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Juan Manuel Figueres
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Figueres, Juan Manuel & Jarociński, Marek, 2020.
"Vulnerable growth in the Euro Area: Measuring the financial conditions,"
Working Paper Series
2458, European Central Bank.
- Figueres, Juan Manuel & Jarociński, Marek, 2020. "Vulnerable growth in the euro area: Measuring the financial conditions," Economics Letters, Elsevier, vol. 191(C).
Cited by:
- Szendrei, Tibor & Varga, Katalin, 2023. "Revisiting vulnerable growth in the Euro Area: Identifying the role of financial conditions in the distribution," Economics Letters, Elsevier, vol. 223(C).
- Suarez, Javier, 2022. "Growth-at-risk and macroprudential policy design," Journal of Financial Stability, Elsevier, vol. 60(C).
- Botelho, Vasco & Foroni, Claudia & Renzetti, Andrea, 2024. "Labour at risk," European Economic Review, Elsevier, vol. 170(C).
- Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2022.
""Daily Growth at Risk: financial or real drivers? The answer is not always the same","
IREA Working Papers
202208, University of Barcelona, Research Institute of Applied Economics, revised Jun 2022.
- Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M., 2024. "Daily growth at risk: Financial or real drivers? The answer is not always the same," International Journal of Forecasting, Elsevier, vol. 40(2), pages 762-776.
- Fabio Busetti & Michele Caivano & Davide Delle Monache & Claudia Pacella, 2020.
"The time-varying risk of Italian GDP,"
Temi di discussione (Economic working papers)
1288, Bank of Italy, Economic Research and International Relations Area.
- Busetti, Fabio & Caivano, Michele & Delle Monache, Davide & Pacella, Claudia, 2021. "The time-varying risk of Italian GDP," Economic Modelling, Elsevier, vol. 101(C).
- David Kohns & Tibor Szendrei, 2021. "Decoupling Shrinkage and Selection for the Bayesian Quantile Regression," Papers 2107.08498, arXiv.org.
- De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Macroeconomic risks across the globe due to the Spanish Flu," Working Paper Series 2466, European Central Bank.
- Del Vecchio, Leonardo & Giglio, Carla & Shaw, Frances & Spanò, Guido & Cappelletti, Giuseppe, 2022. "A sensitivities based CoVaR approach to assets commonality and its application to SSM banks," Working Paper Series 2725, European Central Bank.
- Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt, 2024.
"Macroprudential capital regulation and fiscal balances in the euro area,"
Journal of International Money and Finance, Elsevier, vol. 143(C).
- Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt, 2024. "Macroprudential capital regulation and fiscal balances in the euro area," Discussion Papers 06/2024, Deutsche Bundesbank.
- Nikolay Hristov & Oliver Hülsewig & Benedikt Kolb, 2024. "Macroprudential Capital Regulation and Fiscal Balances in the Euro Area," CESifo Working Paper Series 10968, CESifo.
- Jean-Guillaume Sahuc & Matteo Mogliani & Laurent Ferrara, 2022.
"High-frequency monitoring of growth at risk,"
Post-Print
hal-03361425, HAL.
- Laurent Ferrara & Matteo Mogliani & Jean-Guillaume Sahuc, 2020. "High-frequency monitoring of growth-at-risk," CAMA Working Papers 2020-97, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ferrara, Laurent & Mogliani, Matteo & Sahuc, Jean-Guillaume, 2022. "High-frequency monitoring of growth at risk," International Journal of Forecasting, Elsevier, vol. 38(2), pages 582-595.
- Hafemann, Lucas, 2023. "A house prices at risk approach for the German residential real estate market," Technical Papers 07/2023, Deutsche Bundesbank.
- Milan Szabo, 2020. "Growth-at-Risk: Bayesian Approach," Working Papers 2020/3, Czech National Bank.
- Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A risk management perspective on macroprudential policy," Working Paper Series 2556, European Central Bank.
- James Mitchell & Aubrey Poon & Dan Zhu, 2022.
"Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics,"
Working Papers
22-12R, Federal Reserve Bank of Cleveland, revised 11 Apr 2023.
