Fabio Canova : Citation Profile


Are you Fabio Canova?

European University Institute (93% share)
Centre for Economic Policy Research (CEPR) (7% share)

34

H index

60

i10 index

4351

Citations

RESEARCH PRODUCTION:

62

Articles

125

Papers

3

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   28 years (1988 - 2016). See details.
   Cites by year: 155
   Journals where Fabio Canova has often published
   Relations with other researchers
   Recent citing documents: 374.    Total self citations: 90 (2.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca50
   Updated: 2017-09-23    RAS profile: 2014-03-29    
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Relations with other researchers


Works with:

Ciccarelli, Matteo (7)

ferroni, filippo (4)

Altug, Sumru (4)

Matthes, Christian (3)

Schlaepfer, Alain (2)

Ortega, Eva (2)

Michelacci, Claudio (2)

Pérez Forero, Fernando (2)

Lopez-Salido, David (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Fabio Canova.

Is cited by:

Castelnuovo, Efrem (46)

Eickmeier, Sandra (41)

Peersman, Gert (40)

Minford, A. Patrick (37)

Schorfheide, Frank (32)

Korobilis, Dimitris (31)

Meenagh, David (29)

Pesaran, M (29)

ferroni, filippo (29)

Roventini, Andrea (28)

Wickens, Michael (27)

Cites to:

Sims, Christopher (41)

Eichenbaum, Martin (38)

Schorfheide, Frank (35)

Zha, Tao (33)

Gali, Jordi (32)

Watson, Mark (30)

Christiano, Lawrence (30)

Leeper, Eric (29)

Stock, James (26)

Gambetti, Luca (23)

Kehoe, Patrick (22)

Main data


Where Fabio Canova has published?


Journals with more than one article published# docs
Journal of Monetary Economics8
Journal of Economic Dynamics and Control6
International Economic Review5
Journal of Applied Econometrics4
Economic Journal4
European Economic Review4
Journal of International Economics4
Journal of Business & Economic Statistics3
Journal of Money, Credit and Banking3
Journal of Econometrics3
Macroeconomic Dynamics2
Economic Policy2

Working Papers Series with more than one paper published# docs
Working Papers / Barcelona Graduate School of Economics10
Working Paper Series / European Central Bank4
Working Papers / Banco de Espaa4
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School3
Computing in Economics and Finance 2006 / Society for Computational Economics2
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Econmicas, S.A. (Ivie)2

Recent works citing Fabio Canova (2017 and 2016)


YearTitle of citing document
2016Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression. (2016). Lanne, Markku ; Luoto, Jani . In: CREATES Research Papers. RePEc:aah:create:2016-04.

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2016Monetary Policy and Indeterminacy after the 2001 Slump. (2016). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-09.

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2016Monetary Policy and Indeterminacy after the 2001 Slump. (2016). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-18.

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2016The White Man’s Burden: On the Effect of African Resistance to European Domination. (2016). Kodila-Tedika, Oasis ; Asongu, Simplice ; Cinyabuguma, Matthias . In: Working Papers. RePEc:agd:wpaper:16/016.

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2016Territorial patterns of development in the European Union. (2016). Avram, Mdlina ; Postoiu, Constantin . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:77-88.

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2016A TALE OF THREE GAPS: UNEMPLOYMENT, CAPACITY UTILIZATION AND OUTPUT. (2016). Correa, Arnildo ; Alves, Sergio ; da Silva, Arnildo ; Lago, Sergio Afonso . In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:031.

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2016Contribución de los choques externos en el crecimiento económico del Perú: un modelo semi-estructural. (2016). Cespedes Reynaga, Nikita ; Lengua-Lafosse, Patricia ; Nolazco, Jose Luis . In: Working Papers. RePEc:apc:wpaper:2016-080.

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2017Measuring the Stance of Monetary Policy in a Time-Varying. (2017). Pérez Forero, Fernando. In: Working Papers. RePEc:apc:wpaper:2017-102.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2017Bayesian Nonparametric Sparse Seemingly Unrelated Regression Model (SUR). (2017). Rossini, Luca ; Billio, Monica ; Casarin, Roberto . In: Papers. RePEc:arx:papers:1608.02740.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2016Structural Trends and Cycles in a DSGE Model for Brazil. (2016). Costa, Silvio ; de Azevedo, Silvio Michael . In: Working Papers Series. RePEc:bcb:wpaper:434.

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2016Characterising the financial cycle in Luxembourg. (2016). Giordana, Gastón ; Gueddoudj, Sabbah . In: BCL working papers. RePEc:bcl:bclwop:bclwp103.

