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Giovanni Caggiano

Global rank #9530 89%

Institution: Monash University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/giovannicaggiano72/home

First Publication: 2007

Most Recent: 2022

RePEc ID: pca325 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 1.17 0.00 1.51
Last 10 Years 0.00 0.00 3.42 0.00 4.76
All Time 0.00 1.34 5.09 0.00 10.62

Publication Statistics

Raw Publications 17
Coauthorship-Adjusted Count 12.18

Publications (17)

Year Article Journal Tier Authors
2022 Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009) Journal of Applied Econometrics B 3
2021 Uncertainty shocks and the great recession: Nonlinearities matter Economics Letters C 3
2021 Financial uncertainty and real activity: The good, the bad, and the ugly European Economic Review B 4
2020 Economic Policy Uncertainty Spillovers in Booms and Busts Oxford Bulletin of Economics and Statistics B 3
2020 The global effects of Covid-19-induced uncertainty Economics Letters C 3
2019 Uncertainty across volatility regimes Journal of Applied Econometrics B 4
2018 Risk management-driven policy rate gap Economics Letters C 3
2017 Liquidity traps and large-scale financial crises Journal of Economic Dynamics and Control B 5
2017 Economic policy uncertainty and unemployment in the United States: A nonlinear approach Economics Letters C 3
2017 Estimating the real effects of uncertainty shocks at the Zero Lower Bound European Economic Review B 3
2014 Early warning systems and systemic banking crises in low income countries: A multinomial logit approach Journal of Banking & Finance B 3
2014 Uncertainty shocks and unemployment dynamics in U.S. recessions Journal of Monetary Economics A 3
2013 Nelson–Plosser revisited: The ACF approach Journal of Econometrics A 3
2012 Fiscal and financial determinants of Eurozone sovereign spreads Economics Letters C 2
2011 On the dynamics of international inflation Economics Letters C 2
2007 Globalization, Immigration, and Lewisian Elastic Labor in Pre–World War II Southeast Asia Journal of Economic History B 2
2007 A note on the empirics of the neoclassical growth model Economics Letters C 2