- James Mitchell & Aubrey Poon & Dan Zhu, 2024. "Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 790-812, August.
- Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
- St phane Lhuissier & Aymeric Ortmans & Fabien Tripier, 2024.
"The Risk of Inflation Dispersion in the Euro Area,"
Working papers
954, Banque de France.
- Lhuissier, Stéphane & Ortmans, Aymeric & Tripier, Fabien, 2022. "The Risk of Inflation Dispersion in the Euro Area," CEPREMAP Working Papers (Docweb) 2212, CEPREMAP.
- Lhuissier St phane, 2022.
"Financial Conditions and Macroeconomic Downside Risks in the Euro Area,"
Working papers
863, Banque de France.
- Lhuissier, Stéphane, 2022. "Financial conditions and macroeconomic downside risks in the euro area," European Economic Review, Elsevier, vol. 143(C).
- Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2021.
"Expecting the unexpected: economic growth under stress,"
Working Papers
202106, University of California at Riverside, Department of Economics.
- Gloria González-Rivera & Carlos Vladimir Rodríguez-Caballero & Esther Ruiz Ortega, 2021. "Expecting the unexpected: economic growth under stress," CREATES Research Papers 2021-06, Department of Economics and Business Economics, Aarhus University.
- Gonzalez Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir, 2021. "Expecting the unexpected: economic growth under stress," DES - Working Papers. Statistics and Econometrics. WS 32148, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Marian Vavra, 2023. "Bias-Correction in Time Series Quantile Regression Models," Working and Discussion Papers WP 3/2023, Research Department, National Bank of Slovakia.
- Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2021.
""Vulnerable Funding in the Global Economy","
IREA Working Papers
202106, University of Barcelona, Research Institute of Applied Economics, revised Mar 2021.
- Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M., 2024. "Vulnerable funding in the global economy," Journal of Banking & Finance, Elsevier, vol. 169(C).
- De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series 2436, European Central Bank.
- Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2023.
"Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model,"
CEPR Discussion Papers
18549, C.E.P.R. Discussion Papers.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2024. "Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(4), pages 1302-1317, October.
- Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Working Papers 2307, University of Strathclyde Business School, Department of Economics.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Papers 2110.03411, arXiv.org.
- Mihail Yanchev, 2022. "Deep Growth-at-Risk Model: Nowcasting the 2020 Pandemic Lockdown Recession in Small Open Economies," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 20-41.
- Jan Prüser & Florian Huber, 2024.
"Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(2), pages 269-291, March.
- Jan Pruser & Florian Huber, 2023. "Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions," Papers 2301.13604, arXiv.org, revised Sep 2023.
- Bochmann, Paul & Dieckelmann, Daniel & Fahr, Stephan & Ruzicka, Josef, 2023. "Financial stability considerations in the conduct of monetary policy," Working Paper Series 2870, European Central Bank.
- Velasco, Sofia, 2024. "Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR," Working Paper Series 2983, European Central Bank.
- Eraslan, Sercan & Schröder, Maximilian, 2023. "Nowcasting GDP with a pool of factor models and a fast estimation algorithm," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1460-1476.
- Botelho, Vasco & Foroni, Claudia & Renzetti, Andrea, 2023. "Labour at risk," Working Paper Series 2840, European Central Bank.
- policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
- Lang, Jan Hannes & Rusnák, Marek & Greiwe, Moritz, 2023. "Medium-term growth-at-risk in the euro area," Working Paper Series 2808, European Central Bank.
- Griller, Stefan & Huber, Florian & Pfarrhofer, Michael, 2024. "Financial markets and legal challenges to unconventional monetary policy," European Economic Review, Elsevier, vol. 163(C).
- Montes-Galdón, Carlos & Ajevskis, Viktors & Brázdik, František & Garcia, Pablo & Gatt, William & Lima, Diana & Mavromatis, Kostas & Ortega, Eva & Papadopoulou, Niki & De Lorenzo, Ivan & Kolb, Benedikt, 2024. "Using structural models to understand macroeconomic tail risks," Occasional Paper Series 357, European Central Bank.
