Giacomo Candian

Personal Details

First Name:	Giacomo
Middle Name:
Last Name:	Candian
Suffix:
RePEc Short-ID:	pca1464
	https://sites.google.com/site/giacomocandian/

Affiliation

Institut d'Économie Appliquée
HEC Montréal (École des Hautes Études Commerciales)

Montréal, Canada
http://www.hec.ca/iea/
RePEc:edi:iehecca (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Susanto Basu & Giacomo Candian & Ryan Chahrour & Rosen Valchev, 2021. "Risky Business Cycles," Boston College Working Papers in Economics 1029, Boston College Department of Economics.
   • Susanto Basu & Giacomo Candian & Ryan Chahrour & Rosen Valchev, 2021. "Risky Business Cycles," NBER Working Papers 28693, National Bureau of Economic Research, Inc.

   Cited by:

   1. Freund, L. B. & Lee, H. & Rendahl, P., 2022. "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation," Cambridge Working Papers in Economics 2251, Faculty of Economics, University of Cambridge.
      • Freund, L. B. & Lee, H. & Rendahl, P., 2022. "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation," Janeway Institute Working Papers 2223, Faculty of Economics, University of Cambridge.
      • Lukas Freund & Hanbaek Lee & Pontus Rendahl, . "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics.
   2. Lukas Freund & Hanbaek Lee & Pontus Rendahl, 2022. "Online Appendix to "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation"," Online Appendices 21-230, Review of Economic Dynamics.
      • Lukas Freund & Hanbaek Lee & Pontus Rendahl, . "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics.
   3. 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.).

2. Giacomo Candian & Mikhail Dmitriev, 2020. "Online Appendix to "Risk Aversion, Uninsurable Idiosyncratic Risk, and the Financial Accelerator"," Online Appendices 18-70, Review of Economic Dynamics.
   • Giacomo Candian & Mikhail Dmitriev, 2020. "Risk Aversion, Uninsurable Idiosyncratic Risk, and the Financial Accelerator," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 299-322, July.

   Cited by:

   1. Zhou, Jing, 2022. "Collateral quality and house prices," Journal of Economic Dynamics and Control, Elsevier, vol. 145(C).
   2. Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana, 2022. "Risk pooling, intermediation efficiency, and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).

3. Giacomo Candian & Mikhail Dmitriev, 2019. "Implications of Default Recovery Rates for Aggregate Fluctuations," 2019 Meeting Papers 1185, Society for Economic Dynamics.

   Cited by:

   1. Stéphane Lhuissier & Fabien Tripier, 2019. "Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation," Working papers 714, Banque de France.
      • Stéphane Lhuissier & Fabien Tripier, 2021. "Regime‐dependent effects of uncertainty shocks: A structural interpretation," Quantitative Economics, Econometric Society, vol. 12(4), pages 1139-1170, November.

4. Giacomo Candian & Mikhail Dmitriev, 2019. "Default Recovery Rates and Aggregate Fluctuations," Working Papers wp2019_09_01, Department of Economics, Florida State University.
   • Candian, Giacomo & Dmitriev, Mikhail, 2020. "Default recovery rates and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).

   Cited by:

   1. Anna Belianska & Aurélien Eyquem & Céline Poilly, 2021. "The Transmission Channels of Government Spending Uncertainty," Working Papers halshs-03160370, HAL.
      • Anna, Beliansk & Eyquem, Aurélien & Poilly, Céline, 2021. "The Transmission Channels of Government Spending Uncertainty," CEPR Discussion Papers 15894, C.E.P.R. Discussion Papers.
      • Anna Belianska & Aurélien Eyquem & Céline Poilly, 2021. "The Transmission Channels of Government Spending Uncertainty," AMSE Working Papers 2115, Aix-Marseille School of Economics, France.

5. Giacomo Candian, 2016. "Information Frictions and Real Exchange Rate Dynamics," EcoMod2016 9106, EcoMod.
   • Candian, Giacomo, 2019. "Information frictions and real exchange rate dynamics," Journal of International Economics, Elsevier, vol. 116(C), pages 189-205.

