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Testing the structural interpretation of the price puzzle with a cost-channel model

Castelnuovo, Efrem - In: Oxford bulletin of economics and statistics 74 (2012) 3, pp. 425-452

Persistent link: https://www.econbiz.de/10009545878

What does a monetary policy shock do? : an international analysis with multiple filters

Castelnuovo, Efrem - In: Oxford bulletin of economics and statistics 75 (2013) 5, pp. 759-784

Persistent link: https://www.econbiz.de/10010225401

Testing the structural interpretation of the price puzzle with a cost channel model

Castelnuovo, Efrem - 2009

Persistent link: https://www.econbiz.de/10003874218

Estimating the real effects of uncertainty shocks at the zero lower bound

Caggiano, Giovanni; Castelnuovo, Efrem; Pellegrino, Giovanni - 2017

Persistent link: https://www.econbiz.de/10011625174

The global effects of Covid-19-induced uncertainty

Caggiano, Giovanni; Castelnuovo, Efrem; Kima, Richard - 2020

We estimate a three-variate VAR using proxies of global financial uncertainty, the global financial cycle, and world industrial production to simulate the effects of the jump in financial uncertainty observed in correspondence of the Covid-19 outbreak. We predict the cumulative loss in world...