- Chavleishvili, Sulkhan & Kremer, Manfred, 2023. "Measuring systemic financial stress and its risks for growth," Working Paper Series 2842, European Central Bank.
- Emter, Lorenz & Setzer, Ralph & Zorell, Nico & Moura, Afonso S., 2024. "Monetary policy and growth-at-risk: the role of institutional quality," Working Paper Series 2989, European Central Bank.
- Angelini, Elena & Darracq Pariès, Matthieu & Zimic, Srečko & Damjanović, Milan, 2020. "ECB-BASIR: a primer on the macroeconomic implications of the Covid-19 pandemic," Working Paper Series 2431, European Central Bank.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2017.
"Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach,"
Melbourne Institute Working Paper Series
wp2017n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- 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.
- 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.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2016. "Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach," "Marco Fanno" Working Papers 0209, Dipartimento di Scienze Economiche "Marco Fanno".
Cited by:
- Chatterjee Pratiti, 2019. "Asymmetric impact of uncertainty in recessions: are emerging countries more vulnerable?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(2), pages 1-27, April.
- Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "Uncertainty shocks and the great recession: Nonlinearities matter," Economics Letters, Elsevier, vol. 198(C).
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018.
"Economic Policy Uncertainty Spillovers in Booms and Busts,"
"Marco Fanno" Working Papers
0220, Dipartimento di Scienze Economiche "Marco Fanno".
- 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.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty Spillovers in Booms and Busts," Working Paper series 18-28, Rimini Centre for Economic Analysis.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic policy uncertainty spillovers in booms and busts," CAMA Working Papers 2018-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty Spillovers in Booms and Busts," CESifo Working Paper Series 7086, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2017. "Economic Policy Uncertainty Spillovers in Booms and Busts," Melbourne Institute Working Paper Series wp2017n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Godil, Danish Iqbal & Sarwat, Salman & Sharif, Arshian & Jermsittiparsert, Kittisak, 2020. "How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique," Resources Policy, Elsevier, vol. 66(C).
- Pierdzioch Christian & Gupta Rangan, 2020.
"Uncertainty and Forecasts of U.S. Recessions,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-20, September.
- Christian Pierdzioch & Rangan Gupta, 2017. "Uncertainty and Forecasts of U.S. Recessions," Working Papers 201732, University of Pretoria, Department of Economics.
- Mehmet Balcilar & George Ike & Rangan Gupta, 2022.
"The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(4), pages 1008-1026, March.
- Mehmet Balcilar & George Ike & Rangan Gupta, 2019. "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Working Papers 201975, University of Pretoria, Department of Economics.
- Bakas, Dimitrios & Ioakimidis, Marilou & Triantafyllou, Athanasios, 2020.
"Commodity Price Uncertainty as a Leading Indicator of Economic Activity,"
Essex Finance Centre Working Papers
27361, University of Essex, Essex Business School.
- Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2019. "Commodity Price Uncertainty as a Leading Indicator of Economic Activity," Working Paper series 19-03, Rimini Centre for Economic Analysis.
- Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2023. "Commodity price uncertainty as a leading indicator of economic activity," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4194-4219, October.
- Huang, Ying Sophie & Wu, Jiajia & Guo, Feng, 2022. "Venture capital staging under economic policy uncertainty," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 572-596.
- Bulent Diclehan Cadirci & Mustafa Tekdere, 2022. "The Effect of Economic Uncertainty on the Tax Wedge: The Case of Selected OECD Countries," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 72(72-2), pages 787-822, December.
- Pablo Aguilar & Corinna Ghirelli & Matías Pacce & Alberto Urtasun, 2020.
"Can news help measure economic sentiment? An application in COVID-19 times,"
Working Papers
2027, Banco de España.
- Aguilar, Pablo & Ghirelli, Corinna & Pacce, Matías & Urtasun, Alberto, 2021. "Can news help measure economic sentiment? An application in COVID-19 times," Economics Letters, Elsevier, vol. 199(C).
- Ozili, Peterson Kitakogelu, 2021. "Economic policy uncertainty: are there regional and country correlation?," MPRA Paper 105636, University Library of Munich, Germany.