   Cited by:

   1. Candian, Giacomo, 2021. "Central bank transparency, exchange rates, and demand imbalances," Journal of Monetary Economics, Elsevier, vol. 119(C), pages 90-107.
   2. Chahrour, Ryan & Stevens, Luminita, 2020. "Price dispersion and the border effect," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 135-146.
      • Ryan Chahrour & Luminita Stevens, 2019. "Price Dispersion and the Border Effect," 2019 Meeting Papers 947, Society for Economic Dynamics.
   3. Ryo Kato & Tatsushi Okuda & Takayuki Tsuruga, 2021. "Sectoral inflation persistence, market concentration, and imperfect common knowledge," Working Papers e165, Tokyo Center for Economic Research.
      • Kato, Ryo & Okuda, Tatsushi & Tsuruga, Takayuki, 2021. "Sectoral inflation persistence, market concentration, and imperfect common knowledge," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 500-517.
      • Ryo Kato & Tatsushi Okuda & Takayuki Tsuruga, 2020. "Sectoral inflation persistence, market concentration and imperfect common knowledge," ISER Discussion Paper 1082, Institute of Social and Economic Research, Osaka University.
   4. Ryan Chahrour & Luminita Stevens, 2015. "Equilibrium Price Dispersion and the Border Effect," Boston College Working Papers in Economics 888, Boston College Department of Economics.
      • Ryan Chahrour & Luminita Stevens, 2015. "Equilibrium Price Dispersion and the Border Effect," Staff Report 522, Federal Reserve Bank of Minneapolis.
   5. Rabe, Collin & Waddle, Andrea, 2020. "The evolution of purchasing power parity," Journal of International Money and Finance, Elsevier, vol. 109(C).

Articles

1. Candian, Giacomo & Dmitriev, Mikhail, 2020. "Default recovery rates and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
   • Giacomo Candian & Mikhail Dmitriev, 2019. "Default Recovery Rates and Aggregate Fluctuations," Working Papers wp2019_09_01, Department of Economics, Florida State University.
   See citations under working paper version above.
2. Giacomo Candian & Mikhail Dmitriev, 2020. "Risk Aversion, Uninsurable Idiosyncratic Risk, and the Financial Accelerator," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 299-322, July.
   • Giacomo Candian & Mikhail Dmitriev, 2020. "Online Appendix to "Risk Aversion, Uninsurable Idiosyncratic Risk, and the Financial Accelerator"," Online Appendices 18-70, Review of Economic Dynamics.
   • Giacomo Candian & Mikhail Dmitriev, 2020. "Code and data files for "Risk Aversion, Uninsurable Idiosyncratic Risk, and the Financial Accelerator"," Computer Codes 18-70, Review of Economic Dynamics.
   See citations under working paper version above.
3. Candian, Giacomo, 2019. "Information frictions and real exchange rate dynamics," Journal of International Economics, Elsevier, vol. 116(C), pages 189-205.
   • Giacomo Candian, 2016. "Information Frictions and Real Exchange Rate Dynamics," EcoMod2016 9106, EcoMod.
   See citations under working paper version above.Sorry, no citations of articles recorded.

Software components

Sorry, no citations of software components recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 6 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-DGE: Dynamic General Equilibrium (6) 2017-04-30 2019-09-30 2019-11-11 2020-06-08 2021-04-19 2021-04-26. Author is listed
2. NEP-CWA: Central & Western Asia (2) 2021-04-19 2021-04-26. Author is listed
3. NEP-FDG: Financial Development & Growth (2) 2019-09-30 2021-04-19. Author is listed
4. NEP-ORE: Operations Research (2) 2021-04-19 2021-04-26. Author is listed
5. NEP-BAN: Banking (1) 2019-09-30
6. NEP-CTA: Contract Theory & Applications (1) 2020-06-08
7. NEP-ENT: Entrepreneurship (1) 2019-09-30
8. NEP-OPM: Open Economy Macroeconomics (1) 2017-04-30
9. NEP-RMG: Risk Management (1) 2019-09-30

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