30
H index
54
i10 index
3111
Citations
Carlo Favero : Citation Profile
Università Commerciale Luigi Bocconi (80% share) | RESEARCH PRODUCTION: 50 Articles 142 Papers 1 Books 5 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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30 years (1989 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Carlo Favero. | Is cited by:
| Cites to:
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Main data
Where Carlo Favero has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Warwick Business School, Finance Group | 3 |
| Economics Series Working Papers / University of Oxford, Department of Economics | 2 |
| Working Papers / Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali | 2 |
Recent works citing Carlo Favero (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2019 | Demographic Structure and Macroeconomic Trends. (2019). Smith, Ronald ; Aksoy, Yunus ; Grasl, Tobias ; Basso, Henrique S. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:11:y:2019:i:1:p:193-222. Full description at Econpapers || Download paper | |
| 2018 | Studying the political economy of reforms: The Greek case, 2010-2017. (2018). Skalkos, Dimitris P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:163-186. Full description at Econpapers || Download paper | |
| 2018 | The Global Vector Error Correction Model application on the dynamics and drivers of the World Butter Export Prices: Evidence from the U.S., the EU, and New Zealand. (2018). Xue, Huidan ; Wang, Liming ; Li, Chenguang. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273971. Full description at Econpapers || Download paper | |
| 2018 | Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Lodz Economics Working Papers. RePEc:ann:wpaper:4/2018. Full description at Econpapers || Download paper | |
| 2018 | National debts and government deficits within European Monetary Union: Statistical evidence of economic issues. (2018). Coccia, Mario. In: Papers. RePEc:arx:papers:1806.07830. Full description at Econpapers || Download paper | |
| 2019 | Growth Accounting for Saudi Arabia. (2019). Haque, Mohammad Imdadul. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:691-701. Full description at Econpapers || Download paper | |
| 2019 | BEHAVIORAL MONETARY POLICYMAKING: ECONOMICS, POLITICAL ECONOMY AND PSYCHOLOGY. (2019). masciandaro, donato ; Romelli, Davide. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19105. Full description at Econpapers || Download paper | |
| 2017 | Top-down vs.Bottom-up? Reconciling the effects of tax and transfer shocks on output. (2017). Paetz, Christoph ; Gechert, Sebastian ; Villanueva, Paloma. In: Working Papers. RePEc:bde:wpaper:1712. Full description at Econpapers || Download paper | |
| 2017 | The output effects of tax changes: narrative evidence from Spain. (2017). Ramos, Roberto ; Pérez, Javier ; Perez, Javier J ; Morris, Richard ; Marti, Francisco ; Gil, Paula . In: Working Papers. RePEc:bde:wpaper:1721. Full description at Econpapers || Download paper | |
| 2019 | The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks. (2019). Siviero, Stefano ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_486_19. Full description at Econpapers || Download paper | |
| 2018 | Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:36:y:2018:i:85:p:48-64. Full description at Econpapers || Download paper | |
| 2019 | Sovereign Default and Imperfect Tax Enforcement. (2019). Pappadà , Francesco ; Zylberberg, Yanos. In: Working papers. RePEc:bfr:banfra:722. Full description at Econpapers || Download paper | |
| 2018 | Uncertainty and macroeconomics: transmission channels and policy implications. (2018). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: Rue de la Banque. RePEc:bfr:rueban:2018:61. Full description at Econpapers || Download paper | |
| 2018 | Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu. In: BIS Papers. RePEc:bis:bisbps:97. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?. (2018). Pellegrino, Giovanni ; Lim, Guay ; Castelnuovo, Efrem. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:1:p:70-86. Full description at Econpapers || Download paper | |
| 2017 | A SURVEY ON THE OUTPUT EFFECTS OF TAX REFORMS FROM A POLICY PERSPECTIVE. (2017). Misch, Florian ; Kneller, Richard. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:165-192. Full description at Econpapers || Download paper | |
| 2018 | MEASUREMENT ERROR IN MACROECONOMIC DATA AND ECONOMICS RESEARCH: DATA REVISIONS, GROSS DOMESTIC PRODUCT, AND GROSS DOMESTIC INCOME. (2018). Li, Phillip ; Chang, Andrew C. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1846-1869. Full description at Econpapers || Download paper | |
| 2019 | INTERNATIONAL EFFECTS OF EURO AREA VERSUS U.S. POLICY UNCERTAINTY: A FAVAR APPROACH. (2019). Belke, Ansgar ; Osowski, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:453-481. Full description at Econpapers || Download paper | |
| 2019 | LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL. (2019). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:3:p:1302-1323. Full description at Econpapers || Download paper | |
| 2018 | Fiscal Trade‐Offs: The Relationship Between Output and Debt in Policy Interventions. (2018). McManus, Richard. In: Manchester School. RePEc:bla:manchs:v:86:y:2018:i:s1:p:50-82. Full description at Econpapers || Download paper | |
| 2018 | On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy. (2018). Conti, Antonio ; Barigozzi, Matteo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:4:p:755-787. Full description at Econpapers || Download paper | |
