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Efrem Castelnuovo

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First Name:Efrem
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Last Name:Castelnuovo
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RePEc Short-ID:pca74
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Terminal Degree:2004 Università Commerciale Luigi Bocconi (from RePEc Genealogy)

Affiliation

Dipartimento di Scienze Economiche e Aziendali "Marco Fanno"
Università degli Studi di Padova

Padova, Italy
https://www.economia.unipd.it/
RePEc:edi:dspadit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Efrem Castelnuovo & Lorenzo Mori & Gert Peersman, 2024. "Commodity Price Shocks and Global Cycles: Monetary Policy Matters," CESifo Working Paper Series 11140, CESifo.
  2. Efrem Castelnuovo & Lorenzo Mori, 2022. "Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens," CESifo Working Paper Series 10062, CESifo.
  3. Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
  4. Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," Staff Working Papers 22-38, Bank of Canada.
  5. Efrem Castelnuovo & Giovanni Pellegrino & Giacomo Ranzato, 2022. "Delayed Overshooting Puzzle: Does Systematic Monetary Policy Matter?," "Marco Fanno" Working Papers 0280, Dipartimento di Scienze Economiche "Marco Fanno".
  6. Caggiano, Giovanni & Castelnuovo, Efrem, 2021. "Global uncertainty," Bank of Finland Research Discussion Papers 1/2021, Bank of Finland.
  7. Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Economics Working Papers 2021-12, Department of Economics and Business Economics, Aarhus University.
  8. Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021. "Uncertainty and Monetary Policy during the Great Recession," Economics Working Papers 2021-05, Department of Economics and Business Economics, Aarhus University.
  9. Caggiano, Giovanni & Castelnuovo, Efrem, 2021. "Global uncertainty," Bank of Finland Research Discussion Papers 1/2021, Bank of Finland.
  10. Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima, 2020. "Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly," CESifo Working Paper Series 8426, CESifo.
  11. Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2020. "Uncertainty and Monetary Policy during Extreme Events," Economics Working Papers 2020-11, Department of Economics and Business Economics, Aarhus University.
  12. Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2020. "Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009)," CESifo Working Paper Series 8497, CESifo.
  13. Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Working Papers wp1151, Dipartimento Scienze Economiche, Universita' di Bologna.
  14. Caggiano, Giovanni & Castelnuovo, Efrem & Kima, Richard, 2020. "The global effects of Covid-19-induced uncertainty," Bank of Finland Research Discussion Papers 11/2020, Bank of Finland.
  15. Caggiano, Giovanni & Castelnuovo, Efrem & Kima, Richard, 2020. "The global effects of Covid-19-induced uncertainty," Bank of Finland Research Discussion Papers 11/2020, Bank of Finland.
  16. Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," CESifo Working Paper Series 7697, CESifo.
  17. Efrem Castelnuovo, 2019. "Domestic and Global Uncertainty: A Survey and Some New Results," CESifo Working Paper Series 7900, CESifo.
  18. Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty Spillovers in Booms and Busts," CESifo Working Paper Series 7086, CESifo.
  19. Efrem Castelnuovo & Guay C. Lim, 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 7366, CESifo.
  20. Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach," CESifo Working Paper Series 7105, CESifo.
  21. Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018. "Risk Management-Driven Policy Rate Gap," CESifo Working Paper Series 7177, CESifo.
  22. Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2018. "Liquidity Traps and Large-Scale Financial Crises," CESifo Working Paper Series 7096, CESifo.
  23. Jonas E. Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo, 2018. "Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model," CESifo Working Paper Series 7122, CESifo.
  24. Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2017. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," CESifo Working Paper Series 6622, CESifo.
  25. Efrem Castelnuovo & Giovanni Pellegrino, 2017. "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," CESifo Working Paper Series 6821, CESifo.
  26. Caggiano, Giovanni & Castelnuovo, Efrem & Nodari, Gabriela, 2017. "Uncertainty and monetary policy in good and bad times," Bank of Finland Research Discussion Papers 8/2017, Bank of Finland.
  27. Caggiano, Giovanni & Castelnuovo, Efrem & Nodari, Gabriela, 2017. "Uncertainty and monetary policy in good and bad times," Bank of Finland Research Discussion Papers 8/2017, Bank of Finland.
