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Monetary policy indeterminacy and identification failures in the U.S. : results from a robust test
Castelnuovo, Efrem; Fanelli, Luca - In: Journal of applied econometrics 30 (2015) 6, pp. 924-947
Persistent link: https://www.econbiz.de/10011431667
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Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the United States
Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - In: Macroeconomic dynamics 22 (2018) 6, pp. 1613-1651
Persistent link: https://www.econbiz.de/10011916999
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Are fiscal multipliers estimated with proxy-SVARs robust?
Angelini, Giovanni; Caggiano, Giovanni; Castelnuovo, Efrem - In: Oxford bulletin of economics and statistics 85 (2023) 1, pp. 95-122
Persistent link: https://www.econbiz.de/10014304351
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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
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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
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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
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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
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Bootstrap inference and diagnostics in state space models : With applications to dynamic macro models
Angelini, Giovanni; Cavaliere, Giuseppe; Fanelli, Luca - In: Journal of Applied Econometrics 37 (2021) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10012632824
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Uncertainty across volatility regimes
Angelini, Giovanni; Bacchiocchi, Emanuele; Caggiano, … - In: Journal of Applied Econometrics 34 (2018) 3, pp. 437-455
Persistent link: https://www.econbiz.de/10012082820
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Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments
Angelini, Giovanni; Fanelli, Luca - In: Journal of Applied Econometrics (2019)
Persistent link: https://www.econbiz.de/10012082870