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Giovanni Caggiano

Personal Details

First Name:Giovanni
Middle Name:
Last Name:Caggiano
Suffix:
RePEc Short-ID:pca325
[This author has chosen not to make the email address public]
https://sites.google.com/site/giovannicaggiano72/home

Affiliation

Department of Economics
Monash Business School
Monash University

Melbourne, Australia
http://business.monash.edu/economics
RePEc:edi:demonau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Giovanni Caggiano & Efrem Castelnuovo, 2021. "Global Uncertainty," CESifo Working Paper Series 8885, CESifo.
  2. Andreasen, Martin Møller & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "Why does risk matter more in recessions than in expansions?," Bank of Finland Research Discussion Papers 13/2021, Bank of Finland.
  3. Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Economics Working Papers 2021-12, Department of Economics and Business Economics, Aarhus University.
  4. Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021. "Uncertainty and Monetary Policy during the Great Recession," Economics Working Papers 2021-05, Department of Economics and Business Economics, Aarhus University.
  5. Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima, 2020. "Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly," CESifo Working Paper Series 8426, CESifo.
  6. Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2020. "Uncertainty and Monetary Policy during Extreme Events," Economics Working Papers 2020-11, Department of Economics and Business Economics, Aarhus University.
  7. Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong, 2020. "Sectoral employment dynamics in Australia," CAMA Working Papers 2020-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  8. Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2020. "Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009)," CESifo Working Paper Series 8497, CESifo.
  9. Angelini, Giovanni & Caggiano, Giovanni & Castelnuovo, Efrem & Fanelli, Luca, 2020. "Are fiscal multipliers estimated with proxy-SVARs robust?," Bank of Finland Research Discussion Papers 13/2020, Bank of Finland.
  10. Caggiano, Giovanni & Castelnuovo, Efrem & Kima, Richard, 2020. "The global effects of Covid-19-induced uncertainty," Bank of Finland Research Discussion Papers 11/2020, Bank of Finland.
  11. Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty Spillovers in Booms and Busts," CESifo Working Paper Series 7086, CESifo.
  12. Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach," CESifo Working Paper Series 7105, CESifo.
  13. Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018. "Risk Management-Driven Policy Rate Gap," CESifo Working Paper Series 7177, CESifo.
  14. Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2018. "Liquidity Traps and Large-Scale Financial Crises," CESifo Working Paper Series 7096, CESifo.
  15. Caggiano, Giovanni & Castelnuovo, Efrem & Nodari, Gabriela, 2017. "Uncertainty and monetary policy in good and bad times," Bank of Finland Research Discussion Papers 8/2017, Bank of Finland.
  16. Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli, 2017. "Uncertainty Across Volatility Regimes," CESifo Working Paper Series 6799, CESifo.
  17. Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017. "Estimating the real effects of uncertainty shocks at the zero lower bound," Bank of Finland Research Discussion Papers 6/2017, Bank of Finland.
  18. Caggiano,Giovanni & Calice,Pietro, 2016. "Bank competition, financial dependence, and economic growth in the Gulf Cooperation Council," Policy Research Working Paper Series 7687, The World Bank.
  19. 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.
  20. 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".
  21. Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2014. "Estimating Fiscal Multipliers: News from a Nonlinear World," Melbourne Institute Working Paper Series wp2014n26, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  22. Giovanni Caggiano & Pietro Calice & Leone Leonida, 2013. "Working Paper 190 - Early Warning Systems and Systemic Banking Crises in Low Income Countries: A Multinomial Logit Approach," Working Paper Series 993, African Development Bank.
  23. 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".
  24. Giovanni Caggiano & Luciano Greco, 2012. "Fiscal and Financial Determinants of Eurozone Sovereign Spreads," "Marco Fanno" Working Papers 0148, Dipartimento di Scienze Economiche "Marco Fanno".
  25. Giovanni Caggiano & Pietro Calice, 2011. "Working Paper 139 - The Macroeconomic Impact of Higher Capital Ratios on African Economies," Working Paper Series 359, African Development Bank.
  26. Caggiano, Giovanni & Kapetanios, George & Labhard, Vincent, 2009. "Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK," Working Paper Series 1051, European Central Bank.
  27. Giovanni Caggiano & Efrem Castelnuovo, 2008. "Long Memory and Non-Linearities in International Inflation," "Marco Fanno" Working Papers 0076, Dipartimento di Scienze Economiche "Marco Fanno".
  28. Gregg Huff & Giovanni Caggiano, 2007. "Globalization and Labor Market Integration in Late Nineteenth- and Early Twentieth-Century Asia," Working Papers 2007_14, Business School - Economics, University of Glasgow.
  29. Karim Abadir & Giovanni Caggiano & Gabriel Talmain, 2005. "Nelson-Plosser Revisited: the ACF Approach," Working Papers 2005_7, Business School - Economics, University of Glasgow.

