CESifo Research Network Fellow

Efrem Castelnuovo

Università degli Studi di Padova
Department of Economics and Management
via del Santo 33, 35123, Padova, Italy

Affiliated Research Network Area

Macro, Money, and International Finance

Fields of Interest

  • Macroeconomics
  • Monetary Economics

CESifo Working Papers

Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens

Efrem Castelnuovo, Lorenzo Mori
CESifo, Munich, 2022
CESifo Working Paper No. 10062

Sectoral Uncertainty

Efrem Castelnuovo, Kerem Tuzcuoglu, Luis Uzeda
CESifo, Munich, 2022
CESifo Working Paper No. 10034

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

Domestic and Global Uncertainty: A Survey and Some New Results

Efrem Castelnuovo
CESifo, Munich, 2019
CESifo Working Paper No. 7900

Yield Curve and Financial Uncertainty: Evidence Based on US Data

Efrem Castelnuovo
CESifo, Munich, 2019
CESifo Working Paper No. 7697

What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers

Efrem Castelnuovo, Guay C. Lim
CESifo, Munich, 2018
CESifo Working Paper No. 7366

Risk Management-Driven Policy Rate Gap

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

Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model

Jonas E. Arias, Guido Ascari, Nicola Branzoli, Efrem Castelnuovo
CESifo, Munich, 2018
CESifo Working Paper No. 7122

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-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation

Efrem Castelnuovo, Giovanni Pellegrino
CESifo, Munich, 2017
CESifo Working Paper No. 6821

Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia

Efrem Castelnuovo, Trung Duc Tran
CESifo, Munich, 2017
CESifo Working Paper No. 6695

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