Efrem Castelnuovo

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Efficiency and Equity of Emissions Trading with Endogenous Environmental Technical Change

C. Carraro, M. Galeotti, P. Buonanno, 2000 .

Working Paper No . 12 / 14 Uncertainty Shocks and Unemployment Dynamics in U . S . Recessions

Efrem Castelnuovo, Giovanni Caggiano, Nicolas Groshenny, 2014 .

Economic Policy Uncertainty Spillovers in Booms and Busts

Efrem Castelnuovo, Giovanni Caggiano, J. Figueres, 2017, Oxford Bulletin of Economics and Statistics.

Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound

Efrem Castelnuovo, Giovanni Caggiano, Giovanni Pellegrino, 2017, SSRN Electronic Journal.

Google It Up! A Google Trends-Based Uncertainty Index for the United States and Australia

Efrem Castelnuovo, T. Tran, Efrem Castelnuovo, 2017, SSRN Electronic Journal.

Fitting U.S. Trend Inflation: A Rolling-Window Approach

Efrem Castelnuovo, 2012 .

Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation

Efrem Castelnuovo, G. Ascari, L. Rossi, 2011 .

Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S.

Davide Raggi, Efrem Castelnuovo, L. Greco, 2010 .

Policy Rules , Regime Switches , and Trend In ation : An Empirical Investigation for the U . S . Efrem Castelnuovo

Davide Raggi, Efrem Castelnuovo, L. Greco, 2010 .

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

G. Lim, Efrem Castelnuovo, 2018, Australian Economic Review.

Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test

L. Fanelli, Efrem Castelnuovo, 2014 .

Estimating Fiscal Multipliers: News from a Non�?Linear World

Efrem Castelnuovo, Valentina Colombo, Giovanni Caggiano, 2015 .

Multidimensional Connectivity: Benefits, Risks, and Policy Implications for Europe and Central Asia

D. Kenett, L. Fanelli, Giovanni Angelini, 2018 .

Testing the Structural Interpretation of the Price Puzzle with a Cost‐Channel Model

Efrem Castelnuovo, 2012 .

Tracking U.S. inflation expectations with domestic and global indicators

Efrem Castelnuovo, 2010 .

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

L. Fanelli, Giovanni Angelini, Efrem Castelnuovo, 2020, SSRN Electronic Journal.

Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach

Efrem Castelnuovo, Giovanni Caggiano, J. Figueres, 2017, SSRN Electronic Journal.

Uncertainty and Monetary Policy During the Great Recession

Efrem Castelnuovo, Giovanni Caggiano, Giovanni Pellegrino, 2022, SSRN Electronic Journal.

Uncertainty and Monetary Policy During Extreme Events

Efrem Castelnuovo, Giovanni Caggiano, Giovanni Pellegrino, 2020, SSRN Electronic Journal.

Policy Uncertainty Shocks and Labor Market Dynamics in the U.S.

Efrem Castelnuovo, Giovanni Caggiano, Nicolas Groshenny, 2012 .

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

G. Lim, Efrem Castelnuovo, Giovanni Pellegrino, 2018 .

Uncertainty before and during COVID‐19: A survey

Efrem Castelnuovo, 2022, Journal of economic surveys.

Global Uncertainty

Efrem Castelnuovo, Giovanni Caggiano, 2021, SSRN Electronic Journal.

The global effects of Covid-19-induced uncertainty

Efrem Castelnuovo, Giovanni Caggiano, Richard Kima, 2017, Economics Letters.

Yield Curve and Financial Uncertainty: Evidence Based on US Data

Efrem Castelnuovo, 2019, Australian Economic Review.

Policy Forum : On the Macroeconomic Effects and Policy Implications of Uncertainty A Short Review of the Recent Literature on Uncertainty

G. Lim, Efrem Castelnuovo, Giovanni Pellegrino, 2017 .

Policy Briefs Series Uncertainty: Macroeconomic Effects and Policy Implications

Efrem Castelnuovo, Giovanni Pellegrino, 2017 .

Fiscal Debt Sustainability in Australia: Is It Feasible?

Efrem Castelnuovo, 2015 .

Uncertainty Shocks and Unemployment Dynamics: An Analysis of Post-WWII U.S. Recessions

Efrem Castelnuovo, Giovanni Caggiano, Nicolas Groshenny, 2013 .

POLICY RULES, REGIME SWITCHES, AND TREND INFLATION: AN EMPIRICAL INVESTIGATION FOR THE UNITED STATES

Davide Raggi, Efrem Castelnuovo, L. Greco, 2012, Macroeconomic Dynamics.

