CESifo Research Network Fellow

Giovanni Caggiano

Monash Business School
Department of Economics
900 Dandenong Rd, 3145, Caulfield East, Australia, VIC

Affiliated Research Network Area

Macro, Money, and International Finance

Fields of Interest

  • Business Cycle Analysis
  • Time Series Econometrics

CESifo Working Papers

Why Does Risk Matter More in Recessions than in Expansions?

Martin M. Andreasen, Giovanni Caggiano, Efrem Castelnuovo, Giovanni Pellegrino
CESifo, Munich, 2021
CESifo Working Paper No. 9328

Uncertainty and Monetary Policy during the Great Recession

Giovanni Pellegrino, Efrem Castelnuovo, Giovanni Caggiano
CESifo, Munich, 2021
CESifo Working Paper No. 8985

Global Uncertainty

Giovanni Caggiano, Efrem Castelnuovo
CESifo, Munich, 2021
CESifo Working Paper No. 8885

Uncertainty and Monetary Policy during Extreme Events

Giovanni Pellegrino, Efrem Castelnuovo, Giovanni Caggiano
CESifo, Munich, 2020
CESifo Working Paper No. 8561

Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009)

Giovanni Caggiano, Efrem Castelnuovo, Gabriela Nodari
CESifo, Munich, 2020
CESifo Working Paper No. 8497

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

Giovanni Angelini, Giovanni Caggiano, Efrem Castelnuovo, Luca Fanelli
CESifo, Munich, 2020
CESifo Working Paper No. 8438

The Global Effects of Covid-19-Induced Uncertainty

Giovanni Caggiano, Efrem Castelnuovo, Richard Kima
CESifo, Munich, 2020
CESifo Working Paper No. 8280

Risk Management-Driven Policy Rate Gap

Giovanni Caggiano, Efrem Castelnuovo, Gabriela Nodari
CESifo, Munich, 2018
CESifo Working Paper No. 7177

Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach

Giovanni Caggiano, Efrem Castelnuovo, Juan Manuel Figueres
CESifo, Munich, 2018
CESifo Working Paper No. 7105

Liquidity Traps and Large-Scale Financial Crises

Giovanni Caggiano, Efrem Castelnuovo, Olivier Damette, Antoine Parent, Giovanni Pellegrino
CESifo, Munich, 2018
CESifo Working Paper No. 7096

Economic Policy Uncertainty Spillovers in Booms and Busts

Giovanni Caggiano, Efrem Castelnuovo, Juan Manuel Figueres
CESifo, Munich, 2018
CESifo Working Paper No. 7086

Uncertainty Across Volatility Regimes

Giovanni Angelini, Emanuele Bacchiocchi, Giovanni Caggiano, Luca Fanelli
CESifo, Munich, 2017
CESifo Working Paper No. 6799

Uncertainty and Monetary Policy in Good and Bad Times

Giovanni Caggiano, Efrem Castelnuovo, Gabriela Nodari
CESifo, Munich, 2017
CESifo Working Paper No. 6630

Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound

Giovanni Caggiano, Efrem Castelnuovo, Giovanni Pellegrino
CESifo, Munich, 2017
CESifo Working Paper No. 6622