  28. Efrem Castelnuovo & Trung Duc Tran, 2017. "Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia," CESifo Working Paper Series 6695, CESifo.
  29. Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli, 2016. "Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S," Melbourne Institute Working Paper Series wp2016n31, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  30. Efrem Castelnuovo, 2016. "Modest Macroeconomic Effects of Monetary Policy Shocks during the Great Moderation: An Alternative Interpretation," Melbourne Institute Working Paper Series wp2016n30, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  31. Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny, 2014. "Uncertainty shocks and unemployment dynamics in U.S. recessions," Post-Print hal-04204716, HAL.
  32. Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2014. "Estimating fiscal multipliers: evidence from a nonlinear world," "Marco Fanno" Working Papers 0179, Dipartimento di Scienze Economiche "Marco Fanno".
  33. Efrem Castelnuovo & Luca Fanelli, 2014. "Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test," Melbourne Institute Working Paper Series wp2014n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  34. Jonas E. Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo, 2014. "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation - Comment," International Finance Discussion Papers 1127, Board of Governors of the Federal Reserve System (U.S.).
  35. Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2014. "Estimating Fiscal Multipliers: News from a Nonlinear World," Melbourne Institute Working Paper Series wp2014n26, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  36. Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny, 2013. "Uncertainty Shocks and Unemployment Dynamics: An Analysis of Post-WWII U.S. Recessions," "Marco Fanno" Working Papers 0166, Dipartimento di Scienze Economiche "Marco Fanno".
  37. Efrem Castelnuovo, 2012. "Monetary Policy Neutrality: Sign Restrictions Go to Monte Carlo," "Marco Fanno" Working Papers 0151, Dipartimento di Scienze Economiche "Marco Fanno".
  38. Efrem Castelnuovo, 2012. "Fitting U.S. Trend Inflation: A Rolling-Window Approach," "Marco Fanno" Working Papers 0152, Dipartimento di Scienze Economiche "Marco Fanno".
  39. Efrem Castelnuovo, 2012. "What does a monetary policy shock do? An international analysis with multiple filters," "Marco Fanno" Working Papers 0145, Dipartimento di Scienze Economiche "Marco Fanno".
  40. Efrem Castelnuovo & Luca Fanelli, 2011. "Monetary policy indeterminacy in the U.S.: results from a classical test," Quaderni di Dipartimento 8, Department of Statistics, University of Bologna.
  41. Guido Ascari & Nicola Branzoli & Efrem Castelnuovo, 2011. "Trend Inflation, Wage Indexation, and Determinacy in the U.S," Quaderni di Dipartimento 153, University of Pavia, Department of Economics and Quantitative Methods.
  42. E. Castelnuovo & L. Greco & D. Raggi, 2010. "Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S," Working Papers 691, Dipartimento Scienze Economiche, Universita' di Bologna.
  43. Castelnuovo, Efrem & Nisticò, Salvatore, 2010. "Stock market conditions and monetary policy in an DSGE model for the US," Bank of Finland Research Discussion Papers 11/2010, Bank of Finland.
  44. Castelnuovo, Efrem & Nisticò, Salvatore, 2010. "Stock market conditions and monetary policy in an DSGE model for the US," Bank of Finland Research Discussion Papers 11/2010, Bank of Finland.
  45. Efrem CASTELNUOVO, 2010. "Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies," EcoMod2004 330600035, EcoMod.
  46. Guido Ascari & Efrem Castelnuovo & Lorenza Rossi, 2010. "Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation," "Marco Fanno" Working Papers 0116, Dipartimento di Scienze Economiche "Marco Fanno".
  47. Efrem Castelnuovo, 2009. "Estimating the Evolution of Money's Role in the U.S. Monetary Business Cycle," "Marco Fanno" Working Papers 0103, Dipartimento di Scienze Economiche "Marco Fanno".
  48. Efrem Castelnuovo, 2009. "Estimating a NKBC Model for the U.S. Economy with Multiple Filters," "Marco Fanno" Working Papers 0102, Dipartimento di Scienze Economiche "Marco Fanno".
  49. Castelnuovo, Efrem, 2009. "Testing the structural interpretation of the price puzzle with a cost channel model," Bank of Finland Research Discussion Papers 20/2009, Bank of Finland.
