1. Dynamic effects of uncertainty, risks, R&D, and innovation on global economic growth. (2025). Islam, Hasibul.
   In: Innovation and Green Development.
   RePEc:eee:ingrde:v:4:y:2025:i:2:s2949753125000220.

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2. Robustly optimal monetary policy in a behavioral environment. (2022). Traficante, Guido ; Bounader, Lahcen.
   In: Working Papers.
   RePEc:inf:wpaper:2022.01.

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3. Measuring Uncertainty and Its Effects in the COVID-19 Era. (2022). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
   In: Working Papers.
   RePEc:fip:fedcwq:88976.

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4. Financial uncertainty and real activity: The good, the bad, and the ugly. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni ; Delrio, Silvia ; Kima, Richard.
   In: European Economic Review.
   RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001033.

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5. Uncertainty shocks and the great recession: Nonlinearities matter. (2021). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
   In: Economics Letters.
   RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304298.

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6. The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Diwambuena, Josue ; Tsasa, Jean-Paul K.
   In: BEMPS - Bozen Economics & Management Paper Series.
   RePEc:bzn:wpaper:bemps87.

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7. Uncertainty in the Euro Area During the First Wave of the COVID-19 Pandemic. (2020). Schiman, Stefan ; Pekanov, Atanas.
   In: WIFO Studies.
   RePEc:wfo:wstudy:66708.

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1. Monetary policy transmission, productive activity, and inflation in Brazil: Does uncertainty matter?. (2023). Rotatori, Wilson Luiz ; Lopes, Luckas Sabioni.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000457.

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2. Uncertainty shocks and the great recession: Nonlinearities matter. (2021). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
   In: Economics Letters.
   RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304298.

   Full description at Econpapers || Download paper

3. Uncertainty and monetary policy in good and bad times: A replication of the VAR investigation by Bloom (2009). (2020). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni.
   In: Marco Fanno Working Papers.
   RePEc:pad:wpaper:0261.

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4. The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area. (2020). Züllig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni ; Zullig, Gabriel.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:15321.

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5. Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009). (2020). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_8497.

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6. Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis. (2020). Nain, Zulquar ; Kamaiah, Bandi.
   In: Journal of Central Banking Theory and Practice.
   RePEc:cbk:journl:v:9:y:2020:i:si:p:237-265.

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7. The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area. (2020). Züllig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni ; Zullig, Gabriel.
   In: Economics Working Papers.
   RePEc:aah:aarhec:2020-12.

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8. Uncertainty and Monetary Policy during Extreme Events. (2020). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
   In: Economics Working Papers.
   RePEc:aah:aarhec:2020-11.

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9. Uncertainty and non-linear macroeconomic effects of fiscal policy in the US: A SEIVAR-based analysis. (2019). Goemans, Pascal ; Belke, Ansgar.
   In: Ruhr Economic Papers.
   RePEc:zbw:rwirep:826.

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10. Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments. (2019). Fanelli, Luca ; Angelini, Giovanni.
    In: MPRA Paper.
    RePEc:pra:mprapa:93864.

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11. Real and Nominal Effects of Monetary Shocks under Time-Varying Disagreement. (2019). Esady, Vania.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7956.

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12. Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment. (2018). Herwartz, Helmut ; Rohloff, Hannes.
    In: University of Göttingen Working Papers in Economics.
    RePEc:zbw:cegedp:358.

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13. Disagreement and Monetary Policy. (2018). Hürtgen, Patrick ; Hoffmann, Mathias ; Falck, Elisabeth ; Hurtgen, Patrick.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:655.

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14. Google it up! A Google Trends-based Uncertainty Index for the United States and Australia. (2018). Castelnuovo, Efrem ; Tran, Trung Duc.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0223.

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15. Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0219.

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16. Uncertainty and the real effects of monetary policy shocks in the Euro area. (2018). Pellegrino, Giovanni.
    In: Economics Letters.
    RePEc:eee:ecolet:v:162:y:2018:i:c:p:177-181.

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17. Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:93:y:2018:i:c:p:277-296.

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18. International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach. (2017). Osowski, Thomas ; Belke, Ansgar.
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201703.

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19. Uncertainty and Monetary Policy in Good and Bad Times. (2017). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2017-06.

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20. Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia. (2017). Castelnuovo, Efrem ; Tran, Trung Duc.
    In: MPRA Paper.
    RePEc:pra:mprapa:82297.

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21. Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: European Economic Review.
    RePEc:eee:eecrev:v:100:y:2017:i:c:p:257-272.

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22. Google It Up! A Google Trends-based Uncertainty index for the United States and Australia. (2017). Castelnuovo, Efrem ; Tran, Trung Duc.
    In: Economics Letters.
    RePEc:eee:ecolet:v:161:y:2017:i:c:p:149-153.

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23. Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6821.

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24. Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia. (2017). Castelnuovo, Efrem ; Tran, Trung Duc.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6695.

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