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Details about Giovanni Caggiano

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

Access statistics for papers by Giovanni Caggiano.

Last updated 2019-05-23. Update your information in the RePEc Author Service.

Short-id: pca325


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Working Papers

2018

  1. Economic Policy Uncertainty Spillovers in Booms and Busts
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) Downloads View citations (1)
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) Downloads View citations (13)
    CESifo Working Paper Series, CESifo Group Munich (2018) Downloads View citations (2)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2018) Downloads View citations (1)
  2. Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach
    CESifo Working Paper Series, CESifo Group Munich Downloads
    Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2016) Downloads View citations (4)
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) Downloads View citations (26)

    See also Journal Article in Economics Letters (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
    Also in Research Discussion Papers, Bank of Finland (2017) Downloads View citations (31)
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) Downloads View citations (40)
    CESifo Working Paper Series, CESifo Group Munich (2017) Downloads View citations (28)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2015) Downloads View citations (30)

    See also Journal Article in European Economic Review (2017)
  4. Liquidity Traps and Large-Scale Financial Crises
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2016) Downloads
    CESifo Working Paper Series, CESifo Group Munich (2018) Downloads
    Post-Print, HAL (2017)

    See also Journal Article in Journal of Economic Dynamics and Control (2017)
  5. Risk Management-Driven Policy Rate Gap
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)
    Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2018) Downloads View citations (1)
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2018) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) Downloads View citations (1)

    See also Journal Article in Economics Letters (2018)

2017

  1. Uncertainty Across Volatility Regimes
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (4)
    Also in Research Discussion Papers, Bank of Finland (2017) Downloads View citations (1)

    See also Journal Article in Journal of Applied Econometrics (2019)
  2. Uncertainty and Monetary Policy in Good and Bad Times
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (18)
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) Downloads View citations (12)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2014) Downloads View citations (24)
    RBA Research Discussion Papers, Reserve Bank of Australia (2017) Downloads View citations (8)
    Research Discussion Papers, Bank of Finland (2017) Downloads View citations (12)

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 (1)

2015

  1. Estimating Fiscal Multipliers:News From a Nonlinear World
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (67)
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2014) Downloads View citations (4)

    See also Journal Article in Economic Journal (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 (137)

    See also Journal Article in Journal of Monetary Economics (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 (23)
  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

2012

  1. Fiscal and Financial Determinants of Eurozone Sovereign Spreads
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (22)
    See also Journal Article in Economics Letters (2012)

2011

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

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 (14)
    See also Journal Article in Journal of Forecasting (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 (5)
    Also in Working Papers, Business School - Economics, University of Glasgow (2005) Downloads View citations (7)

    See also Journal Article in Journal of Econometrics (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 (5)

Undated

  1. A note on the empirics of the neoclassical growth model
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (1)
    See also Journal Article in Economics Letters (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 in Journal of Applied Econometrics (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

2019

  1. Uncertainty across volatility regimes
    Journal of Applied Econometrics, 2019, 34, (3), 437-455 Downloads View citations (2)
    See also Working Paper (2017)

2018

  1. Risk management-driven policy rate gap
    Economics Letters, 2018, 171, (C), 235-238 Downloads View citations (1)
    See also Working Paper (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 (36)
    See also Working Paper (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 (31)
    See also Working Paper (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 (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 (4)

2015

  1. Estimating Fiscal Multipliers: News From A Non‐linear World
    Economic Journal, 2015, (584), 746-776 Downloads View citations (66)
    See also Working Paper (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 (25)
  2. Uncertainty shocks and unemployment dynamics in U.S. recessions
    Journal of Monetary Economics, 2014, 67, (C), 78-92 Downloads View citations (117)
    See also Working Paper (2015)

2013

  1. Multimodality in the distribution of GDP and the absolute convergence hypothesis
    Empirical Economics, 2013, 44, (3), 1203-1215 Downloads View citations (5)
  2. Nelson–Plosser revisited: The ACF approach
    Journal of Econometrics, 2013, 175, (1), 22-34 Downloads View citations (13)
    See also Working Paper (2008)

2012

  1. Fiscal and financial determinants of Eurozone sovereign spreads
    Economics Letters, 2012, 117, (3), 774-776 Downloads View citations (15)
    See also Working Paper (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 (26)
    See also Working Paper (2009)
  2. On the dynamics of international inflation
    Economics Letters, 2011, 112, (2), 189-191 Downloads View citations (5)

2009

  1. International output convergence: evidence from an autocorrelation function approach
    Journal of Applied Econometrics, 2009, 24, (1), 139-162 Downloads View citations (12)
    See also Working Paper

2007

  1. A note on the empirics of the neoclassical growth model
    Economics Letters, 2007, 94, (2), 170-176 Downloads View citations (3)
    See also Working Paper
  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 (9)
 
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