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Details about Efrem Castelnuovo

Homepage:https://sites.google.com/site/efremcastelnuovo/
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Workplace:Dipartimento di Scienze Economiche e Aziendali "Marco Fanno" (Department of Economics and Management), Università degli Studi di Padova (University of Padua), (more information at EDIRC)

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Last updated 2024-03-06. Update your information in the RePEc Author Service.

Short-id: pca74


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Working Papers

2022

  1. Delayed Overshooting Puzzle: Does Systematic Monetary Policy Matter?
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (6)
  2. Sectoral Uncertainty
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022) Downloads
    Staff Working Papers, Bank of Canada (2022) Downloads
    CESifo Working Paper Series, CESifo (2022) Downloads
  3. Uncertainty Before and During COVID-19: A Survey
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (13)
  4. 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 Downloads View citations (6)
    Also in CESifo Working Paper Series, CESifo (2022) Downloads View citations (4)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2022) Downloads View citations (6)

2021

  1. Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?
    Monash Economics Working Papers, Monash University, Department of Economics Downloads
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2020) Downloads
    CESifo Working Paper Series, CESifo (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)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2020) Downloads View citations (2)

    See also Journal Article Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2023) Downloads (2023)
  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
    Bank of Finland Research Discussion Papers, Bank of Finland (2021) Downloads View citations (2)
  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)

    See also Journal Article UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2023) Downloads View citations (2) (2023)
  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 CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) Downloads View citations (6)
    CESifo Working Paper Series, CESifo (2021) Downloads View citations (10)
    Economics Working Papers, Department of Economics and Business Economics, Aarhus University (2021) Downloads View citations (10)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2021) Downloads View citations (10)
    Bank of Finland Research Discussion Papers, Bank of Finland (2021) Downloads View citations (5)

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 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)

    See also Journal Article Financial uncertainty and real activity: The good, the bad, and the ugly, European Economic Review, Elsevier (2021) Downloads View citations (22) (2021)
  2. The Global Effects of Covid-19-Induced Uncertainty
    CESifo Working Paper Series, CESifo Downloads View citations (80)
    Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2020) Downloads View citations (78)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads View citations (78)
    Bank of Finland Research Discussion Papers, Bank of Finland (2020) Downloads View citations (19)

    See also Journal Article The global effects of Covid-19-induced uncertainty, Economics Letters, Elsevier (2020) Downloads View citations (79) (2020)
  3. Uncertainty and Monetary Policy During Extreme Events
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (6)
    Also in 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)
    Economics Working Papers, Department of Economics and Business Economics, Aarhus University (2020) Downloads View citations (6)
  4. 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 (4)
    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 (4)

2019

  1. Domestic and Global Uncertainty: A Survey and Some New Results
    CESifo Working Paper Series, CESifo Downloads View citations (39)
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2019) Downloads View citations (39)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) Downloads View citations (38)
  2. Yield Curve and Financial Uncertainty: Evidence Based on US Data
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (7)
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2019) Downloads View citations (7)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) Downloads View citations (8)
    CESifo Working Paper Series, CESifo (2019) Downloads View citations (7)

    See also Journal Article Yield Curve and Financial Uncertainty: Evidence Based on US Data, Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research (2019) Downloads View citations (7) (2019)

2018

  1. Economic Policy Uncertainty Spillovers in Booms and Busts
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (7)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) Downloads View citations (7)
    CESifo Working Paper Series, CESifo (2018) 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 (30)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (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 (56) (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 (183)

    See also Journal Article Economic policy uncertainty and unemployment in the United States: A nonlinear approach, Economics Letters, Elsevier (2017) Downloads View citations (190) (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 Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) Downloads View citations (125)
    Bank of Finland Research Discussion Papers, Bank of Finland (2017) Downloads View citations (19)
    CESifo Working Paper Series, CESifo (2017) Downloads View citations (125)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2015) Downloads View citations (32)

    See also Journal Article Estimating the real effects of uncertainty shocks at the Zero Lower Bound, European Economic Review, Elsevier (2017) Downloads View citations (114) (2017)
  4. 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" Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2017) Downloads View citations (90)
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) Downloads View citations (92)
    CESifo Working Paper Series, CESifo (2017) Downloads View citations (92)

    See also Journal Article Google It Up! A Google Trends-based Uncertainty index for the United States and Australia, Economics Letters, Elsevier (2017) Downloads View citations (92) (2017)
  5. 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 View citations (1)
    CESifo Working Paper Series, CESifo (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)
  6. Positive Trend In ation and Determinacy in a Medium-Sized New Keynesian Model
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (13)
    Also in CESifo Working Paper Series, CESifo (2018) Downloads View citations (1)
    Working Papers, Federal Reserve Bank of Philadelphia (2017) Downloads View citations (9)
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2018) Downloads View citations (2)