| 2018 | Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_006. Full description at Econpapers || Download paper | |
| 2018 | Risk perceptions and fundamental effects on sovereign spreads. (2018). Migiakis, Petros ; Georgoutsos, Dimitris A. In: Working Papers. RePEc:bog:wpaper:250. Full description at Econpapers || Download paper | |
| 2018 | Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area. (2018). Mammi, Irene ; Golinelli, Roberto ; Musolesi, A. In: Working Papers. RePEc:bol:bodewp:wp1120. Full description at Econpapers || Download paper | |
| 2018 | One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification. (2018). Duarte, Joao ; Mann, S ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1816. Full description at Econpapers || Download paper | |
| 2019 | Predicting Recessions in the Euro Area: A Factor Approach. (2019). Parle, Conor ; Goodhead, Robert. In: Economic Letters. RePEc:cbi:ecolet:2/el/19. Full description at Econpapers || Download paper | |
| 2018 | What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers. (2018). Lim, Guay ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7366. Full description at Econpapers || Download paper | |
| 2018 | Investments on the Norwegian Continental Shelf - An Empirical Analysis. (2018). Parmer, Pernille ; Kvinge, Bjornar Andreas ; Ubbe, Inger ; Thorsen, Helge Sandvig ; Strom, Steinar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7370. Full description at Econpapers || Download paper | |
| 2019 | Ideologically-charged terminology: austerity, fiscal consolidation, and sustainable governance. (2019). Potrafke, Niklas ; Gründler, Klaus ; Grundler, Klaus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7613. Full description at Econpapers || Download paper | |
| 2018 | One Money, Many Markets. (2018). Duarte, Joao ; Corsetti, Giancarlo ; Mann, Samuel . In: Discussion Papers. RePEc:cfm:wpaper:1805. Full description at Econpapers || Download paper | |
| 2018 | Monetary policy and structural changes in Colombia, 1990-2016: A Markov Switching approach. (2018). Cadavid-Sánchez, Sebastián ; Sanchez, Sebastian Cadavid. In: DOCUMENTOS CEDE. RePEc:col:000089:016970. Full description at Econpapers || Download paper | |
| 2018 | Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:016935. Full description at Econpapers || Download paper | |
| 2017 | Revenue- versus spending-based consolidation plans: the role of follow-up. (2017). Beetsma, Roel ; Giuliodori, Massimo ; Furtuna, Oana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12133. Full description at Econpapers || Download paper | |
| 2017 | Tax shocks with high and low uncertainty. (2017). Marcellino, Massimiliano ; Bertolotti, Fabio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12335. Full description at Econpapers || Download paper | |
| 2018 | Government Debt and the Returns to Innovation. (2018). Croce, Mariano Massimiliano ; Schmid, Lukas ; Raymond, Steve ; Nguyen, Thien Tung . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12617. Full description at Econpapers || Download paper | |
| 2019 | Why Do Fiscal Multipliers Depend on Fiscal Positions?. (2019). Lim, Jamus ; Ohnsorge, Franziska ; Kose, Ayhan ; Huidrom, Raju. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13648. Full description at Econpapers || Download paper | |
| 2019 | The Motives to Borrow. (2019). Presbitero, Andrea ; Panizza, Ugo ; Ghosh, Atish ; Fatas, Antonio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13735. Full description at Econpapers || Download paper | |
| 2019 | Persistent Government Debt and Aggregate Risk Distribution. (2019). Raymond, Steve ; Nguyen, Thien ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13922. Full description at Econpapers || Download paper | |
| 2017 | Estimating 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. Full description at Econpapers || Download paper | |
| 2018 | Public Expenditure Multipliers in recessions. Evidence from the Eurozone.. (2018). Boitani, Andrea ; Perdichizzi, Salvatore . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def068. Full description at Econpapers || Download paper | |
| 2018 | What Determines the Costs of Fiscal Consolidations?. (2018). Klein, Mathias. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:120en. Full description at Econpapers || Download paper | |
| 2018 | Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1762. Full description at Econpapers || Download paper | |
| 2019 | Financial Stability and the Fed: Evidence from Congressional Hearings. (2019). Neuenkirch, Matthias ; Jansen, David-Jan ; Wischnewsky, Arina. In: DNB Working Papers. RePEc:dnb:dnbwpp:633. Full description at Econpapers || Download paper | |
| 2019 | Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels. In: DNB Working Papers. RePEc:dnb:dnbwpp:636. Full description at Econpapers || Download paper | |
| 2018 | Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2018). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda . In: ISER Discussion Paper. RePEc:dpr:wpaper:1019. Full description at Econpapers || Download paper | |
| 2019 | Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2019). Cui, Guowei ; Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda. In: ISER Discussion Paper. RePEc:dpr:wpaper:1019r. Full description at Econpapers || Download paper | |
