36
H index
69
i10 index
4515
Citations
Università Commerciale Luigi Bocconi (85% share) | 36 H index 69 i10 index 4515 Citations RESEARCH PRODUCTION: 54 Articles 143 Papers 1 Books 7 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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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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2025 | Green Investment in the EU and the US: Markup Insights. (2025). Bruni, Anastasia. In: FEEM Working Papers. RePEc:ags:feemwp:349287. Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2024 | Forecasting Non-Oil and Gas Revenues in the Russian Budget. (2024). Sheremeta, Sergey ; Finagin, Matvey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:76-97. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | “Whatever It Takes!” How Tonality of TV-News Affected Government Bond Yield Spreads during the European Debt Crisis. (2024). Feld, Lars ; Thomas, Tobias ; Kohler, Ekkehard A ; Hirsch, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10980. Full description at Econpapers || Download paper |
2024 | Good Debt or Bad Debt?. (2024). Tamborini, Roberto. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11503. Full description at Econpapers || Download paper |
2025 | Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667. Full description at Econpapers || Download paper |
2024 | The Signaling Effects of Fiscal Announcements. (2024). Zanetti, Francesco ; Rogantini Picco, Anna ; Melosi, Leonardo ; Morita, Hiroshi. In: Discussion Papers. RePEc:cfm:wpaper:2436. Full description at Econpapers || Download paper |
2024 | What caused the euro area post-pandemic inflation?. (2024). Kornprobst, Antoine ; Montes-Galdon, Carlos ; Ciccarelli, Matteo ; Arce, Oscar. In: Occasional Paper Series. RePEc:ecb:ecbops:2024343. Full description at Econpapers || Download paper |
2024 | Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices. (2024). Liu, LU ; Liao, LI ; Chen, Zhuo ; Wang, Zhengwei. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000336. Full description at Econpapers || Download paper |
2024 | When are tax multipliers large?. (2024). Ziegenbein, Alexander. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001914. Full description at Econpapers || Download paper |
2024 | International portfolio rebalancing and fiscal policy spillovers. (2024). Alpanda, Sami ; Kabaca, Serdar ; Aysun, Uluc. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001179. Full description at Econpapers || Download paper |
2024 | Fiscal policy reactions and impact over the labor income distribution. (2024). Murray, James. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:701-718. Full description at Econpapers || Download paper |
2024 | ?he effects of fiscal consolidation in OECD countries. (2023). Tagkalakis, Athanasios ; Kasselaki, Maria ; Georgantas, Georgios. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003364. Full description at Econpapers || Download paper |
2024 | The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper |
2024 | Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111. Full description at Econpapers || Download paper |
2024 | Growth accelerations and takeoffs: Is there a role for capital accumulation?. (2024). Parello, Carmelo Pierpaolo ; Federico, Antonio Pietro. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000594. Full description at Econpapers || Download paper |
2024 | Oil market cyclical shocks and fiscal stance in OPEC+. (2024). Sohag, Kazi ; Samargandi, Nahla ; Kalina, Irina. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224007217. Full description at Econpapers || Download paper |
2024 | Mispricing of debt expansion in the eurozone sovereign credit market. (2024). Zenios, Stavros A ; Milidonis, Andreas ; Lotfi, Somayyeh. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158. Full description at Econpapers || Download paper |
2025 | The domestic and spillover effects of fiscal consolidation: The role of fiscal instruments, exchange rate regimes, and capital controls. (2025). Liu, Zhixin ; Jin, Hao ; Zhang, Yunhan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001720. Full description at Econpapers || Download paper |
2024 | Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248. Full description at Econpapers || Download paper |
2024 | Regional fiscal spillovers: The role of trade linkages. (2024). Pizzuto, Pietro ; Furceri, Davide ; Bettarelli, Luca ; Yarveisi, Khatereh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001961. Full description at Econpapers || Download paper |
2024 | Assessing the effects of borrower-based macroprudential policy on credit in the EU using intensity-based indices. (2024). de Schryder, Selien ; Coulier, Lara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000093. Full description at Econpapers || Download paper |
2024 | Government spending multipliers: Is there a difference between government consumption and investment purchases?. (2024). Haug, Alfred ; Sznajderska, Anna. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000848. Full description at Econpapers || Download paper |
2024 | International comparisons of COVID-19 pandemic management: What can be learned from activity analysis techniques?. (2024). Tortosa-Ausina, Emili ; Prior, Diego ; Gimenez, Victor ; Thieme, Claudio. In: Omega. RePEc:eee:jomega:v:122:y:2024:i:c:s0305048323001305. Full description at Econpapers || Download paper |
2024 | Business cycles in a cocoa and gold economy: Commodity price shocks do not always matter. (2024). Ameyaw, Emmanuel. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002502. Full description at Econpapers || Download paper |
