Danilo Cascaldi-Garcia

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

13

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2,125

SSRN CITATIONS
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Top 15,313

in Total Papers Citations

85

CROSSREF CITATIONS

9

Scholarly Papers (13)

1.
Downloads 1,263 (30,367)
Citation 26

What is Certain About Uncertainty?

Journal of Economic Literature, Forthcoming
Number of pages: 45 Posted: 02 Aug 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), University of Virginia Darden School of Business, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, 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 633 (77,269)
Citation 13

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

What is Certain About Uncertainty?

International Finance Discussion Paper No. 1294
Number of pages: 45 Posted: 07 Aug 2020 Last Revised: 08 Mar 2022
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, University of Virginia Darden School of Business, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, 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 630 (77,721)
Citation 15

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global risks, Uncertainty, Volatility, Crises, Economic policy, Monetary policy, Geopolitical risk, Trade policy, Downside risk

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 371 (149,122)
Citation 12

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

3.

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 124 (413,787)

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

4.

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
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, International Monetary Fund (IMF) and Board of Governors of the Federal Reserve System
Downloads 110 (452,397)
Citation 2

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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 Bloomberg Economics
Downloads 81 (552,467)
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 56 (671,301)
Citation 10

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7.

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 49 (712,793)

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

8.

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 45 (738,420)
Citation 2

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News shock, Proxy SVAR, Instrumental variable, Professional forecasts

9.

Lessons from Nowcasting GDP Across the World

International Finance Discussion Paper No. 1385
Number of pages: 37 Posted: 04 Jan 2024
Danilo Cascaldi-Garcia, Matteo Luciani and Michele Modugno
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 26 (886,234)

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Dynamic factor models, Forecasting, Nowcasting

10.

Drivers of Post-Pandemic Inflation in Selected Advanced Economies and Implications for the Outlook

FEDS Notes No. 2023-01-13
Posted: 12 May 2023
Danilo Cascaldi-Garcia, Musa Orak and Zina Saijid
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Independent

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11.

The SNB-FRB-BIS High-Level Conference on Inflation Risk and Uncertainty

FEDS Notes No. 2023-01-03
Posted: 12 May 2023
Danilo Cascaldi-Garcia, Juan M. Londono and Beth Anne Wilson
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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12.

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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13.

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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