| 2018 | The effects of migration and remittances on development and capital in Caribbean Small Island Developing States. (2018). Cassin, Lesly ; Ait Benhamou, Zouhair. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-41. Full description at Econpapers || Download paper | |
| 2018 | A Steeper slope: the Laffer Tax Curve in Developing and Emerging Economies. (2018). Ait Benhamou, Zouhair. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-44. Full description at Econpapers || Download paper | |
| 2018 | Euro area real-time density forecasting with financial or labor market frictions. (2018). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20182140. Full description at Econpapers || Download paper | |
| 2018 | Learning about fiscal multipliers during the European sovereign debt crisis: evidence from a quasi-natural experiment. (2018). Koester, Gerrit ; Kamps, Christophe ; Leiner-Killinger, Nadine ; Grnicka, Lucyna. In: Working Paper Series. RePEc:ecb:ecbwps:20182154. Full description at Econpapers || Download paper | |
| 2018 | Revenue- versus spending-based consolidation plans: the role of follow-up. (2018). Beetsma, Roel ; Giuliodori, Massimo ; Furtuna, Oana. In: Working Paper Series. RePEc:ecb:ecbwps:20182178. Full description at Econpapers || Download paper | |
| 2018 | Semi-structural credit gap estimation. (2018). Welz, Peter ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182194. Full description at Econpapers || Download paper | |
| 2019 | Dynamic fiscal limits and monetary-fiscal policy interactions. (2019). Battistini, Niccolò ; Zavalloni, Luca ; Callegari, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20192268. Full description at Econpapers || Download paper | |
| 2019 | Monetary policy, macroprudential policy, and financial stability. (2019). Repullo, Rafael ; Martinez-Miera, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192297. Full description at Econpapers || Download paper | |
| 2018 | Fiscal consolidations and heterogeneous expectations. (2018). Mavromatis, Kostas(Konstantinos) ; Hommes, Cars ; Lustenhouwer, Joep. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:173-205. Full description at Econpapers || Download paper | |
| 2018 | Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45. Full description at Econpapers || Download paper | |
| 2018 | Debt dynamics in Europe: A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:175-202. Full description at Econpapers || Download paper | |
| 2018 | Dynamic adjustment of fiscal policy under a debt crisis. (2018). Dioikitopoulos, Evangelos V. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:260-276. Full description at Econpapers || Download paper | |
| 2018 | Investment and uncertainty with time to build: Evidence from entry into U.S. copper mining. (2018). Slade, Margaret ; Marmer, Vadim. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:233-254. Full description at Econpapers || Download paper | |
| 2018 | Fitting and forecasting yield curves with a mixed-frequency affine model: Evidence from China. (2018). Shang, Yuhuang ; Zheng, Tingguo . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:145-154. Full description at Econpapers || Download paper | |
| 2018 | Money and credit overhang in the euro area. (2018). Kool, Clemens ; Liu, Jingyang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:622-633. Full description at Econpapers || Download paper | |
| 2019 | Monetary and fiscal policy transmission in Poland. (2019). Sznajderska, Anna ; Haug, Alfred ; Jdrzejowicz, Tomasz . In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:15-27. Full description at Econpapers || Download paper | |
| 2018 | The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations. (2018). Lange, Ronald Henry. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:80-91. Full description at Econpapers || Download paper | |
| 2018 | Do fiscal spending news shocks generate financial spillovers?. (2018). Ong, Kian. In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:46-49. Full description at Econpapers || Download paper | |
| 2018 | A tale of two risks in the EMU sovereign debt markets. (2018). Sensoy, Ahmet ; Akyildirim, Erdinc ; Nguyen, Duc Khuong. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:102-106. Full description at Econpapers || Download paper | |
| 2018 | Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44. Full description at Econpapers || Download paper | |
| 2017 | An empirical assessment of Optimal Monetary Policy in the Euro area. (2017). Leith, Campbell ; Kirsanova, Tatiana ; Chen, Xiaoshan. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:95-115. Full description at Econpapers || Download paper | |
| 2019 | Identification versus misspecification in New Keynesian monetary policy models. (2019). Lindé, Jesper ; Laséen, Stefan ; Ratto, Marco ; Linde, Jesper ; Adolfson, Malin. In: European Economic Review. RePEc:eee:eecrev:v:113:y:2019:i:c:p:225-246. Full description at Econpapers || Download paper | |
| 2019 | Long horizon predictability: An asset allocation perspective. (2019). Poncet, Patrice ; Lioui, Abraham. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:961-975. Full description at Econpapers || Download paper | |
| 2018 | Financial connectedness of BRICS and global sovereign bond markets. (2018). Ahmad, Wasim ; Daly, Kevin J ; Mishra, Anil V. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16. Full description at Econpapers || Download paper | |
| 2018 | The re-pricing of sovereign risks following the Global Financial Crisis. (2018). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:39-56. Full description at Econpapers || Download paper | |