2024 | Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242. Full description at Econpapers || Download paper |
2024 | “Whatever It Takes!” How tonality of TV-news affected government bond yield spreads during the European debt crisis. (2024). Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick ; Thomas, Tobias. In: European Journal of Political Economy. RePEc:eee:poleco:v:82:y:2024:i:c:s0176268024000132. Full description at Econpapers || Download paper |
2024 | Fiscal consolidations and income inequality: Evaluating the evidence. (2024). Th, Panagiotis. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000863. Full description at Econpapers || Download paper |
2024 | A database: How the euro crisis ended: Not with a (fiscal) bang but a whimper. (2024). Köhler, Ekkehard ; Palhuca, Leonardo ; Hirsch, Patrick ; Kohler, Ekkehard A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1422-1441. Full description at Econpapers || Download paper |
2024 | Measuring spatial impacts and tracking cross-border risk. (2024). Xiao, Yang ; Wang, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:50-84. Full description at Econpapers || Download paper |
2024 | Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, HK ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514. Full description at Econpapers || Download paper |
2024 | Wealth inequality and economic growth: Evidence from the US and France. (2024). Sánchez Carrera, Edgar ; Policardo, Laura. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400003x. Full description at Econpapers || Download paper |
2024 | New Evidence on the PBoCs Reaction Function. (2024). El-Shagi, Makram. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202405. Full description at Econpapers || Download paper |
2025 | Green Investment in the EU and the US: Markup Insights. (2025). Bruni, Anastasia. In: Working Papers. RePEc:fem:femwpa:2025.05. Full description at Econpapers || Download paper |
2024 | Optimal Bailouts in Banking and Sovereign Crises. (2021). Sosa-Padilla, Cesar ; Yom, Zeynep ; Hur, Sewon. In: Globalization Institute Working Papers. RePEc:fip:feddgw:89754. Full description at Econpapers || Download paper |
2024 | Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403. Full description at Econpapers || Download paper |
2025 | Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025. Full description at Econpapers || Download paper |
2024 | Testing the effects of fiscal policy shocks on output growth in recession and expansion: empirical evidence from developing countries. (2024). Rafique, Rabia ; Nisar, Asad ; Ali, Syed Sadaqat. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09708-8. Full description at Econpapers || Download paper |
2024 | Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x. Full description at Econpapers || Download paper |
2024 | Liquidity Traps: A Unified Theory of the Great Depression and Great Recession. (2024). Eggertsson, Gauti ; Egiev, Sergey. In: NBER Working Papers. RePEc:nbr:nberwo:33195. Full description at Econpapers || Download paper |
2025 | Effects of Tax Shocks on Inequality: Empirical Evidence from the United Kingdom. (2025). Theophilopoulou, Angeliki ; Gkolfinopoulou, Michalitsa. In: MPRA Paper. RePEc:pra:mprapa:123457. Full description at Econpapers || Download paper |
2024 | Effects of Country Risk Shocks on the South African Bond Market Performance Under Changing Regimes. (2024). Obalade, Adefemi A ; Muzindutsi, Paul-Francois. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:1:p:137-149. Full description at Econpapers || Download paper |
2024 | Macroeconomic Determinants of Investment Decisions for Medium and Large Enterprises in Poland’s Manufacturing Sector. (2024). Kara, Dariusz ; Smole, Krzysztof ; Wielechowski, Micha ; Zajc, Adam Andrzej. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2024:i:4:p:74-92. Full description at Econpapers || Download paper |
2024 | Transmission and impact of stock market shocks on the world economy. (2024). Attilio, Luccas Assis. In: Central Bank Review. RePEc:tcb:cebare:v:24:y:2024:i:1:article:100149. Full description at Econpapers || Download paper |
2024 | Banking systems in the euro zone and transmission of monetary policy. (2024). Attilio, Luccas Assis ; Fernandez, Fernandez ; Alejandro, Jose. In: Central Bank Review. RePEc:tcb:cebare:v:24:y:2024:i:1:p:1-24. Full description at Econpapers || Download paper |
2025 | What can we learn from Argentinas new economic regime?. (2025). Viren, Matti ; Hukkinen, Juhana. In: Discussion Papers. RePEc:tkk:dpaper:dp169. Full description at Econpapers || Download paper |
2024 | Downturns and changes in the yield slope. (2024). Abbritti, Mirko ; Moreno, Antonio ; Equiza, Juan ; Trani, Tommaso. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:673-701. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2008 | Should the Euro Area Be Run as a Closed Economy? In: American Economic Review. [Full Text][Citation analysis] | article | 50 |
2008 | Should the Euro Area be Run as a Closed Economy?.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2008 | Should the Euro Area be Run as a Closed Economy?.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2012 | Measuring Tax Multipliers: The Narrative Method in Fiscal VARs In: American Economic Journal: Economic Policy. [Full Text][Citation analysis] | article | 147 |
2010 | Measuring Tax Multipliers: The Narrative Method in Fiscal VARs.(2010) In: NBER Chapters. [Citation analysis] This paper has nother version. Agregated cites: 147 | chapter | |
2018 | What Do We Know about the Effects of Austerity? In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 53 |