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2016The effects of us unconventional monetary policies in Latin America. (2016). Borrallo, Fructuoso ; Valles, Javier ; Hernando, Ignacio . In: Working Papers. RePEc:bde:wpaper:1606.

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2017Has the Fed responded to house and stock prices? A time-varying analysis.. (2017). Furlanetto, Francesco ; Loria, Francesca ; Aastveit, Knut Are . In: Working Papers. RePEc:bde:wpaper:1713.

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2017Immigration and the macroeconomy: some new empirical evidence. (2017). Furlanetto, Francesco ; Robstad, Orjan . In: Working Papers. RePEc:bde:wpaper:1716.

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2016Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto . In: Borradores de Economia. RePEc:bdr:borrec:930.

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2017Perturbaciones macroeconómicas, tasa de cambio y pass-through sobre precios. (2017). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Castro-Pantoja, John ; Rodriguez-Nio, Norberto . In: Borradores de Economia. RePEc:bdr:borrec:982.

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2016SOME NOTES ON PROBLEMATIC ISSUES IN DSGE MODELS. (2016). Slanicay, Martin ; Čapek, Jan ; Hlouek, Miroslav . In: Economic Annals. RePEc:beo:journl:v:61:y:2016:i:210:p:79-100.

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2016In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area.. (2016). Sahuc, Jean-Guillaume ; Fève, Patrick ; Feve, P. In: Working papers. RePEc:bfr:banfra:585.

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2016Dealing with heterogeneity, nonlinearity and club misclassification in growth convergence: A nonparametric two-step approach. (2016). Haupt, Harry ; Meier, Verena . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:455.

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2016Twin stability problem: joint issue of high current account deficit and high inflation. (2016). Kilin, Mustafa ; Yorukolu, Mehmet ; Tun, Cengiz . In: BIS Papers chapters. RePEc:bis:bisbpc:89-26.

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2016Inflation mechanisms, expectations and monetary policy. (2016). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:89.

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2016Intraday dynamics of euro area sovereign credit risk contagion. (2016). Komarek, Lubos ; Ters, Kristyna . In: BIS Working Papers. RePEc:bis:biswps:573.

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2016Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets. (2016). He, Dong ; Shu, Chang ; Wang, Honglin . In: BIS Working Papers. RePEc:bis:biswps:579.

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2017Monetary policy transmission and trade-offs in the United States: Old and new. (2017). Peersman, Gert ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:649.

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2016Un modelo estocástico de equilibrio general para la economía uruguaya. (2016). Basal, Jorge ; Vicente, Leonardo ; Rodriguez, Veronica ; Mourelle, Jose ; Frache, Serafin ; Cuitio, Fernanda ; Carballo, Patricia . In: Documentos de trabajo. RePEc:bku:doctra:2016002.

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2016Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?. (2016). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: Manchester School. RePEc:bla:manchs:v:84:y:2016:i:4:p:437-481.

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2016Measuring the Real and Financial Connectedness of Selected African Economies with the Global Economy. (2016). Orji, Anthony ; Ogbuabor, Jonathan E ; Erdene-Urnukh, Oyun ; Aneke, Gladys C. In: South African Journal of Economics. RePEc:bla:sajeco:v:84:y:2016:i:3:p:364-399.

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2016Do central banks respond timely to developments in the global economy?. (2016). Thorsrud, Leif ; Bjørnland, Hilde ; Zahiri, Sepideh K. In: Working Papers. RePEc:bny:wpaper:0048.

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2016Adaptive models and heavy tails. (2016). Petrella, Ivan ; Delle Monache, Davide. In: Bank of England working papers. RePEc:boe:boeewp:0577.

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2016The varying coefficient Bayesian panel VAR model. (2016). Wieladek, Tomasz. In: Bank of England working papers. RePEc:boe:boeewp:0578.

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2016Risk premia and seasonality in commodity futures. (2016). Sola, Martin ; Petrella, Ivan ; Hevia, Constantino . In: Bank of England working papers. RePEc:boe:boeewp:0591.

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2016Financial market volatility, macroeconomic fundamentals and investor sentiment. (2016). Stoja, Evarist ; Harris, Richard ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0608.

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2017A time varying parameter structural model of the UK economy. (2017). Masolo, Riccardo M. ; Waldron, Matthew ; Kapetanios, George ; Petrova, Katerina . In: Bank of England working papers. RePEc:boe:boeewp:0677.

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2016Exchange rate pass-through and cross-country spillovers: Some evidence from Ukraine and Russia. (2016). Faryna, Oleksandr. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_014.

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2016Forecasting exchange rates using multivariate threshold models. (2016). Huber, Florian ; Florian, Huber . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:16:y:2016:i:1:p:193-210:n:8.