| 2018 | Determinants of oil and gas investments on the Norwegian Continental Shelf. (2018). Molnár, Peter ; Molnar, Peter ; Jordal, Therese ; Boe, Kristine Skjong ; Berntsen, Martin. In: Energy. RePEc:eee:energy:v:148:y:2018:i:c:p:904-914. Full description at Econpapers || Download paper | |
| 2018 | The “Hierarchy of Institutions” reconsidered: Monetary policy and its effect on the rule of law in interwar Poland. (2018). Hartwell, Christopher. In: Explorations in Economic History. RePEc:eee:exehis:v:68:y:2018:i:c:p:37-70. Full description at Econpapers || Download paper | |
| 2018 | A new approach to the analysis of monetary policy transmission through bank capital. (2018). Saiz, Maria Cantero ; Gutierrez, Carlos Lopez ; Lopezgutierrez, Carlos ; Olmo, Begoa Torre ; Torreolmo, Begoa ; Azofra, Sergio Sanfilippo ; Sanfilippoazofra, Sergio . In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:95-104. Full description at Econpapers || Download paper | |
| 2018 | Measuring the propagation of financial distress with Granger-causality tail risk networks. (2018). Trapin, Luca ; Pirino, Davide ; Lillo, Fabrizio ; Corsi, Fulvio. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:18-36. Full description at Econpapers || Download paper | |
| 2018 | The U.S. Treasury Premium. (2018). Du, Wenxin ; Schreger, Jesse ; Im, Joanne. In: Journal of International Economics. RePEc:eee:inecon:v:112:y:2018:i:c:p:167-181. Full description at Econpapers || Download paper | |
| 2018 | Sovereign default, exit and contagion in a monetary union. (2018). Kobielarz, Michal ; Eijffinger, Sylvester ; Uras, Burak R. In: Journal of International Economics. RePEc:eee:inecon:v:113:y:2018:i:c:p:1-19. Full description at Econpapers || Download paper | |
| 2019 | Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence. (2019). Jalles, Joao ; Afonso, Antonio. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:208-224. Full description at Econpapers || Download paper | |
| 2018 | Predictions of short-term rates and the expectations hypothesis. (2018). Guidolin, Massimo ; Thornton, Daniel L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:636-664. Full description at Econpapers || Download paper | |
| 2018 | The impact of conventional and unconventional monetary policy on expectations and sentiment. (2018). Spyrou, Spyros ; Galariotis, Emilios ; Makrichoriti, Panagiota. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:1-20. Full description at Econpapers || Download paper | |
| 2018 | Bid-to-cover and yield changes around public debt auctions in the euro area. (2018). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:118-134. Full description at Econpapers || Download paper | |
| 2019 | The effect of pro-environmental preferences on bond prices: Evidence from green bonds. (2019). Zerbib, Olivier David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:39-60. Full description at Econpapers || Download paper | |
| 2019 | Do political risks harm development of oil fields?. (2019). Molnar, Peter ; Mikula, Tepan ; Jordal, Therese ; Boe, Kristine S. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:338-358. Full description at Econpapers || Download paper | |
| 2019 | Government debt and the returns to innovation. (2019). Nguyen, Thien T ; Croce, M M ; Schmid, L ; Raymond, S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:205-225. Full description at Econpapers || Download paper | |
| 2019 | In search of preference shock risks: Evidence from longevity risks and momentum profits. (2019). Yang, Bowen ; Chen, Zhanhui . In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:225-249. Full description at Econpapers || Download paper | |
| 2018 | Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75. Full description at Econpapers || Download paper | |
| 2018 | Revisiting the bi-directional causality between debt and growth: Evidence from linear and nonlinear tests. (2018). Trachanas, Emmanouil ; Luo, Yun ; de Vita, Glauco. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:55-74. Full description at Econpapers || Download paper | |
| 2018 | “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30. Full description at Econpapers || Download paper | |
| 2018 | Cross-border asset holdings and comovements in sovereign bond markets. (2018). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:189-206. Full description at Econpapers || Download paper | |
| 2019 | The cross-country impact of ECB policies: Asymmetries in – Asymmetries out?. (2019). Serati, Massimiliano ; Venegoni, Andrea. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:118-141. Full description at Econpapers || Download paper | |
| 2019 | Early 60s is not old enough: Evidence from twenty-one countries’ equity fund markets. (2019). Kim, Young-Min ; Lee, Bong-Soo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:92:y:2019:i:c:p:62-74. Full description at Econpapers || Download paper | |
| 2017 | The (In)validity of the Ricardian equivalence theorem–findings from a representative German population survey. (2017). Neumeier, Florian ; Hayo, Bernd. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:51:y:2017:i:c:p:162-174. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty and employment dynamics in the euro area and the US. (2017). Netšunajev, Aleksei ; Glass, Katharina ; Netunajev, Aleksei. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:51:y:2017:i:c:p:48-62. Full description at Econpapers || Download paper | |
