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Details about Giovanni Caggiano

Homepage:https://sites.google.com/site/giovannicaggiano72/home
Workplace:Department of Economics, Monash Business School, Monash University, (more information at EDIRC)

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

  1. Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?
    Monash Economics Working Papers, Monash University, Department of Economics Downloads
    Also in CESifo Working Paper Series, CESifo (2020) Downloads View citations (2)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2020) Downloads View citations (2)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads View citations (2)
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2020) Downloads View citations (2)
  2. GLOBAL UNCERTAINTY
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads
    Also in Monash Economics Working Papers, Monash University, Department of Economics (2021) Downloads
    CESifo Working Paper Series, CESifo (2021) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) Downloads
  3. UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (3)
    Also in CESifo Working Paper Series, CESifo (2021) Downloads View citations (3)
    Economics Working Papers, Department of Economics and Business Economics, Aarhus University (2021) Downloads View citations (3)
  4. Why Does Risk Matter More in Recessions than in Expansions?
    Monash Economics Working Papers, Monash University, Department of Economics Downloads View citations (10)
    Also in CESifo Working Paper Series, CESifo (2021) Downloads View citations (10)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) Downloads View citations (6)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2021) Downloads View citations (10)
    Economics Working Papers, Department of Economics and Business Economics, Aarhus University (2021) Downloads View citations (10)

2020

  1. Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (6)
    Also in CESifo Working Paper Series, CESifo (2020) Downloads View citations (6)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads View citations (6)

    See also Journal Article Financial uncertainty and real activity: The good, the bad, and the ugly, European Economic Review, Elsevier (2021) Downloads View citations (29) (2021)
  2. Sectoral Employment Dynamics in Australia
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads
  3. The Global Effects of Covid-19-Induced Uncertainty
    CESifo Working Paper Series, CESifo Downloads View citations (86)
    Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2020) Downloads View citations (84)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads View citations (84)

    See also Journal Article The global effects of Covid-19-induced uncertainty, Economics Letters, Elsevier (2020) Downloads View citations (85) (2020)
  4. Uncertainty and Monetary Policy During Extreme Events
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (6)
    Also in Economics Working Papers, Department of Economics and Business Economics, Aarhus University (2020) Downloads View citations (6)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads View citations (6)
    CESifo Working Paper Series, CESifo (2020) Downloads View citations (6)
  5. Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009)
    CESifo Working Paper Series, CESifo Downloads View citations (5)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads View citations (4)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2020) Downloads View citations (5)

2018

  1. Economic Policy Uncertainty Spillovers in Booms and Busts
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (7)
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) Downloads View citations (30)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) Downloads View citations (7)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2018) Downloads View citations (8)
    CESifo Working Paper Series, CESifo (2018) Downloads 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) Downloads View citations (65) (2020)
  2. Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach
    CESifo Working Paper Series, CESifo Downloads View citations (2)
    Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2016) Downloads View citations (8)
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) Downloads View citations (186)

    See also Journal Article Economic policy uncertainty and unemployment in the United States: A nonlinear approach, Economics Letters, Elsevier (2017) Downloads View citations (204) (2017)
  3. Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (2)
    Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2015) Downloads View citations (32)
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) Downloads View citations (128)
    CESifo Working Paper Series, CESifo (2017) Downloads View citations (132)

    See also Journal Article Estimating the real effects of uncertainty shocks at the Zero Lower Bound, European Economic Review, Elsevier (2017) Downloads View citations (117) (2017)
  4. Liquidity Traps and Large-Scale Financial Crises
    CESifo Working Paper Series, CESifo Downloads
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2016) Downloads View citations (1)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2018) Downloads
    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) Downloads View citations (1) (2017)
  5. Risk Management-Driven Policy Rate Gap
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) Downloads View citations (10)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2018) Downloads View citations (11)
    CESifo Working Paper Series, CESifo (2018) Downloads View citations (11)

    See also Journal Article Risk management-driven policy rate gap, Economics Letters, Elsevier (2018) Downloads View citations (11) (2018)

