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Dario Caldara

Personal Details

First Name:Dario
Middle Name:
Last Name:Caldara
Suffix:
RePEc Short-ID:pca683
[This author has chosen not to make the email address public]
https://sites.google.com/view/dariocaldara
Terminal Degree:2011 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Dario Caldara & Francesco Ferrante & Matteo Iacoviello & Andrea Prestipino & Albert Queraltó, 2023. "The International Spillovers of Synchronous Monetary Tightening," International Finance Discussion Papers 1384, Board of Governors of the Federal Reserve System (U.S.).
  2. Dario Caldara & Francesco Ferrante & Albert Queraltó, 2022. "International Spillovers of Tighter Monetary Policy," FEDS Notes 2022-12-23, Board of Governors of the Federal Reserve System (U.S.).
  3. Dario Caldara & Sarah Conlisk & Matteo Iacoviello & Maddie Penn, 2022. "The Effect of the War in Ukraine on Global Activity and Inflation," FEDS Notes 2022-05-27-2, Board of Governors of the Federal Reserve System (U.S.).
  4. Dario Caldara & Matthew DeHaven & Francesco Ferrante & Matteo Iacoviello, 2021. "The Global Recovery: Lessons from the Past," FEDS Notes 2021-06-22, Board of Governors of the Federal Reserve System (U.S.).
  5. Dario Caldara & Chiara Scotti & Molin Zhong, 2021. "Macroeconomic and Financial Risks: A Tale of Mean and Volatility," International Finance Discussion Papers 1326, Board of Governors of the Federal Reserve System (U.S.).
  6. Dario Caldara & Etienne Gagnon & Enrique Martinez-Garcia & Christopher J. Neely, 2020. "Monetary Policy and Economic Performance Since the Financial Crisis," Globalization Institute Working Papers 399, Federal Reserve Bank of Dallas.
  7. Dario Caldara & Matteo Iacoviello & Patrick Molligo & Andrea Prestipino & Andrea Raffo, 2019. "Does Trade Policy Uncertainty Affect Global Economic Activity?," FEDS Notes 2019-09-04, Board of Governors of the Federal Reserve System (U.S.).
  8. Dario Caldara & Matteo Iacoviello & Patrick Molligo & Andrea Prestipino & Andrea Raffo, 2019. "The Economic Effects of Trade Policy Uncertainty," International Finance Discussion Papers 1256, Board of Governors of the Federal Reserve System (U.S.).
  9. Dario Caldara & Matteo Iacoviello, 2018. "Measuring Geopolitical Risk," International Finance Discussion Papers 1222r1, Board of Governors of the Federal Reserve System (U.S.), revised 23 Mar 2022.
  10. Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek, 2016. "The Macroeconomic Impact of Financial and Uncertainty Shocks," International Finance Discussion Papers 1166, Board of Governors of the Federal Reserve System (U.S.).
  11. Dario Caldara & Michele Cavallo & Matteo Iacoviello, 2016. "Oil Price Elasticities and Oil Price Fluctuations," International Finance Discussion Papers 1173, Board of Governors of the Federal Reserve System (U.S.).
  12. Rubio-Ramírez, Juan Francisco & Caldara, Dario & Arias, Jonas E., 2016. "The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi," CEPR Discussion Papers 11674, C.E.P.R. Discussion Papers.
  13. Dario Caldara & Edward P. Herbst, 2016. "Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs," Finance and Economics Discussion Series 2016-049, Board of Governors of the Federal Reserve System (U.S.).
  14. Edward Herbst & Dario Caldara, 2015. "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations," 2015 Meeting Papers 899, Society for Economic Dynamics.
  15. Jonas E. Arias & Dario Caldara & Juan F. Rubio-Ramírez, 2014. "The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure," Working Papers 2014-13, FEDEA.
  16. Dario Caldara & Richard Harrison & Anna Lipinska, 2012. "Practical tools for policy analysis in DSGE models with missing channels," Finance and Economics Discussion Series 2012-72, Board of Governors of the Federal Reserve System (U.S.).
  17. Dario Caldara & Christophe Kamps, 2012. "The analytics of SVARs: a unified framework to measure fiscal multipliers," Finance and Economics Discussion Series 2012-20, Board of Governors of the Federal Reserve System (U.S.).
  18. Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Yao Wen, 2012. "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series 2012-04, Board of Governors of the Federal Reserve System (U.S.).
  19. Dario Caldara & Christophe Kamps, 2010. "The analytics of the sign restriction approach to shock identification: a framework for understanding the empirical macro puzzles," 2010 Meeting Papers 335, Society for Economic Dynamics.
  20. Wen Yao & Juan Rubio Ramirez & Jesus Fernandez Villaverde & Dario Caldara, 2009. "Computing Models with Recursive Preferences," 2009 Meeting Papers 1162, Society for Economic Dynamics.
  21. Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Caldara, Dario & Yao, Wen, 2009. "Computing DSGE Models with Recursive Preferences," CEPR Discussion Papers 7312, C.E.P.R. Discussion Papers.
  22. Caldara, Dario & Kamps, Christophe, 2008. "What are the effects of fiscal policy shocks? A VAR-based comparative analysis," Working Paper Series 877, European Central Bank.
  23. Dario Caldara & Christophe Kamps, 2006. "What Do We Know About the Effects of Fiscal Policy Shocks? A Comparative Analysis," Computing in Economics and Finance 2006 257, Society for Computational Economics.
    repec:fip:fedgfn:2022 is not listed on IDEAS