    See also Journal Article Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model, International Journal of Central Banking, International Journal of Central Banking (2020) Downloads View citations (7) (2020)
  7. 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)
  8. Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (73)
    Also in CESifo Working Paper Series, CESifo (2017) Downloads View citations (6)
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2018) Downloads

    See also Journal Article Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation, Journal of Economic Dynamics and Control, Elsevier (2018) Downloads View citations (60) (2018)
  9. 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 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)

    See also Journal Article What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers, Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research (2019) Downloads View citations (10) (2019)

2017

  1. Uncertainty and Monetary Policy in Good and Bad Times
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (51)
    Also in CESifo Working Paper Series, CESifo (2017) Downloads View citations (53)
    Bank of Finland Research Discussion Papers, Bank of Finland (2017) Downloads View citations (3)
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017) Downloads View citations (52)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2014) Downloads View citations (29)

2016

  1. 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 Downloads View citations (3)
    Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2014) Downloads View citations (1)
  2. 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 Downloads View citations (9)
    See also Journal Article Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation, Journal of Macroeconomics, Elsevier (2016) Downloads View citations (8) (2016)

2015

  1. Estimating Fiscal Multipliers:News From a Nonlinear World
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (101)
    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 (157) (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 Post-Print, HAL (2014) View citations (31)
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2014) Downloads View citations (332)

    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)
  2. Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads View citations (7)
    Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2013) Downloads View citations (2)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2014) Downloads View citations (1)

    See also Journal Article Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) Downloads View citations (19) (2015)
  3. 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.) Downloads View citations (8)

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)

2012

  1. Fitting U.S. Trend Inflation: A Rolling-Window Approach
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (10)
    See also Chapter Fitting U.S. Trend Inflation: A Rolling-Window Approach, Advances in Econometrics, Emerald Group Publishing Limited (2012) Downloads (2012)
  2. Monetary Policy Neutrality: Sign Restrictions Go to Monte Carlo
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (11)
  3. What does a monetary policy shock do? An international analysis with multiple filters
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (1)
    See also Journal Article What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) Downloads View citations (10) (2013)

2011

  1. Monetary policy indeterminacy in the U.S.: results from a classical test
    Quaderni di Dipartimento, Department of Statistics, University of Bologna Downloads View citations (2)
  2. Trend Inflation, Wage Indexation, and Determinacy in the U.S
    Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods Downloads View citations (15)

2010

  1. Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (3)
    Also in Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods (2010) Downloads View citations (8)

    See also Journal Article Calvo vs. Rotemberg in a trend inflation world: An empirical investigation, Journal of Economic Dynamics and Control, Elsevier (2011) Downloads View citations (76) (2011)
  2. Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads
    Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2010) Downloads View citations (11)
  3. Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies
    EcoMod2004, EcoMod Downloads
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) Downloads
    Macroeconomics, University Library of Munich, Germany (2005) Downloads
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2006) Downloads

    See also Journal Article Regime shifts and the stability of backward-looking Phillips curves in open economies, Journal of International Money and Finance, Elsevier (2008) Downloads View citations (5) (2008)
  4. Stock Market Conditions and Monetary Policy in a DSGE Model for the U.S
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (90)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2010) Downloads View citations (11)
    Post-Print, HAL (2010) Downloads View citations (101)

    See also Journal Article Stock market conditions and monetary policy in a DSGE model for the U.S, Journal of Economic Dynamics and Control, Elsevier (2010) Downloads View citations (92) (2010)

2009

  1. Estimating a NKBC Model for the U.S. Economy with Multiple Filters
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads
  2. Estimating the Evolution of Money's Role in the U.S. Monetary Business Cycle
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (3)
    See also Journal Article Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle, Journal of Money, Credit and Banking, Blackwell Publishing (2012) Downloads View citations (3) (2012)
  3. Monetary Policy, Inflation Expectations and the Price Puzzle
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (10)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2009) Downloads View citations (1)

    See also Journal Article Monetary Policy, Inflation Expectations and The Price Puzzle, Economic Journal, Royal Economic Society (2010) View citations (129) (2010)
  4. Testing the structural interpretation of the price puzzle with a cost channel model
    Bank of Finland Research Discussion Papers, Bank of Finland Downloads
    See also Journal Article Testing the Structural Interpretation of the Price Puzzle with a Cost-Channel Model, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2012) Downloads View citations (28) (2012)