2018 | What do we know about the effects of austerity?.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2018 | What do we know about the effects of Austerity?.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2019 | Effects of Austerity: Expenditure- and Tax-Based Approaches In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 95 |
2019 | Effects of Austerity: Expenditure- and Tax-based Approaches.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | 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 | 6 |
1999 | Deficits, Money Growth and Inflation in Italy: 1875–1994 In: Economic Notes. [Full Text][Citation analysis] | article | 6 |
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 |
In: . [Full Text][Citation analysis] | article | 41 | |
In: . [Full Text][Citation analysis] | article | 18 | |
1993 | Error Correction and Forward Looking Models for UK Consumers Expenditure. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 6 |
2005 | Modelling and Forecasting Fiscal Variables for the Euro Area* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 40 |
2005 | Modelling and Forecasting Fiscal Variables for the euro Area.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2005 | Modelling and Forecasting Fiscal Variables for the Euro Area.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2005 | Parameter Instability, Model Uncertainty and the Choice of Monetary Policy In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 8 |
2005 | Parameter Instability, Model Uncertainty and the Choice of Monetary Policy.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2016 | Contagion in the EMU – The Role of Eurobonds with OMTs In: Review of Law & Economics. [Full Text][Citation analysis] | article | 1 |
1992 | Oil Investment in the North Sea. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 22 |
1994 | Oil investment in the North Sea.(1994) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
1990 | Oil Investment in the North Sea.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | 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 | 11 |
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 nother version. Agregated cites: 11 | paper | |
2015 | Austerity in 2009-2013 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
2015 | Austerity in 2009-2013.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2015 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
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 nother version. Agregated cites: 5 | article | |
2017 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2013 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2015 | Demographics and the Secular Stagnation Hypothesis in Europe In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2015 | What Do We Know About Fiscal Multipliers? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2016 | Is it the How or the When that Matters in Fiscal Adjustments? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
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 nother version. Agregated cites: 14 | 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 nother version. Agregated cites: 14 | 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 | 64 |
2017 | The Effects of Fiscal Consolidations: Theory and Evidence.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2018 | The Network Effects of Fiscal Adjustments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
1996 | High Yields: The Spread on German Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 93 |
1997 | High Yields: The Spread on German Interest Rates..(1997) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | article | |
High Yielders: the Spread on German Interest Rates.() In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 93 | paper | ||
1996 | High Yields: The Spread on German Interest Rates.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
2019 | Austerity and Public debt Dynamics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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 |
2020 | Restarting the economy while saving lives under Covid-19 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 106 |
1997 | Extracting Information from Asset Prices: The Methodology of EMU Calculators In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
2000 | Extracting information from asset prices: The methodology of EMU calculators.(2000) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
Extracting Information from Asset Prices: the Methodology of EMU Calculators.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | ||
1997 | Measuring Monetary Policy with VAR Models: An Evaluation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 192 |
1998 | Measuring monetary policy with VAR models: An evaluation.(1998) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 192 | article | |
Measuring Monetary Policy with VAR Models: an Evaluation.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 192 | paper | ||
1998 | A Red Letter Day? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
1999 | Measuring Monetary Policy in Open Economies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
Measuring Monetary Policy in Open Economies.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | ||
1999 | Modelling and Identifying Central Banks Preferences In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
Modeling and identifying central banks preferences.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | ||
1999 | The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 91 |
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 nother version. Agregated cites: 91 | 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 nother version. Agregated cites: 3 | paper | ||
