Danilo Cascaldi-Garcia

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

10

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19

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9

Scholarly Papers (10)

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1.

What is Certain About Uncertainty?

Downloads 891 (41,920)
Citation 5

What is Certain About Uncertainty?

International Finance Discussion Paper No. 1294
Number of pages: 45 Posted: 07 Aug 2020 Last Revised: 08 Mar 2022
Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, Bo Sun, John H. Rogers, Deepa Datta, Thiago R.T. Ferreira, Olesya V. Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez and Ilknur Zer
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global risks, Uncertainty, Volatility, Crises, Economic policy, Monetary policy, Geopolitical risk, Trade policy, Downside risk

What is Certain About Uncertainty?

Journal of Economic Literature, Forthcoming
Number of pages: 45 Posted: 02 Aug 2021
Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, John H. Rogers, Bo Sun, Deepa Datta, Thiago R.T. Ferreira, Olesya V. Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez and Ilknur Zer
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Citation 6

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global risk, uncertainty, volatility, crises, economic policy, monetary policy, downside risk, transmission.

2.

Understanding Growth-at-Risk: A Markov Switching Approach

Number of pages: 72 Posted: 25 Feb 2022
Dario Caldara, Danilo Cascaldi-Garcia, Pablo Cuba-Borda and Francesca Loria
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 170 (269,397)
Citation 7

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Growth-at-Risk, regime-switching regression, quantile regression

3.

Back to the Present: Learning About the Euro Area Through a Now-Casting Model

International Finance Discussion Paper No. 1313
Number of pages: 46 Posted: 14 Jun 2021
Danilo Cascaldi-Garcia, Thiago R.T. Ferreira, Domenico Giannone and Michele Modugno
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Centre for Economic Policy Research (CEPR) and Board of Governors of the Federal Reserve System
Downloads 85 (446,744)
Citation 1

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4.

What Happens in China Does Not Stay in China

International Finance Discussion Paper No. 1360
Number of pages: 59 Posted: 29 Nov 2022
William Barcelona, Danilo Cascaldi-Garcia, Jasper Hoek and Eva Van Leemput
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 79 (466,322)

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China, Growth, Credit Impulse, Global Financial Cycle, Global Business Cycle, Global Risk Sentiment, Commodity Prices

5.

News and Uncertainty Shocks

FRB International Finance Discussion Paper No. 1240
Number of pages: 42 Posted: 29 Nov 2018 Last Revised: 29 Apr 2020
Danilo Cascaldi-Garcia and Ana Beatriz Galvão
Board of Governors of the Federal Reserve System and University of Warwick
Downloads 58 (548,385)
Citation 5

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Forecasting error variance, Structural VAR, News shocks, Uncertainty shocks

6.

Patent-Based News Shocks

FRB International Finance Discussion Paper No. 1277
Number of pages: 47 Posted: 15 Jun 2020
Danilo Cascaldi-Garcia and Marija Vukotic
Board of Governors of the Federal Reserve System and University of Warwick
Downloads 40 (640,076)
Citation 2

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7.

Forecast Revisions as Instruments for News Shocks

International Finance Discussion Paper No. 1341
Number of pages: 61 Posted: 27 Apr 2022
Danilo Cascaldi-Garcia
Board of Governors of the Federal Reserve System
Downloads 22 (762,242)

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News shock, Proxy SVAR, Instrumental variable, Professional forecasts

8.

Pandemic Priors

International Finance Discussion Paper No. 1352
Number of pages: 25 Posted: 26 Aug 2022
Danilo Cascaldi-Garcia
Board of Governors of the Federal Reserve System
Downloads 13 (838,820)

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Bayesian VAR, Minnesota Prior, COVID-19, Structural shocks

9.

Is Trend Inflation at Risk of Becoming Unanchored? The Role of Inflation Expectations

FEDS Notes No. 2022-03-31
Posted: 12 Apr 2022
Danilo Cascaldi-Garcia, David Lopez-Salido and Francesca Loria
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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10.

International Measures of Common Inflation

FEDS Notes No. 2021-11-05-1
Posted: 18 Nov 2021
Danilo Cascaldi-Garcia, Flora Haberkorn and Eli Nir
Board of Governors of the Federal Reserve System, Independent and Independent

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