2017

  1. Uncertainty Across Volatility Regimes
    CESifo Working Paper Series, CESifo Downloads View citations (19)
    See also Journal Article Uncertainty across volatility regimes, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) Downloads View citations (62) (2019)
  2. 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 Downloads View citations (52)
    Also in CESifo Working Paper Series, CESifo (2017) Downloads View citations (53)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2014) Downloads View citations (29)
    RBA Research Discussion Papers, Reserve Bank of Australia (2017) Downloads View citations (51)

2016

  1. Bank competition, financial dependence, and economic growth in the Gulf Cooperation Council
    Policy Research Working Paper Series, The World Bank Downloads View citations (6)

2015

  1. Estimating Fiscal Multipliers:News From a Nonlinear World
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (103)
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2014) Downloads View citations (8)

    See also Journal Article Estimating Fiscal Multipliers: News From A Non‐linear World, Economic Journal, Royal Economic Society (2015) Downloads View citations (161) (2015)
  2. Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (1)
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2014) Downloads View citations (336)

    See also Journal Article Uncertainty shocks and unemployment dynamics in U.S. recessions, Journal of Monetary Economics, Elsevier (2014) Downloads View citations (287) (2014)

2014

  1. Estimating fiscal multipliers: evidence from a nonlinear world
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (53)

2013

  1. Uncertainty Shocks and Unemployment Dynamics: An Analysis of Post-WWII U.S. Recessions
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (29)
  2. Working Paper 190 - Early Warning Systems and Systemic Banking Crises in Low Income Countries: A Multinomial Logit Approach
    Working Paper Series, African Development Bank Downloads View citations (4)

2012

  1. Fiscal and Financial Determinants of Eurozone Sovereign Spreads
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (30)
    See also Journal Article Fiscal and financial determinants of Eurozone sovereign spreads, Economics Letters, Elsevier (2012) Downloads View citations (23) (2012)

2011

  1. Working Paper 139 - The Macroeconomic Impact of Higher Capital Ratios on African Economies
    Working Paper Series, African Development Bank Downloads View citations (4)

2009

  1. 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 Downloads 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) Downloads View citations (38) (2011)

2008

  1. Long Memory and Non-Linearities in International Inflation
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads
  2. Nelson-Plosser revisited: the ACF approach
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (6)
    Also in Working Papers, Business School - Economics, University of Glasgow (2005) Downloads View citations (9)

    See also Journal Article Nelson–Plosser revisited: The ACF approach, Journal of Econometrics, Elsevier (2013) Downloads View citations (17) (2013)

2007

  1. Globalization and Labor Market Integration in Late Nineteenth- and Early Twentieth-Century Asia
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (7)

Undated

  1. A note on the empirics of the neoclassical growth model
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (2)
    See also Journal Article A note on the empirics of the neoclassical growth model, Economics Letters, Elsevier (2007) Downloads View citations (4) (2007)
  2. International Output Convergence: Evidence from an AutoCorrelation Function Approach
    Working Papers, Business School - Economics, University of Glasgow Downloads 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) Downloads View citations (23) (2009)
  3. Migration and Elastic Labour in Economic Development: Southeast Asia before World War II
    Working Papers, Business School - Economics, University of Glasgow Downloads

Journal Articles

2022

  1. 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 Downloads View citations (11)

2021

  1. Financial uncertainty and real activity: The good, the bad, and the ugly
    European Economic Review, 2021, 136, (C) Downloads View citations (29)
    See also Working Paper Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly, "Marco Fanno" Working Papers (2020) Downloads View citations (6) (2020)
  2. Uncertainty shocks and the great recession: Nonlinearities matter
    Economics Letters, 2021, 198, (C) Downloads View citations (16)

2020

  1. Economic Policy Uncertainty Spillovers in Booms and Busts
    Oxford Bulletin of Economics and Statistics, 2020, 82, (1), 125-155 Downloads View citations (65)
    See also Working Paper Economic Policy Uncertainty Spillovers in Booms and Busts, Working Paper series (2018) Downloads View citations (7) (2018)
  2. Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic
    Australian Economic Review, 2020, 53, (3), 402-414 Downloads View citations (1)
  3. The global effects of Covid-19-induced uncertainty
    Economics Letters, 2020, 194, (C) Downloads View citations (85)
    See also Working Paper The Global Effects of Covid-19-Induced Uncertainty, CESifo Working Paper Series (2020) Downloads View citations (86) (2020)

