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Efrem Castelnuovo

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Personal Details

First Name: Efrem
Middle Name:
Last Name: Castelnuovo
Suffix:

RePEc Short-ID: pca74

Email:
Homepage: https://sites.google.com/site/efremcastelnuovo/
Postal Address: Please check my personal website.
Phone: Please check my personal website.

Affiliation

Dipartimento di Scienze Economiche "Marco Fanno"
Università degli Studi di Padova
Location: Padova, Italy
Homepage: http://www.decon.unipd.it/
Email:
Phone: +39 +49 8274210
Fax: +39 +49 827.4211
Postal: via del Santo, 33 - 35122 Padova
Handle: RePEc:edi:dspadit (more details at EDIRC)

Works

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Working papers

  1. Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny, 2014. "Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions," Melbourne Institute Working Paper Series wp2014n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  2. Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2014. "Estimating fiscal multipliers: evidence from a nonlinear world," "Marco Fanno" Working Papers 0179, Dipartimento di Scienze Economiche "Marco Fanno".
  3. Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny, 2013. "Uncertainty Shocks and Unemployment Dynamics: An Analysis of Post-WWII U.S. Recessions," "Marco Fanno" Working Papers 0166, Dipartimento di Scienze Economiche "Marco Fanno".
  4. Efrem Castelnuovo, 2012. "What does a monetary policy shock do? An international analysis with multiple filters," "Marco Fanno" Working Papers 0145, Dipartimento di Scienze Economiche "Marco Fanno".
  5. Efrem Castelnuovo, 2012. "Monetary Policy Neutrality: Sign Restrictions Go to Monte Carlo," "Marco Fanno" Working Papers 0151, Dipartimento di Scienze Economiche "Marco Fanno".
  6. Efrem Castelnuovo, 2012. "Fitting U.S. Trend Inflation: A Rolling-Window Approach," "Marco Fanno" Working Papers 0152, Dipartimento di Scienze Economiche "Marco Fanno".
  7. Efrem Castelnuovo & Luca Fanelli, 2011. "Monetary policy indeterminacy in the U.S.: results from a classical test," Quaderni di Dipartimento 8, Department of Statistics, University of Bologna.
  8. Guido Ascari & Nicola Branzoli & Efrem Castelnuovo, 2011. "Trend Inflation, Wage Indexation, and Determinacy in the U.S," Quaderni di Dipartimento 153, University of Pavia, Department of Economics and Quantitative Methods.
  9. Efrem Castelnuovo & Luciano Greco & Davide Raggi, 2010. "Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S," "Marco Fanno" Working Papers 0109, Dipartimento di Scienze Economiche "Marco Fanno".
  10. Efrem Castelnuovo & Salvatore Nisticò, 2010. "Stock Market Conditions and Monetary Policy in a DSGE Model for the U.S," "Marco Fanno" Working Papers 0107, Dipartimento di Scienze Economiche "Marco Fanno".
  11. Guido Ascari & Efrem Castelnuovo & Lorenza Rossi, 2010. "Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation," "Marco Fanno" Working Papers 0116, Dipartimento di Scienze Economiche "Marco Fanno".
  12. Castelnuovo, Efrem, 2009. "Testing the structural interpretation of the price puzzle with a cost channel model," Research Discussion Papers 20/2009, Bank of Finland.
  13. Efrem Castelnuovo & Paolo Surico, 2009. "Monetary Policy, Inflation Expectations and the Price Puzzle," "Marco Fanno" Working Papers 0101, Dipartimento di Scienze Economiche "Marco Fanno".
