Gabriela Nodari
Biographic Data
| ID | 5730615 |
|---|---|
| NAME | Gabriela Nodari |
| GIVEN NAMES | Gabriela |
| FAMILY NAME | Nodari |
| SIGNATURE | NODARI G |
| AFFILIATIONS | University of Verona and University of New South Wales |
| ORCID | 0000-0002-2106-8587 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 8 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2015 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 1 |
Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009)
This paper revisits the well‐known vector autoregressive (VAR) evidence on the real effects of uncertainty shocks by Bloom (2009, https://doi.org/10.3982/ECTA6248 ). We replicate the results in a narrow sense using EViews. In a wide sense, we extend his study by working with a smooth transition VAR framework that allows for business cycle‐dependent macroeconomic responses to an uncertainty shock. We find a significantly stronger response of real …
Estimating Fiscal Multipliers: News from a Non‐linear World
We estimate non-linear VARs to assess to what extent fiscal spending multipliers are countercyclical in the US. We deal with the issue of non-fundamentalness due to fiscal foresight by appealing to sums of revisions of expectations of fiscal expenditures. This measure of anticipated fiscal shocks is shown to carry valuable information about future dynamics of public spending. Results based on generalised impulse responses suggest that fiscal spen…
Estimating Fiscal Multipliers: News from a Non‐linear World
We estimate non-linear VARs to assess to what extent fiscal spending multipliers are countercyclical in the US. We deal with the issue of non-fundamentalness due to fiscal foresight by appealing to sums of revisions of expectations of fiscal expenditures. This measure of anticipated fiscal shocks is shown to carry valuable information about future dynamics of public spending. Results based on generalised impulse responses suggest that fiscal spen…
Estimating Fiscal Multipliers: News from a Non‐linear World
We estimate non-linear VARs to assess to what extent fiscal spending multipliers are countercyclical in the US. We deal with the issue of non-fundamentalness due to fiscal foresight by appealing to sums of revisions of expectations of fiscal expenditures. This measure of anticipated fiscal shocks is shown to carry valuable information about future dynamics of public spending. Results based on generalised impulse responses suggest that fiscal spen…
Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009)
This paper revisits the well‐known vector autoregressive (VAR) evidence on the real effects of uncertainty shocks by Bloom (2009, https://doi.org/10.3982/ECTA6248 ). We replicate the results in a narrow sense using EViews. In a wide sense, we extend his study by working with a smooth transition VAR framework that allows for business cycle‐dependent macroeconomic responses to an uncertainty shock. We find a significantly stronger response of real …
Econometrics (2 works) · Economics (2 works) · Keynesian economics (2 works) · Monetary Policy and Economic Impact (2 works) · Autoregressive model (1 works) · Business cycle (1 works) · Counterfactual thinking (1 works) · Energy, Environment, Economic Growth (1 works) · Fiscal Policies and Political Economy (1 works) · Fiscal Policy and Economic Growth (1 works)