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Squeezing the interest rate smoothing weight with hybrid expectations model
Castelnuovo, Efrem - 2002
Persistent link: https://www.econbiz.de/10001711254
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Trend inflation and macroeconomic volatilities in the post-WWII US economy
Castelnuovo, Efrem - In: The North American journal of economics and finance : a … 21 (2010) 1, pp. 19-33
Persistent link: https://www.econbiz.de/10003994114
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Tracking US inflation expectations with domestic and global indicators
Castelnuovo, Efrem - In: Journal of international money and finance 29 (2010) 7, pp. 1340-1356
Persistent link: https://www.econbiz.de/10009239670
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In cholesky-VARs we trust? : an empirical investigation with US data
Castelnuovo, Efrem - 2011
Persistent link: https://www.econbiz.de/10009381368
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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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Fitting US trend inflation : a rolling-window approach
Castelnuovo, Efrem - In: DSGE models in macroeconomics : estimation, evaluation, …, (pp. 201-252). 2012
Persistent link: https://www.econbiz.de/10009682778
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Policy switch and the great moderation : the role of equilibrium selection
Castelnuovo, Efrem - In: Macroeconomic dynamics 16 (2012) 3, pp. 449-471
Persistent link: https://www.econbiz.de/10009669541
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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
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Estimating the evolution of money's role in the US monetary business cycle
Castelnuovo, Efrem - In: Journal of money, credit and banking : JMCB 44 (2012) 1, pp. 23-52
Persistent link: https://www.econbiz.de/10009563648
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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