Dario Caldara

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

7

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CITATIONS
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129

Scholarly Papers (7)

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1.

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
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 582 (45,365)
Citation 1

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Fiscal policy, vector autoregression, identification, robustness.

2.

Measuring Geopolitical Risk

FRB International Finance Discussion Paper No. 1222
Number of pages: 66 Posted: 07 Feb 2018
Dario Caldara and Matteo Iacoviello
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 465 (60,250)

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

3.

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

Downloads 99 (265,285)
Citation 2

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
Jonas Arias, Dario Caldara and Juan Francisco Rubio-Ramirez
Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Atlanta - Research Department
Downloads 56 (372,299)
Citation 1

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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, Board of Governors of the Federal Reserve System and Emory University
Downloads 43 (418,763)
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SVARs, monetary policy shocks, systematic component of monetary policy

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 M. Iacoviello
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System - Division of Monetary Affairs and Federal Reserve Board - Trade and Financial Studies
Downloads 95 (272,517)
Citation 2

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Oil Prices, Vector Autoregressions, Commodity Prices

5.

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
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 72 (322,275)
Citation 4

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Bayesian Inference, Monetary policy, Vector Autoregressions

6.

The Macroeconomic Impact of Financial and Uncertainty Shocks

Downloads 51 (382,715)
Citation 56

The Macroeconomic Impact of Financial and Uncertainty Shocks

FRB International Finance Discussion Paper No. 1166
Number of pages: 44 Posted: 27 May 2016
Dario Caldara, Cristina Fuentes-Albero, Simon Gilchrist and Egon Zakrajsek
Board of Governors of the Federal Reserve System, Federal Reserve Board, Boston University - Department of Economics and Federal Reserve Board - Division of Monetary Affairs
Downloads 39 (435,071)
Citation 6

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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
Dario Caldara, Cristina Fuentes-Albero, Simon Gilchrist and Egon Zakrajsek
Board of Governors of the Federal Reserve System, Federal Reserve Board, Boston University - Department of Economics and Federal Reserve Board - Division of Monetary Affairs
Downloads 12 (589,420)

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7.

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
Board of Governors of the Federal Reserve System, Bank of England - Monetary Analysis and Bank of England - International Economic Analysis Division
Downloads 42 (414,346)
Citation 1

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misspecification, DSGE models, policy analysis