Risk Management-Driven Policy Rate Gap

Efrem Castelnuovo, Giovanni Caggiano, Gabriela Nodari, 2018, Economics Letters.

Uncertainty, Skewness, and the Business Cycle Through the Midas Lens

Efrem Castelnuovo, Lorenzo Mori, 2022, SSRN Electronic Journal.

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

Efrem Castelnuovo, 2015, Empirical Economics.

Uncertainty shocks and the great recession: Nonlinearities matter

Efrem Castelnuovo, Giovanni Caggiano, Giovanni Pellegrino, 2020 .

Appendix of the paper " Estimating the Real E ¤ ects of Uncertainty Shocks at the Zero Lower Bound " , by Giovanni Caggiano , Efrem Castelnuovo , and Giovanni Pellegrino Computation of the Generalized Impulse Response Functions

Efrem Castelnuovo, Giovanni Caggiano, V. Pellegrino, 2017 .

Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test

L. Fanelli, Efrem Castelnuovo, 2014 .

Monetary Policy Indeterminacy in the U.S.: Results from a Classical Test

L. Fanelli, Efrem Castelnuovo, 2011 .

Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model

Efrem Castelnuovo, G. Ascari, Nicola Branzoli, 2017, SSRN Electronic Journal.

GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES

L. Fanelli, E. Bacchiocchi, Efrem Castelnuovo, 2017, Macroeconomic Dynamics.

Liquidity Traps and Large-Scale Financial Crises

Efrem Castelnuovo, Giovanni Caggiano, Giovanni Pellegrino, 2016 .

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

Efrem Castelnuovo, 2016 .

Modest Macroeconomic Effects of Monetary Policy Shocks During the Great Moderation: An Alternative Interpretation

Efrem Castelnuovo, 2016 .

What Does a Monetary Policy Shock Do? An International Analysis with Multiple Filters

Efrem Castelnuovo, 2013 .

Monetary policy shocks and financial conditions: A Monte Carlo experiment

Efrem Castelnuovo, 2013 .

Monetary Policy Neutrality: Sign Restrictions Go to Monte Carlo

Efrem Castelnuovo, 2012 .

Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle

Efrem Castelnuovo, 2012 .

POLICY SWITCH AND THE GREAT MODERATION: THE ROLE OF EQUILIBRIUM SELECTION

Efrem Castelnuovo, 2011, Macroeconomic Dynamics.

Trend Inflation, Wage Indexation, and Determinacy in the U.S

Efrem Castelnuovo, G. Ascari, Nicola Branzoli, 2011 .

Stock Market Conditions and Monetary Policy in an DSGE Model for the US

Efrem Castelnuovo, S. Nisticò, 2010 .

Stock market conditions and monetary policy in a DSGE model for the U.S.

Efrem Castelnuovo, S. Nisticò, 2010 .

Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy

Efrem Castelnuovo, 2010 .

Monetary Policy Shocks, Cholesky Identi…cation, and DNK Models: An Empirical Investigation for the U.S.

Efrem Castelnuovo, 2010 .

Testing the Structural Interpretation of the Price Puzzle with a Cost‐Channel Model

Efrem Castelnuovo, 2009 .

Estimating a NKBC Model for the U.S. Economy with Multiple Filters

Efrem Castelnuovo, 2009 .

Estimating Regime-Switching Taylor Rules with Trend Inflation

Davide Raggi, Efrem Castelnuovo, L. Greco, 2008 .

Estimating Regime-Switching Taylor Rules with Trend In ation Efrem

Davide Raggi, Efrem Castelnuovo, L. Greco, 2008 .

Assessing Different Drivers of the GreatModeration in the U.S

Efrem Castelnuovo, 2006 .

Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model

Efrem Castelnuovo, 2003 .

Uncertainty-Dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation

Efrem Castelnuovo, Giovanni Pellegrino, 2018, Journal of Economic Dynamics and Control.

CENTRE FOR ECONOMETRIC ANALYSIS CEA@Cass

Charles T. Carlstrom, M. Eichenbaum, F. Canova, 2011 .

The Recent UK Monetary Policy Framework as a ‘ Controlled Experiment

A. Mihailov, Efrem Castelnuovo, J. Forder, 2006 .

Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly

Efrem Castelnuovo, S. Delrio, Giovanni Caggiano, 2020, SSRN Electronic Journal.

Social Identity and Social Exchange: Identification, Support, and Withdrawal from the Job

D. Knippenberg, R. Dick, Efrem Castelnuovo, 2005 .

Estimating Fiscal Multipliers: News from a Nonlinear World

Efrem Castelnuovo, Valentina Colombo, Giovanni Caggiano, 2014 .

