Carlo Favero : Citation Profile


Are you Carlo Favero?

Università Commerciale Luigi Bocconi (80% share)
Università Commerciale Luigi Bocconi (10% share)
Centre for Economic Policy Research (CEPR) (5% share)
Centro Studi di Economia e Finanza (CSEF) (5% share)

30

H index

54

i10 index

3010

Citations

RESEARCH PRODUCTION:

48

Articles

141

Papers

1

Books

5

Chapters

RESEARCH ACTIVITY:

   29 years (1989 - 2018). See details.
   Cites by year: 103
   Journals where Carlo Favero has often published
   Relations with other researchers
   Recent citing documents: 187.    Total self citations: 45 (1.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa12
   Updated: 2019-03-23    RAS profile: 2019-03-13    
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Relations with other researchers


Works with:

Giavazzi, Francesco (5)

Alesina, Alberto (4)

Tebaldi, Claudio (2)

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

Is cited by:

Afonso, Antonio (77)

Marcellino, Massimiliano (44)

Wolff, Guntram (34)

Kontonikas, Alexandros (30)

Pesaran, M (29)

Arghyrou, Michael (29)

Claeys, Peter (29)

Beetsma, Roel (28)

Castelnuovo, Efrem (27)

Sousa, Ricardo (24)

Ehrmann, Michael (24)

Cites to:

Campbell, John (66)

Rudebusch, Glenn (37)

Gertler, Mark (37)

Shiller, Robert (35)

Sims, Christopher (30)

Eichenbaum, Martin (30)

Ang, Andrew (26)

Clarida, Richard (26)

Reichlin, Lucrezia (25)

Leeper, Eric (25)

Stock, James (24)

Main data


Where Carlo Favero has published?


Journals with more than one article published# docs
Journal of Econometrics4
Economic Policy3
Journal of Financial and Quantitative Analysis3
IMF Economic Review3
Journal of International Economics3
European Economic Review3
Oxford Bulletin of Economics and Statistics2
Journal of Monetary Economics2
Journal of Applied Econometrics2
Economic Notes2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Warwick Business School, Finance Group3
Working Papers / Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali2
Economics Series Working Papers / University of Oxford, Department of Economics2

Recent works citing Carlo Favero (2019 and 2018)


YearTitle of citing document
2017The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode. (2017). Ravazzolo, Francesco ; Natvik, Gisle ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: CREATES Research Papers. RePEc:aah:create:2017-25.

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2019Demographic 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.

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2018Studying 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.

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2018The 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.

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2018Constructing 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.

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2018National debts and government deficits within European Monetary Union: Statistical evidence of economic issues. (2018). Coccia, Mario. In: Papers. RePEc:arx:papers:1806.07830.

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2017Top-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.

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2017The 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.

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2018Non-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.

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2018Uncertainty and macroeconomics: transmission channels and policy implications. (2018). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: Rue de la Banque. RePEc:bfr:rueban:2018:61.

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2018Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu. In: BIS Papers. RePEc:bis:bisbps:97.

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2018Macroeconomic 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.

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2017A 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.

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2018MEASUREMENT 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.

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2019INTERNATIONAL 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.

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2018Fiscal 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.

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2018On 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.

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2017External Public Debt, Trade Linkages and Contagion During the Eurozone Crisis. (2017). Cutrini, Eleonora ; Galeazzi, Giorgio . In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:9:p:1718-1749.

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2018Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_006.

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2018Risk perceptions and fundamental effects on sovereign spreads. (2018). Migiakis, Petros ; Georgoutsos, Dimitris A. In: Working Papers. RePEc:bog:wpaper:250.

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2018Parameter 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.

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2018One 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.

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2018What 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.

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2018Investments 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.

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2018One Money, Many Markets. (2018). Duarte, Joao ; Corsetti, Giancarlo ; Mann, Samuel . In: Discussion Papers. RePEc:cfm:wpaper:1805.