  50. Castelnuovo, Efrem & Surico, Paolo, 2009. "Monetary policy, inflation expectations and the price puzzle," Bank of Finland Research Discussion Papers 30/2009, Bank of Finland.
  51. Castelnuovo, Efrem & Surico, Paolo, 2009. "Monetary policy, inflation expectations and the price puzzle," Bank of Finland Research Discussion Papers 30/2009, Bank of Finland.
  52. Castelnuovo, Efrem & Greco, Luciano & Raggi, Davide, 2008. "Estimating regime-switching Taylor rules with trend inflation," Bank of Finland Research Discussion Papers 20/2008, Bank of Finland.
  53. Castelnuovo, Efrem & Greco, Luciano & Raggi, Davide, 2008. "Estimating regime-switching Taylor rules with trend inflation," Bank of Finland Research Discussion Papers 20/2008, Bank of Finland.
  54. Giovanni Caggiano & Efrem Castelnuovo, 2008. "Long Memory and Non-Linearities in International Inflation," "Marco Fanno" Working Papers 0076, Dipartimento di Scienze Economiche "Marco Fanno".
  55. Efrem Castelnuovo, 2006. "Assessing Different Drivers of the GreatModeration in the U.S," "Marco Fanno" Working Papers 0025, Dipartimento di Scienze Economiche "Marco Fanno".
  56. Efrem Castelnuovo, 2006. "Tracking U.S. Inflation Expectations with Domestic and Global Indicators," "Marco Fanno" Working Papers 0031, Dipartimento di Scienze Economiche "Marco Fanno".
  57. Efrem Castelnuovo & Paolo Surico, 2006. "The price puzzle: fact or artefact?," Bank of England working papers 288, Bank of England.
  58. Efrem Castelnuovo, 2006. "Monetary Policy Switch, the Taylor Curve, and the Great Moderation," Computing in Economics and Finance 2006 59, Society for Computational Economics.
  59. Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle and Indeterminacy," Macroeconomics 0507021, University Library of Munich, Germany.
  60. Efrem Castelnuovo, 2004. "Describing the Fed's conduct with simple Taylor rules: is interest rate smoothing important?," Money Macro and Finance (MMF) Research Group Conference 2003 12, Money Macro and Finance Research Group.
  61. Efrem Castelnuovo, 2004. "Taylor rules, omitted variables, and interest rate smoothing in the US," Macroeconomics 0403009, University Library of Munich, Germany.
  62. Efrem Castelnuovo, 2003. "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Working Papers 2003.6, Fondazione Eni Enrico Mattei.
  63. Efrem Castelnuovo, 2003. "Taylor Rules and Interest Rate Smoothing in the US and EMU," Macroeconomics 0303002, University Library of Munich, Germany.
  64. Castelnuovo, Efrem & Rodriguez-Palenzuela, Diego & Nicoletti Altimari, Sergio, 2003. "Definition of price stability, range and point inflation targets: the anchoring of long-term inflation expectations," Working Paper Series 273, European Central Bank.
  65. Marzio Galeotti & Sergio Vergalli & Efrem Castelnuovo & Gretel Gambarelli, 2003. "Learning by Doing vs Learning by Researching in a Model of Climate Change Policy Analysis," Working Papers 2003.11, Fondazione Eni Enrico Mattei.
  66. Castelnuovo, Efrem & Paolo Surico, 2003. "Why are Federal Funds Rates so Smooth?," Royal Economic Society Annual Conference 2003 39, Royal Economic Society.
  67. Castelnuovo, Efrem, 2003. "Describing the Fed's conduct with Taylor rules: is interest rate smoothing important?," Working Paper Series 232, European Central Bank.
  68. Carraro, Carlo & Galeotti, Marzio & Buonanno, Paolo & Castelnuovo, Efrem, 2000. "Emission Trading Restrictions with Endogenous Technological Change," CEPR Discussion Papers 2514, C.E.P.R. Discussion Papers.

