WORKING PAPERS / WORK IN PROGRESS
Castelnuovo, E., L. Greco, and D. Raggi, 2011,
Policy Rules, Regime Switches, and Trend Inflation: An Empirical Investigation for the U.S.
,
resubmitted
. Appendix
here
.
Castelnuovo, E., 2012,
What does a monetary policy shock do? An international analysis with multiple filters
,
resubmitted
- Appendix
here
; MFWP version
here
.
Castelnuovo, E., 2011,
Monetary Policy Shocks and Financial Conditions: A Monte Carlo Experiment
,
revise and resubmit
.
Castelnuovo, E., 2011,
In Cholesky-VARs We Trust? An Empirical Investigation for the U.S.
,
submitted.
Appendix
here
.
Castelnuovo, E., 2011,
Monetary Policy Shocks and Cholesky-VARs: An Assessment for the Euro Area
,
submitted
.
Castelnuovo, E. and L. Fanelli, 2011,
Monetary Policy Indeterminacy in the U.S.: Results from a Classical Test
,
submitted
.
Ascari, G., N. Branzoli, and E. Castelnuovo, 2011,
Trend Inflation, Wage Indexation, and Determinacy in the U.S.
,
submitted
. Appendix
here
.
Castelnuovo, E., 2012,
Fitting U.S. Trend Inflation: A Rolling-Window Approach
,
submitted
.
Castelnuovo, E., 2011, Monetary Policy Neutrality? Sign Restrictions Go to MonteCarlo, in progress.
Caggiano, G.,and E. Castelnuovo, 2010,
Heterogeneity, Aggregation, and the Dynamics of International Inflation
, in progress.
Back to the main page