Giovanni Pellegrino

University of Melbourne - Melbourne Institute of Applied Economic and Social Research

Level 5, FBE Building, 111 Barry Street

Parkville, Victoria 3010

Australia

  • University of Melbourne - Melbourne Institute of Applied Economic and Social Research

SCHOLARLY PAPERS

7

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375

SSRN CITATIONS
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Top 7,559

in Total Papers Citations

73

CROSSREF CITATIONS

61

Scholarly Papers (7)

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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 of Applied Economic and Social Research
Downloads 134 (218,850)
Citation 19

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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 87 (296,165)
Citation 31

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 of Applied Economic and Social Research
Downloads 39 (447,271)

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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 of Applied Economic and Social Research
Downloads 33 (474,790)
Citation 3

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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 of Applied Economic and Social Research
Downloads 15 (584,898)
Citation 18

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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 of Applied Economic and Social Research
Downloads 55 (380,140)

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

4.

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

Downloads 39 (437,771)
Citation 10

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 of Applied Economic and Social Research
Downloads 24 (525,698)
Citation 10

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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 of Applied Economic and Social Research
Downloads 15 (584,898)

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

5.

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 of Applied Economic and Social Research
Downloads 39 (437,771)
Citation 4

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

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 of Applied Economic and Social Research
Downloads 20 (533,068)

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

7.

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 of Applied Economic and Social Research and University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Downloads 1 (664,060)
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