    repec:bof:bofrdp:2009_020 is not listed on IDEAS
    repec:bof:bofrdp:2021_013 is not listed on IDEAS
    repec:bof:bofrdp:2020_013 is not listed on IDEAS
    repec:bof:bofrdp:2017_006 is not listed on IDEAS

Articles

  1. Andreasen, Martin M. & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2024. "Does risk matter more in recessions than in expansions? Implications for monetary policy," Journal of Monetary Economics, Elsevier, vol. 143(C).
  2. Giovanni Caggiano & Efrem Castelnuovo, 2023. "Global financial uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 432-449, April.
  3. Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2023. "Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 95-122, February.
  4. Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2023. "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, vol. 64(2), pages 577-606, May.
  5. Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2022. "Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009)," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 210-217, January.
  6. Caggiano, Giovanni & Castelnuovo, Efrem & Delrio, Silvia & Kima, Richard, 2021. "Financial uncertainty and real activity: The good, the bad, and the ugly," European Economic Review, Elsevier, vol. 136(C).
  7. Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "Uncertainty shocks and the great recession: Nonlinearities matter," Economics Letters, Elsevier, vol. 198(C).
  8. Efrem Castelnuovo, 2020. "Introduction," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 53(3), pages 395-396, September.
  9. Jonas E. Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo, 2020. "Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model," International Journal of Central Banking, International Journal of Central Banking, vol. 16(3), pages 51-94, June.
  10. Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2020. "Economic Policy Uncertainty Spillovers in Booms and Busts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(1), pages 125-155, February.
  11. Efrem Castelnuovo, 2020. "Policy Forum: Macroeconomic Policies and the Business Cycle: Evidence and Recommendations," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 53(1), pages 93-94, March.
  12. Caggiano, Giovanni & Castelnuovo, Efrem & Kima, Richard, 2020. "The global effects of Covid-19-induced uncertainty," Economics Letters, Elsevier, vol. 194(C).
  13. Efrem Castelnuovo, 2019. "Introduction," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 76-77, March.
  14. Efrem Castelnuovo, 2019. "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, vol. 52(3), pages 323-335, September.
  15. Efrem Castelnuovo, 2019. "Introduction," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(3), pages 321-322, September.
  16. Efrem Castelnuovo & Guay Lim, 2019. "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, vol. 52(1), pages 78-93, March.
  17. Bacchiocchi, Emanuele & Castelnuovo, Efrem & Fanelli, Luca, 2018. "Gimme A Break! Identification And Estimation Of The Macroeconomic Effects Of Monetary Policy Shocks In The United States," Macroeconomic Dynamics, Cambridge University Press, vol. 22(6), pages 1613-1651, September.
  18. Castelnuovo, Efrem & Pellegrino, Giovanni, 2018. "Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 277-296.
  19. Efrem Castelnuovo, 2018. "Introduction," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(4), pages 512-513, December.
  20. Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino, 2018. "Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 70-86, March.
  21. Efrem Castelnuovo, 2018. "Introduction to the Policy Forum: Macroeconomic Policies after the Global Financial Crisis," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 68-69, March.
  22. Caggiano, Giovanni & Castelnuovo, Efrem & Nodari, Gabriela, 2018. "Risk management-driven policy rate gap," Economics Letters, Elsevier, vol. 171(C), pages 235-238.
  23. Castelnuovo, Efrem & Tran, Trung Duc, 2017. "Google It Up! A Google Trends-based Uncertainty index for the United States and Australia," Economics Letters, Elsevier, vol. 161(C), pages 149-153.
  24. Caggiano, Giovanni & Castelnuovo, Efrem & Figueres, Juan Manuel, 2017. "Economic policy uncertainty and unemployment in the United States: A nonlinear approach," Economics Letters, Elsevier, vol. 151(C), pages 31-34.
  25. Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017. "Estimating the real effects of uncertainty shocks at the Zero Lower Bound," European Economic Review, Elsevier, vol. 100(C), pages 257-272.
  26. Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino, 2017. "A Short Review of the Recent Literature on Uncertainty," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 50(1), pages 68-78, March.
  27. Efrem Castelnuovo, 2017. "Introduction," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 50(1), pages 66-67, March.
  28. Caggiano, Giovanni & Castelnuovo, Efrem & Damette, Olivier & Parent, Antoine & Pellegrino, Giovanni, 2017. "Liquidity traps and large-scale financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 99-114.
