Dario Caldara

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

7

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CITATIONS
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in Total Papers Citations

129

Scholarly Papers (7)

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

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 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)
Citation 1

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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
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

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, 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
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