2008

  1. Estimating regime-switching Taylor rules with trend inflation
    Bank of Finland Research Discussion Papers, Bank of Finland Downloads View citations (1)
  2. Long Memory and Non-Linearities in International Inflation
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads

2006

  1. Assessing Different Drivers of the GreatModeration in the U.S
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (3)
  2. Monetary Policy Switch, the Taylor Curve, and the Great Moderation
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (5)
  3. The Price Puzzle: Fact or Artifact?
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (18)
    Also in Macroeconomics, University Library of Munich, Germany (2005) Downloads View citations (7)
    Bank of England working papers, Bank of England (2006) Downloads View citations (33)
  4. Tracking U.S. Inflation Expectations with Domestic and Global Indicators
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads
    See also Journal Article Tracking U.S. inflation expectations with domestic and global indicators, Journal of International Money and Finance, Elsevier (2010) Downloads View citations (9) (2010)

2005

  1. The Price Puzzle and Indeterminacy
    Macroeconomics, University Library of Munich, Germany Downloads View citations (8)

2004

  1. 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 Downloads View citations (3)
  2. Taylor rules, omitted variables, and interest rate smoothing in the US
    Macroeconomics, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article Taylor rules, omitted variables, and interest rate smoothing in the US, Economics Letters, Elsevier (2003) Downloads View citations (62) (2003)

2003

  1. Definition of price stability, range and point inflation targets: the anchoring of long-term inflation expectations
    Working Paper Series, European Central Bank Downloads View citations (90)
  2. Describing the Fed's conduct with Taylor rules: is interest rate smoothing important?
    Working Paper Series, European Central Bank Downloads View citations (22)
    See also Journal Article DESCRIBING THE FED’S CONDUCT WITH TAYLOR RULES: IS INTEREST RATE SMOOTHING IMPORTANT?, The IUP Journal of Monetary Economics, IUP Publications (2006) (2006)
  3. Learning by Doing vs Learning by Researching in a Model of Climate Change Policy Analysis
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (14)
    See also Journal Article Learning-by-Doing vs. Learning by Researching in a model of climate change policy analysis, Ecological Economics, Elsevier (2005) Downloads View citations (21) (2005)
  4. Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (9)
    Also in Macroeconomics, University Library of Munich, Germany (2002) Downloads View citations (2)
  5. Taylor Rules and Interest Rate Smoothing in the US and EMU
    Macroeconomics, University Library of Munich, Germany Downloads View citations (11)
  6. Why are Federal Funds Rates so Smooth?
    Royal Economic Society Annual Conference 2003, Royal Economic Society Downloads

2000

  1. Emission Trading Restrictions with Endogenous Technological Change
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    See also Journal Article Emission Trading Restrictions with Endogenous Technological Change, International Environmental Agreements: Politics, Law and Economics, Springer (2001) Downloads View citations (18) (2001)

Journal Articles

2023

  1. Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?*
    Oxford Bulletin of Economics and Statistics, 2023, 85, (1), 95-122 Downloads
    See also Working Paper Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?, Monash Economics Working Papers (2021) Downloads (2021)
  2. Global financial uncertainty
    Journal of Applied Econometrics, 2023, 38, (3), 432-449 Downloads View citations (4)
  3. UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION
    International Economic Review, 2023, 64, (2), 577-606 Downloads View citations (2)
    See also Working Paper UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION, "Marco Fanno" Working Papers (2021) Downloads View citations (3) (2021)

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 (9)

2021

  1. Financial uncertainty and real activity: The good, the bad, and the ugly
    European Economic Review, 2021, 136, (C) Downloads View citations (22)
    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 (56)
    See also Working Paper Economic Policy Uncertainty Spillovers in Booms and Busts, Working Paper series (2018) Downloads View citations (7) (2018)
  2. Introduction
    Australian Economic Review, 2020, 53, (3), 395-396 Downloads
  3. Policy Forum: Macroeconomic Policies and the Business Cycle: Evidence and Recommendations
    Australian Economic Review, 2020, 53, (1), 93-94 Downloads
  4. Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model
    International Journal of Central Banking, 2020, 16, (3), 51-94 Downloads View citations (7)
    See also Working Paper Positive Trend In ation and Determinacy in a Medium-Sized New Keynesian Model, "Marco Fanno" Working Papers (2018) Downloads View citations (13) (2018)
  5. The global effects of Covid-19-induced uncertainty
    Economics Letters, 2020, 194, (C) Downloads View citations (79)
    See also Working Paper The Global Effects of Covid-19-Induced Uncertainty, CESifo Working Paper Series (2020) Downloads View citations (80) (2020)

