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Giovanni Caggiano
Giovanni Caggiano
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Title
Cited by
Cited by
Year
Uncertainty shocks and unemployment dynamics in US recessions
G Caggiano, E Castelnuovo, N Groshenny
Journal of Monetary Economics 67, 78-92, 2014
6072014
Economic policy uncertainty and unemployment in the United States: A nonlinear approach
G Caggiano, E Castelnuovo, JM Figueres
Economics Letters 151, 31-34, 2017
3842017
Estimating fiscal multipliers: News from a non‐linear world
G Caggiano, E Castelnuovo, V Colombo, G Nodari
The Economic Journal 125 (584), 746-776, 2015
2712015
The global effects of Covid-19-induced uncertainty
G Caggiano, E Castelnuovo, R Kima
Economics Letters 194, 109392, 2020
2172020
Estimating the real effects of uncertainty shocks at the zero lower bound
G Caggiano, E Castelnuovo, G Pellegrino
European Economic Review 100, 257-272, 2017
1822017
Economic policy uncertainty spillovers in booms and busts
G Caggiano, E Castelnuovo, JM Figueres
Oxford Bulletin of Economics and Statistics 82 (1), 125-155, 2020
1722020
Early warning systems and systemic banking crises in low income countries: A multinomial logit approach
G Caggiano, P Calice, L Leonida
Journal of Banking & Finance 47, 258-269, 2014
1672014
Uncertainty and monetary policy in good and bad times
G Caggiano, E Castelnuovo, G Nodari
Melbourne Institute Working Paper, 2017
1072017
Uncertainty across volatility regimes
G Angelini, E Bacchiocchi, G Caggiano, L Fanelli
Journal of Applied Econometrics 34 (3), 437-455, 2019
1012019
Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
G Caggiano, G Kapetanios, V Labhard
Journal of Forecasting 30 (8), 736-752, 2011
782011
Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?
G Caggiano, P Calice, L Leonida, G Kapetanios
Journal of Empirical finance 37, 104-116, 2016
672016
Globalization, Immigration, and Lewisian Elastic Labor in Pre–World War II Southeast Asia
G Huff, G Caggiano
The Journal of Economic History 67 (1), 33-68, 2007
522007
Financial uncertainty and real activity: The good, the bad, and the ugly
G Caggiano, E Castelnuovo, S Delrio, R Kima
European Economic Review 136, 103750, 2021
472021
Fiscal and financial determinants of Eurozone sovereign spreads
G Caggiano, L Greco
Economics Letters 117 (3), 774-776, 2012
46*2012
Global financial uncertainty
G Caggiano, E Castelnuovo
Journal of Applied Econometrics 38 (3), 432-449, 2023
41*2023
Nelson–Plosser revisited: the ACF approach
KM Abadir, G Caggiano, G Talmain
Journal of Econometrics 175 (1), 22-34, 2013
40*2013
The macroeconomic impact of higher capital ratios on African economies
G Caggiano, P Calice
African Development Bank Group, 2011
392011
International output convergence: evidence from an autocorrelation function approach
G Caggiano, L Leonida
Journal of applied econometrics 24 (1), 139-162, 2009
382009
Matching biodiversity indicators to policy needs
SL Stevenson, K Watermeyer, G Caggiano, EA Fulton, S Ferrier, ...
Conservation Biology 35 (2), 522-532, 2021
312021
Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009)
G Caggiano, E Castelnuovo, G Nodari
Journal of Applied Econometrics 37 (1), 210-217, 2022
302022
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