| 2018 | The decline in the predictive power of the US term spread: A structural interpretation. (2018). Morell, Joe. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:314-331. Full description at Econpapers || Download paper | |
| 2018 | Medium-term fiscal multipliers during protracted economic contractions. (2018). Poplawski-Ribeiro, Marcos ; Koloskova, Ksenia ; Dell'Erba, Salvatore. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:35-52. Full description at Econpapers || Download paper | |
| 2018 | Weak instruments and estimated monetary policy rules. (2018). BAYAR, OMER . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:308-317. Full description at Econpapers || Download paper | |
| 2019 | Debt stabilization games in a monetary union: What are the effects of introducing eurobonds?. (2019). van Aarle, Bas ; Engwerda, Jacob ; Anevlavis, Tzanis. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:78-102. Full description at Econpapers || Download paper | |
| 2019 | Fiscal space and government-spending and tax-rate cyclicality patterns: A cross-country comparison, 1960–2016. (2019). Jinjarak, Yothin ; Aizenman, Joshua ; Park, Donghyun ; Kim, Hien Thi. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:229-252. Full description at Econpapers || Download paper | |
| 2018 | Australia saved from the financial crisis by policy or by exports?. (2018). Groenewold, Nicolaas. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:1:p:118-135. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Carlo Favero has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Carlo Favero:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Should the Euro Area Be Run as a Closed Economy? In: American Economic Review. [Full Text][Citation analysis] | article | 26 |
| 2008 | Should the Euro Area be Run as a Closed Economy?.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2008 | Should the Euro Area be Run as a Closed Economy?.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2012 | Measuring Tax Multipliers: The Narrative Method in Fiscal VARs In: American Economic Journal: Economic Policy. [Full Text][Citation analysis] | article | 81 |
| 2010 | Measuring Tax Multipliers: The Narrative Method in Fiscal VARs.(2010) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 81 | chapter | |
| 2018 | What Do We Know about the Effects of Austerity? In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 6 |
| 2019 | Effects of Austerity: Expenditure- and Tax-Based Approaches In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 2 |
| 2019 | Effects of Austerity: Expenditure- and Tax-based Approaches.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1993 | Ottimizzazione intertemporale e metodi econometrici in economia In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Deficits, Money Growth and Inflation in Italy: 1875–1994 In: Economic Notes. [Full Text][Citation analysis] | article | 5 |
| 2014 | How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison In: Economic Notes. [Full Text][Citation analysis] | article | 1 |
| 1998 | Immediate challenges for the European Central Bank In: Economic Policy. [Full Text][Citation analysis] | article | 154 |
| 2003 | Yield spreads on EMU government bonds In: Economic Policy. [Full Text][Citation analysis] | article | 253 |
| 2012 | Sovereign spreads in the eurozone: which prospects for a Eurobond? In: Economic Policy. [Full Text][Citation analysis] | article | 56 |
| 1993 | Error Correction and Forward Looking Models for UK Consumers Expenditure. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 3 |
| 2005 | Modelling and Forecasting Fiscal Variables for the Euro Area In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 31 |
| 2005 | Modelling and Forecasting Fiscal Variables for the euro Area.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2005 | Modelling and Forecasting Fiscal Variables for the Euro Area.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2005 | Parameter Instability, Model Uncertainty and the Choice of Monetary Policy In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 7 |
| 2005 | Parameter Instability, Model Uncertainty and the Choice of Monetary Policy.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2016 | Contagion in the EMU – The Role of Eurobonds with OMTs In: Review of Law & Economics. [Full Text][Citation analysis] | article | 0 |
| 1992 | Oil Investment in the North Sea. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 18 |
| 1994 | Oil investment in the North Sea.(1994) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 1990 | Oil Investment in the North Sea.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 1992 | Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 8 |
