Dario Caldara

Board of Governors of the Federal Reserve System

Principal Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

15

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Top 18,755

in Total Papers Downloads

3,456

SSRN CITATIONS
Rank 2,436

SSRN RANKINGS

Top 2,436

in Total Papers Citations

361

CROSSREF CITATIONS

185

Scholarly Papers (15)

1.

Measuring Geopolitical Risk

Number of pages: 66 Posted: 07 Feb 2018 Last Revised: 29 Apr 2020
Dario Caldara and Matteo Iacoviello
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 1,599 (14,284)
Citation 1

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2.

What are the Effects of Fiscal Policy Shocks? A VAR-based Comparative Analysis

ECB Working Paper No. 877
Number of pages: 47 Posted: 07 Apr 2008
Dario Caldara and Christophe Kamps
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 772 (41,388)
Citation 4

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Fiscal policy, vector autoregression, identification, robustness.

3.

The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers

Number of pages: 68 Posted: 08 May 2012
Dario Caldara and Christophe Kamps
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 187 (205,351)
Citation 54

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Fiscal policy, identification, vector autoregressions

4.

Oil Price Elasticities and Oil Price Fluctuations

Number of pages: 60 Posted: 19 Jul 2016 Last Revised: 21 Sep 2016
Dario Caldara, Michele Cavallo and Matteo Iacoviello
Board of Governors of the Federal Reserve System, Division of Monetary Affairs and Board of Governors of the Federal Reserve System
Downloads 127 (281,963)
Citation 35

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Monetary Policy and Economic Performance Since the Financial Crisis

Number of pages: 56 Posted: 01 Sep 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of St. Louis - Research Division
Downloads 75 (401,266)
Citation 2

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Monetary Policy and Economic Performance Since the Financial Crisis

Number of pages: 58 Posted: 20 Oct 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of St. Louis - Research Division
Downloads 17 (694,011)
Citation 1

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Global Financial Crisis 2007–09, monetary policy, effective lower bound, structural changes, forward guidance, balance sheet policies

Monetary Policy and Economic Performance Since the Financial Crisis

Number of pages: 36 Posted: 21 Oct 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of St. Louis - Research Division
Downloads 13 (735,849)

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global financial crisis, macroeconomic performance, dual mandate, forward guidance, balance sheet policies, federal funds rate

Monetary Policy and Economic Performance Since the Financial Crisis

Number of pages: 34 Posted: 31 Aug 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of St. Louis - Research Division
Downloads 10 (752,949)

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Monetary Policy and Economic Performance Since the Financial Crisis

Number of pages: 58 Posted: 02 Jun 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of St. Louis - Research Division
Downloads 5 (795,888)

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6.

The Economic Effects of Trade Policy Uncertainty

Number of pages: 56 Posted: 22 Oct 2019 Last Revised: 29 Apr 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 116 (301,036)
Citation 32

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The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure

Number of pages: 44 Posted: 25 Apr 2015
Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Atlanta - Research Department
Downloads 63 (441,555)
Citation 28

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SVARs; Monetary policy shocks; Systematic component of monetary policy

The Systematic Component of Monetary Policy in Svars: An Agnostic Identification Procedure

Number of pages: 28 Posted: 19 Dec 2016 Last Revised: 21 Oct 2017
Jonas Arias, Dario Caldara and Juan Rubio Ramírez
Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System and Emory University
Downloads 50 (493,154)
Citation 1

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SVARs, monetary policy shocks, systematic component of monetary policy

8.
Downloads 105 (322,657)
Citation 1

Computing DSGE Models with Recursive Preferences

PIER Working Paper No. 09-018
Number of pages: 41 Posted: 27 May 2009
Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Tsinghua University - Tsinghua University School of Economics and Management
Downloads 69 (420,590)
Citation 1

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DSGE Models, Recursive Preferences, Perturbation

Computing DSGE Models with Recursive Preferences

Number of pages: 41 Posted: 03 Jun 2009 Last Revised: 24 Jul 2021
Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Tsinghua University - Tsinghua University School of Economics and Management
Downloads 32 (585,458)

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Computing DSGE Models with Recursive Preferences

Number of pages: 43 Posted: 15 Jul 2009
Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Tsinghua University - Tsinghua University School of Economics and Management
Downloads 4 (804,346)
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DSGE models, perturbation, recursive preferences

9.

Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy Svars

Number of pages: 52 Posted: 20 Jun 2016 Last Revised: 21 Sep 2016
Dario Caldara and Edward Herbst
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 90 (356,258)
Citation 41

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The Macroeconomic Impact of Financial and Uncertainty Shocks

Number of pages: 44 Posted: 27 May 2016
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER) and Bank for International Settlements (BIS)
Downloads 46 (511,337)
Citation 43

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Time-varying uncertainty, Financial conditions, Structural vector autoregression, Optimization-based identification

The Macroeconomic Impact of Financial and Uncertainty Shocks

Number of pages: 43 Posted: 07 Mar 2016 Last Revised: 10 Oct 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER) and Bank for International Settlements (BIS)
Downloads 22 (654,821)
Citation 1

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11.

Computing DSGE Models with Recursive Preferences and Stochastic Volatility

Number of pages: 44 Posted: 01 Feb 2012
Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and Tsinghua University - Tsinghua University School of Economics and Management
Downloads 66 (425,434)
Citation 33

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DSGE models, recursive preferences, perturbation

Practical Tools for Policy Analysis in DSGE Models with Missing Channels

Posted: 09 Jul 2021
Dario Caldara, Richard Harrison and Anna Lipinska
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Board of Governors of the Federal Reserve System

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Practical Tools for Policy Analysis in DSGE Models with Missing Channels

Number of pages: 49 Posted: 06 Jan 2013
Dario Caldara, Richard Harrison and Anna Lipinska
Board of Governors of the Federal Reserve System, Bank of England - Monetary Analysis and Board of Governors of the Federal Reserve System
Downloads 55 (472,153)
Citation 1

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misspecification, DSGE models, policy analysis

13.

Macroeconomic and Financial Risks: A Tale of Mean and Volatility

Number of pages: 56 Posted: 23 Aug 2021
Dario Caldara, Chiara Scotti and Molin Zhong
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 38 (539,400)

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14.

The Global Recovery: Lessons from the Past

Posted: 09 Jul 2021
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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15.

Does Trade Policy Uncertainty Affect Global Economic Activity?

Posted: 22 Oct 2019 Last Revised: 16 Sep 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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