    repec:bof:bofrdp:2021_001 is not listed on IDEAS
  30. G Caggiano & L Leonida, "undated". "International Output Convergence: Evidence from an AutoCorrelation Function Approach," Working Papers 2006_20, Business School - Economics, University of Glasgow.
  31. Paolo Buonanno & Giovanni Caggiano & Matteo Maria Galizzi & Leone Leonida, . "Expert and Peer Pressure in Food and Wine Tasting: Evidence from a Pilot Experiment," Enometrica, Enometrica - Review of the Vineyard Data Quantification Society (VDQS) and the European Association of Wine Economists (EuAWE) - Macerata University, Faculty of Communications.
  32. Giovanni Caggiano & Leone Leonida, "undated". "A note on the empirics of the neoclassical growth model," Working Papers 2006_2, Business School - Economics, University of Glasgow.

    repec:bof:bofrdp:2017_035 is not listed on IDEAS
  33. Giovanni Caggiano & Gregg Huff, "undated". "Migration and Elastic Labour in Economic Development: Southeast Asia before World War II," Working Papers 2007_06, Business School - Economics, University of Glasgow.

Articles

  1. Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2022. "Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009)," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 210-217, January.
  2. Caggiano, Giovanni & Castelnuovo, Efrem & Delrio, Silvia & Kima, Richard, 2021. "Financial uncertainty and real activity: The good, the bad, and the ugly," European Economic Review, Elsevier, vol. 136(C).
  3. Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "Uncertainty shocks and the great recession: Nonlinearities matter," Economics Letters, Elsevier, vol. 198(C).
  4. Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong, 2020. "Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 53(3), pages 402-414, September.
  5. Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2020. "Economic Policy Uncertainty Spillovers in Booms and Busts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(1), pages 125-155, February.
  6. Caggiano, Giovanni & Castelnuovo, Efrem & Kima, Richard, 2020. "The global effects of Covid-19-induced uncertainty," Economics Letters, Elsevier, vol. 194(C).
  7. Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli, 2019. "Uncertainty across volatility regimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 437-455, April.
  8. Caggiano, Giovanni & Castelnuovo, Efrem & Nodari, Gabriela, 2018. "Risk management-driven policy rate gap," Economics Letters, Elsevier, vol. 171(C), pages 235-238.
  9. Caggiano, Giovanni & Castelnuovo, Efrem & Figueres, Juan Manuel, 2017. "Economic policy uncertainty and unemployment in the United States: A nonlinear approach," Economics Letters, Elsevier, vol. 151(C), pages 31-34.
  10. Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017. "Estimating the real effects of uncertainty shocks at the Zero Lower Bound," European Economic Review, Elsevier, vol. 100(C), pages 257-272.
  11. Caggiano, Giovanni & Castelnuovo, Efrem & Damette, Olivier & Parent, Antoine & Pellegrino, Giovanni, 2017. "Liquidity traps and large-scale financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 99-114.