- Ovsyannikova, Svetlana (Овсянникова, Светлана) & Ignateva, Yuliya (Игнатьева, Юлия) & Kolokolnikova, Svetlana Kronitovna (Колокольникова, Светлана Кронитовна), 2014. "Analysis and Perspectives of of Structural Shifts in the Russian Economy [Анализ И Перспективы Структурных Изменений В Экономике России]," Published Papers om01, Russian Presidential Academy of National Economy and Public Administration.
- Fabio Busetti & Michele Caivano & Davide Delle Monache & Claudia Pacella, 2020.
"The time-varying risk of Italian GDP,"
Temi di discussione (Economic working papers)
1288, Bank of Italy, Economic Research and International Relations Area.
- Busetti, Fabio & Caivano, Michele & Delle Monache, Davide & Pacella, Claudia, 2021. "The time-varying risk of Italian GDP," Economic Modelling, Elsevier, vol. 101(C).
- Cui Jinxin & Zou Huiwen, 2020. "Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives," Journal of Systems Science and Information, De Gruyter, vol. 8(5), pages 401-433, October.
- Zhu, Xuehong & Chen, Ying & Chen, Jinyu, 2021. "Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions," Resources Policy, Elsevier, vol. 73(C).
- Li, Rong & Li, Sufang & Yuan, Di & Chen, Hong & Xiang, Shilei, 2023. "Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
- Giovanni Pellegrino, 2020.
"Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory,"
Economics Working Papers
2020-05, Department of Economics and Business Economics, Aarhus University.
- Giovanni Pellegrino, 2021. "Uncertainty and monetary policy in the US: A journey into nonlinear territory," Economic Inquiry, Western Economic Association International, vol. 59(3), pages 1106-1128, July.
- Giovanni Pellegrino, 2017. "Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory," Melbourne Institute Working Paper Series wp2017n06, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Giovanni Pellegrino, 2015. "Uncertainty And Monetary Policy In The US: A Journey Into Non-Linear Territory," "Marco Fanno" Working Papers 0184, Dipartimento di Scienze Economiche "Marco Fanno".
- Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
- Omar, Ayman M.A. & Lambe, Brendan J & Wisniewski, Tomasz Piotr, 2021. "Perceptions of the threat to national security and the stock market," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 504-522.
- Oscar Claveria, 2021. "Uncertainty indicators based on expectations of business and consumer surveys," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 483-505, May.
- 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.
- Efrem Castelnuovo & Trung Duc Tran, 2018. "Google it up! A Google Trends-based Uncertainty Index for the United States and Australia," "Marco Fanno" Working Papers 0223, Dipartimento di Scienze Economiche "Marco Fanno".
- Castelnuovo, Efrem & Duc Tran, Trung, 2017. "Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia," MPRA Paper 82297, University Library of Munich, Germany.
- 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.
- Efrem Castelnuovo & Trung Duc Tran, 2017. "Google It Up! A Google Trends-Based Uncertainty Index for the United States and Australia," Melbourne Institute Working Paper Series wp2017n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Idriss Fontaine & Laurent Didier & Justinien Razafindravaosolonirina, 2017.
"Foreign policy uncertainty shocks and US macroeconomic activity: Evidence from China,"
Post-Print
hal-03571723, HAL.
- Fontaine, Idriss & Didier, Laurent & Razafindravaosolonirina, Justinien, 2017. "Foreign policy uncertainty shocks and US macroeconomic activity: Evidence from China," Economics Letters, Elsevier, vol. 155(C), pages 121-125.
- Degiannakis, Stavros & Filis, George, 2019.
"Forecasting European Economic Policy Uncertainty,"
MPRA Paper
96268, University Library of Munich, Germany.
- Stavros Degiannakis & George Filis, 2018. "Forecasting European Economic Policy Uncertainty," BAFES Working Papers BAFES15, Department of Accounting, Finance & Economic, Bournemouth University.
- Stavros Degiannakis & George Filis, 2019. "Forecasting European economic policy uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 94-114, February.
