Efrem Castelnuovo

Institution: Università degli Studi di Padova

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/efremcastelnuovo/

First Publication: 2003

Most Recent: 2025

RePEc ID: pca74 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	2.35	4.37	1.35	8.07	93%
Last 10 Years	2.35	7.64	4.20	14.19	94%
All Time	3.70	22.94	9.08	35.72	96%

Publication Statistics

Raw Publications 38

Coauthorship-Adjusted Count 33.56

Publications (38)

Year	Article	Journal	Tier	Authors
2025	Sectoral Uncertainty: A Hierarchical-Volatility Approach	Journal of Business & Economic Statistics	A	3
2025	Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	Journal of Applied Econometrics	B	2
2024	Does risk matter more in recessions than in expansions? Implications for monetary policy	Journal of Monetary Economics	A	4
2023	Uncertainty before and during COVID‐19: A survey	Journal of Economic Surveys	C	1
2023	Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?*	Oxford Bulletin of Economics and Statistics	B	4
2023	Uncertainty and Monetary Policy During the Great Recession	International Economic Review	B	3
2023	Global financial uncertainty	Journal of Applied Econometrics	B	2
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	Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model	International Journal of Central Banking	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
2018	Risk management-driven policy rate gap	Economics Letters	C	3
2018	Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation	Journal of Economic Dynamics and Control	B	2
2018	Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the United States	Macroeconomic Dynamics	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
2017	Google It Up! A Google Trends-based Uncertainty index for the United States and Australia	Economics Letters	C	2
2016	Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation	Journal of Macroeconomics	C	1
2015	Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test	Journal of Applied Econometrics	B	2
2014	Uncertainty shocks and unemployment dynamics in U.S. recessions	Journal of Monetary Economics	A	3
2014	Policy Rules, Regime Switches, and Trend Inflation: an Empirical Investigation for the United States	Macroeconomic Dynamics	C	3
2013	What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters	Oxford Bulletin of Economics and Statistics	B	1
2013	Monetary policy shocks and financial conditions: A Monte Carlo experiment	Journal of International Money and Finance	B	1
2012	Testing the Structural Interpretation of the Price Puzzle with a Cost-Channel Model	Oxford Bulletin of Economics and Statistics	B	1
2012	Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle	Journal of Money, Credit, and Banking	B	1
2012	Policy Switch and the Great Moderation: the Role of Equilibrium Selection	Macroeconomic Dynamics	C	1
2011	Calvo vs. Rotemberg in a trend inflation world: An empirical investigation	Journal of Economic Dynamics and Control	B	3
2011	On the dynamics of international inflation	Economics Letters	C	2
2010	Stock market conditions and monetary policy in a DSGE model for the U.S.	Journal of Economic Dynamics and Control	B	2
2010	Tracking U.S. inflation expectations with domestic and global indicators	Journal of International Money and Finance	B	1
2008	Regime shifts and the stability of backward-looking Phillips curves in open economies	Journal of International Money and Finance	B	1
2007	Taylor Rules and Interest Rate Smoothing in the Euro Area*	The Manchester School	C	1
2006	The Fed's Preference for Policy Rate Smoothing: Overestimation Due to Misspecification?	B.E. Journal of Macroeconomics	C	1
2005	Learning-by-Doing vs. Learning by Researching in a model of climate change policy analysis	Ecological Economics	B	4
2003	Taylor rules, omitted variables, and interest rate smoothing in the US	Economics Letters	C	1