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2017Dispersed Information and Sovereign Risk Premia. (2017). Margaretic, Paula ; Becerra, Sebastian. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:808.

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2018Monetary 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.

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2018Non-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.

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2017Revenue- 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.

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2017Tax shocks with high and low uncertainty. (2017). Marcellino, Massimiliano ; Bertolotti, Fabio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12335.

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2018Government 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.

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

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2018Public 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.

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2018What Determines the Costs of Fiscal Consolidations?. (2018). Klein, Mathias. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:120en.

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2018Constructing 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.

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2018Instrumental 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.

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2018The 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.

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2018A Steeper slope: the Laffer Tax Curve in Developing and Emerging Economies. (2018). Ait Benhamou, Zouhair. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-44.

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2017Fiscal reaction function and fiscal fatigue: evidence for the euro area. (2017). Checherita Westphal, Cristina ; Arek, Vaclav ; Checherita-Westphal, Cristina . In: Working Paper Series. RePEc:ecb:ecbwps:20172036.

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2018Euro area real-time density forecasting with financial or labor market frictions. (2018). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20182140.

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2018Learning 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.

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2018Revenue- 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.

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2018Semi-structural credit gap estimation. (2018). Welz, Peter ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182194.

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2017The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Ma, Jun ; Bhatt, Vipul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:206-222.

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2018Fiscal 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.

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2018Measuring 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.

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2018Debt 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.

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2018Dynamic 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.

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2018Investment 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.

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2018Fitting 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.

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2018Money 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.

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2018The 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.

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2018Do 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.

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2018A 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.

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2018Testing 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.

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2017Austerity and tax compliance. (2017). Pappadà, Francesco ; Zylberberg, Yanos ; Pappada, Francesco. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:506-524.

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2017An 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.

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2018Financial 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.

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2018The 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.

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2017Investment and operating choice: Oil and natural gas futures prices and drilling activity. (2017). Linn, Scott ; Chen, Fan. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:54-68.

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2018Determinants 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.

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2018The “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.

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2017Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries. (2017). Cermeño, Rodolfo ; Curto, Jose Dias ; Cermeo, Rodolfo ; Ribeiro, Pedro Pires . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:107-114.

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2018A 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.

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2017Time varying contagion in EMU government bond spreads. (2017). Leschinski, Christian ; Bertram, Philip . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:72-91.

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2017Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:187-206.

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2018Measuring 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.

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2018The 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.

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2018Sovereign 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.

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2017Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area. (2017). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal ; Christou, Christina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:129-139.

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2017Does fiscal responsibility matter? Evidence from public and private forecasters in Italy. (2017). Ramos, Raul ; Paluzie, Elisenda ; Carabotta, Laura . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:694-706.

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2018Predictions 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.

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2018The 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.

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2018Bid-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.

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2019The 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.

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2017Demographic cycles, migration and housing investment. (2017). Monnet, Eric ; Wolf, Clara. In: Journal of Housing Economics. RePEc:eee:jhouse:v:38:y:2017:i:c:p:38-49.

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2017Sovereign bond market reactions to no-bailout clauses and fiscal rules – The Swiss experience. (2017). Osterloh, Steffen ; Feld, Lars ; Moessinger, Marc-Daniel ; Kalb, Alexander . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:319-343.

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2017Determinants of sub-sovereign bond yield spreads – The role of fiscal fundamentals and federal bailout expectations. (2017). Hantzsche, Arno ; FERRUCCI, Gianluigi ; RAU-GoHRING, Matthias ; Beck, Roland. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:72-98.

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2018Factors 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.

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2018Revisiting 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.

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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.

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2018Cross-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.

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2019The 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.

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2017The (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.

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2017Uncertainty 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.

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2018The 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.

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2018Medium-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.

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2018Weak 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.

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2017Asymmetric paths of public debts and of general government deficits across countries within and outside the European monetary unification and economic policy of debt dissolution. (2017). Coccia, Mario. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:15:y:2017:i:c:p:17-31.