  14. Efrem Castelnuovo, 2009. "Estimating the Evolution of Money's Role in the U.S. Monetary Business Cycle," "Marco Fanno" Working Papers 0103, Dipartimento di Scienze Economiche "Marco Fanno".
  15. Efrem Castelnuovo, 2009. "Estimating a NKBC Model for the U.S. Economy with Multiple Filters," "Marco Fanno" Working Papers 0102, Dipartimento di Scienze Economiche "Marco Fanno".
  16. Giovanni Caggiano & Efrem Castelnuovo, 2008. "Long Memory and Non-Linearities in International Inflation," "Marco Fanno" Working Papers 0076, Dipartimento di Scienze Economiche "Marco Fanno".
  17. Castelnuovo, Efrem & Greco, Luciano & Raggi, Davide, 2008. "Estimating regime-switching Taylor rules with trend inflation," Research Discussion Papers 20/2008, Bank of Finland.
  18. Efrem Castelnuovo, 2006. "Monetary Policy Switch, the Taylor Curve, and the Great Moderation," Computing in Economics and Finance 2006 59, Society for Computational Economics.
  19. Efrem Castelnuovo, 2006. "Tracking U.S. Inflation Expectations with Domestic and Global Indicators," "Marco Fanno" Working Papers 0031, Dipartimento di Scienze Economiche "Marco Fanno".
  20. Efrem Castelnuovo, 2006. "Assessing Different Drivers of the GreatModeration in the U.S," "Marco Fanno" Working Papers 0025, Dipartimento di Scienze Economiche "Marco Fanno".
  21. Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle: Fact or Artefact?," Macroeconomics 0505015, EconWPA, revised 15 Jun 2005.
  22. Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle and Indeterminacy," Macroeconomics 0507021, EconWPA.
  23. Efrem Castelnuovo, 2004. "Taylor rules, omitted variables, and interest rate smoothing in the US," Macroeconomics 0403009, EconWPA.
  24. Efrem Castelnuovo, 2004. "Describing the Fed's conduct with simple Taylor rules: is interest rate smoothing important?," Money Macro and Finance (MMF) Research Group Conference 2003 12, Money Macro and Finance Research Group.
  25. Efrem Castelnuovo, 2004. "Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies," Computing in Economics and Finance 2004 49, Society for Computational Economics.
  26. Castelnuovo, Efrem & Paolo Surico, 2003. "Why are Federal Funds Rates so Smooth?," Royal Economic Society Annual Conference 2003 39, Royal Economic Society.
  27. Efrem Castelnuovo, 2003. "Taylor Rules and Interest Rate Smoothing in the US and EMU," Macroeconomics 0303002, EconWPA.
  28. Castelnuovo, Efrem, 2003. "Describing the Fed's conduct with Taylor rules: is interest rate smoothing important?," Working Paper Series 0232, European Central Bank.
  29. Marzio Galeotti & Sergio Vergalli & Efrem Castelnuovo & Gretel Gambarelli, 2003. "Learning by Doing vs Learning by Researching in a Model of Climate Change Policy Analysis," Working Papers 2003.11, Fondazione Eni Enrico Mattei.
  30. Rodriguez-Palenzuela, Diego & Castelnuovo, Efrem & Nicoletti-Altimari, Sergio, 2003. "Definition of price stability, range and point inflation targets: the anchoring of long-term inflation expectations," Working Paper Series 0273, European Central Bank.
  31. Efrem Castelnuovo, 2002. "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Macroeconomics 0211006, EconWPA.
  32. Buonanno, Paolo & Carraro, Carlo & Castelnuovo, Efrem & Galeotti, Marzio, 2000. "Emission Trading Restrictions with Endogenous Technological Change," CEPR Discussion Papers 2514, C.E.P.R. Discussion Papers.