2019

  1. Introduction
    Australian Economic Review, 2019, 52, (3), 321-322 Downloads
  2. Introduction
    Australian Economic Review, 2019, 52, (1), 76-77 Downloads
  3. 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 Downloads View citations (10)
    See also Working Paper What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers, CESifo Working Paper Series (2018) Downloads View citations (1) (2018)
  4. Yield Curve and Financial Uncertainty: Evidence Based on US Data
    Australian Economic Review, 2019, 52, (3), 323-335 Downloads View citations (7)
    See also Working Paper Yield Curve and Financial Uncertainty: Evidence Based on US Data, "Marco Fanno" Working Papers (2019) Downloads View citations (7) (2019)

2018

  1. 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 Downloads View citations (4)
  2. Introduction
    Australian Economic Review, 2018, 51, (4), 512-513 Downloads
  3. Introduction to the Policy Forum: Macroeconomic Policies after the Global Financial Crisis
    Australian Economic Review, 2018, 51, (1), 68-69 Downloads
  4. Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?
    Australian Economic Review, 2018, 51, (1), 70-86 Downloads View citations (1)
  5. 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)
  6. Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation
    Journal of Economic Dynamics and Control, 2018, 93, (C), 277-296 Downloads View citations (60)
    See also Working Paper Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation, "Marco Fanno" Working Papers (2018) Downloads View citations (73) (2018)

2017

  1. A Short Review of the Recent Literature on Uncertainty
    Australian Economic Review, 2017, 50, (1), 68-78 Downloads View citations (48)
  2. Economic policy uncertainty and unemployment in the United States: A nonlinear approach
    Economics Letters, 2017, 151, (C), 31-34 Downloads View citations (190)
    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)
  3. Estimating the real effects of uncertainty shocks at the Zero Lower Bound
    European Economic Review, 2017, 100, (C), 257-272 Downloads View citations (114)
    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)
  4. Google It Up! A Google Trends-based Uncertainty index for the United States and Australia
    Economics Letters, 2017, 161, (C), 149-153 Downloads View citations (92)
    See also Working Paper Google it up! A Google Trends-based Uncertainty Index for the United States and Australia, "Marco Fanno" Working Papers (2018) Downloads (2018)
  5. Introduction
    Australian Economic Review, 2017, 50, (1), 66-67 Downloads
  6. 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, "Marco Fanno" Working Papers (2018) Downloads (2018)

2016

  1. Introduction to the Policy Forum: Macroeconomic Consequences of Macroprudential Policies
    Australian Economic Review, 2016, 49, (1), 77-82 Downloads View citations (2)
  2. Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation
    Journal of Macroeconomics, 2016, 47, (PB), 300-314 Downloads View citations (8)
    See also Working Paper Modest Macroeconomic Effects of Monetary Policy Shocks during the Great Moderation: An Alternative Interpretation, Melbourne Institute Working Paper Series (2016) Downloads View citations (9) (2016)
  3. Monetary policy shocks and Cholesky VARs: an assessment for the Euro area
    Empirical Economics, 2016, 50, (2), 383-414 Downloads View citations (5)

2015

  1. Estimating Fiscal Multipliers: News From A Non‐linear World
    Economic Journal, 2015, (584), 746-776 Downloads View citations (157)
    See also Working Paper Estimating Fiscal Multipliers:News From a Nonlinear World, Department of Economics - Working Papers Series (2015) Downloads View citations (101) (2015)
  2. Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test
    Journal of Applied Econometrics, 2015, 30, (6), 924-947 Downloads View citations (19)
    See also Working Paper Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test, Melbourne Institute Working Paper Series (2014) Downloads View citations (7) (2014)

2014

  1. POLICY RULES, REGIME SWITCHES, AND TREND INFLATION: AN EMPIRICAL INVESTIGATION FOR THE UNITED STATES
    Macroeconomic Dynamics, 2014, 18, (4), 920-942 Downloads View citations (12)
  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. Monetary policy shocks and financial conditions: A Monte Carlo experiment
    Journal of International Money and Finance, 2013, 32, (C), 282-303 Downloads View citations (14)
  2. What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters
    Oxford Bulletin of Economics and Statistics, 2013, 75, (5), 759-784 Downloads View citations (10)
    See also Working Paper What does a monetary policy shock do? An international analysis with multiple filters, "Marco Fanno" Working Papers (2012) Downloads View citations (1) (2012)

2012

  1. 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 Downloads View citations (3)
    Also in Journal of Money, Credit and Banking, 2012, 44, (1), 23-52 (2012) Downloads View citations (53)

