Giovanni Pellegrino

University of Melbourne - Melbourne Institute: Applied Economic & Social Research

Level 5, FBE Building, 111 Barry Street

Parkville, Victoria 3010

Australia

  • University of Melbourne - Melbourne Institute: Applied Economic & Social Research

SCHOLARLY PAPERS

8

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433

SSRN CITATIONS
Rank 6,074

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Top 6,074

in Total Papers Citations

142

CROSSREF CITATIONS

63

Scholarly Papers (8)

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1.

Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory

Melbourne Institute Working Paper No. 6/17
Number of pages: 67 Posted: 02 Feb 2017 Last Revised: 25 Jul 2018
Giovanni Pellegrino
University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 158 (210,500)
Citation 25

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Monetary Policy Shocks, Non-Linear Structural Vector Auto-Regressions, Interacted VAR, Generalized Impulse Response Functions, Uncertainty

2.

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

Downloads 103 (291,352)
Citation 44

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

Bank of Finland Research Discussion Paper No. 6/2017
Number of pages: 57 Posted: 07 Feb 2017 Last Revised: 13 Dec 2017
Giovanni Caggiano, Efrem Castelnuovo and Giovanni Pellegrino
Department of Economics, Monash University, University of Melbourne - Department of Economics and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 49 (445,272)

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uncertainty shocks, nonlinear structural vector autoregressions, interacted VAR, generalized impulse response functions, zero lower bound

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

Melbourne Institute Working Paper No. 1/17
Number of pages: 56 Posted: 17 Jan 2017
Giovanni Caggiano, Efrem Castelnuovo and Giovanni Pellegrino
Department of Economics, Monash University, University of Melbourne - Department of Economics and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 37 (498,458)
Citation 4

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Uncertainty shocks, Nonlinear Structural Vector AutoRegressions, Interacted VAR, Generalized Impulse Response Functions, Zero Lower Bound

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

CESifo Working Paper Series No. 6622
Number of pages: 57 Posted: 20 Sep 2017
Giovanni Caggiano, Efrem Castelnuovo and Giovanni Pellegrino
Department of Economics, Monash University, University of Melbourne - Department of Economics and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 17 (624,209)
Citation 29

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uncertainty shocks, nonlinear structural vector auto regressions, interacted VAR, generalized impulse response functions, zero lower bound

3.

Liquidity Traps and Large-Scale Financial Crises

Melbourne Institute Working Paper No. 32/16
Number of pages: 61 Posted: 13 Oct 2016
Giovanni Caggiano, Efrem Castelnuovo, Olivier Damette, Antoine Parent and Giovanni Pellegrino
Department of Economics, Monash University, University of Melbourne - Department of Economics, University Paris-Est Créteil (UPEC), Sciences Po Lyon and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 57 (409,036)

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Keynesian Liquidity Trap, Threshold VAR, Monetary and Financial Cliometrics, Great Depression, Great Recession

4.

Uncertainty and the Real Effects of Monetary Policy Shocks in the Euro Area

Melbourne Institute Working Paper No. 15/17
Number of pages: 16 Posted: 13 Jun 2017
Giovanni Pellegrino
University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 49 (437,598)
Citation 9

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Monetary Policy Shocks, Non-Linear Structural Vector Auto-Regressions, Interacted-VAR, Generalized Impulse Response Functions, Uncertainty

5.

Uncertainty-Dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation

Downloads 43 (461,439)
Citation 20

Uncertainty-Dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation

Melbourne Institute Working Paper No. 02/18
Number of pages: 57 Posted: 05 Mar 2018
Efrem Castelnuovo and Giovanni Pellegrino
University of Melbourne - Department of Economics and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 28 (547,886)
Citation 20

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Monetary policy shocks, uncertainty, Threshold VAR, medium scale DSGE framework, minimum-distance estimation

Uncertainty-Dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation

CESifo Working Paper Series No. 6821
Number of pages: 57 Posted: 22 Feb 2018
Efrem Castelnuovo and Giovanni Pellegrino
University of Melbourne - Department of Economics and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 15 (639,062)

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monetary policy shocks, uncertainty, Threshold VAR, medium scale DSGE framework, minimum-distance estimation

6.

Liquidity Traps and Large-Scale Financial Crisis

CESifo Working Paper Series No. 7096
Number of pages: 57 Posted: 24 Jul 2018
Giovanni Caggiano, Efrem Castelnuovo, Olivier Damette, Antoine Parent and Giovanni Pellegrino
Department of Economics, Monash University, University of Melbourne - Department of Economics, University Paris-Est Créteil (UPEC), Sciences Po Lyon and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 21 (576,217)

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Keynesian liquidity trap, Threshold-VAR, monetary and financial cliometrics, Great Depression, Great Recession

7.

A Short Review of the Recent Literature on Uncertainty

Australian Economic Review, Vol. 50, Issue 1, pp. 68-78, 2017
Number of pages: 11 Posted: 24 Mar 2020
Efrem Castelnuovo, Guay Lim and Giovanni Pellegrino
University of Melbourne - Department of Economics, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 1 (726,622)
Citation 2
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8.

Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?

Australian Economic Review, Vol. 51, Issue 1, pp. 70-86, 2018
Number of pages: 17 Posted: 02 Mar 2018
Efrem Castelnuovo, Guay Lim and Giovanni Pellegrino
University of Melbourne - Department of Economics, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 1 (726,622)
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