Articles

  1. Efrem Castelnuovo, 2013. "What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 759-784, October.
  2. Castelnuovo, Efrem, 2013. "Monetary policy shocks and financial conditions: A Monte Carlo experiment," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 282-303.
  3. Castelnuovo, Efrem, 2012. "Policy Switch And The Great Moderation: The Role Of Equilibrium Selection," Macroeconomic Dynamics, Cambridge University Press, vol. 16(03), pages 449-471, June.
  4. Efrem Castelnuovo, 2012. "Testing the Structural Interpretation of the Price Puzzle with a Cost-Channel Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(3), pages 425-452, 06.
  5. Efrem Castelnuovo, 2012. "Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 23-52, 02.
  6. Caggiano, Giovanni & Castelnuovo, Efrem, 2011. "On the dynamics of international inflation," Economics Letters, Elsevier, vol. 112(2), pages 189-191, August.
  7. Ascari, Guido & Castelnuovo, Efrem & Rossi, Lorenza, 2011. "Calvo vs. Rotemberg in a trend inflation world: An empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1852-1867.
  8. Efrem Castelnuovo & Paolo Surico, 2010. "Monetary Policy, Inflation Expectations and The Price Puzzle," Economic Journal, Royal Economic Society, vol. 120(549), pages 1262-1283, December.
  9. Castelnuovo, Efrem, 2010. "Tracking U.S. inflation expectations with domestic and global indicators," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1340-1356, November.
  10. Castelnuovo, Efrem, 2010. "Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy," The North American Journal of Economics and Finance, Elsevier, vol. 21(1), pages 19-33, March.
  11. Castelnuovo, Efrem & Nisticò, Salvatore, 2010. "Stock market conditions and monetary policy in a DSGE model for the U.S," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1700-1731, September.
  12. Castelnuovo, Efrem, 2008. "Regime shifts and the stability of backward-looking Phillips curves in open economies," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 40-53, February.
  13. Efrem Castelnuovo, 2007. "Taylor Rules And Interest Rate Smoothing In The Euro Area," Manchester School, University of Manchester, vol. 75(1), pages 1-16, 01.
  14. Efrem Castelnuovo, 2006. "Describing The Fed’S Conduct With Taylor Rules: Is Interest Rate Smoothing Important?," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3), pages 57-77, August.
  15. Castelnuovo Efrem, 2006. "The Fed's Preference for Policy Rate Smoothing: Overestimation Due to Misspecification?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(2), pages 1-22, August.
  16. Castelnuovo, Efrem & Galeotti, Marzio & Gambarelli, Gretel & Vergalli, Sergio, 2005. "Learning-by-Doing vs. Learning by Researching in a model of climate change policy analysis," Ecological Economics, Elsevier, vol. 54(2-3), pages 261-276, August.
  17. Efrem Castelnuovo & Paolo Surico, 2004. "Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(1), pages 105-126, 02.
  18. Efrem Castelnuovo & Paolo Surico, 2003. "What does Monetary Policy Reveal about a Central Bank's Preferences?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 32(3), pages 335-359, November.
  19. Castelnuovo, Efrem, 2003. "Taylor rules, omitted variables, and interest rate smoothing in the US," Economics Letters, Elsevier, vol. 81(1), pages 55-59, October.
  20. Paolo Buonanno & Carlo Carraro & Efrem Castelnuovo & Marzio Galeotti, 2001. "Emission Trading Restrictions with Endogenous Technological Change," International Environmental Agreements: Politics, Law and Economics, Springer, vol. 1(3), pages 379-395, July.

NEP Fields

34 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (21) 2006-05-06 2006-06-03 2006-07-15 2006-09-16 2006-09-30 2007-01-14 2008-06-13 2008-09-20 2009-09-26 2009-10-31 2009-12-11 2009-12-19 2009-12-19 2010-01-23 2010-02-13 2010-03-28 2010-05-15 2010-07-03 2011-10-15 2012-05-29 2012-11-17. Author is listed
  2. NEP-DEV: Development (1) 2004-03-22
  3. NEP-DGE: Dynamic General Equilibrium (9) 2006-09-16 2009-12-19 2010-01-23 2010-05-15 2012-05-29 2012-11-17 2012-11-17 2013-07-15 2014-05-24. Author is listed
  4. NEP-ECM: Econometrics (1) 2011-10-15
  5. NEP-EEC: European Economics (1) 2003-03-19
  6. NEP-FOR: Forecasting (1) 2007-01-14
  7. NEP-HIS: Business, Economic & Financial History (1) 2009-12-19
  8. NEP-IFN: International Finance (3) 2003-03-19 2004-08-16 2005-07-03
  9. NEP-LAB: Labour Economics (1) 2014-05-24
  10. NEP-MAC: Macroeconomics (27) 2003-03-19 2004-03-22 2004-09-12 2005-05-23 2005-07-03 2005-07-25 2006-05-06 2006-06-03 2006-07-15 2006-09-16 2006-09-30 2007-01-14 2008-06-13 2008-09-20 2009-09-26 2009-10-31 2009-12-11 2009-12-19 2010-01-23 2010-02-13 2010-03-28 2010-05-15 2011-10-15 2012-11-17 2012-11-17 2014-05-24 2014-06-28. Author is listed
  11. NEP-MON: Monetary Economics (25) 2003-06-16 2004-03-22 2004-08-16 2005-07-25 2006-05-06 2006-06-03 2006-07-15 2006-09-16 2006-09-30 2007-01-14 2008-06-13 2008-09-20 2009-09-26 2009-10-31 2009-12-11 2009-12-19 2010-01-23 2010-02-13 2010-03-28 2010-05-15 2010-07-03 2011-10-15 2012-03-08 2012-05-29 2012-11-17. Author is listed
  12. NEP-ORE: Operations Research (1) 2008-06-13

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