    See also Working Paper Estimating the Evolution of Money's Role in the U.S. Monetary Business Cycle, "Marco Fanno" Working Papers (2009) Downloads View citations (3) (2009)
  2. POLICY SWITCH AND THE GREAT MODERATION: THE ROLE OF EQUILIBRIUM SELECTION
    Macroeconomic Dynamics, 2012, 16, (3), 449-471 Downloads View citations (7)
  3. Testing the Structural Interpretation of the Price Puzzle with a Cost-Channel Model
    Oxford Bulletin of Economics and Statistics, 2012, 74, (3), 425-452 Downloads View citations (28)
    See also Working Paper Testing the structural interpretation of the price puzzle with a cost channel model, Bank of Finland Research Discussion Papers (2009) Downloads (2009)

2011

  1. Calvo vs. Rotemberg in a trend inflation world: An empirical investigation
    Journal of Economic Dynamics and Control, 2011, 35, (11), 1852-1867 Downloads View citations (76)
    See also Working Paper Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation, "Marco Fanno" Working Papers (2010) Downloads View citations (3) (2010)
  2. On the dynamics of international inflation
    Economics Letters, 2011, 112, (2), 189-191 Downloads View citations (6)

2010

  1. Monetary Policy, Inflation Expectations and The Price Puzzle
    Economic Journal, 2010, 120, (549), 1262-1283 View citations (129)
    See also Working Paper Monetary Policy, Inflation Expectations and the Price Puzzle, "Marco Fanno" Working Papers (2009) Downloads View citations (10) (2009)
  2. 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 Downloads View citations (92)
    See also Working Paper Stock Market Conditions and Monetary Policy in a DSGE Model for the U.S, "Marco Fanno" Working Papers (2010) Downloads View citations (90) (2010)
  3. Tracking U.S. inflation expectations with domestic and global indicators
    Journal of International Money and Finance, 2010, 29, (7), 1340-1356 Downloads View citations (9)
    See also Working Paper Tracking U.S. Inflation Expectations with Domestic and Global Indicators, "Marco Fanno" Working Papers (2006) Downloads (2006)
  4. 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 Downloads View citations (19)

2008

  1. Regime shifts and the stability of backward-looking Phillips curves in open economies
    Journal of International Money and Finance, 2008, 27, (1), 40-53 Downloads View citations (5)
    See also Working Paper Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies, EcoMod2004 (2010) Downloads (2010)

2007

  1. TAYLOR RULES AND INTEREST RATE SMOOTHING IN THE EURO AREA*
    Manchester School, 2007, 75, (1), 1-16 Downloads View citations (53)

2006

  1. 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 Describing the Fed's conduct with Taylor rules: is interest rate smoothing important?, Working Paper Series (2003) Downloads View citations (22) (2003)
  2. The Fed's Preference for Policy Rate Smoothing: Overestimation Due to Misspecification?
    The B.E. Journal of Macroeconomics, 2006, 6, (2), 1-22 Downloads View citations (11)

2005

  1. Learning-by-Doing vs. Learning by Researching in a model of climate change policy analysis
    Ecological Economics, 2005, 54, (2-3), 261-276 Downloads View citations (21)
    See also Working Paper Learning by Doing vs Learning by Researching in a Model of Climate Change Policy Analysis, Working Papers (2003) Downloads View citations (14) (2003)

2004

  1. Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed
    Scottish Journal of Political Economy, 2004, 51, (1), 105-126 Downloads View citations (46)

2003

  1. Taylor rules, omitted variables, and interest rate smoothing in the US
    Economics Letters, 2003, 81, (1), 55-59 Downloads View citations (62)
    See also Working Paper Taylor rules, omitted variables, and interest rate smoothing in the US, Macroeconomics (2004) Downloads View citations (1) (2004)

2001

  1. Emission Trading Restrictions with Endogenous Technological Change
    International Environmental Agreements: Politics, Law and Economics, 2001, 1, (3), 379-395 Downloads View citations (18)
    See also Working Paper Emission Trading Restrictions with Endogenous Technological Change, CEPR Discussion Papers (2000) Downloads View citations (11) (2000)

Chapters

2012

  1. Fitting U.S. Trend Inflation: A Rolling-Window Approach
    A chapter in DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, 2012, pp 201-252 Downloads
    See also Working Paper Fitting U.S. Trend Inflation: A Rolling-Window Approach, Dipartimento di Scienze Economiche "Marco Fanno" (2012) Downloads View citations (10) (2012)
 
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