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Dr João Carlos Claudio

Dr João Carlos Claudio
Current Position

since 12/24

Research Affiliate

Halle Institute for Economic Research (IWH) – Member of the Leibniz Association

since 2/22

Senior Economist

GCEE

Research Interests
  • dynamic macroeconomics
  • monetary policy
  • applied macroeconometrics

João Carlos Claudio joined the institute as a Research Affiliate in December 2024. His research focuses on dynamic macroeconomics, monetary policy, and applied macroeconometrics.

João Carlos Claudio joined the scientific staff of the GCEE in February 2023 as a macroeconomist. Previously, he worked as a research associate for the Federal Statistical Office of Germany and Halle Institute for Economic Research (IWH). From 2008 to 2022, he studied economics at the Johannes Gutenberg University Mainz, Free University of Berlin, University of Bern and Leipzig University. He received his PhD in 2022 with a dissertation about the empirical role of technology, expectations and commodity markets for the macroeconomy.

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Dr João Carlos Claudio
Dr João Carlos Claudio
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Publications

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Nowcasting East German GDP Growth: a MIDAS Approach

João Carlos Claudio Katja Heinisch Oliver Holtemöller

in: Empirical Economics, No. 1, 2020

Abstract

Economic forecasts are an important element of rational economic policy both on the federal and on the local or regional level. Solid budgetary plans for government expenditures and revenues rely on efficient macroeconomic projections. However, official data on quarterly regional GDP in Germany are not available, and hence, regional GDP forecasts do not play an important role in public budget planning. We provide a new quarterly time series for East German GDP and develop a forecasting approach for East German GDP that takes data availability in real time and regional economic indicators into account. Overall, we find that mixed-data sampling model forecasts for East German GDP in combination with model averaging outperform regional forecast models that only rely on aggregate national information.

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Working Papers

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On the International Dissemination of Technology News Shocks

João Carlos Claudio Gregor von Schweinitz

in: IWH Discussion Papers, No. 25, 2020

Abstract

This paper investigates the propagation of technology news shocks within and across industrialised economies. We construct quarterly utilisation-adjusted total factor productivity (TFP) for thirteen OECD countries. Based on country-specific structural vector autoregressions (VARs), we document that (i) the identified technology news shocks induce a quite homogeneous response pattern of key macroeconomic variables in each country; and (ii) the identified technology news shock processes display a significant degree of correlation across several countries. Contrary to conventional wisdom, we find that the US are only one of many different sources of technological innovations diffusing across advanced economies. Technology news propagate through the endogenous reaction of monetary policy and via trade-related variables. That is, our results imply that financial markets and trade are key channels for the dissemination of technology.

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