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2016Commonalities and cross-country spillovers in macroeconomic-financial linkages. (2016). Valderrama, Maria ; Ortega, Eva ; Ciccarelli, Matteo ; Eva, Ortega ; Teresa, Valderrama Maria ; Matteo, Ciccarelli . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:16:y:2016:i:1:p:231-275:n:1.

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2016Effects of filtering data on testing asymmetry in threshold autoregressive models. (2016). Jing, LI. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:5:p:549-565:n:2.

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2016Risk Premiums in Slovak Government Bonds. (2016). Odor, Ludovit ; Povala, Pavol . In: Discussion Papers. RePEc:cbe:dpaper:201603.

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2016Education Policies and Migration across European Countries. (2016). Fenoll, Ainhoa Aparicio ; Kuehn, Zoe . In: CHILD Working Papers Series. RePEc:cca:wchild:42.

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2016What is the truth about DSGE models? Testing by indirect inference. (2016). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2016/14.

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2016Impact of Structural Reforms on Regional Growth: Distance to the Frontier Matters. (2016). Oliveira Martins, Joaquim ; Garcilazo, Enrique ; D'Costa, Sabine . In: SERC Discussion Papers. RePEc:cep:sercdp:0203.

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2016The European Central Banks QE: A New Hope. (2016). Wieladek, Tomasz ; Garcia, Antonio I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5946.

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2016Depressing Dependence? Transfers and Economic Growth in the German States, 1975-2005. (2016). Feld, Lars ; Baskaran, Thushyanthan ; Necker, Sarah . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6055.

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2017The Limits of Political Compromise: Debt Ceilings and Political Turnover. (2017). Ornelas, Emanuel ; Cunha, Alexandre. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6429.

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2017The Transmission Mechanism of Credit Support Policies in the Euro Area. (2017). Peersman, Gert ; Boeckx, Jef ; de Sola, Maite . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6442.

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2017Is Europe an Optimal Political Area?. (2017). Alesina, Alberto ; Trebbi, Francesco ; Tabellini, Guido . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6469.

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2017Die ifo Konjunkturuhr auf dem Prüfstand. (2017). Nierhaus, Wolfgang ; Abberger, Klaus . In: ifo Schnelldienst. RePEc:ces:ifosdt:v:70:y:2017:i:04:p:24-30.

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2017The common sources of business cycles in Trans-Pacific countries and the U.S.? A comparison with NAFTA. (2017). Yagihashi, Takeshi ; Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2017-03.

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2016Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach. (2016). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:785.

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2016Monetary Policy and Leverage Shocks. (2016). Serletis, Apostolos. In: Working Papers. RePEc:clg:wpaper:2016-45.

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2017Impact of International Monetary Policy in Uruguay: A favar Approach. (2017). Bucacos, Elizabeth . In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:3-10.

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2016Monetary Policy and Macroprudential Policy: Rivals or Teammates?. (2016). Malovana, Simona ; Frait, Jan. In: Working Papers. RePEc:cnb:wpaper:2016/06.

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2017Ciclos de crédito, liquidez global y regímenes monetarios: una aproximación para América Latina. (2017). Bedoya, Juan. In: REVISTA DESARROLLO Y SOCIEDAD. RePEc:col:000090:015463.

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2016Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto . In: BORRADORES DE ECONOMIA. RePEc:col:000094:014299.

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2016Are small scale VARs useful for business cycle analysis? Revisiting Non-Fundamentalness. (2016). Hamidisahneh, Mehdi ; Canova, Fabio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11041.

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2016Risk Premia and Seasonality in Commodity Futures. (2016). Sola, Martin ; Petrella, Ivan ; Hevia, Constantino . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11169.

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2016Monetary Policy and the Current Account: Theory and Evidence. (2016). Wieladek, Tomasz ; Weale, Martin ; Hjortsoe, Ida. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11204.

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2016The European Central Banks QE: A new hope. (2016). Wieladek, Tomasz ; Pascual, Antonio Garcia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11309.

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2016Mending the broken link: heterogeneous bank lending and monetary policy pass-through. (2016). Ciccarelli, Matteo ; Altavilla, Carlo ; Canova, Fabio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11584.

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2016Macrofinancial History and the New Business Cycle Facts. (2016). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11587.

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2016The Legacies of Slavery in and out of Africa. (2016). Bertocchi, Graziella. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11620.

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2017What is the truth about DSGE models? Testing by indirect inference. (2017). Minford, A. Patrick ; Meenagh, David ; Xu, Yongdeng ; Wickens, Michael R. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11817.