  12. Caggiano, Giovanni & Calice, Pietro & Leonida, Leone & Kapetanios, George, 2016. "Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 104-116.
  13. Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2015. "Estimating Fiscal Multipliers: News From A Non‐linear World," Economic Journal, Royal Economic Society, vol. 0(584), pages 746-776, May.
  14. Caggiano, Giovanni & Castelnuovo, Efrem & Groshenny, Nicolas, 2014. "Uncertainty shocks and unemployment dynamics in U.S. recessions," Journal of Monetary Economics, Elsevier, vol. 67(C), pages 78-92.
  15. Caggiano, Giovanni & Calice, Pietro & Leonida, Leone, 2014. "Early warning systems and systemic banking crises in low income countries: A multinomial logit approach," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 258-269.
  16. Giovanni Caggiano & Leone Leonida, 2013. "Multimodality in the distribution of GDP and the absolute convergence hypothesis," Empirical Economics, Springer, vol. 44(3), pages 1203-1215, June.
  17. Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel, 2013. "Nelson–Plosser revisited: The ACF approach," Journal of Econometrics, Elsevier, vol. 175(1), pages 22-34.
  18. Caggiano, Giovanni & Greco, Luciano, 2012. "Fiscal and financial determinants of Eurozone sovereign spreads," Economics Letters, Elsevier, vol. 117(3), pages 774-776.
  19. Giovanni Caggiano & George Kapetanios & Vincent Labhard, 2011. "Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(8), pages 736-752, December.
  20. Caggiano, Giovanni & Castelnuovo, Efrem, 2011. "On the dynamics of international inflation," Economics Letters, Elsevier, vol. 112(2), pages 189-191, August.
  21. Giovanni Caggiano & Leone Leonida, 2009. "International output convergence: evidence from an autocorrelation function approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 139-162.
  22. Caggiano, Giovanni & Leonida, Leone, 2007. "A note on the empirics of the neoclassical growth model," Economics Letters, Elsevier, vol. 94(2), pages 170-176, February.
  23. Huff, Gregg & Caggiano, Giovanni, 2007. "Globalization, Immigration, and Lewisian Elastic Labor in Pre–World War II Southeast Asia," The Journal of Economic History, Cambridge University Press, vol. 67(1), pages 33-68, March.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Discounted by Citation Age
  2. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  5. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 77 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (68) 2005-10-22 2008-06-13 2011-12-13 2012-09-09 2014-05-24 2014-06-28 2015-01-14 2015-02-05 2015-09-26 2016-02-12 2016-02-12 2016-10-16 2016-11-13 2017-01-22 2017-01-22 2017-02-05 2017-04-02 2017-05-14 2017-05-28 2017-10-22 2017-11-05 2017-11-12 2017-12-11 2018-03-12 2018-06-18 2018-06-18 2018-07-09 2018-07-16 2018-07-16 2018-07-23 2018-07-23 2018-07-30 2018-07-30 2018-08-13 2018-09-10 2019-04-29 2020-06-15 2020-06-22 2020-07-13 2020-07-27 2020-08-10 2020-08-10 2020-08-10 2020-08-17 2020-08-17 2020-08-17 2020-08-17 2020-08-24 2020-09-07 2020-09-14 2020-09-28 2020-10-05 2021-02-08 2021-02-08 2021-02-22 2021-03-08 2021-03-22 2021-04-05 2021-04-19 2021-06-21 2021-09-06 2021-10-04 2021-10-04 2021-10-11 2021-10-18 2021-10-18 2022-01-31 2022-02-21. Author is listed
