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The fed's preference for policy rate smoothing : overestimation due to misspecification?

Castelnuovo, Efrem (contributor) - In: Topics in macroeconomics 6 (2006) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10003377779

Monetary policy shocks and Cholesky VARs : an assessment for the Euro area

Castelnuovo, Efrem - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 383-414

Persistent link: https://www.econbiz.de/10011454273

Modest macroeconomic effects of monetary policy shocks during the great moderation : an alternative interpretation

Castelnuovo, Efrem - In: Journal of macroeconomics 47 (2016), pp. 300-314

Persistent link: https://www.econbiz.de/10011707647

Introduction to the policy forum : macroeconomic policies after the global financial crisis

Castelnuovo, Efrem - In: The Australian economic review 51 (2018) 1, pp. 68-69

Persistent link: https://www.econbiz.de/10012159698

Uncertainty and monetary policy in good and bad times : A replication of the vector autoregressive investigation by Bloom (2009)

Caggiano, Giovanni; Castelnuovo, Efrem; Nodari, Gabriela - In: Journal of Applied Econometrics 37 (2021) 1, pp. 210-217

Persistent link: https://www.econbiz.de/10012632842

Policy Forum : Macroeconomic Policies and the Business Cycle: Evidence and Recommendations

Castelnuovo, Efrem - In: Australian Economic Review 53 (2020) 1, pp. 93-94

Persistent link: https://www.econbiz.de/10012190055

The Fed's Preference for Policy Rate Smoothing: Overestimation Due to Misspecification?

Castelnuovo, Efrem - In: Topics in Macroeconomics 6 (2006) 2

The federal funds rate is featured by frequent, small changes in the same direction and infrequent reversals. How to replicate the observed smooth behavior of the federal funds rate with a small scale macroeconomic model? This paper compares the descriptive performance of an empirical fully...

Persistent link: https://www.econbiz.de/10014588411

Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?

Castelnuovo, Efrem; Lim, Guay; Pellegrino, Giovanni - In: Australian Economic Review 51 (2018) 1, pp. 70-86

Persistent link: https://www.econbiz.de/10012085448

Introduction to the Policy Forum: Macroeconomic Policies after the Global Financial Crisis

Castelnuovo, Efrem - In: Australian Economic Review 51 (2018) 1, pp. 68-69

Persistent link: https://www.econbiz.de/10012085449

What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers

Castelnuovo, Efrem; Lim, Guay - In: Australian Economic Review 52 (2019) 1, pp. 78-93

Persistent link: https://www.econbiz.de/10012085491