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2018Australia 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.

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2018The demographic deficit. (2018). Henriksen, Espen ; Cooley, Thomas . In: Journal of Monetary Economics. RePEc:eee:moneco:v:93:y:2018:i:c:p:45-62.

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2018Sovereign defaults and banking crises. (2018). Sosa-Padilla, Cesar. In: Journal of Monetary Economics. RePEc:eee:moneco:v:99:y:2018:i:c:p:88-105.

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2018Regime-dependent herding behavior in Asian and Latin American stock markets. (2018). Kabir, Humayun M ; Shakur, Shamim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:60-78.

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2018State-varying illiquidity risk in sovereign bond spreads. (2018). Docherty, Paul ; Easton, Steve. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:235-248.

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2018Can successful fiscal adjustments only be achieved by spending cuts?. (2018). Wiese, Rasmus ; de Haan, Jakob ; Jong, Richard. In: European Journal of Political Economy. RePEc:eee:poleco:v:54:y:2018:i:c:p:145-166.

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2017The effect of countries’ ESG ratings on their sovereign borrowing costs. (2017). Crifo, Patricia ; Oueghlissi, Rim ; Diaye, Marc-Arthur. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:13-20.

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

Works by Carlo Favero:


YearTitleTypeCited
2008Should the Euro Area Be Run as a Closed Economy? In: American Economic Review.
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article24
2008Should the Euro Area be Run as a Closed Economy?.(2008) In: CEPR Discussion Papers.
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paper
2008Should the Euro Area be Run as a Closed Economy?.(2008) In: Working Papers.
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paper
2012Measuring Tax Multipliers: The Narrative Method in Fiscal VARs In: American Economic Journal: Economic Policy.
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article75
2010Measuring Tax Multipliers: The Narrative Method in Fiscal VARs.(2010) In: NBER Chapters.
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This paper has another version. Agregated cites: 75
chapter
1993Ottimizzazione intertemporale e metodi econometrici in economia In: Working Papers.
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paper0
1993Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy In: Working Papers.
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paper0
2017Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund In: BAFFI CAREFIN Working Papers.
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paper0
1999Deficits, Money Growth and Inflation in Italy: 1875–1994 In: Economic Notes.
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article3
2014How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison In: Economic Notes.
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article1
1998Immediate challenges for the European Central Bank In: Economic Policy.
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article153
2003Yield spreads on EMU government bonds In: Economic Policy.
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article246
2012Sovereign spreads in the eurozone: which prospects for a Eurobond? In: Economic Policy.
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article52
1993Error Correction and Forward Looking Models for UK Consumers Expenditure. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article3
2005Modelling and Forecasting Fiscal Variables for the Euro Area In: Oxford Bulletin of Economics and Statistics.
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article31
2005Modelling and Forecasting Fiscal Variables for the euro Area.(2005) In: CEPR Discussion Papers.
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paper
2005Modelling and Forecasting Fiscal Variables for the Euro Area.(2005) In: Working Papers.
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paper
2005Parameter Instability, Model Uncertainty and the Choice of Monetary Policy In: The B.E. Journal of Macroeconomics.
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article7
2005Parameter Instability, Model Uncertainty and the Choice of Monetary Policy.(2005) In: CEPR Discussion Papers.
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paper
2016Contagion in the EMU – The Role of Eurobonds with OMTs In: Review of Law & Economics.
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article0
1992Oil Investment in the North Sea. In: Cambridge Working Papers in Economics.
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paper17
1994Oil investment in the North Sea.(1994) In: Economic Modelling.
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article
1990Oil Investment in the North Sea.(1990) In: Working Papers.
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paper
1992Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS. In: Cambridge Working Papers in Economics.
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paper8
1992Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS.(1992) In: Working Papers.
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paper
2015Austerity in 2009-2013 In: CEPR Discussion Papers.
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paper7
2015Austerity in 2009-2013.(2015) In: NBER Working Papers.
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2015A Multivariate Model of Strategic Asset Allocation with Longevity Risk In: CEPR Discussion Papers.
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2017A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2017) In: Journal of Financial and Quantitative Analysis.
