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

Working Papers

2021

1. Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?
   Monash Economics Working Papers, Monash University, Department of Economics
   Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2020) View citations (2)
   CESifo Working Paper Series, CESifo (2020) View citations (2)
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (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)
2. GLOBAL UNCERTAINTY
   "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"
   Also in CESifo Working Paper Series, CESifo (2021)
   Monash Economics Working Papers, Monash University, Department of Economics (2021)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021)
3. 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)
4. 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

5. Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly
   CESifo Working Paper Series, CESifo View citations (6)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (6)
   "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (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 (30) (2021)
6. 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)
7. The Global Effects of Covid-19-Induced Uncertainty
   CESifo Working Paper Series, CESifo View citations (86)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (84)
   "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2020) View citations (84)
   See also Journal Article The global effects of Covid-19-induced uncertainty, Economics Letters, Elsevier (2020) View citations (85) (2020)
8. Uncertainty and Monetary Policy During Extreme Events
   "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (6)
   Also in 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)
   Economics Working Papers, Department of Economics and Business Economics, Aarhus University (2020) View citations (6)
9. 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 (6)
   Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2020) View citations (6)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (5)

2018

10. 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)
    CESifo Working Paper Series, CESifo (2018) View citations (8)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2018) View citations (8)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) View citations (7)
    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 (69) (2020)
11. 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 (206) (2017)
12. 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 CESifo Working Paper Series, CESifo (2017) View citations (135)
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) View citations (128)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2015) View citations (32)
    See also Journal Article Estimating the real effects of uncertainty shocks at the Zero Lower Bound, European Economic Review, Elsevier (2017) View citations (120) (2017)
13. Liquidity Traps and Large-Scale Financial Crises
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"
    Also in CESifo Working Paper Series, CESifo (2018)
    Post-Print, HAL (2017) View citations (1)
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2016) 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)
14. Risk Management-Driven Policy Rate Gap
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (11)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) View citations (10)
    CESifo Working Paper Series, CESifo (2018) View citations (11)
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2018)
    See also Journal Article Risk management-driven policy rate gap, Economics Letters, Elsevier (2018) View citations (11) (2018)

2017

15. 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 (64) (2019)
16. Uncertainty and Monetary Policy in Good and Bad Times
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (51)
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) View citations (52)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2014) View citations (29)
    CESifo Working Paper Series, CESifo (2017) View citations (53)

2016

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

2015

18. 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 (164) (2015)
19. 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 (296) (2014)

2014

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

2013

21. 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)
22. 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

23. 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

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

2009

25. 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

26. Long Memory and Non-Linearities in International Inflation
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"
27. 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

28. 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

29. 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)
30. 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)
31. Migration and Elastic Labour in Economic Development: Southeast Asia before World War II
    Working Papers, Business School - Economics, University of Glasgow

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 View citations (12)

2021

2. Financial uncertainty and real activity: The good, the bad, and the ugly
   European Economic Review, 2021, 136, (C) View citations (30)
   See also Working Paper Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly, CESifo Working Paper Series (2020) View citations (6) (2020)
3. Uncertainty shocks and the great recession: Nonlinearities matter
   Economics Letters, 2021, 198, (C) View citations (17)

2020

4. Economic Policy Uncertainty Spillovers in Booms and Busts
   Oxford Bulletin of Economics and Statistics, 2020, 82, (1), 125-155 View citations (69)
   See also Working Paper Economic Policy Uncertainty Spillovers in Booms and Busts, Working Paper series (2018) View citations (7) (2018)
5. Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic
   Australian Economic Review, 2020, 53, (3), 402-414 View citations (1)
6. 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

7. Uncertainty across volatility regimes
   Journal of Applied Econometrics, 2019, 34, (3), 437-455 View citations (64)
   See also Working Paper Uncertainty Across Volatility Regimes, CESifo Working Paper Series (2017) View citations (19) (2017)

2018

8. 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, "Marco Fanno" Working Papers (2018) View citations (11) (2018)

2017

9. Economic policy uncertainty and unemployment in the United States: A nonlinear approach
   Economics Letters, 2017, 151, (C), 31-34 View citations (206)
   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)
10. Estimating the real effects of uncertainty shocks at the Zero Lower Bound
    European Economic Review, 2017, 100, (C), 257-272 View citations (120)
    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)
11. 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, "Marco Fanno" Working Papers (2018) (2018)

2016

12. 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

13. Estimating Fiscal Multipliers: News From A Non‐linear World
    Economic Journal, 2015, (584), 746-776 View citations (164)
    See also Working Paper Estimating Fiscal Multipliers:News From a Nonlinear World, Department of Economics - Working Papers Series (2015) View citations (103) (2015)

2014

14. 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 (70)
15. Uncertainty shocks and unemployment dynamics in U.S. recessions
    Journal of Monetary Economics, 2014, 67, (C), 78-92 View citations (296)
    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

16. Multimodality in the distribution of GDP and the absolute convergence hypothesis
    Empirical Economics, 2013, 44, (3), 1203-1215 View citations (11)
17. 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

18. 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

19. 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)
20. On the dynamics of international inflation
    Economics Letters, 2011, 112, (2), 189-191 View citations (6)

2009

21. 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

22. 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)
23. 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)