Dario Caldara

Board of Governors of the Federal Reserve System

Principal Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 12,923

SSRN RANKINGS

Top 12,923

in Total Papers Downloads

7,725

TOTAL CITATIONS
Rank 1,302

SSRN RANKINGS

Top 1,302

in Total Papers Citations

588

Scholarly Papers (20)

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 3,248 (7,854)
Citation 175

Abstract:

Loading...

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 1,156 (38,662)
Citation 4

Abstract:

Loading...

Fiscal policy, vector autoregression, identification, robustness.

3.

Understanding Growth-at-Risk: A Markov Switching Approach

Number of pages: 72 Posted: 25 Feb 2022
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 442 (136,075)
Citation 15

Abstract:

Loading...

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

Monetary Policy and Economic Performance Since the Financial Crisis

Number of pages: 58 Posted: 20 Oct 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of St. Louis - Research Division
Downloads 150 (401,689)

Abstract:

Loading...

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

FEDS Working Paper No. 2020-65
Number of pages: 56 Posted: 01 Sep 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of St. Louis - Research Division
Downloads 116 (493,766)
Citation 2

Abstract:

Loading...

Monetary Policy and Economic Performance Since the Financial Crisis

Number of pages: 36 Posted: 21 Oct 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of St. Louis - Research Division
Downloads 52 (793,886)
Citation 11

Abstract:

Loading...

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
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of St. Louis - Research Division
Downloads 36 (924,271)

Abstract:

Loading...

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
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of St. Louis - Research Division
Downloads 30 (983,512)

Abstract:

Loading...

5.

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
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 379 (162,273)
Citation 75

Abstract:

Loading...

6.

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 292 (214,966)
Citation 76

Abstract:

Loading...

Fiscal policy, identification, vector autoregressions

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, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Atlanta - Research Department
Downloads 161 (377,918)
Citation 52

Abstract:

Loading...

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 F. Rubio-Ramírez
Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System and Emory University
Downloads 88 (599,626)
Citation 1

Abstract:

Loading...

SVARs, monetary policy shocks, systematic component of monetary policy

8.
Downloads 232 (272,013)
Citation 1

Computing DSGE Models with Recursive Preferences

PIER Working Paper No. 09-018
Number of pages: 41 Posted: 27 May 2009
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 161 (377,918)
Citation 1

Abstract:

Loading...

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 2023
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 66 (711,681)

Abstract:

Loading...

Computing DSGE Models with Recursive Preferences

CEPR Discussion Paper No. DP7312
Number of pages: 43 Posted: 15 Jul 2009
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 5 (1,295,542)
  • Add to Cart

Abstract:

Loading...

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 230 (273,134)
Citation 41

Abstract:

Loading...

10.

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 222 (282,653)
Citation 35

Abstract:

Loading...

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
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Boston
Downloads 126 (462,652)
Citation 1

Abstract:

Loading...

The Macroeconomic Impact of Financial and Uncertainty Shocks

FRB International Finance Discussion Paper No. 1166
Number of pages: 44 Posted: 27 May 2016
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Boston
Downloads 71 (679,232)
Citation 43

Abstract:

Loading...

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

12.

Computing DSGE Models with Recursive Preferences and Stochastic Volatility

FEDS Working Paper No. 2012-04
Number of pages: 44 Posted: 01 Feb 2012
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 191 (325,209)
Citation 47

Abstract:

Loading...

DSGE models, recursive preferences, perturbation

13.

Do Geopolitical Risks Raise or Lower Inflation?

Number of pages: 40 Posted: 03 Jun 2024
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Yale University and Board of Governors of the Federal Reserve System
Downloads 190 (326,772)
Citation 1

Abstract:

Loading...

Geopolitical Risk, War, Inflation, Commodity Prices, Fiscal policy, Shortages, Vector Autoregressions, International trade, Panel Data Estimation.

14.

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, Bank of Italy and Board of Governors of the Federal Reserve System
Downloads 144 (414,810)
Citation 3

Abstract:

Loading...

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

Abstract:

Loading...

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 130 (451,272)
Citation 1

Abstract:

Loading...

misspecification, DSGE models, policy analysis

16.

The International Spillovers of Synchronous Monetary Tightening

International Finance Discussion Paper No. 1384
Number of pages: 74 Posted: 21 Dec 2023
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 39 (873,461)
Citation 4

Abstract:

Loading...

Monetary Policy, Inflation, International Spillovers, Financial Frictions, Open Economy Macroeconomics, Panel Data Estimation

International Spillovers of Tighter Monetary Policy

FEDS Notes No. 2022-12-22
Posted: 05 Jan 2023
Dario Caldara, Francesco Ferrante and Albert Queralto
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

Abstract:

Loading...

International Spillovers of Tighter Monetary Policy

FEDS Notes No. 2022-12-23
Posted: 13 Jan 2023
Dario Caldara, Francesco Ferrante and Albert Queralto
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

Abstract:

Loading...

18.

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

FEDS Notes No. 2022-05-27-2
Posted: 02 Jun 2022
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Independent

Abstract:

Loading...

19.

The Global Recovery: Lessons from the Past

FEDS Notes No. 2021-06-22
Posted: 09 Jul 2021
Board of Governors of the Federal Reserve System, Brown University, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

20.

Does Trade Policy Uncertainty Affect Global Economic Activity?

FEDS Notes No. 2019-09-04
Posted: 22 Oct 2019 Last Revised: 16 Sep 2020
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

Abstract:

Loading...