Investigating Post-WWII U.S. Macroeconomic Dynamics with Multiple Filters

Efrem Castelnuovo, 2009 .

Monetary Policy, Inflation Expectations and the Price Puzzle

Efrem Castelnuovo, Paolo Surico, 2009 .

Domestic and Global Uncertainty: A Survey and Some New Results

Efrem Castelnuovo, 2019, SSRN Electronic Journal.

On the dynamics of international inflation

Efrem Castelnuovo, Giovanni Caggiano, 2011 .

Definition of Price Stability, Range and Point Inflation Targets: The Anchoring of Long-Term Inflation Expectations

Efrem Castelnuovo, Sergio Nicoletti Altimari, Diego Rodríguez-Palenzuela, 2003, SSRN Electronic Journal.

Describing the Fed's Conduct with Taylor Rules: Is Interest Rate Smoothing Important?

Efrem Castelnuovo, 2003, SSRN Electronic Journal.

Taylor Rules and Interest Rate Smoothing in the US and EMU

Efrem Castelnuovo, 2003 .

Describing Greenspan ’ s Conduct with Taylor Rules : Is Interest Rate Smoothing Important ?

Efrem Castelnuovo, 2003 .

Measuring Aggregate and Sectoral Uncertainty

Efrem Castelnuovo, Kerem Tuzcuoglu, L. Uzeda, 2020 .

Taylor Rules and Interest Rate Smoothing in the Euro Area

Efrem Castelnuovo, 2007 .

Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies

Efrem Castelnuovo, 2008 .

MODEL U NCERTAINTY, O PTIMAL MONETARY P OLICY A ND T H E PREFERENCES O F T HE F ED

Efrem Castelnuovo, 2004 .

Taylor rules, omitted variables, and interest rate smoothing in the US

Efrem Castelnuovo, 2003 .

What Does Monetary Policy Reveal About a Central Bank's Preferences?

Efrem Castelnuovo, Paolo Surico, 2003 .

Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed

Paolo Surico, Efrem Castelnuovo, Efrem Castelnuovo, 2001 .

Monetary Policy Switch, the Taylor Curve, and the Great Moderation

Efrem Castelnuovo, 2006 .

The Price Puzzle: Fact or Artefact?

Efrem Castelnuovo, Paolo Surico, 2006 .

The Price Puzzle and Indeterminacy

Efrem Castelnuovo, Paolo Surico, 2005 .

Global Warming, Uncertainty and Endogenous Technical Change

M. Moretto, S. Vergalli, Efrem Castelnuovo, 2003 .

Learning by Doing Vs Learning by Researching in a Model of Climate Change Policy Analysis Learning by Doing Vs Learning by Researching in a Model of Climate Change Policy Analysis

Marzio Galeotti, Sergio Vergalli, R. Gerlagh, 2003 .

Global Warming, Uncertainty and Endogenous Technical Change: Implications for Kyoto

M. Moretto, S. Vergalli, Efrem Castelnuovo, 2001 .

Emission Trading Restrictions with Endogenous Technological Change

C. Carraro, M. Galeotti, P. Buonanno, 2000 .

Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation - Comment

Efrem Castelnuovo, G. Ascari, Nicola Branzoli, 2014 .

Long Memory and Non-Linearities in International Inflation

Efrem Castelnuovo, Giovanni Caggiano, 2008 .

Why Does Risk Matter More in Recessions than in Expansions?

Martin M. Andreasen, Efrem Castelnuovo, Giovanni Caggiano, 2021, SSRN Electronic Journal.

Uncertainty and Monetary Policy in Good and Bad Times

Efrem Castelnuovo, Giovanni Caggiano, Gabriela Nodari, 2017, SSRN Electronic Journal.

Liquidity Traps and Large-Scale Financial Crisis

Efrem Castelnuovo, Giovanni Caggiano, Giovanni Pellegrino, 2017, SSRN Electronic Journal.

Global Financial Uncertainty

Efrem Castelnuovo, Giovanni Caggiano, 2023, Journal of Applied Econometrics.

Introduction to the Policy Forum: Macroeconomic Consequences of Macroprudential Policies

G. Lim, Efrem Castelnuovo, Tim Robinson, 2016 .

Monetary Policy and Household ( De-) leveraging

M. Eichenbaum, J. Muellbauer, Gregory Thwaites, 2018 .

Why are Federal Funds Rates so Smooth

Efrem Castelnuovo, Paolo Surico, 2003 .

Chronicle of a War Foretold: The Macroeconomic E(cid:11)ects of Anticipated Defense Spending Shocks (cid:3)

Nir Jaimovich, Efrem Castelnuovo, Luca Dedola, 2015 .