  29. Efrem Castelnuovo, 2016. "Monetary policy shocks and Cholesky VARs: an assessment for the Euro area," Empirical Economics, Springer, vol. 50(2), pages 383-414, March.
  30. Efrem Castelnuovo & Guay Lim & Tim Robinson, 2016. "Introduction to the Policy Forum: Macroeconomic Consequences of Macroprudential Policies," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 49(1), pages 77-82, March.
  31. Castelnuovo, Efrem, 2016. "Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 300-314.
  32. Efrem Castelnuovo & Luca Fanelli, 2015. "Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 924-947, September.
  33. Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2015. "Estimating Fiscal Multipliers: News From A Non‐linear World," Economic Journal, Royal Economic Society, vol. 0(584), pages 746-776, May.
  34. Castelnuovo, Efrem & Greco, Luciano & Raggi, Davide, 2014. "Policy Rules, Regime Switches, And Trend Inflation: An Empirical Investigation For The United States," Macroeconomic Dynamics, Cambridge University Press, vol. 18(4), pages 920-942, June.
  35. Caggiano, Giovanni & Castelnuovo, Efrem & Groshenny, Nicolas, 2014. "Uncertainty shocks and unemployment dynamics in U.S. recessions," Journal of Monetary Economics, Elsevier, vol. 67(C), pages 78-92.
  36. Castelnuovo, Efrem, 2013. "Monetary policy shocks and financial conditions: A Monte Carlo experiment," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 282-303.
  37. Efrem Castelnuovo, 2013. "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, vol. 75(5), pages 759-784, October.
  38. Efrem Castelnuovo, 2012. "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, vol. 74(3), pages 425-452, June.
  39. Efrem Castelnuovo, 2012. "Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 23-52, February.
  40. Castelnuovo, Efrem, 2012. "Policy Switch And The Great Moderation: The Role Of Equilibrium Selection," Macroeconomic Dynamics, Cambridge University Press, vol. 16(3), pages 449-471, June.
  41. Caggiano, Giovanni & Castelnuovo, Efrem, 2011. "On the dynamics of international inflation," Economics Letters, Elsevier, vol. 112(2), pages 189-191, August.
  42. Ascari, Guido & Castelnuovo, Efrem & Rossi, Lorenza, 2011. "Calvo vs. Rotemberg in a trend inflation world: An empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1852-1867.
  43. Castelnuovo, Efrem, 2010. "Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy," The North American Journal of Economics and Finance, Elsevier, vol. 21(1), pages 19-33, March.
  44. Castelnuovo, Efrem, 2010. "Tracking U.S. inflation expectations with domestic and global indicators," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1340-1356, November.
  45. Castelnuovo, Efrem & Nisticò, Salvatore, 2010. "Stock market conditions and monetary policy in a DSGE model for the U.S," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1700-1731, September.
  46. Efrem Castelnuovo & Paolo Surico, 2010. "Monetary Policy, Inflation Expectations and The Price Puzzle," Economic Journal, Royal Economic Society, vol. 120(549), pages 1262-1283, December.
  47. Castelnuovo, Efrem, 2008. "Regime shifts and the stability of backward-looking Phillips curves in open economies," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 40-53, February.
  48. Efrem Castelnuovo, 2007. "Taylor Rules And Interest Rate Smoothing In The Euro Area," Manchester School, University of Manchester, vol. 75(1), pages 1-16, January.
  49. Castelnuovo Efrem, 2006. "The Fed's Preference for Policy Rate Smoothing: Overestimation Due to Misspecification?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(2), pages 1-22, August.
  50. Efrem Castelnuovo, 2006. "Describing The Fed’S Conduct With Taylor Rules: Is Interest Rate Smoothing Important?," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3), pages 57-77, August.
  51. Castelnuovo, Efrem & Galeotti, Marzio & Gambarelli, Gretel & Vergalli, Sergio, 2005. "Learning-by-Doing vs. Learning by Researching in a model of climate change policy analysis," Ecological Economics, Elsevier, vol. 54(2-3), pages 261-276, August.
  52. Efrem Castelnuovo & Paolo Surico, 2004. "Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(1), pages 105-126, February.