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2017Endogenous Asymmetric Shocks in the Eurozone. The Role of Animal Spirits. (2017). DeGrauwe, Paul ; Ji, Yuemei ; de Grauwe, Paul . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11887.

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2017The Limits of Political Compromise: Debt Ceilings and Political Turnover. (2017). Ornelas, Emanuel ; Cunha, Alexandre. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11945.

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2017Is Europe an Optimal Political Area?. (2017). Alesina, Alberto ; Trebbi, Francesco ; Tabellini, Guido . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12017.

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2017How Important are Spillovers from Major Emerging Markets?. (2017). Ohnsorge, Franziska ; Kose, Ayhan ; Huidrom, Raju . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12022.

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2016On shock symmetry in South America: New evidence from intra-Brazilian real exchange rates. (2016). Rohe, Christian . In: CQE Working Papers. RePEc:cqe:wpaper:5316.

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2017Estimating Fiscal multipliers in the Eurozone. A Nonlinear Panel Data Approach.. (2017). Perdichizzi, Salvatore . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def058.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Ortega, Esther Ruiz ; Corona, Francisco ; Poncela, Pilar . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2016Crimea and Punishment: The Impact of Sanctions on Russian and European Economies. (2016). Netšunajev, Aleksei ; Kholodilin, Konstantin ; Netsunajev, Aleksei . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1569.

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2016Monetary Policy and Mispricing in Stock Markets. (2016). Bernoth, Kerstin ; Beckers, Benjamin . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1605.

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2016Restrictions Search for Panel VARs. (2016). Schnucker, Annika . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1612.

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2016Sectoral allocation and macroeconomic imbalances in EMU. (2016). Pool, Sebastiaan ; Gilbert, Niels. In: DNB Working Papers. RePEc:dnb:dnbwpp:536.

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2017Testing for asymmetries in the predictive model for oil price-inflation nexus. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00609.

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2016Credit, asset prices and business cycles at the global level. (2016). Dees, Stephane. In: Working Paper Series. RePEc:ecb:ecbwps:20161895.

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2016Assessing the costs and benefits of capital-based macroprudential policy. (2016). Behn, Markus ; Peltonen, Tuomas ; Gross, Marco . In: Working Paper Series. RePEc:ecb:ecbwps:20161935.

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2017Low inflation and monetary policy in the euro area. (2017). Nobili, Andrea ; Neri, Stefano ; Conti, Antonio. In: Working Paper Series. RePEc:ecb:ecbwps:20172005.

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2017A panel VAR analysis of macro-financial imbalances in the EU. (2017). Comunale, Mariarosaria. In: Working Paper Series. RePEc:ecb:ecbwps:20172026.

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2017If the Fed sneezes, who catches a cold?. (2017). Stracca, Livio ; Rivolta, Giulia ; Dedola, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20172050.

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2017House prices and monetary policy in the euro area: evidence from structural VARs. (2017). Nocera, Andrea ; ROMA, Moreno . In: Working Paper Series. RePEc:ecb:ecbwps:20172073.

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2017The macroeconomic impact of the ECBs expanded asset purchase programme (APP). (2017). Musso, Alberto ; Gambetti, Luca . In: Working Paper Series. RePEc:ecb:ecbwps:20172075.

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2017Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR. (2017). Henry, Jerome ; Semmler, Willi ; Gross, Marco . In: Working Paper Series. RePEc:ecb:ecbwps:20172081.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2017Spillovers from the ECBs non-standard monetary policy measures on south-eastern Europe. (2017). Moder, Isabella. In: Working Paper Series. RePEc:ecb:ecbwps:20172095.

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2016The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility. (2016). Hamzaoui, Nessrine ; Regaieg, Boutheina . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-04-42.

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2016Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach. (2016). Netšunajev, Aleksei ; Kulikov, Dmitry ; Netunajev, Aleksei . In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2015-8.

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2016Regional Convergence and Growth Clusters in Central and Eastern Europe: An Examination of Sectoral-Level Data. (2016). Hegerty, Scott. In: Eastern European Business and Economics Journal. RePEc:eeb:articl:v:2:y:2016:n:2:p:95-110.

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2017On the choice of monetary policy rules for China: A Bayesian DSGE approach. (2017). Li, Bing ; Liu, Qing . In: China Economic Review. RePEc:eee:chieco:v:44:y:2017:i:c:p:166-185.

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2016Media-expressed negative tone and firm-level stock returns. (2016). Kearney, Colm ; Hutson, Elaine ; Liu, Sha ; Han, Jingguang ; Ahmad, Khurshid . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:152-172.