CAMA Centre for Applied Macroeconomic Analysis Global Uncertainty CAMA Working Paper 21 / 2021 February 2021

Ramana Nanda, Abhiman Das, Efrem Castelnuovo, 2021 .

Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009)

Efrem Castelnuovo, Giovanni Caggiano, Gabriela Nodari, 2020, SSRN Electronic Journal.

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

Efrem Castelnuovo, 2006 .

Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach

Efrem Castelnuovo, Giovanni Caggiano, J. Figueres, 2017, SSRN Electronic Journal.

NBER WORKING PAPER SERIES THE EFFECTS OF THE SAVING AND BANKING GLUT ON THE U.S. ECONOMY

Efrem Castelnuovo, Alejandro Justiniano, Andrea Tambalotti, 2013 .

Federal Reserve Bank of New York Staff Reports

R. Benjamin, M. Amiti, Efrem Castelnuovo, 2013 .

Economic Policy Uncertainty Spillovers in Booms and Busts

Efrem Castelnuovo, Giovanni Caggiano, J. Figueres, 2017, Oxford Bulletin of Economics and Statistics.

Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound

Efrem Castelnuovo, Giovanni Caggiano, Giovanni Pellegrino, 2017, SSRN Electronic Journal.

M ACROECONOMIC E FFECTS OF THE G ENDER R EVOLUTION *

Marco Del Negro, Efrem Castelnuovo, Evi Pappa, 2022 .

Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?*

Efrem Castelnuovo, Giovanni Caggiano, Giovanni Angelini, 2022, Oxford Bulletin of Economics and Statistics.

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

Giovanni Angelini, Efrem Castelnuovo, Giovanni Caggiano, 2020 .

Long Memory and Nonlinearities in Peruvian In‡ation Rate

G. Rodríguez, Efrem Castelnuovo, Giovanni Caggiano, 2009 .

Working Paper No . 12 / 14 Uncertainty Shocks and Unemployment Dynamics in U . S . Recessions

Efrem Castelnuovo, Giovanni Caggiano, Nicolas Groshenny, 2014 .

Series Working Paper No . 32 / 16 Liquidity Traps and Large-Scale Financial Crises

Efrem Castelnuovo, Giovanni Caggiano, Giovanni Pellegrino, 2016 .

Policy Forum: Macroeconomic Policies after the Global Financial Crisis Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?

Efrem Castelnuovo, Giovanni Pellegrino, Guay Lim, 2022 .

Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test

L. Fanelli, Efrem Castelnuovo, 2014 .

Oil and the Stock Market Revisited: A mixed functional VAR approach *

H. Bjørnland, Yoosoon Chang, Efrem Castelnuovo, 2023 .

Monetary Policy Indeterminacy and Identi cation Failures in the U . S . : Results from a Robust Test

Efrem Castelnuovo, 2013 .

Learning by Doing vs Learning by Researching in a Model of Climate Change Policy Analysis

M. Galeotti, S. Vergalli, Efrem Castelnuovo, 2003 .

Learning-by-doing vs. Learning by Researching in a Model of Climate Change Policy Analysis

S. Vergalli, Efrem Castelnuovo, Gretel Gambarelli, 2004 .

Learning by Doing Vs Learning by Researching in a Model for Climate Change Policy Analysis Learning by Doing Vs Learning by Researching in a Model for Climate Change Policy Analysis

Sergio Vergalli, S. Vergalli, Efrem Castelnuovo, 2003 .

Does risk matter more in recessions than in expansions? Implications for monetary policy

Efrem Castelnuovo, Giovanni Caggiano, Giovanni Pellegrino, 2023, Journal of Monetary Economics.

Commodity Price Shocks and Global Cycles: Monetary Policy Matters

Efrem Castelnuovo, Gert Peersman, Lorenzo Mori, 2024, SSRN Electronic Journal.

Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S.

L. Fanelli, E. Bacchiocchi, Efrem Castelnuovo, 2016 .

The Role of Inﬂation Target Adjustment in Stabilization Policy

Willem Van Zandweghe, Efrem Castelnuovo, Yunjong Eo, 2022 .

Federal Reserve Bank of New York Staff Reports

Markus K. Brunnermeier, Efrem Castelnuovo, Alejandro Justiniano, 2013 .

Implementing optimal control in cointegrated I ( 1 ) structural VAR models

A. Warne, Efrem Castelnuovo, S. Altimari, 2003 .

US Monetary Policy Rules : the Case for Asymmetric Preferences Summary

C. Milas, Efrem Castelnuovo, Tommaso Monacelli, 2002 .