  53. Castelnuovo, Efrem, 2003. "Taylor rules, omitted variables, and interest rate smoothing in the US," Economics Letters, Elsevier, vol. 81(1), pages 55-59, October.
  54. Paolo Buonanno & Carlo Carraro & Efrem Castelnuovo & Marzio Galeotti, 2001. "Emission Trading Restrictions with Endogenous Technological Change," International Environmental Agreements: Politics, Law and Economics, Springer, vol. 1(3), pages 379-395, July.

Chapters

  1. Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2024. "Sectoral uncertainty," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61, Bank for International Settlements.
  2. Efrem Castelnuovo, 2012. "Fitting U.S. Trend Inflation: A Rolling-Window Approach," Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 201-252, Emerald Group Publishing Limited.

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  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Number of Authors
  27. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  28. Number of Abstract Views in RePEc Services over the past 12 months
  29. Number of Downloads through RePEc Services over the past 12 months
  30. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  31. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  32. Betweenness measure in co-authorship network
  33. Breadth of citations across fields
  34. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 126 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (106) 2003-03-19 2004-03-22 2004-09-12 2005-05-23 2005-07-03 2005-07-25 2006-05-06 2006-06-03 2006-07-15 2006-09-16 2006-09-30 2007-01-14 2008-06-13 2009-09-26 2009-12-19 2010-01-23 2010-02-13 2010-03-28 2012-11-17 2012-11-17 2014-05-24 2014-06-28 2014-08-16 2015-01-14 2015-02-05 2015-02-05 2015-02-11 2015-05-09 2015-09-26 2016-02-12 2016-02-12 2016-10-16 2016-10-16 2016-10-16 2016-11-13 2017-01-22 2017-01-22 2017-02-05 2017-04-02 2017-05-14 2017-05-28 2017-07-02 2017-10-22 2017-11-05 2017-11-05 2017-11-12 2017-12-03 2018-03-12 2018-05-28 2018-06-18 2018-06-18 2018-07-09 2018-07-09 2018-07-16 2018-07-16 2018-07-23 2018-07-23 2018-07-23 2018-07-23 2018-07-30 2018-07-30 2018-07-30 2018-08-13 2018-09-10 2018-12-03 2018-12-24 2019-04-29 2019-04-29 2019-06-17 2019-07-08 2019-08-12 2019-10-21 2019-11-04 2019-11-11 2020-06-15 2020-06-22 2020-07-13 2020-07-27 2020-08-10 2020-08-10 2020-08-10 2020-08-17 2020-08-17 2020-08-17 2020-08-17 2020-08-24 2020-09-07 2020-09-14 2020-09-28 2020-10-05 2021-02-08 2021-02-08 2021-02-22 2021-03-08 2021-03-22 2021-04-05 2021-04-19 2021-06-21 2021-09-06 2021-10-04 2021-10-04 2021-10-11 2021-10-18 2021-10-18 2022-01-31 2022-02-21. Author is listed
  2. NEP-MON: Monetary Economics (54) 2003-06-16 2004-03-22 2004-08-16 2005-07-25 2006-05-06 2006-06-03 2006-07-15 2006-09-16 2006-09-30 2007-01-14 2008-06-13 2009-09-26 2009-12-19 2010-01-23 2010-02-13 2010-03-28 2010-07-03 2012-03-08 2012-05-29 2012-11-17 2014-08-16 2015-02-05 2015-02-05 2015-02-11 2015-05-09 2016-10-16 2016-10-16 2017-04-02 2017-05-14 2017-07-02 2017-10-22 2017-11-05 2018-03-12 2018-07-09 2018-07-23 2018-07-30 2018-07-30 2018-08-13 2018-09-10 2019-04-29 2019-04-29 2020-09-07 2020-09-14 2020-09-28 2020-10-05 2020-10-12 2021-02-08 2021-04-05 2021-04-19 2021-09-06 2023-01-09 2024-06-24 2024-07-29 2024-09-09. Author is listed
