Details about Dario Caldara

Access statistics for papers by Dario Caldara.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pca683

Working Papers

2023

1. The International Spillovers of Synchronous Monetary Tightening
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2022

2. International Spillovers of Tighter Monetary Policy
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
3. Measuring Geopolitical Risk
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (240)
4. The Effect of the War in Ukraine on Global Activity and Inflation
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (15)

2021

5. Macroeconomic and Financial Risks: A Tale of Mean and Volatility
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
6. The Global Recovery: Lessons from the Past
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2020

7. Monetary Policy and Economic Performance Since the Financial Crisis
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (4)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020) View citations (4)
   Working Papers, Federal Reserve Bank of St. Louis (2020) View citations (5)
   See also Journal Article Monetary Policy and Economic Performance Since the Financial Crisis, Review, Federal Reserve Bank of St. Louis (2021) (2021)

2019

8. Does Trade Policy Uncertainty Affect Global Economic Activity?
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
9. The Economic Effects of Trade Policy Uncertainty
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (28)

2016

10. Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (77)
    See also Journal Article Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs, American Economic Journal: Macroeconomics, American Economic Association (2019) View citations (209) (2019)
11. Oil Price Elasticities and Oil Price Fluctuations
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (24)
12. The Macroeconomic Impact of Financial and Uncertainty Shocks
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (235)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (351)
    See also Journal Article The macroeconomic impact of financial and uncertainty shocks, European Economic Review, Elsevier (2016) View citations (320) (2016)
13. The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
14. The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (6)
    Also in 2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (30)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2015) View citations (16)
    Working Papers, FEDEA (2014) View citations (6)
    See also Journal Article The systematic component of monetary policy in SVARs: An agnostic identification procedure, Journal of Monetary Economics, Elsevier (2019) View citations (128) (2019)

2015

15. Monetary Policy, Credit Spreads, and Business Cycle Fluctuations
    2015 Meeting Papers, Society for Economic Dynamics View citations (2)

2012

16. Computing DSGE models with recursive preferences and stochastic volatility
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (93)
    See also Journal Article Computing DSGE Models with Recursive Preferences and Stochastic Volatility, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2012) View citations (125) (2012)
17. Practical tools for policy analysis in DSGE models with missing channels
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
18. The analytics of SVARs: a unified framework to measure fiscal multipliers
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (50)
    See also Journal Article The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers, The Review of Economic Studies, Review of Economic Studies Ltd (2017) View citations (147) (2017)

2010

19. The analytics of the sign restriction approach to shock identification: a framework for understanding the empirical macro puzzles
    2010 Meeting Papers, Society for Economic Dynamics

2009

20. Computing DSGE Models with Recursive Preferences
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (21)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (11)
21. Computing Models with Recursive Preferences
    2009 Meeting Papers, Society for Economic Dynamics View citations (12)

2008

22. What are the effects of fiscal policy shocks? A VAR-based comparative analysis
    Working Paper Series, European Central Bank View citations (197)

2006

23. What Do We Know About the Effects of Fiscal Policy Shocks? A Comparative Analysis
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (24)

Journal Articles

2021

1. Monetary Policy and Economic Performance Since the Financial Crisis
   Review, 2021, 103, (4), 425-460
   See also Working Paper Monetary Policy and Economic Performance Since the Financial Crisis, Globalization Institute Working Papers (2020) View citations (4) (2020)

2019

2. Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs
   American Economic Journal: Macroeconomics, 2019, 11, (1), 157-92 View citations (209)
   See also Working Paper Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs, Finance and Economics Discussion Series (2016) View citations (77) (2016)
3. The systematic component of monetary policy in SVARs: An agnostic identification procedure
   Journal of Monetary Economics, 2019, 101, (C), 1-13 View citations (128)
   See also Working Paper The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure, FRB Atlanta Working Paper (2016) View citations (6) (2016)

2017

4. The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers
   The Review of Economic Studies, 2017, 84, (3), 1015-1040 View citations (147)
   See also Working Paper The analytics of SVARs: a unified framework to measure fiscal multipliers, Finance and Economics Discussion Series (2012) View citations (50) (2012)

2016

5. The macroeconomic impact of financial and uncertainty shocks
   European Economic Review, 2016, 88, (C), 185-207 View citations (320)
   See also Working Paper The Macroeconomic Impact of Financial and Uncertainty Shocks, International Finance Discussion Papers (2016) View citations (235) (2016)

2014

6. PRACTICAL TOOLS FOR POLICY ANALYSIS IN DSGE MODELS WITH MISSING SHOCKS
   Journal of Applied Econometrics, 2014, 29, (7), 1145-1163 View citations (6)

2012

7. Computing DSGE Models with Recursive Preferences and Stochastic Volatility
   Review of Economic Dynamics, 2012, 15, (2), 188-206 View citations (125)
   See also Working Paper Computing DSGE models with recursive preferences and stochastic volatility, Finance and Economics Discussion Series (2012) View citations (93) (2012)
   Software Item Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility", Computer Codes (2011) (2011)

Software Items

2011

1. Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Computing DSGE Models with Recursive Preferences and Stochastic Volatility, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2012) View citations (125) (2012)