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

15

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88

Scholarly Papers (15)

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1.

What is Certain About Uncertainty?

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Citation 47

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 17

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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
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
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
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Citation 30

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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 492 (124,693)
Citation 15

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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
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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
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, International Monetary Fund (IMF) and Board of Governors of the Federal Reserve System
Downloads 136 (451,546)
Citation 3

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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 135 (456,983)
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 99 (574,505)
Citation 14

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7.

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 81 (650,507)

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Dynamic factor models, Forecasting, Nowcasting

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 76 (674,485)
Citation 1

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

9.

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 65 (734,154)
Citation 3

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News shock, Proxy SVAR, Instrumental variable, Professional forecasts

10.

Global Implications of Brighter U.S. Productivity Prospects

FEDS Notes No. 2024-07-19-2
Posted: 25 Jul 2024
Danilo Cascaldi-Garcia and Hyunseung Oh
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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11.

Lessons from the Co-Movement of Inflation Around the World

FEDS Notes No. 2024-06-28
Posted: 25 Jul 2024
Danilo Cascaldi-Garcia, Luca Guerrieri, Matteo Iacoviello and Michele Modugno
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

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12.

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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13.

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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14.

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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15.

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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