Danilo Cascaldi-Garcia

Updated "Pandemic priors", now with a test for the optimal level of shrinkage for the pandemic period! An easy and flexible way of estimating Bayesian VARs taking into account the pandemic period. Implementation available in @MATLAB and @JuliaLanguage drive.google.com/file/d/1T0-q--…

How do you measure deregulation before it even happens? In this #IFDPPaper, the authors use AI to build a news-based index of U.S. deregulation spanning from 1960 to present. Newspaper coverage leads the Federal Register by nearly one year. (1/2) federalreserve.gov/econres/ifdp/q…

7/7: You can read the full paper and access the data here: federalreserve.gov/econres/ifdp/q… matteoiacoviello.com/deregulation.h…

6/7. Profits vs. Competition The nature of deregulation changes over time. Since 1980, the focus has shifted away from consumer price reductions and toward corporate profitability. Modern regulatory relief often impacts incumbent efficiency more than competitive entry.

How do you measure deregulation before it even happens? A thread on a new paper with @IacoIacoviel using AI to track 65 years of U.S. regulation and deregulation policy

Congratulations to Lovisa Reiche! The winner of #SNDE2025 Young Scholar Award! Her paper will be presented today (Saturday March 22nd) in Session Empirical Macro 3 & Inflation 3!

How does #inflation affect #banking? Join us tomorrow - Saturday - 8am at #ASSA2025 where Philip Lane will chair a session including three papers that give a high frequency, a historical, and a cross-country perspective on this question. @Diana__Bonfim

I find that news shocks induce strong anticipation effects in investment and GDP, while consumption and hours worked respond with less clear anticipation patterns. Let me know your thoughts! (3/3)

Professional forecast revisions provide signals about how agents update their outlook perceptions. These forecast revisions convey rich information about future productivity that can be used to identify the economic effects of technological news shocks. (2/3)

Thrilled to see my paper "Forecast revisions as instruments for news shocks" published at the Journal of Monetary Economics! sciencedirect.com/science/articl… In a nutshell: (1/3)

Happy to see the Handbook in print!

@LKossuth All the best on the market, Lajos!

On the #EconJobMarket with two JMPs! JMP1: Natural Experiment. Female judges award less child support. In cases where income is unknown, this is explained by them being more sensitive to overstatements of mothers' claims. (1)

@PossebomVitor Not very creative, but would Monopoly be Real Estate? :)

Board games as fields in Economics! If you like board games and Economics, this thread if for you! Urbs, released in 2024, is Urban Economics, obviously. boardgamegeek.com/boardgame/2321…

@jmartin_farias @OECD Felicitaciones Martín! :)

Some may say that this will not rank among the biggest stories of the week, but I'm happy to share that I have joined the @OECD as a Junior Economist in the Directorate for Science, Technology & Innovation. I am very excited about what’s ahead!

😎Submit your papers to the 32nd Symposium of the Society for Nonlinear Dynamics & Econometrics, March 21-22, 2025, at University of Texas at San Antonio Deadline: November 15 #EconTwitter #Econometrics

The third edition of the University of East Anglia Time Series Workshop is going to take place in person on May 22nd-23rd, 2025. The deadline for full paper submissions is March 15th. More info here: uea.ac.uk/web/about/scho… #Econtwitter @UEA_Economics @UEAResearch