  3. NEP-CBA: Central Banking (42) 2006-05-06 2006-06-03 2006-07-15 2006-09-16 2006-09-30 2007-01-14 2008-06-13 2009-09-26 2009-12-19 2009-12-19 2010-01-23 2010-02-13 2010-03-28 2010-07-03 2012-05-29 2012-11-17 2014-08-16 2015-02-11 2015-05-09 2015-09-26 2016-10-16 2017-04-02 2017-05-14 2017-07-02 2017-10-22 2017-11-05 2018-07-09 2018-07-16 2018-07-23 2018-07-23 2018-07-30 2018-07-30 2018-08-13 2018-09-10 2019-04-29 2019-04-29 2019-06-17 2020-09-07 2020-10-05 2021-04-05 2023-01-09 2024-06-24. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (31) 2006-09-16 2009-12-19 2010-01-23 2010-05-15 2012-05-29 2012-11-17 2012-11-17 2013-07-15 2014-05-24 2015-05-09 2016-02-12 2016-10-16 2017-07-02 2018-03-12 2018-07-09 2018-07-23 2018-07-30 2019-04-29 2020-09-14 2020-10-05 2020-10-12 2021-02-08 2021-04-05 2021-04-19 2021-09-06 2021-10-04 2021-10-11 2021-10-18 2022-01-31 2022-02-21 2023-01-02. Author is listed
  5. NEP-ORE: Operations Research (15) 2008-06-13 2020-06-22 2020-09-14 2020-10-05 2020-10-12 2021-02-08 2021-04-05 2021-04-19 2021-09-06 2021-10-04 2021-10-11 2021-10-18 2021-10-18 2022-01-31 2022-02-21. Author is listed
  6. NEP-FDG: Financial Development and Growth (10) 2016-10-16 2017-04-02 2019-11-11 2020-06-22 2020-08-10 2021-02-22 2021-03-08 2021-03-22 2021-09-06 2022-11-21. Author is listed
  7. NEP-IFN: International Finance (9) 2003-03-19 2004-08-16 2005-07-03 2021-02-22 2021-03-08 2021-03-22 2021-06-21 2021-10-11 2024-06-24. Author is listed
  8. NEP-CWA: Central and Western Asia (8) 2021-03-22 2021-04-05 2021-06-21 2021-10-11 2021-10-11 2021-10-18 2022-01-31 2022-02-21. Author is listed
  9. NEP-RMG: Risk Management (8) 2018-07-30 2018-08-13 2019-04-29 2020-09-14 2020-10-05 2021-02-08 2022-11-21 2023-01-02. Author is listed
  10. NEP-ETS: Econometric Time Series (6) 2018-06-18 2020-10-05 2021-02-22 2021-09-06 2022-09-26 2022-11-21. Author is listed
  11. NEP-UPT: Utility Models and Prospect Theory (6) 2021-10-04 2021-10-11 2021-10-18 2022-01-31 2022-02-21 2023-01-02. Author is listed
  12. NEP-ECM: Econometrics (4) 2014-08-16 2015-02-05 2022-09-26 2022-11-28
  13. NEP-HIS: Business, Economic and Financial History (4) 2009-12-19 2016-10-16 2018-07-16 2018-07-23
  14. NEP-OPM: Open Economy Macroeconomics (4) 2023-01-02 2023-01-09 2024-06-24 2024-07-29
  15. NEP-CMP: Computational Economics (3) 2018-07-09 2020-09-28 2020-10-12
  16. NEP-ENE: Energy Economics (3) 2024-06-24 2024-07-29 2024-09-09
  17. NEP-PKE: Post Keynesian Economics (3) 2016-10-16 2018-07-16 2018-07-23
  18. NEP-INT: International Trade (2) 2021-06-21 2023-01-02
  19. NEP-ISF: Islamic Finance (2) 2020-10-12 2021-09-06
  20. NEP-KNM: Knowledge Management and Knowledge Economy (2) 2018-07-09 2018-07-09
  21. NEP-BAN: Banking (1) 2020-10-05
  22. NEP-BIG: Big Data (1) 2020-10-12
  23. NEP-CTA: Contract Theory and Applications (1) 2017-10-22
  24. NEP-DEV: Development (1) 2004-03-22
  25. NEP-EEC: European Economics (1) 2003-03-19
  26. NEP-FOR: Forecasting (1) 2007-01-14
  27. NEP-LAB: Labour Economics (1) 2014-05-24
  28. NEP-PBE: Public Economics (1) 2014-06-28

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