| 1992 | Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS.(1992) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2015 | Austerity in 2009-2013 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2015 | Austerity in 2009-2013.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2015 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2017) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Demographics and the Secular Stagnation Hypothesis in Europe In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2015 | What Do We Know About Fiscal Multipliers? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Is it the How or the When that Matters in Fiscal Adjustments? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Is it the How or the When that Matters in Fiscal Adjustments?.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2018 | Is it the “How” or the “When” that Matters in Fiscal Adjustments?.(2018) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2016 | Implications of Return Predictability across Horizons for Asset Pricing Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | The effects of Fiscal Consolidations: Theory and Evidence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 2017 | The Effects of Fiscal Consolidations: Theory and Evidence.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2018 | What do we know about the effects of austerity? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2018 | What do we know about the effects of Austerity?.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2018 | The Network Effects of Fiscal Adjustments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | High Yields: The Spread on German Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 84 |
| 1997 | High Yields: The Spread on German Interest Rates..(1997) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | article | |
| High Yielders: the Spread on German Interest Rates.() In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 84 | paper | ||
| 1996 | High Yields: The Spread on German Interest Rates.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
| 1996 | Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 1997 | Extracting Information from Asset Prices: The Methodology of EMU Calculators In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
| 2000 | Extracting information from asset prices: The methodology of EMU calculators.(2000) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| Extracting Information from Asset Prices: the Methodology of EMU Calculators.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | ||
| 1997 | Measuring Monetary Policy with VAR Models: An Evaluation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 164 |
| 1998 | Measuring monetary policy with VAR models: An evaluation.(1998) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 164 | article | |
| Measuring Monetary Policy with VAR Models: an Evaluation.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 164 | paper | ||
| 1998 | A Red Letter Day? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
| 1999 | Measuring Monetary Policy in Open Economies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| Measuring Monetary Policy in Open Economies.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | ||
| 1999 | Modelling and Identifying Central Banks Preferences In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
| Modeling and identifying central banks preferences.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | ||
| 1999 | The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 87 |
| 1999 | The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
| 2000 | Measuring Co-Movements Between US and European Stock Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| Measuring Co-movements Between US and European Stock Markets.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | ||
| 2000 | Looking for Contagion: the Evidence from the ERM In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2001 | Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 2001 | Uncertainty on monetary policy and the expectations model of the term structure of interest rates.(2001) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | ||
| 2001 | Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2001 | Large Datasets, Small Models and Monetary Policy in Europe In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| Large Datasets, Small Models and Monetary Policy in Europe.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | ||
| 2002 | How do European Monetary and Fiscal Authorities Behave? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 71 |
| How do European monetary and fiscal authorities behave?.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | paper | ||
| 2003 | Monetary-Fiscal Mix and Inflation Performance: Evidence from the US In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
| 2003 | Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S..(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2003 | Model Uncertainty, Thick Modelling and the Predictability of Stock Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| Model Uncertainty, Thick Modelling and the predictability of Stock Returns.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | ||
| 2004 | Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 2006 | Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
| 2004 | Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2004 | Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2004 | Inflation Targeting and Debt: Lessons from Brazil In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
| 2004 | Inflation Targeting and Debt: Lessons from Brazil.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 2005 | The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
| 2005 | The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2005 | Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2005 | Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2006 | The Performance of Italian Family Firms In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2006 | Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2006 | Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2007 | Debt and the Effects of Fiscal Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 131 |
