018)
2017
- Uncertainty Across Volatility Regimes
CESifo Working Paper Series, CESifo View citations (19)
See also Journal Article Uncertainty across volatility regimes, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (62) (2019)
- Uncertainty and Monetary Policy in Good and Bad Times
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (52)
Also in CESifo Working Paper Series, CESifo (2017) View citations (53) "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2014) View citations (29) RBA Research Discussion Papers, Reserve Bank of Australia (2017) View citations (51)
2016
- Bank competition, financial dependence, and economic growth in the Gulf Cooperation Council
Policy Research Working Paper Series, The World Bank View citations (6)
2015
- Estimating Fiscal Multipliers:News From a Nonlinear World
Department of Economics - Working Papers Series, The University of Melbourne View citations (103)
Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2014) View citations (8)
See also Journal Article Estimating Fiscal Multipliers: News From A Non‐linear World, Economic Journal, Royal Economic Society (2015) View citations (161) (2015)
- Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions
Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2014) View citations (336)
See also Journal Article Uncertainty shocks and unemployment dynamics in U.S. recessions, Journal of Monetary Economics, Elsevier (2014) View citations (287) (2014)
2014
- Estimating fiscal multipliers: evidence from a nonlinear world
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (53)
2013
- Uncertainty Shocks and Unemployment Dynamics: An Analysis of Post-WWII U.S. Recessions
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (29)
- Working Paper 190 - Early Warning Systems and Systemic Banking Crises in Low Income Countries: A Multinomial Logit Approach
Working Paper Series, African Development Bank View citations (4)
2012
- Fiscal and Financial Determinants of Eurozone Sovereign Spreads
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (30)
See also Journal Article Fiscal and financial determinants of Eurozone sovereign spreads, Economics Letters, Elsevier (2012) View citations (23) (2012)
2011
- Working Paper 139 - The Macroeconomic Impact of Higher Capital Ratios on African Economies
Working Paper Series, African Development Bank View citations (4)
2009
- Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
Working Paper Series, European Central Bank View citations (15)
See also Journal Article Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK, Journal of Forecasting, John Wiley & Sons, Ltd. (2011) View citations (38) (2011)
2008
- Long Memory and Non-Linearities in International Inflation
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"
- Nelson-Plosser revisited: the ACF approach
Working Paper series, Rimini Centre for Economic Analysis View citations (6)
Also in Working Papers, Business School - Economics, University of Glasgow (2005) View citations (9)
See also Journal Article Nelson–Plosser revisited: The ACF approach, Journal of Econometrics, Elsevier (2013) View citations (17) (2013)
2007
- Globalization and Labor Market Integration in Late Nineteenth- and Early Twentieth-Century Asia
Working Papers, Business School - Economics, University of Glasgow View citations (7)
Undated
- A note on the empirics of the neoclassical growth model
Working Papers, Business School - Economics, University of Glasgow View citations (2)
See also Journal Article A note on the empirics of the neoclassical growth model, Economics Letters, Elsevier (2007) View citations (4) (2007)
- International Output Convergence: Evidence from an AutoCorrelation Function Approach
Working Papers, Business School - Economics, University of Glasgow View citations (1)
See also Journal Article International output convergence: evidence from an autocorrelation function approach, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2009) View citations (23) (2009)
- Migration and Elastic Labour in Economic Development: Southeast Asia before World War II
Working Papers, Business School - Economics, University of Glasgow
Journal Articles
2022
- Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009)
Journal of Applied Econometrics, 2022, 37, (1), 210-217 View citations (11)
2021
- Financial uncertainty and real activity: The good, the bad, and the ugly
European Economic Review, 2021, 136, (C) View citations (29)
See also Working Paper Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly, "Marco Fanno" Working Papers (2020) View citations (6) (2020)
- Uncertainty shocks and the great recession: Nonlinearities matter
Economics Letters, 2021, 198, (C) View citations (16)
