Author Page for Dario Caldara

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

Abstract:

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

Abstract:

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

Abstract:

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

Abstract:

5.

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

Downloads 104 (281,309)

Citation 14

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, Federal Reserve Board - Trade and Financial Studies Section and Federal Reserve Bank of Atlanta - Research Department

Downloads 58 (400,075)

Citation 14

Abstract:

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

Abstract:

6.

Computing DSGE Models with Recursive Preferences

Downloads 104 (281,309)

Citation 1

3

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

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

Abstract:

Computing DSGE Models with Recursive Preferences

NBER Working Paper No. w15026

Number of pages: 41 Posted: 03 Jun 2009 Last Revised: 24 Jul 2010

Dario Caldara, Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Wen Yao

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)

Abstract:

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

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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Abstract:

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

Abstract:

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

Dario Caldara, Matteo Iacoviello, Patrick Molligo, Andrea Prestipino and Andrea Raffo

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

Abstract:

9.

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

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

Abstract:

10.

The Macroeconomic Impact of Financial and Uncertainty Shocks

Downloads 58 (394,316)

Citation 80

2

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

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

Abstract:

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

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)

Abstract:

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

Abstract:

12.

Does Trade Policy Uncertainty Affect Global Economic Activity?

FED Notes No. 2019-09-04

Posted: 22 Oct 2019

Dario Caldara, Matteo Iacoviello, Patrick Molligo, Andrea Prestipino and Andrea Raffo

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

Dario Caldara

Federal Reserve Board - Trade and Financial Studies Section

Principal Economist

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Scholarly Papers (12)

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Computing DSGE Models with Recursive Preferences

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