Dario Caldara

Federal Reserve Board - Trade and Financial Studies Section

Principal Economist

20th St. and Constitution Ave.

Washington, DC 20551

United States

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 22,252

in Total Papers Downloads

2,363

SSRN CITATIONS
Rank 3,290

SSRN RANKINGS

Top 3,290

in Total Papers Citations

182

CROSSREF CITATIONS

189

Scholarly Papers (12)

1.

Measuring Geopolitical Risk

FRB International Finance Discussion Paper No. 1222
Number of pages: 66 Posted: 07 Feb 2018 Last Revised: 29 Apr 2020
Dario Caldara and Matteo Iacoviello
Federal Reserve Board - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System
Downloads 904 (27,753)
Citation 1

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Geopolitical Risk, Economic Uncertainty, War, Terrorism, Business Cycles

2.

What are the Effects of Fiscal Policy Shocks? A VAR-based Comparative Analysis

ECB Working Paper No. 877
Number of pages: 47 Posted: 07 Apr 2008
Dario Caldara and Christophe Kamps
Federal Reserve Board - Trade and Financial Studies Section and European Central Bank (ECB)
Downloads 637 (44,887)
Citation 2

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Fiscal policy, vector autoregression, identification, robustness.

3.

The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers

FEDS Working Paper No. 2012-20
Number of pages: 68 Posted: 08 May 2012
Dario Caldara and Christophe Kamps
Federal Reserve Board - Trade and Financial Studies Section and European Central Bank (ECB)
Downloads 170 (192,039)
Citation 43

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Fiscal policy, identification, vector autoregressions

4.

Oil Price Elasticities and Oil Price Fluctuations

FRB International Finance Discussion Paper No. 1173
Number of pages: 60 Posted: 19 Jul 2016
Dario Caldara, Michele Cavallo and Matteo Iacoviello
Federal Reserve Board - Trade and Financial Studies Section, Board of Governors of the Federal Reserve System - Division of Monetary Affairs and Board of Governors of the Federal Reserve System
Downloads 115 (262,098)
Citation 22

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Oil Prices, Vector Autoregressions, Commodity Prices

The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure

FRB International Finance Discussion Paper No. 1131
Number of pages: 44 Posted: 25 Apr 2015
Federal Reserve Bank of Philadelphia, Federal Reserve Board - Trade and Financial Studies Section and Federal Reserve Bank of Atlanta - Research Department
Downloads 58 (400,075)
Citation 14

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SVARs; Monetary policy shocks; Systematic component of monetary policy

The Systematic Component of Monetary Policy in Svars: An Agnostic Identification Procedure

FRB Atlanta Working Paper No. 2016-15
Number of pages: 28 Posted: 19 Dec 2016 Last Revised: 21 Oct 2017
Jonas Arias, Dario Caldara and Juan Rubio Ramírez
Federal Reserve Bank of Philadelphia, Federal Reserve Board - Trade and Financial Studies Section and Emory University
Downloads 46 (445,070)
Citation 1

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SVARs, monetary policy shocks, systematic component of monetary policy

6.
Downloads 104 (281,309)
Citation 1

Computing DSGE Models with Recursive Preferences

PIER Working Paper No. 09-018
Number of pages: 41 Posted: 27 May 2009
Federal Reserve Board - Trade and Financial Studies Section, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - Department of Economics
Downloads 69 (365,256)
Citation 1

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DSGE Models, Recursive Preferences, Perturbation

Computing DSGE Models with Recursive Preferences

NBER Working Paper No. w15026
Number of pages: 41 Posted: 03 Jun 2009 Last Revised: 24 Jul 2010
Federal Reserve Board - Trade and Financial Studies Section, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - Department of Economics
Downloads 31 (515,595)

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Computing DSGE Models with Recursive Preferences

CEPR Discussion Paper No. DP7312
Number of pages: 43 Posted: 15 Jul 2009
Federal Reserve Board - Trade and Financial Studies Section, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - Department of Economics
Downloads 4 (707,412)
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DSGE models, perturbation, recursive preferences

7.

Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy Svars

FEDS Working Paper No. 2016-049
Number of pages: 52 Posted: 20 Jun 2016
Dario Caldara and Edward Herbst
Federal Reserve Board - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System
Downloads 83 (324,877)
Citation 28

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Bayesian Inference, Monetary policy, Vector Autoregressions

8.

The Economic Effects of Trade Policy Uncertainty

FRB International Finance Discussion Paper No. 1256
Number of pages: 56 Posted: 22 Oct 2019 Last Revised: 29 Apr 2020
Federal Reserve Board - Trade and Financial Studies Section, 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 75 (344,777)
Citation 10

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Trade Policy Uncertainty, Textual Analysis, Tariffs, Investment, Uncertainty Shocks

9.

Computing DSGE Models with Recursive Preferences and Stochastic Volatility

FEDS Working Paper No. 2012-04
Number of pages: 44 Posted: 01 Feb 2012
Federal Reserve Board - Trade and Financial Studies Section, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - Department of Economics
Downloads 62 (381,661)
Citation 22

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DSGE models, recursive preferences, perturbation

The Macroeconomic Impact of Financial and Uncertainty Shocks

FRB International Finance Discussion Paper No. 1166
Number of pages: 44 Posted: 27 May 2016
Federal Reserve Board - Trade and Financial Studies Section, Federal Reserve Board, Boston University - Department of Economics and Federal Reserve Board - Division of Monetary Affairs
Downloads 39 (475,613)
Citation 31

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Time-varying uncertainty, Financial conditions, Structural vector autoregression, Optimization-based identification

The Macroeconomic Impact of Financial and Uncertainty Shocks

NBER Working Paper No. w22058
Number of pages: 43 Posted: 07 Mar 2016
Federal Reserve Board - Trade and Financial Studies Section, Federal Reserve Board, Boston University - Department of Economics and Federal Reserve Board - Division of Monetary Affairs
Downloads 19 (593,376)

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11.

Practical Tools for Policy Analysis in DSGE Models with Missing Channels

FEDS Working Paper No. 2012-72
Number of pages: 49 Posted: 06 Jan 2013
Dario Caldara, Richard Harrison and Anna Lipinska
Federal Reserve Board - Trade and Financial Studies Section, Bank of England - Monetary Analysis and Bank of England - International Economic Analysis Division
Downloads 51 (418,377)
Citation 1

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misspecification, DSGE models, policy analysis

12.

Does Trade Policy Uncertainty Affect Global Economic Activity?

FED Notes No. 2019-09-04
Posted: 22 Oct 2019
Federal Reserve Board - Trade and Financial Studies Section, 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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