Details about Efrem Castelnuovo
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Last updated 2023-01-06. Update your information in the RePEc Author Service.
Short-id: pca74
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Working Papers
2022
- Delayed Overshooting Puzzle: Does Systematic Monetary Policy Matter?
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"  View citations (1)
- Sectoral Uncertainty
CESifo Working Paper Series, CESifo
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022)
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2022)
Staff Working Papers, Bank of Canada (2022)
- Uncertainty Before and During COVID-19: A Survey
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (5)
- Uncertainty, Skewness and the Business Cycle - Through the MIDAS Lens
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
Also in CESifo Working Paper Series, CESifo (2022) View citations (2)
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2022) View citations (1)
2021
- 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)
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (2)
CESifo Working Paper Series, CESifo (2020) View citations (2)
Bank of Finland Research Discussion Papers, Bank of Finland (2020)
Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2020) View citations (2)
See also Journal Article in Oxford Bulletin of Economics and Statistics (2023)
- GLOBAL UNCERTAINTY
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"
Also in Bank of Finland Research Discussion Papers, Bank of Finland (2021) View citations (2)
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 (2)
Also in Economics Working Papers, Department of Economics and Business Economics, Aarhus University (2021) View citations (2)
CESifo Working Paper Series, CESifo (2021) View citations (2)
- Why Does Risk Matter More in Recessions than in Expansions?
Monash Economics Working Papers, Monash University, Department of Economics View citations (6)
Also in Economics Working Papers, Department of Economics and Business Economics, Aarhus University (2021) View citations (6)
CESifo Working Paper Series, CESifo (2021) View citations (6)
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 (6)
Bank of Finland Research Discussion Papers, Bank of Finland (2021) View citations (1)
2020
- 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 in European Economic Review (2021)
- The Global Effects of Covid-19-Induced Uncertainty
CESifo Working Paper Series, CESifo View citations (65)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (57)
Bank of Finland Research Discussion Papers, Bank of Finland (2020) View citations (5)
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2020) View citations (60)
See also Journal Article in Economics Letters (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 (4)
Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2020) View citations (4)
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (4)
2019
- Domestic and Global Uncertainty: A Survey and Some New Results
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (33)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) View citations (33)
CESifo Working Paper Series, CESifo (2019) View citations (34)
- Yield Curve and Financial Uncertainty: Evidence Based on US Data
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (5)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) View citations (5)
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2019) View citations (5)
CESifo Working Paper Series, CESifo (2019) View citations (5)
See also Journal Article in Australian Economic Review (2019)
2018
- Economic Policy Uncertainty Spillovers in Booms and Busts
CESifo Working Paper Series, CESifo View citations (7)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) View citations (6)
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) View citations (29)
Working Paper series, Rimini Centre for Economic Analysis (2018) View citations (6)
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2018) View citations (7)
See also Journal Article in Oxford Bulletin of Economics and Statistics (2020)
- Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach
CESifo Working Paper Series, CESifo View citations (1)
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 (153)
See also Journal Article in Economics Letters (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 (1)
Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) View citations (109)
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2015) View citations (32)
CESifo Working Paper Series, CESifo (2017) View citations (109)
Bank of Finland Research Discussion Papers, Bank of Finland (2017) View citations (3)
See also Journal Article in European Economic Review (2017)
- Google it up! A Google Trends-based Uncertainty Index for the United States and Australia
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"
Also in MPRA Paper, University Library of Munich, Germany (2017) View citations (67)
CESifo Working Paper Series, CESifo (2017) View citations (69)
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) View citations (67)
See also Journal Article in Economics Letters (2017)
- Liquidity Traps and Large-Scale Financial Crises
CESifo Working Paper Series, CESifo
Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (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 in Journal of Economic Dynamics and Control (2017)
- Positive Trend In ation and Determinacy in a Medium-Sized New Keynesian Model
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (13)
Also in CESifo Working Paper Series, CESifo (2018) View citations (1)
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2018) View citations (2)
Working Papers, Federal Reserve Bank of Philadelphia (2017) View citations (9)
See also Journal Article in International Journal of Central Banking (2020)
- Risk Management-Driven Policy Rate Gap
CESifo Working Paper Series, CESifo View citations (9)
Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2018) View citations (9)
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2018)
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) View citations (9)
See also Journal Article in Economics Letters (2018)
- Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (44)
Also in CESifo Working Paper Series, CESifo (2017) View citations (6)
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2018)
See also Journal Article in Journal of Economic Dynamics and Control (2018)
- What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers
CESifo Working Paper Series, CESifo View citations (1)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018)
See also Journal Article in Australian Economic Review (2019)
2017
- Uncertainty and Monetary Policy in Good and Bad Times
RBA Research Discussion Papers, Reserve Bank of Australia View citations (49)
Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2014) View citations (29)
Bank of Finland Research Discussion Papers, Bank of Finland (2017) View citations (1)
CESifo Working Paper Series, CESifo (2017) View citations (51)
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) View citations (50)
2016
- Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (3)
Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2014) View citations (1)
- Modest Macroeconomic Effects of Monetary Policy Shocks during the Great Moderation: An Alternative Interpretation
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (8)
See also Journal Article in Journal of Macroeconomics (2016)
2015
- Estimating Fiscal Multipliers:News From a Nonlinear World
Department of Economics - Working Papers Series, The University of Melbourne View citations (94)
Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2014) View citations (7)
See also Journal Article in Economic Journal (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 (289)
See also Journal Article in Journal of Monetary Economics (2014)
2014
- Estimating fiscal multipliers: evidence from a nonlinear world
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (53)
- Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (1)
Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2013) View citations (2)
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2014) View citations (7)
See also Journal Article in Journal of Applied Econometrics (2015)
- Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation - Comment
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
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)
2012
- Fitting U.S. Trend Inflation: A Rolling-Window Approach
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (10)
- Monetary Policy Neutrality: Sign Restrictions Go to Monte Carlo
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (11)
- What does a monetary policy shock do? An international analysis with multiple filters
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (1)
See also Journal Article in Oxford Bulletin of Economics and Statistics (2013)
2011
- Monetary policy indeterminacy in the U.S.: results from a classical test
Quaderni di Dipartimento, Department of Statistics, University of Bologna View citations (2)
- Trend Inflation, Wage Indexation, and Determinacy in the U.S
Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods View citations (14)
2010
- Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation
Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods View citations (8)
Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2010) View citations (3)
See also Journal Article in Journal of Economic Dynamics and Control (2011)
- Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S
Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2010) View citations (11)
- Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies
EcoMod2004, EcoMod
Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2006)
Computing in Economics and Finance 2004, Society for Computational Economics (2004)
Macroeconomics, University Library of Munich, Germany (2005)
See also Journal Article in Journal of International Money and Finance (2008)
- Stock Market Conditions and Monetary Policy in a DSGE Model for the U.S
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (80)
Also in Bank of Finland Research Discussion Papers, Bank of Finland (2010) View citations (1)
Post-Print, HAL (2010) View citations (95)
See also Journal Article in Journal of Economic Dynamics and Control (2010)
2009
- Estimating a NKBC Model for the U.S. Economy with Multiple Filters
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"
- Estimating the Evolution of Money's Role in the U.S. Monetary Business Cycle
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (3)
See also Journal Article in Journal of Money, Credit and Banking (2012)
- Monetary Policy, Inflation Expectations and the Price Puzzle
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (8)
Also in Bank of Finland Research Discussion Papers, Bank of Finland (2009)
See also Journal Article in Economic Journal (2010)
- Testing the structural interpretation of the price puzzle with a cost channel model
Bank of Finland Research Discussion Papers, Bank of Finland
See also Journal Article in Oxford Bulletin of Economics and Statistics (2012)
2008
- Estimating regime-switching Taylor rules with trend inflation
Bank of Finland Research Discussion Papers, Bank of Finland View citations (1)
- Long Memory and Non-Linearities in International Inflation
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"
2006
- Assessing Different Drivers of the GreatModeration in the U.S
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (3)
- Monetary Policy Switch, the Taylor Curve, and the Great Moderation
Computing in Economics and Finance 2006, Society for Computational Economics View citations (5)
- The Price Puzzle: Fact or Artifact?
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (18)
Also in Bank of England working papers, Bank of England (2006) View citations (32)
Macroeconomics, University Library of Munich, Germany (2005) View citations (7)
- Tracking U.S. Inflation Expectations with Domestic and Global Indicators
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"
See also Journal Article in Journal of International Money and Finance (2010)
2005
- The Price Puzzle and Indeterminacy
Macroeconomics, University Library of Munich, Germany View citations (8)
2004
- Describing the Fed's conduct with simple Taylor rules: is interest rate smoothing important?
Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations (3)
- Taylor rules, omitted variables, and interest rate smoothing in the US
Macroeconomics, University Library of Munich, Germany View citations (1)
See also Journal Article in Economics Letters (2003)
2003
- Definition of price stability, range and point inflation targets: the anchoring of long-term inflation expectations
Working Paper Series, European Central Bank View citations (84)
- Describing the Fed's conduct with Taylor rules: is interest rate smoothing important?
Working Paper Series, European Central Bank View citations (22)
See also Journal Article in The IUP Journal of Monetary Economics (2006)
- Learning by Doing vs Learning by Researching in a Model of Climate Change Policy Analysis
Working Papers, Fondazione Eni Enrico Mattei View citations (14)
See also Journal Article in Ecological Economics (2005)
- Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model
Working Papers, Fondazione Eni Enrico Mattei View citations (9)
Also in Macroeconomics, University Library of Munich, Germany (2002) View citations (2)
- Taylor Rules and Interest Rate Smoothing in the US and EMU
Macroeconomics, University Library of Munich, Germany View citations (11)
- Why are Federal Funds Rates so Smooth?
Royal Economic Society Annual Conference 2003, Royal Economic Society
2000
- Emission Trading Restrictions with Endogenous Technological Change
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
See also Journal Article in International Environmental Agreements: Politics, Law and Economics (2001)
Journal Articles
2023
- Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?*
Oxford Bulletin of Economics and Statistics, 2023, 85, (1), 95-122
See also Working Paper (2021)
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 (5)
2021
- Financial uncertainty and real activity: The good, the bad, and the ugly
European Economic Review, 2021, 136, (C) View citations (10)
See also Working Paper (2020)
- Uncertainty shocks and the great recession: Nonlinearities matter
Economics Letters, 2021, 198, (C) View citations (12)
2020
- Economic Policy Uncertainty Spillovers in Booms and Busts
Oxford Bulletin of Economics and Statistics, 2020, 82, (1), 125-155 View citations (43)
See also Working Paper (2018)
- Introduction
Australian Economic Review, 2020, 53, (3), 395-396
- Policy Forum: Macroeconomic Policies and the Business Cycle: Evidence and Recommendations
Australian Economic Review, 2020, 53, (1), 93-94
- Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model
International Journal of Central Banking, 2020, 16, (3), 51-94 View citations (4)
See also Working Paper (2018)
- The global effects of Covid-19-induced uncertainty
Economics Letters, 2020, 194, (C) View citations (63)
See also Working Paper (2020)
2019
- Introduction
Australian Economic Review, 2019, 52, (3), 321-322
- Introduction
Australian Economic Review, 2019, 52, (1), 76-77
- What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers
Australian Economic Review, 2019, 52, (1), 78-93 View citations (8)
See also Working Paper (2018)
- Yield Curve and Financial Uncertainty: Evidence Based on US Data
Australian Economic Review, 2019, 52, (3), 323-335 View citations (5)
See also Working Paper (2019)
2018
- GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES
Macroeconomic Dynamics, 2018, 22, (6), 1613-1651 View citations (1)
- Introduction
Australian Economic Review, 2018, 51, (4), 512-513
- Introduction to the Policy Forum: Macroeconomic Policies after the Global Financial Crisis
Australian Economic Review, 2018, 51, (1), 68-69
- Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?
Australian Economic Review, 2018, 51, (1), 70-86 View citations (1)
- Risk management-driven policy rate gap
Economics Letters, 2018, 171, (C), 235-238 View citations (9)
See also Working Paper (2018)
- Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation
Journal of Economic Dynamics and Control, 2018, 93, (C), 277-296 View citations (48)
See also Working Paper (2018)
2017
- A Short Review of the Recent Literature on Uncertainty
Australian Economic Review, 2017, 50, (1), 68-78 View citations (46)
- Economic policy uncertainty and unemployment in the United States: A nonlinear approach
Economics Letters, 2017, 151, (C), 31-34 View citations (160)
See also Working Paper (2018)
- Estimating the real effects of uncertainty shocks at the Zero Lower Bound
European Economic Review, 2017, 100, (C), 257-272 View citations (98)
See also Working Paper (2018)
- Google It Up! A Google Trends-based Uncertainty index for the United States and Australia
Economics Letters, 2017, 161, (C), 149-153 View citations (69)