| 2007 | Debt and the effects of fiscal policy.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 131 | paper | |
| 2007 | Debt and the effects of fiscal policy.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 131 | paper | |
| 2007 | Debt and the Effects of Fiscal Policy.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 131 | paper | |
| 2007 | Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2007 | Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2008 | How Does Liquidity Affect Government Bond Yields? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 145 |
| 2010 | How Does Liquidity Affect Government Bond Yields?.(2010) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 145 | article | |
| 2007 | How Does Liquidity Affect Government Bond Yields?.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 145 | paper | |
| 2007 | How Does Liquidity Affect Government Bond Yields?.(2007) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 145 | paper | |
| 2009 | On the Statistical Identification of DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 2009 | On the statistical identification of DSGE models.(2009) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
| 2007 | On the Statistical Identification of DSGE Models.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2009 | Monetary Policy Inertia: More a Fiction than a fact? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
| 2009 | Monetary policy inertia: More a fiction than a fact?.(2009) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
| 2009 | How Large Are the Effects of Tax Changes? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
| 2009 | How large are the effects of tax changes?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2009 | How large are the effects of tax changes?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2010 | Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2011 | Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns.(2011) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2010 | Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2010 | Demograhic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2010 | Reconciling VAR-based and Narrative Measures of the Tax-Multiplier In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
| 2010 | Reconciling VAR-based and Narrative Measures of the Tax-Multiplier.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2011 | Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
| 2011 | Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2011 | Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2011 | Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
| 2011 | Sovereign spreads in the Euro area: Which prospects for a Eurobond? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
| 2011 | Sovereign spreads in the Euro Area. Which prospects for a Eurobond?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2012 | Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 2008 | Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2013 | Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability.(2013) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
| 2012 | Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2012 | The output effect of fiscal consolidations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 69 |
| 2012 | The output effect of fiscal consolidations.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
| 2013 | The output effect of fiscal consolidations.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
| 2012 | The Output Effect of Fiscal Consolidations.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
| 2003 | APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 35 |
| 1999 | Financial markets assessments of EMU : A comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 1 |
| 2012 | A spectral estimation of tempered stable stochastic volatility models and option pricing In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
| 2010 | A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2006 | The econometrics of macroeconomics, finance, and the interface In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Modelling and forecasting government bond spreads in the euro area: A GVAR model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 46 |
| 1999 | Information from financial markets and VAR measures of monetary policy In: European Economic Review. [Full Text][Citation analysis] | article | 53 |
| Information from financial markets and VAR measures of monetary policy.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | ||
| 2002 | Is the international propagation of financial shocks non-linear?: Evidence from the ERM In: Journal of International Economics. [Full Text][Citation analysis] | article | 143 |
| 2005 | Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003). In: Journal of International Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | The output effect of fiscal consolidation plans In: Journal of International Economics. [Full Text][Citation analysis] | article | 59 |
| 2014 | The Output Effect of Fiscal Consolidation Plans.(2014) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 59 | chapter | |
| 2014 | The output effect of fiscal consolidation plans.(2014) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
| 1992 | Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
| 2005 | Explaining co-movements between stock markets: The case of US and Germany In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 23 |