Articles

  1. Dario Caldara & Etienne Gagnon & Enrique Martinez-Garcia & Christopher J. Neely, 2021. "Monetary Policy and Economic Performance Since the Financial Crisis," Review, Federal Reserve Bank of St. Louis, vol. 103(4), pages 425-460, October.
  2. Arias, Jonas E. & Caldara, Dario & Rubio-Ramírez, Juan F., 2019. "The systematic component of monetary policy in SVARs: An agnostic identification procedure," Journal of Monetary Economics, Elsevier, vol. 101(C), pages 1-13.
  3. Dario Caldara & Edward Herbst, 2019. "Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(1), pages 157-192, January.
  4. Dario Caldara & Christophe Kamps, 2017. "The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers," Review of Economic Studies, Oxford University Press, vol. 84(3), pages 1015-1040.
  5. Caldara, Dario & Fuentes-Albero, Cristina & Gilchrist, Simon & Zakrajšek, Egon, 2016. "The macroeconomic impact of financial and uncertainty shocks," European Economic Review, Elsevier, vol. 88(C), pages 185-207.
  6. Dario Caldara & Richard Harrison & Anna Lipińska, 2014. "Practical Tools For Policy Analysis In Dsge Models With Missing Shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1145-1163, November.
  7. Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2012. "Computing DSGE Models with Recursive Preferences and Stochastic Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 188-206, April.

Software components

  1. Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2011. "Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility"," Computer Codes 11-123, Review of Economic Dynamics.

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. Average Rank Score
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. Number of Registered Citing Authors
  15. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  16. Number of Abstract Views in RePEc Services over the past 12 months
  17. Number of Downloads through RePEc Services over the past 12 months
  18. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  19. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  20. Euclidian citation score
  21. 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 26 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 (22) 2006-07-15 2012-02-15 2012-05-15 2014-11-01 2015-05-09 2015-08-13 2015-10-04 2016-04-04 2016-06-04 2016-06-25 2016-07-30 2016-12-11 2017-01-01 2018-02-19 2019-11-11 2019-11-18 2020-09-07 2020-09-21 2020-09-28 2021-08-30 2022-06-20 2024-01-15. Author is listed
  2. NEP-MON: Monetary Economics (14) 2014-11-01 2015-05-09 2015-08-13 2015-10-04 2016-06-25 2016-12-11 2017-01-01 2020-09-07 2020-09-21 2020-09-28 2022-06-20 2023-01-23 2023-02-06 2024-01-15. Author is listed
  3. NEP-CBA: Central Banking (10) 2006-07-15 2012-02-15 2015-05-09 2015-08-13 2015-10-04 2016-12-11 2017-01-01 2020-09-07 2023-01-23 2024-01-15. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (5) 2009-06-17 2012-02-15 2012-10-27 2019-11-11 2024-01-15. Author is listed
  5. NEP-BAN: Banking (4) 2021-08-30 2023-01-23 2023-02-06 2024-01-15
  6. NEP-FDG: Financial Development & Growth (3) 2012-02-15 2021-08-30 2024-01-15
  7. NEP-CIS: Confederation of Independent States (2) 2018-02-19 2022-06-20
  8. NEP-CMP: Computational Economics (2) 2009-06-17 2012-02-15
  9. NEP-CWA: Central & Western Asia (2) 2012-02-15 2021-08-30
  10. NEP-ENE: Energy Economics (2) 2012-10-27 2016-07-30
  11. NEP-INT: International Trade (2) 2019-11-11 2019-11-18
  12. NEP-ORE: Operations Research (2) 2012-02-15 2021-08-30
  13. NEP-PBE: Public Economics (2) 2006-07-15 2012-05-15
  14. NEP-RMG: Risk Management (2) 2018-02-19 2021-08-30
  15. NEP-BEC: Business Economics (1) 2019-11-11
  16. NEP-IFN: International Finance (1) 2024-01-15
  17. NEP-ISF: Islamic Finance (1) 2021-08-30
  18. NEP-NET: Network Economics (1) 2016-06-25
  19. NEP-OPM: Open Economy Macroeconomics (1) 2024-01-15
  20. NEP-UPT: Utility Models & Prospect Theory (1) 2012-02-15

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