Danilo Cascaldi-Garcia (@danilocascaldi) header
Danilo Cascaldi-Garcia (@danilocascaldi) profile picture

Economist for fun, Sãopaulino for living. @federalreserve, @warwickuni PhD, @FEARPUSP alumni. Views are my own.

Washington, DC
Joined May 2009
Photo by Danilo Cascaldi-Garcia (@danilocascaldi)Photo by Danilo Cascaldi-Garcia (@danilocascaldi)Photo by Danilo Cascaldi-Garcia (@danilocascaldi)Photo by Danilo Cascaldi-Garcia (@danilocascaldi)Photo by Danilo Cascaldi-Garcia (@danilocascaldi)Photo by Danilo Cascaldi-Garcia (@danilocascaldi)Photo by Danilo Cascaldi-Garcia (@danilocascaldi)Photo by Danilo Cascaldi-Garcia (@danilocascaldi)Photo by Danilo Cascaldi-Garcia (@danilocascaldi)Photo by Danilo Cascaldi-Garcia (@danilocascaldi)
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-…
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Danilo Cascaldi-Garcia retweeted
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/i…
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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
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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.
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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! – at San Antonio, TX
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Danilo Cascaldi-Garcia retweeted
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
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Thrilled to see my paper "Forecast revisions as instruments for news shocks" published at the Journal of Monetary Economics! sciencedirect.com/science/ar… In a nutshell: (1/3)
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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)
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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)
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Happy to see the Handbook in print!
📣 NEW: Handbook of Research Methods and Applications in Macroeconomic Forecasting by Michael P. Clements & Ana Beatriz Galvão Chapter 14 is #OpenAccess at: doi.org/10.4337/978103531005… More info: e-elgar.com/shop/isbn/978103… #MacroeconomicForecasting #Econometrics @AndrewBMartinez
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😎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
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Danilo Cascaldi-Garcia retweeted
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/school-o… #Econtwitter @UEA_Economics @UEAResearch
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😀 To submit a paper, please complete this Google form: lnkd.in/eyteQjUA and follow up by sending the paper to [email protected] The submission deadline is Monday, October 28, 2024. #EconTwitter #PhDstudents #youngresearchers #SubmitYourPapers
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Danilo Cascaldi-Garcia retweeted
New #FEDSNote looking at inflation across advanced economies. 6-month (annualized) inflation shows that price pressures have resurfaced of late. federalreserve.gov/econres/n…
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