  2. NEP-MON: Monetary Economics (19) 2008-06-13 2015-02-05 2017-04-02 2017-05-14 2017-10-22 2017-11-05 2018-07-30 2018-08-13 2018-09-10 2019-04-29 2020-09-07 2020-09-14 2020-09-28 2020-10-05 2020-10-12 2021-02-08 2021-04-05 2021-04-19 2021-09-06. Author is listed
  3. NEP-CBA: Central Banking (17) 2008-06-13 2009-05-30 2013-12-29 2015-09-26 2017-04-02 2017-05-14 2017-10-22 2017-11-05 2018-07-16 2018-07-23 2018-07-30 2018-08-13 2018-09-10 2019-04-29 2020-09-07 2020-10-05 2021-04-05. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (15) 2013-07-15 2014-05-24 2016-02-12 2020-09-14 2020-10-05 2020-10-12 2021-02-08 2021-04-05 2021-04-19 2021-09-06 2021-10-04 2021-10-11 2021-10-18 2022-01-31 2022-02-21. Author is listed
  5. NEP-ORE: Operations Research (15) 2008-06-13 2020-06-22 2020-09-14 2020-10-05 2020-10-12 2021-02-08 2021-04-05 2021-04-19 2021-09-06 2021-10-04 2021-10-11 2021-10-18 2021-10-18 2022-01-31 2022-02-21. Author is listed
  6. NEP-CWA: Central and Western Asia (10) 2007-05-26 2007-11-17 2021-03-22 2021-04-05 2021-06-21 2021-10-11 2021-10-11 2021-10-18 2022-01-31 2022-02-21. Author is listed
  7. NEP-FDG: Financial Development and Growth (8) 2016-10-16 2017-04-02 2020-06-22 2020-08-10 2021-02-22 2021-03-08 2021-03-22 2021-09-06. Author is listed
  8. NEP-ETS: Econometric Time Series (6) 2005-10-22 2018-03-12 2018-06-18 2020-10-05 2021-02-22 2021-09-06. Author is listed
  9. NEP-RMG: Risk Management (6) 2018-07-30 2018-08-13 2019-04-29 2020-09-14 2020-10-05 2021-02-08. Author is listed
  10. NEP-HIS: Business, Economic and Financial History (5) 2007-05-26 2007-11-17 2016-10-16 2018-07-16 2018-07-23. Author is listed
  11. NEP-IFN: International Finance (5) 2021-02-22 2021-03-08 2021-03-22 2021-06-21 2021-10-11. Author is listed
  12. NEP-UPT: Utility Models and Prospect Theory (5) 2021-10-04 2021-10-11 2021-10-18 2022-01-31 2022-02-21. Author is listed
  13. NEP-CMP: Computational Economics (3) 2018-07-09 2020-09-28 2020-10-12
  14. NEP-ECM: Econometrics (3) 2005-10-22 2009-08-08 2017-12-11
  15. NEP-EEC: European Economics (3) 2009-05-30 2009-08-08 2012-09-09
  16. NEP-FOR: Forecasting (3) 2009-05-30 2009-08-08 2013-12-29
  17. NEP-PKE: Post Keynesian Economics (3) 2016-10-16 2018-07-16 2018-07-23
  18. NEP-DEV: Development (2) 2006-03-25 2007-11-17
  19. NEP-ISF: Islamic Finance (2) 2020-10-12 2021-09-06
  20. NEP-LAB: Labour Economics (2) 2007-11-17 2014-05-24
  21. NEP-MIG: Economics of Human Migration (2) 2007-05-26 2007-11-17
  22. NEP-PBE: Public Economics (2) 2012-09-09 2014-06-28
  23. NEP-SEA: South East Asia (2) 2007-05-26 2007-11-17
  24. NEP-BAN: Banking (1) 2020-10-05
  25. NEP-BIG: Big Data (1) 2020-10-12
  26. NEP-COM: Industrial Competition (1) 2016-06-14
  27. NEP-CTA: Contract Theory and Applications (1) 2017-10-22
  28. NEP-INT: International Trade (1) 2021-06-21
  29. NEP-KNM: Knowledge Management and Knowledge Economy (1) 2018-07-09

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