- Xiang, Jingjie & Li, Li, 2022. "Monetary policy uncertainty, debt financing cost and real economic activities: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 1025-1044.
- 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.
- 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.
- Efrem Castelnuovo & Guay Lim, 2018. "What do we know about the macroeconomic effects of fiscal policy? A brief survey of the literature on fiscal multipliers," CAMA Working Papers 2018-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Giacomo Brusco & Benjamin Glass, 2023. "Risky business: policy uncertainty and investment," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 30(5), pages 1331-1345, October.
- Gilles Dufrénot & William Ginn & Marc Pourroy, 2024.
"Climate pattern effects on global economic conditions,"
Post-Print
hal-04828849, HAL.
- Dufrénot, Gilles & Ginn, William & Pourroy, Marc, 2024. "Climate pattern effects on global economic conditions," Economic Modelling, Elsevier, vol. 141(C).
- Ahmed, Ali & Granberg, Mark & Troster, Victor & Uddin, Gazi Salah, 2020.
"Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States,"
LiU Working Papers in Economics
7, Linköping University, Division of Economics, Department of Management and Engineering.
- Ahmed Ali & Granberg Mark & Troster Victor & Uddin Gazi Salah, 2022. "Asymmetric dynamics between uncertainty and unemployment flows in the United States," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 155-172, February.
- Jiang, Yonghong & He, Luli & Meng, Juan & Nie, He, 2019. "Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 626-634.
- William Ginn, 2022. "Climate Disasters and the Macroeconomy: Does State-Dependence Matter? Evidence for the US," Economics of Disasters and Climate Change, Springer, vol. 6(1), pages 141-161, March.
- Li, Shi & Li, Meng & Fu, Rongsha, 2024. "A sustainable pandemic response: The impact of COVID-19 vaccination coverage on economic policy uncertainty," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 316-332.
- Bohan Zhang & Jianfu Ma & Muhammad Asghar Khan & Valentina Repnikova & Kseniia Shidlovskaya & Sergey Barykin & Muhammad Salman Ahmad, 2023. "The Effect of Economic Policy Uncertainty on Foreign Direct Investment in the Era of Global Value Chain: Evidence from the Asian Countries," Sustainability, MDPI, vol. 15(7), pages 1-21, April.
- 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),"
"Marco Fanno" Working Papers
0261, Dipartimento di Scienze Economiche "Marco Fanno".
- 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.
- 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)," CAMA Working Papers 2020-74, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Nguyen, Thanh Pham Thien & Nghiem, Son & Tripe, David, 2021. "Does oil price aggravate the impact of economic policy uncertainty on bank performance in India?," Energy Economics, Elsevier, vol. 104(C).
- Adeel Riaz & Assad Ullah & Li Xingong, 2024. "Does trade policy uncertainty in China and USA matter for key financial markets?," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-30, April.
- Shabir, Mohsin & Jiang, Ping & Hashmi, Shujahat Haider & Bakhsh, Satar, 2022. "Non-linear nexus between economic policy uncertainty and bank lending," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 657-679.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017.
"Uncertainty and Monetary Policy in Good and Bad Times,"
RBA Research Discussion Papers
rdp2017-06, Reserve Bank of Australia.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017. "Uncertainty and Monetary Policy in Good and Bad Times," Melbourne Institute Working Paper Series wp2017n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2014. "Uncertainty and Monetary Policy in Good and Bad Times," "Marco Fanno" Working Papers 0188, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017. "Uncertainty and Monetary Policy in Good and Bad Times," CESifo Working Paper Series 6630, CESifo.
- 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.
- Wang, Ziwei & Li, Youwei & He, Feng, 2020. "Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China," Research in International Business and Finance, Elsevier, vol. 53(C).
- Nusair, Salah A. & Olson, Dennis & Al-Khasawneh, Jamal A., 2024. "Asymmetric effects of economic policy uncertainty on demand for money in developed countries," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
- Xu, Hui & Chan, Kam C. & Na, Chaohong & Fang, Qiaoling, 2023. "The bright side of the internal labor market: Evidence from the labor cost stickiness of firms affiliated with privately owned business groups in China," Journal of Corporate Finance, Elsevier, vol. 78(C).