2000 | Looking for Contagion: the Evidence from the ERM In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2000 | Looking for Contagion: Evidence from the ERM.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
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 | 18 |
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 nother version. Agregated cites: 18 | 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 nother version. Agregated cites: 18 | paper | ||
2001 | Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2001 | Large Datasets, Small Models and Monetary Policy in Europe In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
Large Datasets, Small Models and Monetary Policy in Europe.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | ||
2002 | How do European Monetary and Fiscal Authorities Behave? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 101 |
How do European monetary and fiscal authorities behave?.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | ||
2003 | Monetary-Fiscal Mix and Inflation Performance: Evidence from the US In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
2003 | Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S..(2003) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2003 | Model Uncertainty, Thick Modelling and the Predictability of Stock Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 46 |
Model Uncertainty, Thick Modelling and the predictability of Stock Returns.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | 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 | 35 |
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 nother version. Agregated cites: 35 | 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 nother version. Agregated cites: 35 | 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 nother version. Agregated cites: 35 | paper | |
2004 | Inflation Targeting and Debt: Lessons from Brazil In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 86 |
2004 | Inflation Targeting and Debt: Lessons from Brazil.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2005 | The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
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 nother version. Agregated cites: 34 | 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 | 18 |
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 nother version. Agregated cites: 18 | paper | |
2006 | The Performance of Italian Family Firms In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
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 nother version. Agregated cites: 4 | paper | |
2007 | Debt and the Effects of Fiscal Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 176 |
2007 | Debt and the effects of fiscal policy.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | paper | |
2007 | Debt and the effects of fiscal policy.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | paper | |
2007 | Debt and the Effects of Fiscal Policy.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | paper | |
2007 | Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
2007 | Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2008 | How Does Liquidity Affect Government Bond Yields? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 214 |
2010 | How Does Liquidity Affect Government Bond Yields?.(2010) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 214 | article | |
2007 | How Does Liquidity Affect Government Bond Yields?.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 214 | paper | |
2007 | How Does Liquidity Affect Government Bond Yields?.(2007) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 214 | paper | |
2009 | On the Statistical Identification of DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
2009 | On the statistical identification of DSGE models.(2009) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2007 | On the Statistical Identification of DSGE Models.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2009 | Monetary Policy Inertia: More a Fiction than a fact? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 49 |
2009 | Monetary policy inertia: More a fiction than a fact?.(2009) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
2009 | How Large Are the Effects of Tax Changes? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2009 | How large are the effects of tax changes?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2009 | How large are the effects of tax changes?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | 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 | 30 |
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 nother version. Agregated cites: 30 | 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 nother version. Agregated cites: 30 | paper | |
2010 | Reconciling VAR-based and Narrative Measures of the Tax-Multiplier In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
2010 | Reconciling VAR-based and Narrative Measures of the Tax-Multiplier.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2011 | Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 71 |
2011 | Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | 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 nother version. Agregated cites: 71 | 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 nother version. Agregated cites: 71 | article | |
2011 | Sovereign spreads in the Euro area: Which prospects for a Eurobond? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
2011 | Sovereign spreads in the Euro Area. Which prospects for a Eurobond?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | 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 | 50 |