| 2004 | Comments on Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 2 |
| 2006 | Taylor rules and the term structure In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 14 |
| 2007 | Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey In: Chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2008 | The ECB and the bond market In: European Economy - Economic Papers 2008 - 2015. [Full Text][Citation analysis] | paper | 0 |
| 1990 | THE ROLE OF TAXATION IN AN INTERTEMPORAL OPTIMIZATION MODEL OF EXPLORATION AND PRODUCTION OF OIL IN THE NORTH SEA: AN EVALUATION. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 0 |
| Does Macroeconomics Help Understand the Term Structure of Interest Rates? In: Working Papers. [Full Text][Citation analysis] | paper | 2 | |
| Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy In: Working Papers. [Full Text][Citation analysis] | paper | 4 | |
| Recursive `thick´ modeling of excess returns and portfolio allocation In: Working Papers. [Full Text][Citation analysis] | paper | 8 | |
| Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 In: Working Papers. [Full Text][Citation analysis] | paper | 104 | |
| 2003 | Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98..(2003) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 104 | article | |
| Principal components at work: The empirical analysis of monetary policy with large datasets In: Working Papers. [Full Text][Citation analysis] | paper | 105 | |
| 2005 | Principal components at work: the empirical analysis of monetary policy with large data sets.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | article | |
| Why are Brazil´s Interest Rates so High? In: Working Papers. [Full Text][Citation analysis] | paper | 19 | |
| 2004 | Forecasting Italian inflation with large datasets and many models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Valutation, Liquidity and Risk in Government Bond Markets In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2005 | Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S. In: Working Papers. [Full Text][Citation analysis] | paper | 42 |
| 2007 | Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2007 | The Econometrics of Monetary Policy: an Overview In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Demographics and fluctuations in Dividend/Price In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Demographics and the Econometrics of the Term Structure of Stock Market Risk In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Demographics and The Behaviour of Interest Rates In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2016 | Demographics and the Behavior of Interest Rates.(2016) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2013 | Demographics and The Behavior of Interest Rates.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2011 | Progress in Medicine, Limits to Life and Forecasting Mortality In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy.(2014) In: North American Actuarial Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2019 | Asset Pricing vs Asset Expected Returning in Factor Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 37 |
| 2010 | Comment on Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2010 | Comment on Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1998 | The Immediate Challenges for the European Central Bank In: NBER Working Papers. [Full Text][Citation analysis] | paper | 137 |
| 2000 | Looking for Contagion: Evidence from the ERM In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2011 | Demographics and US Stock Market Fluctuations * In: CESifo Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2015 | Editors Choice Austerity in 2009–13 In: Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 1992 | Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 8 |
| 1991 | Taxation and the Optimization of Oil Exploration and Production: The U.K. Continental Shelf.(1991) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 1990 | TESTING THE LUCAS CRITIQUE: A REVIEW. In: Economics Series Working Papers. [Citation analysis] | paper | 50 |
| 1989 | Testing the Lucas Critique: A Review.(1989) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 1990 | Testing the Lucas Critique: A Review.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 1989 | THE LUCAS CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY. In: Economics Series Working Papers. [Citation analysis] | paper | 0 |
| 2001 | Applied Macroeconometrics In: OUP Catalogue. [Citation analysis] | book | 151 |
| 1989 | Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1990 | Stabilization Policy and the Real Effects of Nominal Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Consumption and the Sale of the Crowns Land In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Error Correction and Forward-looking Models for the U.K. Consumers Expenditure In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Deficits, Money Growth and Inflation in Italy 1865-1990 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Insider Trading, Traded Volume and Returns In: Working papers. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Comment In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Long-Run Factors and Fluctuations in Dividend/Price In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set In: Journal of Forecasting. [Citation analysis] | article | 13 |
| 2013 | Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper |
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