2019

  1. Uncertainty across volatility regimes
    Journal of Applied Econometrics, 2019, 34, (3), 437-455 Downloads View citations (62)
    See also Working Paper Uncertainty Across Volatility Regimes, CESifo Working Paper Series (2017) Downloads View citations (19) (2017)

2018

  1. Risk management-driven policy rate gap
    Economics Letters, 2018, 171, (C), 235-238 Downloads View citations (11)
    See also Working Paper Risk Management-Driven Policy Rate Gap, Melbourne Institute Working Paper Series (2018) Downloads (2018)

2017

  1. Economic policy uncertainty and unemployment in the United States: A nonlinear approach
    Economics Letters, 2017, 151, (C), 31-34 Downloads View citations (204)
    See also Working Paper Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach, CESifo Working Paper Series (2018) Downloads View citations (2) (2018)
  2. Estimating the real effects of uncertainty shocks at the Zero Lower Bound
    European Economic Review, 2017, 100, (C), 257-272 Downloads View citations (117)
    See also Working Paper Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound, "Marco Fanno" Working Papers (2018) Downloads View citations (2) (2018)
  3. Liquidity traps and large-scale financial crises
    Journal of Economic Dynamics and Control, 2017, 81, (C), 99-114 Downloads View citations (1)
    See also Working Paper Liquidity Traps and Large-Scale Financial Crises, CESifo Working Paper Series (2018) Downloads (2018)

2016

  1. Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?
    Journal of Empirical Finance, 2016, 37, (C), 104-116 Downloads View citations (29)

2015

  1. Estimating Fiscal Multipliers: News From A Non‐linear World
    Economic Journal, 2015, (584), 746-776 Downloads View citations (161)
    See also Working Paper Estimating Fiscal Multipliers:News From a Nonlinear World, Department of Economics - Working Papers Series (2015) Downloads View citations (103) (2015)

2014

  1. Early warning systems and systemic banking crises in low income countries: A multinomial logit approach
    Journal of Banking & Finance, 2014, 47, (C), 258-269 Downloads View citations (69)
  2. Uncertainty shocks and unemployment dynamics in U.S. recessions
    Journal of Monetary Economics, 2014, 67, (C), 78-92 Downloads View citations (287)
    See also Working Paper Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions, Department of Economics - Working Papers Series (2015) Downloads View citations (1) (2015)

2013

  1. Multimodality in the distribution of GDP and the absolute convergence hypothesis
    Empirical Economics, 2013, 44, (3), 1203-1215 Downloads View citations (11)
  2. Nelson–Plosser revisited: The ACF approach
    Journal of Econometrics, 2013, 175, (1), 22-34 Downloads View citations (17)
    See also Working Paper Nelson-Plosser revisited: the ACF approach, Working Paper series (2008) Downloads View citations (6) (2008)

2012

  1. Fiscal and financial determinants of Eurozone sovereign spreads
    Economics Letters, 2012, 117, (3), 774-776 Downloads View citations (23)
    See also Working Paper Fiscal and Financial Determinants of Eurozone Sovereign Spreads, "Marco Fanno" Working Papers (2012) Downloads View citations (30) (2012)

2011

  1. 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 Downloads 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) Downloads View citations (15) (2009)
  2. On the dynamics of international inflation
    Economics Letters, 2011, 112, (2), 189-191 Downloads View citations (6)

2009

  1. International output convergence: evidence from an autocorrelation function approach
    Journal of Applied Econometrics, 2009, 24, (1), 139-162 Downloads View citations (23)
    See also Working Paper International Output Convergence: Evidence from an AutoCorrelation Function Approach, Working Papers Downloads View citations (1)

2007

  1. A note on the empirics of the neoclassical growth model
    Economics Letters, 2007, 94, (2), 170-176 Downloads View citations (4)
    See also Working Paper A note on the empirics of the neoclassical growth model, Working Papers Downloads View citations (2)
  2. Globalization, Immigration, and Lewisian Elastic Labor in Pre–World War II Southeast Asia
    The Journal of Economic History, 2007, 67, (1), 33-68 Downloads View citations (13)
 
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