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2016Fast computation of the deviance information criterion for latent variable models. (2016). Grant, Angelia ; Chan, Joshua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:847-859.

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2016Prior selection for panel vector autoregressions. (2016). Korobilis, Dimitris. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:110-120.

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2016By force of demand: Explaining cyclical fluctuations of international trade and government spending. (2016). Jiang, Mingming. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:249-267.

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2016The evolution of U.S. monetary policy: 2000–2007. (2016). Ireland, Peter ; Belongia, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:78-93.

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2017DSGE pileups. (2017). Morris, Stephen D. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:56-86.

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2017A Monte Carlo procedure for checking identification in DSGE models. (2017). Minford, A. Patrick ; Meenagh, David ; Phuong, VO ; Wickens, Michael . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:202-210.

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2017Bayesian estimation of agent-based models. (2017). Tsionas, Mike ; Grazzini, Jakob ; Richiardi, Matteo G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:26-47.

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2017The government wage bill and private activity. (2017). Pappa, Evi ; Bermperoglou, Dimitrios ; Vella, Eugenia . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:21-47.

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2017Measurement errors and monetary policy: Then and now. (2017). Amir Ahmadi, Pooyan ; Wang, Mu-Chun ; Matthes, Christian ; Amir-Ahmadi, Pooyan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:66-78.

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2016Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer?. (2016). Filis, George ; Duffy, David ; Degiannakis, Stavros ; Livada, Alexandra . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:551-563.

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More than 100 citations found, this list is not complete...

Fabio Canova is editor of


Journal
Journal of the European Economic Association
Journal of the European Economic Association

Works by Fabio Canova:


YearTitleTypeCited
2010Do Expectations Matter? The Great Moderation Revisited In: American Economic Journal: Macroeconomics.
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2009Do expectations matter? The Great Moderation revisited.(2009) In: CEPR Discussion Papers.
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2009Do expectations matter? The Great Moderation revisited.(2009) In: Economics Working Papers.
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2004Similarities and convergence in G-7 cycles In: Working Papers.
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paper160
2004Similarities and Convergence in G7 Cycles.(2004) In: CEPR Discussion Papers.
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2007Similarities and convergence in G-7 cycles.(2007) In: Journal of Monetary Economics.
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2004Similarities and convergence in G-7 cycles.(2004) In: Economics Working Papers.
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2007Back to square one: identification issues in DSGE models In: Working Papers.
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paper242
2009Back to square one: identification issues in DSGE models.(2009) In: CEPR Discussion Papers.
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2009Back to square one: Identification issues in DSGE models.(2009) In: Journal of Monetary Economics.
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2006Back to Square One: Identification Issues in DSGE Models.(2006) In: Working Papers.
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2006Back to square one: identification issues in DSGE models.(2006) In: Computing in Economics and Finance 2006.
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paper
2006Back to square one: Identification issues in DSGE models.(2006) In: Economics Working Papers.
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2007The labor market effects of technology shocks In: Working Papers.
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paper9
2007The Labour Market Effects of Technology Shocks.(2007) In: CEPR Discussion Papers.
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2009Do institutional changes affect business cycles? Evidence from Europe In: Working Papers.
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2012Do institutional changes affect business cycles? Evidence from Europe.(2012) In: Journal of Economic Dynamics and Control.
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article
2012Do institutional changes affect business cycles? Evidence from Europe.(2012) In: Economics Working Papers.
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paper
1992An Alternative Approach to Modeling and Forecasting Seasonal Time Series. In: Journal of Business & Economic Statistics.
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article5
1995Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability. In: Journal of Business & Economic Statistics.
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article88
2009Comment In: Journal of Business & Economic Statistics.
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article0
2013Choosing the variables to estimate singular DSGE models. In: Working papers.
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paper15
2013Choosing the variables to estimate singular DSGE models.(2013) In: CEPR Discussion Papers.
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paper
The Dynamics of US Inflation: Can Monetary Policy Explain the Changes? In: Working Papers.
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paper18
2012The dynamics of US inflation: Can monetary policy explain the changes?.(2012) In: Journal of Econometrics.
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2010The dynamics of US inflation: Can monetary policy explain the changes?.(2010) In: Economics Working Papers.
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paper
2010Multiple Filtering Devices for the Estimation of Cyclical DSGE Models In: Working Papers.
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paper48
2011Multiple filtering devices for the estimation of cyclical DSGE models.(2011) In: Quantitative Economics.
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article
2010Multiple filtering devices for the estimation of cyclical DSGE models.(2010) In: Economics Working Papers.
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paper
2010Measurement with Some Theory: a New Approach to Evaluate Business Cycle Models (with appendices) In: Working Papers.
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2010Does Money Matter in Shaping Domestic Business Cycles? An International Investigation (with appendices) In: Working Papers.
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2010Does money matter in shaping domestic business cycles? An international investigation (with appendices).(2010) In: Economics Working Papers.
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2011ClubMed? Cyclical Fluctuations in the Mediterranean Basin In: Working Papers.
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2012ClubMed? Cyclical fluctuations in the Mediterranean basin.(2012) In: Journal of International Economics.
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2012ClubMed? Cyclical fluctuations in the Mediterranean basin.(2012) In: Economics Working Papers.
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2012Has the Euro-Mediterranean Partnership Affected Mediterranean Business Cycles? In: Working Papers.
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paper6
2012Has the Euro-Mediterranean partnership affected Mediterranean business cycles?.(2012) In: Economics Working Papers.
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paper
Fiscal Policy, Pricing Frictions and Monetary Accommodation In: Working Papers.
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paper26
2011Fiscal policy, pricing frictions and monetary accommodation.(2011) In: Economic Policy.
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2011Fiscal policy, pricing frictions and monetary accommodation.(2011) In: Economics Working Papers.
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2012Do Institutions and Culture Matter for Business Cycles? In: Working Papers.
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2013Do Institutions and Culture Matter for Business Cycles?.(2013) In: CEPR Discussion Papers.
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2012Do Institutions and Culture Matter for Business Cycles?.(2012) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2012Do institutions and culture matter for business cycles?.(2012) In: Economics Working Papers.
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2012Bridging DSGE models and the raw data In: Working Papers.
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2013Bridging DSGE Models and the raw data.(2013) In: CEPR Discussion Papers.
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2012Bridging DSGE models and the raw data.(2012) In: Economics Working Papers.
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2012Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs In: Working Papers.
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paper1
2012Estimating overidentified, nonrecursive, time-varying coefficients structural VARs.(2012) In: Economics Working Papers.
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2001Inequality and convergence in Europes regions: reconsidering European regional policies In: Economic Policy.
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article226
2011Letter from the Editors of JEEA In: Journal of the European Economic Association.
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article0
2016Approximating time varying structural models with time invariant structures In: Working Papers.
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paper3
2016Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness In: Working Papers.
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2016Mending the broken link: heterogeneous bank lending and monetary policy pass-through. In: Working Papers.
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1994International Consumption Risk Sharing In: CEPR Discussion Papers.
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paper68
1996International Consumption Risk Sharing..(1996) In: International Economic Review.
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1995International consumption risk sharing.(1995) In: Economics Working Papers.
