Research
Castelnuovo, E., G. Martorana, 2023, Dancing with the R-star: The Long-Run Effects of Information Shocks, in progress.
Castelnuovo, E., G. Pellegrino, and L. Ladegård Særkjær, 2023, Uncertainty and the Business Cycle When Inflation is High, work in progress.
Castelnuovo, E., L. Mori, and G. Peersman, 2023, Commodity Prices and Global Cycles: Monetary Policy Matters, work in progress.
Castelnuovo, E., G. Pellegrino, and G. Ranzato, 2022, Delayed Overshooting Puzzle: Does Systematic Monetary Policy Matter?, mimeo.
Castelnuovo, E., and L. Mori, 2024, Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens, submitted. Appendix here.
Castelnuovo, E., K. Tuzcouglu, and L. Uzeda, 2023, Sectoral Uncertainty, submitted. Appendix here.
Castelnuovo, E., 2017, Are Monetary Policy Shocks Recessionary? Sign Restrictions Go to Monte Carlo, dormant.