- Yuan, Di & Li, Sufang & Li, Rong & Zhang, Feipeng, 2022. "Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis," Energy Economics, Elsevier, vol. 110(C).
- Raza, Syed Ali & Masood, Amna & Benkraiem, Ramzi & Urom, Christian, 2023.
"Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach,"
Energy Economics, Elsevier, vol. 120(C).
- Syed Ali Raza & Amna Masood & Ramzi Benkraiem & Christian Urom, 2023. "Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach," Post-Print hal-04080872, HAL.
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Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 841-869, August.
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- Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2020. "Revising the Impact of Financial and Non-Financial Global Stock Market Volatility Shocks," MPRA Paper 103019, University Library of Munich, Germany.
- Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2018. "International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach," Working Papers No 12/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Corinna Ghirelli & Javier J. Pérez & Alberto Urtasun, 2020. "Economic policy uncertainty in Latin America: measurement using Spanish newspapers and economic spillovers," Working Papers 2024, Banco de España.
- Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018. "Greek Economic Policy Uncertainty: Does it Matter for the European Union?," Working Papers 201840, University of Pretoria, Department of Economics.
- Meng Yan & Kai Shi, 2024. "Revisiting the Impact of US Uncertainty Shocks: New Evidence from China’s Investment Dynamics," Open Economies Review, Springer, vol. 35(3), pages 457-495, July.
- Shah, Adil Ahmad & Dar, Arif Billah & Bhanumurthy, N.R., 2021. "Are precious metals and equities immune to monetary and fiscal policy uncertainties?," Resources Policy, Elsevier, vol. 74(C).
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"News on State-Dependent Fiscal Multipliers: The role of Confidence,"
"Marco Fanno" Working Papers
0202, Dipartimento di Scienze Economiche "Marco Fanno".
Cited by:
- Hale, Galina & Leer, John & Nechio, Fernanda, 2025.
"Fiscal policy design and inflation: The COVID-19 pandemic experience,"
Santa Cruz Department of Economics, Working Paper Series
qt9cc4c34z, Department of Economics, UC Santa Cruz.
- Hale, Galina & Leer, John & Nechio, Fernanda, 2025. "Fiscal policy design and inflation: The COVID-19 pandemic experience," Journal of International Money and Finance, Elsevier, vol. 150(C).
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"Inflationary Effects of Fiscal Support to Households and Firms,"
Santa Cruz Department of Economics, Working Paper Series
qt8qt1t3t4, Department of Economics, UC Santa Cruz.
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- Hale, Galina & Leer, John & Nechio, Fernanda, 2025.
"Fiscal policy design and inflation: The COVID-19 pandemic experience,"
Santa Cruz Department of Economics, Working Paper Series
qt9cc4c34z, Department of Economics, UC Santa Cruz.
Articles
- 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.
See citations under working paper version above.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty Spillovers in Booms and Busts," Working Paper series 18-28, Rimini Centre for Economic Analysis.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic policy uncertainty spillovers in booms and busts," CAMA Working Papers 2018-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty Spillovers in Booms and Busts," CESifo Working Paper Series 7086, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty Spillovers in Booms and Busts," "Marco Fanno" Working Papers 0220, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2017. "Economic Policy Uncertainty Spillovers in Booms and Busts," Melbourne Institute Working Paper Series wp2017n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Figueres, Juan Manuel & Jarociński, Marek, 2020.
"Vulnerable growth in the euro area: Measuring the financial conditions,"
Economics Letters, Elsevier, vol. 191(C).
See citations under working paper version above.
- Figueres, Juan Manuel & Jarociński, Marek, 2020. "Vulnerable growth in the Euro Area: Measuring the financial conditions," Working Paper Series 2458, European Central Bank.
- 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.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2017. "Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach," Melbourne Institute Working Paper Series wp2017n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- 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.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2016. "Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach," "Marco Fanno" Working Papers 0209, Dipartimento di Scienze Economiche "Marco Fanno".