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1995Household Production and International Business Cycles In: CEPR Discussion Papers.
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paper1
1995The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination In: CEPR Discussion Papers.
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1995The equity premium and the risk free rate: A cross country, cross maturity examination.(1995) In: Economics Working Papers.
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1995The Poor Stay Poor: Non-Convergence Across Countries and Regions In: CEPR Discussion Papers.
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paper97
1999The poor stay poor: Non-convergence across countries and regions.(1999) In: Economics Working Papers.
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1996Did Colonization Matter for Growth? An Empirical Exploration into the Historical Causes of Africas Underdevelopment In: CEPR Discussion Papers.
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paper122
2002Did colonization matter for growth?: An empirical exploration into the historical causes of Africas underdevelopment.(2002) In: European Economic Review.
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1996Did colonization matter for growth? An empirical exploration into the historical causes of Africas underdevelopment.(1996) In: Economics Working Papers.
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1997Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective In: CEPR Discussion Papers.
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2000STOCK RETURNS, TERM STRUCTURE, INFLATION, AND REAL ACTIVITY: AN INTERNATIONAL PERSPECTIVE.(2000) In: Macroeconomic Dynamics.
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1997Stock returns, term structure, inflation and real activity: An international perspective.(1997) In: Economics Working Papers.
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1998Did You Know that Monetary Disturbances Matter for Business Cycles Fluctuations? Evidence from the G-7 Countries In: CEPR Discussion Papers.
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paper0
1998The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State In: CEPR Discussion Papers.
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paper35
2000The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State.(2000) In: Review of Economic Dynamics.
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2000The macroeconomic effects of German unification: Real adjustments and the welfare state.(2000) In: Economics Working Papers.
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1998Crossing the Rio Grande: Migrations, Business Cycles and the Welfare State In: CEPR Discussion Papers.
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paper5
1997Crossing the Rio Grande: Migrations, business cycles and the welfare state.(1997) In: Economics Working Papers.
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1999Testing for Convergence Clubs in Income per-capita: A Predictive Density Approach In: CEPR Discussion Papers.
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paper149
2004Testing for Convergence Clubs in Income Per Capita: A Predictive Density Approach.(2004) In: International Economic Review.
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1999Testing for convergence clubs in income per-capita: A predictive density approach.(1999) In: Economics Working Papers.
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paper
2001Testing for convergence clubs in income per-capita : a predictive density approach.(2001) In: HWWA Discussion Papers.
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1999Monetary Policy Misspecification in VAR Models In: CEPR Discussion Papers.
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paper58
1999Monetary policy misspecification in VAR models.(1999) In: Economics Working Papers.
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2001Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model In: CEPR Discussion Papers.
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paper66
2004Forecasting and turning point predictions in a Bayesian panel VAR model.(2004) In: Journal of Econometrics.
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2000FORECASTING AND TURNING POINT PREDICTIONS IN A BAYESIAN PANEL VAR MODEL.(2000) In: Working Papers. Serie AD.
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1999Forecasting and turning point predictions in a Bayesian panel VAR model.(1999) In: Economics Working Papers.
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2002G-7 Inflation Forecasts In: CEPR Discussion Papers.
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paper19
2002G-7 Inflation forecasts.(2002) In: Working Paper Series.
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2002Validating Monetary DSGE Models through VARs In: CEPR Discussion Papers.
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paper17
2003Regional Policies and EU Enlargement In: CEPR Discussion Papers.
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paper21
2003Price Dispersions in Monetary Unions: The Role of Fiscal Shocks In: CEPR Discussion Papers.
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paper29
2003The Transmission of US Shocks to Latin America In: CEPR Discussion Papers.
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paper192
2005The transmission of US shocks to Latin America.(2005) In: Journal of Applied Econometrics.
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2004The transmission of US shocks to Latin America.(2004) In: Economics Working Papers.
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2003Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators In: CEPR Discussion Papers.
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2002PANEL INDEX VAR MODELS: SPECIFICATION, ESTIMATION, TESTING AND LEADING INDICATORS.(2002) In: Working Papers. Serie AD.
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2004Does it Cost to be Virtuous? The Macroeconomic Effect of Fiscal Constraints In: CEPR Discussion Papers.
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2005Does it cost to be virtuous? The macroeconomic effects of fiscal constraints.(2005) In: LSE Research Online Documents on Economics.
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2006Does it Cost to be Virtuous? The Macroeconomic Effects of Fiscal Constraints.(2006) In: NBER Chapters.
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2005Does it Cost to be Virtuous? The Macroeconomic Effects of Fiscal Constraints.(2005) In: NBER Working Papers.
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2004Does it cost to be virtuous? The macroeconomic effects of fiscal constraints.(2004) In: Economics Working Papers.
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2005Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey In: CEPR Discussion Papers.
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2005The Elusive Costs and the Immaterial Gains of Fiscal Constraints In: CEPR Discussion Papers.
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2006The elusive costs and the immaterial gains of fiscal constraints.(2006) In: Journal of Public Economics.
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2004The elusive costs and the immaterial gains of fiscal constraints.(2004) In: LSE Research Online Documents on Economics.
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2005The elusive costs and the immaterial gains of fiscal constraints.(2005) In: Working Papers.
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2005The elusive costs and the immaterial gains of fiscal contraints.(2005) In: Economics Working Papers.
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2006Structural Changes in the US Economy: Bad Luck or Bad Policy? In: CEPR Discussion Papers.
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2006Monetary Policy and the Evolution of the US Economy In: CEPR Discussion Papers.
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2006The Structural Dynamics of Output Growth and Inflation: Some International Evidence In: CEPR Discussion Papers.
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2007The Structural Dynamics of Output Growth and Inflation: Some International Evidence.(2007) In: Economic Journal.
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2006The structural dynamics of output growth and inflation: some international evidence.(2006) In: Economics Working Papers.
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2006The Structural Dynamics of US Output and Inflation: What Explains the Changes? In: CEPR Discussion Papers.