2020
- Economic Policy Uncertainty Spillovers in Booms and Busts
Oxford Bulletin of Economics and Statistics, 2020, 82, (1), 125-155 View citations (65)
See also Working Paper Economic Policy Uncertainty Spillovers in Booms and Busts, Working Paper series (2018) View citations (7) (2018)
- Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic
Australian Economic Review, 2020, 53, (3), 402-414 View citations (1)
- The global effects of Covid-19-induced uncertainty
Economics Letters, 2020, 194, (C) View citations (85)
See also Working Paper The Global Effects of Covid-19-Induced Uncertainty, CESifo Working Paper Series (2020) View citations (86) (2020)
2019
- Uncertainty across volatility regimes
Journal of Applied Econometrics, 2019, 34, (3), 437-455 View citations (62)
See also Working Paper Uncertainty Across Volatility Regimes, CESifo Working Paper Series (2017) View citations (19) (2017)
2018
- Risk management-driven policy rate gap
Economics Letters, 2018, 171, (C), 235-238 View citations (11)
See also Working Paper Risk Management-Driven Policy Rate Gap, Melbourne Institute Working Paper Series (2018) (2018)
2017
- Economic policy uncertainty and unemployment in the United States: A nonlinear approach
Economics Letters, 2017, 151, (C), 31-34 View citations (204)
See also Working Paper Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach, CESifo Working Paper Series (2018) View citations (2) (2018)
- Estimating the real effects of uncertainty shocks at the Zero Lower Bound
European Economic Review, 2017, 100, (C), 257-272 View citations (117)
See also Working Paper Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound, "Marco Fanno" Working Papers (2018) View citations (2) (2018)
- Liquidity traps and large-scale financial crises
Journal of Economic Dynamics and Control, 2017, 81, (C), 99-114 View citations (1)
See also Working Paper Liquidity Traps and Large-Scale Financial Crises, CESifo Working Paper Series (2018) (2018)
2016
- Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?
Journal of Empirical Finance, 2016, 37, (C), 104-116 View citations (29)
2015
- Estimating Fiscal Multipliers: News From A Non‐linear World
Economic Journal, 2015, (584), 746-776 View citations (161)
See also Working Paper Estimating Fiscal Multipliers:News From a Nonlinear World, Department of Economics - Working Papers Series (2015) View citations (103) (2015)
2014
- Early warning systems and systemic banking crises in low income countries: A multinomial logit approach
Journal of Banking & Finance, 2014, 47, (C), 258-269 View citations (69)
- Uncertainty shocks and unemployment dynamics in U.S. recessions
Journal of Monetary Economics, 2014, 67, (C), 78-92 View citations (287)
See also Working Paper Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions, Department of Economics - Working Papers Series (2015) View citations (1) (2015)
2013
- Multimodality in the distribution of GDP and the absolute convergence hypothesis
Empirical Economics, 2013, 44, (3), 1203-1215 View citations (11)
- Nelson–Plosser revisited: The ACF approach
Journal of Econometrics, 2013, 175, (1), 22-34 View citations (17)
See also Working Paper Nelson-Plosser revisited: the ACF approach, Working Paper series (2008) View citations (6) (2008)
2012
- Fiscal and financial determinants of Eurozone sovereign spreads
Economics Letters, 2012, 117, (3), 774-776 View citations (23)
See also Working Paper Fiscal and Financial Determinants of Eurozone Sovereign Spreads, "Marco Fanno" Working Papers (2012) View citations (30) (2012)
2011
- Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
Journal of Forecasting, 2011, 30, (8), 736-752 View citations (38)
See also Working Paper Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK, Working Paper Series (2009) View citations (15) (2009)
- On the dynamics of international inflation
Economics Letters, 2011, 112, (2), 189-191 View citations (6)
2009
- International output convergence: evidence from an autocorrelation function approach
Journal of Applied Econometrics, 2009, 24, (1), 139-162 View citations (23)
See also Working Paper International Output Convergence: Evidence from an AutoCorrelation Function Approach, Working Papers View citations (1)
2007
- A note on the empirics of the neoclassical growth model
Economics Letters, 2007, 94, (2), 170-176 View citations (4)
See also Working Paper A note on the empirics of the neoclassical growth model, Working Papers View citations (2)
- Globalization, Immigration, and Lewisian Elastic Labor in Pre–World War II Southeast Asia
The Journal of Economic History, 2007, 67, (1), 33-68 View citations (13)
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