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 nother version. Agregated cites: 50 | 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 nother version. Agregated cites: 50 | 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 nother version. Agregated cites: 50 | paper | |
2012 | The output effect of fiscal consolidations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 102 |
2012 | The output effect of fiscal consolidations.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
2013 | The output effect of fiscal consolidations.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
2012 | The Output Effect of Fiscal Consolidations.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | 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 | 2 |
2012 | A spectral estimation of tempered stable stochastic volatility models and option pricing In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 7 |
2010 | A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 | 90 |
1999 | Information from financial markets and VAR measures of monetary policy In: European Economic Review. [Full Text][Citation analysis] | article | 70 |
Information from financial markets and VAR measures of monetary policy.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | 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 | 183 |
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 | 179 |
2014 | The Output Effect of Fiscal Consolidation Plans.(2014) In: NBER Chapters. [Citation analysis] This paper has nother version. Agregated cites: 179 | chapter | |
2014 | The output effect of fiscal consolidation plans.(2014) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 179 | 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 | 7 |
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 | 31 |
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 | 3 |
2006 | Taylor rules and the term structure In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 15 |
2019 | Implications of return predictability for consumption dynamics and asset pricing In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 1 |
2020 | Implications of Return Predictability for Consumption Dynamics and Asset Pricing.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
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 |
2021 | Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment 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 | 1 |
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 | 10 | |
Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy In: Working Papers. [Full Text][Citation analysis] | paper | 5 | |
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 | 136 | |
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 nother version. Agregated cites: 136 | article | |
Principal components at work: The empirical analysis of monetary policy with large datasets In: Working Papers. [Full Text][Citation analysis] | paper | 144 | |
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 nother version. Agregated cites: 144 | 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 | 54 |
2007 | Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2007 | The Econometrics of Monetary Policy: an Overview In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | The Econometrics of Monetary Policy: An Overview.(2009) In: Palgrave Macmillan Books. [Citation analysis] This paper has nother version. Agregated cites: 1 | chapter | |
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 | 2 |
2011 | Demographics and The Behaviour of Interest Rates In: Working Papers. [Full Text][Citation analysis] | paper | 30 |
2016 | Demographics and the Behavior of Interest Rates.(2016) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2011 | Progress in Medicine, Limits to Life and Forecasting Mortality In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2012 | Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy. In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
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 nother version. Agregated cites: 11 | 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 | 51 |
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 | 2 |
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 | 164 |
1998 | Immediate challenges for the European Central Bank.(1998) In: Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 164 | article | |
2011 | Demographics and US Stock Market Fluctuations * In: CESifo Economic Studies. [Full Text][Citation analysis] | article | 0 |
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 | 90 |
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 | 10 |
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 nother version. Agregated cites: 10 | paper | |
1990 | TESTING THE LUCAS CRITIQUE: A REVIEW. In: Economics Series Working Papers. [Citation analysis] | paper | 49 |
1989 | Testing the Lucas Critique: A Review.(1989) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
1990 | Testing the Lucas Critique: A Review.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | 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 | 170 |
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 | 5 |
2004 | How Do Monetary and Fiscal Policy Interact in the European Monetary Union? [with Comments] In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 1 |
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 |
2012 | Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set In: Journal of Forecasting. [Citation analysis] | article | 20 |
2013 | Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper |
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