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2008The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?.(2008) In: Journal of Money, Credit and Banking.
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2005The structural dynamics of US output and inflation: What explains the changes?.(2005) In: Economics Working Papers.
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2008The Effects of Technology Shocks on Hours and Output: A Robustness Analysis In: CEPR Discussion Papers.
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paper40
2010The effects of technology shocks on hours and output: a robustness analysis.(2010) In: Journal of Applied Econometrics.
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2008How much structure in empirical models? In: CEPR Discussion Papers.
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paper7
2007How much structure in empirical models?.(2007) In: Economics Working Papers.
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2009Japans Lost Decade: Does Money have a Role? In: CEPR Discussion Papers.
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2010Japans Lost decade: Does money have a role?.(2010) In: Journal of the Japanese and International Economies.
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2009Japans lost decade: Does money have a role?.(2009) In: Economics Working Papers.
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1993Sources and Propagation of International Business Cycles: Common Shocks or Transmission? In: CEPR Discussion Papers.
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1993Detrending and Business Cycle Facts In: CEPR Discussion Papers.
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1998Detrending and business cycle facts.(1998) In: Journal of Monetary Economics.
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2010Does money matter in shaping domestic business cycles? An international investigation In: CEPR Discussion Papers.
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2011Does Money Matter in Shaping Domestic Business Cycles? An International Investigation.(2011) In: Journal of Money, Credit and Banking.
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2011Business cycle measurement with some theory In: CEPR Discussion Papers.
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2011Business cycle measurement with some theory.(2011) In: Journal of Monetary Economics.
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2011Business cycle measurement with some theory.(2011) In: Economics Working Papers.
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2013Panel Vector Autoregressive Models: A Survey In: CEPR Discussion Papers.
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paper51
2013Panel vector autoregressive models: a survey.(2013) In: Working Paper Series.
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2007G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE? In: Macroeconomic Dynamics.
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2011Cyclical fluctuations in the Mediterranean basin In: Working Paper Series.
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2013How important is tourism for the international transmission of cyclical fluctuations? Evidence from the Mediterranean In: Working Paper Series.
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1999Does Detrending Matter for the Determination of the Reference Cycle and the Selection of Turning Points? In: Economic Journal.
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1995Does detrending matter for the determination of the reference cycle and the selection of turning points?.(1995) In: Economics Working Papers.
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2007Price Differentials in Monetary Unions: The Role of Fiscal Shocks In: Economic Journal.
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2005Price differentials in monetary unions: The role of fiscal shocks.(2005) In: Economics Working Papers.
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2013The Ins and Outs of Unemployment: An Analysis Conditional on Technology Shocks-super- In: Economic Journal.
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1994Testing long-run neutrality: Empirical evidence for G7-countries with special emphasis on Germany A comment In: Carnegie-Rochester Conference Series on Public Policy.
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1993Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model In: Journal of Economic Dynamics and Control.
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1994Changes in seasonal patterns : Are they cyclical? In: Journal of Economic Dynamics and Control.
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1992Changes in Seasonal Patters: Are They Cyclical..(1992) In: Cahiers de recherche.
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1992Changes in Seasonal Patters: Are They Cyclical..(1992) In: Cahiers de recherche.
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1996Reconciling the term structure of interest rates with the consumption-based ICAP model In: Journal of Economic Dynamics and Control.
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1998International business cycles, financial markets and household production In: Journal of Economic Dynamics and Control.
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1997International business cycles, financial markets and household production.(1997) In: Economics Working Papers.
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1993Forecasting time series with common seasonal patterns In: Journal of Econometrics.
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1994Detrending and turning points In: European Economic Review.
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1995Predicting excess returns in financial markets In: European Economic Review.
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1995Stock returns and real activity: A structural approach In: European Economic Review.
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1993Trade interdependence and the international business cycle In: Journal of International Economics.
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1998Sources and propagation of international output cycles: Common shocks or transmission? In: Journal of International Economics.
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1993Profits, risk, and uncertainty in foreign exchange markets In: Journal of Monetary Economics.
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1998Detrending and business cycle facts: A users guide In: Journal of Monetary Economics.
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1995Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies. In: International Economic Review.
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2008Estimating multi-country VAR models.(2008) In: Economics Working Papers.
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1991The Time-Series Properties of the Risk Premium in the Yen/Dollar Exchange Market. In: Journal of Applied Econometrics.
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1994Statistical Inference in Calibrated Models. In: Journal of Applied Econometrics.
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1994Were Financial Crises Predictable? In: Journal of Money, Credit and Banking.
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2004On the Time Variations of US Monetary Policy: Who is right? In: Money Macro and Finance (MMF) Research Group Conference 2004.
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2012Interview with Fabio Canova In: MNB Bulletin (discontinued).
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1988On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market In: NBER Working Papers.
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2003The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries In: IMF Staff Papers.
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2007Bayesian Time Series and DSGE Models, from Methods for Applied Macroeconomic Research In: Introductory Chapters.
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chapter14
2007DSGE Models, Solutions, and Approximations, from Methods for Applied Macroeconomic Research In: Introductory Chapters.
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chapter13
2010EconomicDynamics Interviews Fabio Canova on the Estimation of Business Cycle Models In: EconomicDynamics Newsletter.
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