Dario Caldara

Board of Governors of the Federal Reserve System

Principal Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

17

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Top 2,389

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359

CROSSREF CITATIONS

187

Scholarly Papers (17)

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1.

Measuring Geopolitical Risk

International Finance Discussion Paper No. 1222R1
Number of pages: 81 Posted: 07 Feb 2018 Last Revised: 29 Apr 2020
Dario Caldara and Matteo Iacoviello
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 2,154 (9,858)
Citation 1

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Geopolitical Risk, War, Terrorism, Business Cycles, Disaster Risk, Firm-level investment, Textual Analysis, Earnings Calls, Quantile Regressions

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
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 815 (42,339)
Citation 4

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Fiscal policy, vector autoregression, identification, robustness.

3.

Monetary Policy and Economic Performance Since the Financial Crisis

Downloads 199 (210,428)
Citation 3

Monetary Policy and Economic Performance Since the Financial Crisis

FEDS Working Paper No. 2020-65
Number of pages: 56 Posted: 01 Sep 2020
Dario Caldara, Etienne Gagnon, Enrique Martínez-García and Christopher J. Neely
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of St. Louis - Research Division
Downloads 87 (395,347)
Citation 2

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Monetary Policy and Economic Performance Since the Financial Crisis

Number of pages: 58 Posted: 20 Oct 2020
Dario Caldara, Etienne Gagnon, Enrique Martínez-García and Christopher J. Neely
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of St. Louis - Research Division
Downloads 47 (543,251)
Citation 1

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Global Financial Crisis 2007–09, monetary policy, effective lower bound, structural changes, forward guidance, balance sheet policies

Monetary Policy and Economic Performance Since the Financial Crisis

Number of pages: 36 Posted: 21 Oct 2021
Dario Caldara, Etienne Gagnon, Enrique Martínez-García and Christopher J. Neely
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of St. Louis - Research Division
Downloads 35 (608,231)

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global financial crisis, macroeconomic performance, dual mandate, forward guidance, balance sheet policies, federal funds rates

Monetary Policy and Economic Performance Since the Financial Crisis

Globalization Institute Working Paper No. 399
Number of pages: 58 Posted: 02 Jun 2021 Last Revised: 11 Jan 2022
Dario Caldara, Etienne Gagnon, Enrique Martínez-García and Christopher J. Neely
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of St. Louis - Research Division
Downloads 17 (742,726)

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Monetary Policy and Economic Performance Since the Financial Crisis

FRB St. Louis Working Paper No. 2020-26
Number of pages: 34 Posted: 31 Aug 2020
Dario Caldara, Etienne Gagnon, Enrique Martínez-García and Christopher J. Neely
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of St. Louis - Research Division
Downloads 13 (779,952)

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4.

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
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 193 (216,210)
Citation 54

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Fiscal policy, identification, vector autoregressions

5.

Oil Price Elasticities and Oil Price Fluctuations

International Finance Discussion Paper No. 1173
Number of pages: 60 Posted: 19 Jul 2016 Last Revised: 21 Sep 2016
Dario Caldara, Michele Cavallo and Matteo Iacoviello
Board of Governors of the Federal Reserve System, Division of Monetary Affairs and Board of Governors of the Federal Reserve System
Downloads 131 (297,253)
Citation 35

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6.

The Economic Effects of Trade Policy Uncertainty

International Finance Discussion Paper No. 1256
Number of pages: 56 Posted: 22 Oct 2019 Last Revised: 29 Apr 2020
Dario Caldara, Matteo Iacoviello, Patrick Molligo, Andrea Prestipino and Andrea Raffo
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 128 (302,586)
Citation 32

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7.

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

Downloads 117 (322,835)
Citation 28

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 63 (474,280)
Citation 28

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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 54 (510,997)
Citation 1

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SVARs, monetary policy shocks, systematic component of monetary policy

8.

Computing DSGE Models with Recursive Preferences

Downloads 109 (339,069)
Citation 1

Computing DSGE Models with Recursive Preferences

PIER Working Paper No. 09-018
Number of pages: 41 Posted: 27 May 2009
Dario Caldara, Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Wen Yao
Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Tsinghua University - Tsinghua University School of Economics and Management
Downloads 72 (441,818)
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: 22 Jan 2022
Dario Caldara, Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Wen Yao
Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Tsinghua University - Tsinghua University School of Economics and Management
Downloads 33 (620,516)

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Computing DSGE Models with Recursive Preferences

CEPR Discussion Paper No. DP7312
Number of pages: 43 Posted: 15 Jul 2009
Dario Caldara, Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Wen Yao
Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Tsinghua University - Tsinghua University School of Economics and Management
Downloads 4 (872,857)
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DSGE models, perturbation, recursive preferences

9.

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

FEDS Working Paper No. 2016-49
Number of pages: 52 Posted: 20 Jun 2016 Last Revised: 21 Sep 2016
Dario Caldara and Edward Herbst
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 94 (373,496)
Citation 41

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10.

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 75 (426,891)

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

11.

The Macroeconomic Impact of Financial and Uncertainty Shocks

Downloads 70 (443,117)
Citation 103

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, Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER) and Bank for International Settlements (BIS)
Downloads 48 (538,481)
Citation 43

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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 Last Revised: 10 Apr 2022
Dario Caldara, Cristina Fuentes-Albero, Simon Gilchrist and Egon Zakrajsek
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER) and Bank for International Settlements (BIS)
Downloads 22 (700,439)
Citation 1

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12.

Computing DSGE Models with Recursive Preferences and Stochastic Volatility

FEDS Working Paper No. 2012-04
Number of pages: 44 Posted: 01 Feb 2012
Dario Caldara, Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Wen Yao
Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Tsinghua University - Tsinghua University School of Economics and Management
Downloads 70 (443,117)
Citation 33

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DSGE models, recursive preferences, perturbation

13.

Macroeconomic and Financial Risks: A Tale of Mean and Volatility

International Finance Discussion Paper No. 1326
Number of pages: 56 Posted: 23 Aug 2021
Dario Caldara, Chiara Scotti and Molin Zhong
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 60 (478,976)

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14.

Practical Tools for Policy Analysis in DSGE Models with Missing Channels

Downloads 56 (494,480)
Citation 1

Practical Tools for Policy Analysis in DSGE Models with Missing Channels

FEDS Working Paper No. 2012-72
Posted: 09 Jul 2021
Dario Caldara, Richard Harrison and Anna Lipinska
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Board of Governors of the Federal Reserve System

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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 Board of Governors of the Federal Reserve System
Downloads 56 (502,407)
Citation 1

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misspecification, DSGE models, policy analysis

15.

The Effect of the War in Ukraine on Global Activity and Inflation

FEDS Notes No. 2022-05-27-2
Posted: 02 Jun 2022
Dario Caldara, Sarah Conlisk, Matteo Iacoviello and Maddie Penn
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Independent

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16.

The Global Recovery: Lessons from the Past

FEDS Notes No. 2021-06-22
Posted: 09 Jul 2021
Dario Caldara, Matthew DeHaven, Francesco Ferrante and Matteo Iacoviello
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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17.

Does Trade Policy Uncertainty Affect Global Economic Activity?

FEDS Notes No. 2019-09-04
Posted: 22 Oct 2019 Last Revised: 16 Sep 2020
Dario Caldara, Matteo Iacoviello, Patrick Molligo, Andrea Prestipino and Andrea Raffo
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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