Giovanni Pellegrino

Aarhus University

Nordre Ringgade 1

DK-8000 Aarhus C, 8000

Denmark

SCHOLARLY PAPERS

2

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24

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2

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Scholarly Papers (2)

Uncertainty and Monetary Policy During Extreme Events

CAMA Working Paper No. 80/2020
Number of pages: 76 Posted: 03 Sep 2020
Giovanni Pellegrino, Efrem Castelnuovo and Giovanni Caggiano
Aarhus University, University of Melbourne - Department of Economics and Department of Economics, Monash University
Downloads 14 (647,725)
Citation 1

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Uncertainty shock, nonlinear IVAR, nonlinear DSGE framework, minimum-distance estimation, great recession, Covid-19

Uncertainty and Monetary Policy During Extreme Events

CESifo Working Paper No. 8561
Number of pages: 75 Posted: 25 Sep 2020
Giovanni Pellegrino, Efrem Castelnuovo and Giovanni Caggiano
Aarhus University, University of Melbourne - Department of Economics and Department of Economics, Monash University
Downloads 10 (678,988)

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house price prediction, machine learning, genetic algorithm, spatial aggregation

2.

The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area

CEPR Discussion Paper No. DP15321
Number of pages: 47 Posted: 03 Nov 2020
Giovanni Pellegrino, Federico Ravenna and Gabriel Z├╝llig
Aarhus University, HEC Montreal and HEC Montreal
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Consumer confidence, COVID-19, Non-Linear Structural Vector AutoRegressions, Uncertainty shocks