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Risk management-driven policy rate gap
Caggiano, Giovanni; Castelnuovo, Efrem; Nodari, Gabriela - In: Economics letters 171 (2018), pp. 235-238
Persistent link: https://www.econbiz.de/10012021877
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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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Uncertainty-dependent effects of monetary policy shocks : a new-Keynesian interpretation
Castelnuovo, Efrem; Pellegrino, Giovanni - In: Journal of economic dynamics & control 93 (2018), pp. 277-296
Persistent link: https://www.econbiz.de/10011974517
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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
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Policy rules, regime switches, and trend inflation : an empirical investigation for the United States
Castelnuovo, Efrem; Greco, Luciano; Raggi, Davide - In: Macroeconomic dynamics 18 (2014) 4, pp. 920-942
Persistent link: https://www.econbiz.de/10010467417
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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