See also Working Paper (2018)
- Introduction
Australian Economic Review, 2017, 50, (1), 66-67
- 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 (2018)
2016
- Introduction to the Policy Forum: Macroeconomic Consequences of Macroprudential Policies
Australian Economic Review, 2016, 49, (1), 77-82 View citations (1)
- Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation
Journal of Macroeconomics, 2016, 47, (PB), 300-314 View citations (8)
See also Working Paper (2016)
- Monetary policy shocks and Cholesky VARs: an assessment for the Euro area
Empirical Economics, 2016, 50, (2), 383-414 View citations (5)
2015
- Estimating Fiscal Multipliers: News From A Non‐linear World
Economic Journal, 2015, (584), 746-776 View citations (148)
See also Working Paper (2015)
- Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test
Journal of Applied Econometrics, 2015, 30, (6), 924-947 View citations (19)
See also Working Paper (2014)
2014
- POLICY RULES, REGIME SWITCHES, AND TREND INFLATION: AN EMPIRICAL INVESTIGATION FOR THE UNITED STATES
Macroeconomic Dynamics, 2014, 18, (4), 920-942 View citations (12)
- Uncertainty shocks and unemployment dynamics in U.S. recessions
Journal of Monetary Economics, 2014, 67, (C), 78-92 View citations (274)
See also Working Paper (2015)
2013
- Monetary policy shocks and financial conditions: A Monte Carlo experiment
Journal of International Money and Finance, 2013, 32, (C), 282-303 View citations (13)
- What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters
Oxford Bulletin of Economics and Statistics, 2013, 75, (5), 759-784 View citations (10)
See also Working Paper (2012)
2012
- Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle
Journal of Money, Credit and Banking, 2012, 44, (1), 23-52 View citations (2)
Also in Journal of Money, Credit and Banking, 2012, 44, (1), 23-52 (2012) View citations (52)
See also Working Paper (2009)
- POLICY SWITCH AND THE GREAT MODERATION: THE ROLE OF EQUILIBRIUM SELECTION
Macroeconomic Dynamics, 2012, 16, (3), 449-471 View citations (7)
- Testing the Structural Interpretation of the Price Puzzle with a Cost-Channel Model
Oxford Bulletin of Economics and Statistics, 2012, 74, (3), 425-452 View citations (26)
See also Working Paper (2009)
2011
- Calvo vs. Rotemberg in a trend inflation world: An empirical investigation
Journal of Economic Dynamics and Control, 2011, 35, (11), 1852-1867 View citations (56)
See also Working Paper (2010)
- On the dynamics of international inflation
Economics Letters, 2011, 112, (2), 189-191 View citations (6)
2010
- Monetary Policy, Inflation Expectations and The Price Puzzle
Economic Journal, 2010, 120, (549), 1262-1283 View citations (116)
See also Working Paper (2009)
- Stock market conditions and monetary policy in a DSGE model for the U.S
Journal of Economic Dynamics and Control, 2010, 34, (9), 1700-1731 View citations (82)
See also Working Paper (2010)
- Tracking U.S. inflation expectations with domestic and global indicators
Journal of International Money and Finance, 2010, 29, (7), 1340-1356 View citations (5)
See also Working Paper (2006)
- Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy
The North American Journal of Economics and Finance, 2010, 21, (1), 19-33 View citations (19)
2008
- Regime shifts and the stability of backward-looking Phillips curves in open economies
Journal of International Money and Finance, 2008, 27, (1), 40-53 View citations (5)
See also Working Paper (2010)
2007
- TAYLOR RULES AND INTEREST RATE SMOOTHING IN THE EURO AREA*
Manchester School, 2007, 75, (1), 1-16 View citations (50)
2006
- DESCRIBING THE FED’S CONDUCT WITH TAYLOR RULES: IS INTEREST RATE SMOOTHING IMPORTANT?
The IUP Journal of Monetary Economics, 2006, IV, (3), 57-77
See also Working Paper (2003)
- The Fed's Preference for Policy Rate Smoothing: Overestimation Due to Misspecification?
The B.E. Journal of Macroeconomics, 2006, 6, (2), 1-22 View citations (11)
2005
- Learning-by-Doing vs. Learning by Researching in a model of climate change policy analysis
Ecological Economics, 2005, 54, (2-3), 261-276 View citations (19)
See also Working Paper (2003)
2004
- Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed
Scottish Journal of Political Economy, 2004, 51, (1), 105-126 View citations (46)
2003
- Taylor rules, omitted variables, and interest rate smoothing in the US
Economics Letters, 2003, 81, (1), 55-59 View citations (58)
See also Working Paper (2004)
2001
- Emission Trading Restrictions with Endogenous Technological Change
International Environmental Agreements: Politics, Law and Economics, 2001, 1, (3), 379-395 View citations (17)
See also Working Paper (2000)
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