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2013A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2013) In: Working Papers.
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2017A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2017) In: Post-Print.
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2015Demographics and the Secular Stagnation Hypothesis in Europe In: CEPR Discussion Papers.
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2015What Do We Know About Fiscal Multipliers? In: CEPR Discussion Papers.
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2016Is it the How or the When that Matters in Fiscal Adjustments? In: CEPR Discussion Papers.
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2016Is it the How or the When that Matters in Fiscal Adjustments?.(2016) In: NBER Working Papers.
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2018Is it the “How” or the “When” that Matters in Fiscal Adjustments?.(2018) In: IMF Economic Review.
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2016Implications of Return Predictability across Horizons for Asset Pricing Models In: CEPR Discussion Papers.
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2017The effects of Fiscal Consolidations: Theory and Evidence In: CEPR Discussion Papers.
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2017The Effects of Fiscal Consolidations: Theory and Evidence.(2017) In: NBER Working Papers.
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2018What do we know about the effects of austerity? In: CEPR Discussion Papers.
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2018What do we know about the effects of Austerity?.(2018) In: NBER Working Papers.
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2018The Network Effects of Fiscal Adjustments In: CEPR Discussion Papers.
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1996High Yields: The Spread on German Interest Rates In: CEPR Discussion Papers.
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paper83
1997High Yields: The Spread on German Interest Rates..(1997) In: Economic Journal.
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High Yielders: the Spread on German Interest Rates.() In: Working Papers.
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1996High Yields: The Spread on German Interest Rates.(1996) In: NBER Working Papers.
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2019Effects of Austerity: Expenditure- and Tax-based Approaches In: CEPR Discussion Papers.
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1996Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? In: CEPR Discussion Papers.
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paper7
1997Extracting Information from Asset Prices: The Methodology of EMU Calculators In: CEPR Discussion Papers.
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2000Extracting information from asset prices: The methodology of EMU calculators.(2000) In: European Economic Review.
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Extracting Information from Asset Prices: the Methodology of EMU Calculators.() In: Working Papers.
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1997Measuring Monetary Policy with VAR Models: An Evaluation In: CEPR Discussion Papers.
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1998Measuring monetary policy with VAR models: An evaluation.(1998) In: European Economic Review.
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1998A Red Letter Day? In: CEPR Discussion Papers.
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1999Measuring Monetary Policy in Open Economies In: CEPR Discussion Papers.
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Measuring Monetary Policy in Open Economies.() In: Working Papers.
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1999Modelling and Identifying Central Banks Preferences In: CEPR Discussion Papers.
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Modeling and identifying central banks preferences.() In: Working Papers.
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1999The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets In: CEPR Discussion Papers.
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paper86
1999The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets.(1999) In: NBER Working Papers.
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2000Measuring Co-Movements Between US and European Stock Markets In: CEPR Discussion Papers.
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Measuring Co-movements Between US and European Stock Markets.() In: Working Papers.
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2000Looking for Contagion: the Evidence from the ERM In: CEPR Discussion Papers.
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paper10
2001Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates In: CEPR Discussion Papers.
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paper14
2001Uncertainty on monetary policy and the expectations model of the term structure of interest rates.(2001) In: Economics Letters.
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Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates.() In: Working Papers.
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This paper has another version. Agregated cites: 14
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2001Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? In: CEPR Discussion Papers.
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paper8
2001Large Datasets, Small Models and Monetary Policy in Europe In: CEPR Discussion Papers.
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paper19
Large Datasets, Small Models and Monetary Policy in Europe.() In: Working Papers.
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2002How do European Monetary and Fiscal Authorities Behave? In: CEPR Discussion Papers.
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2003Monetary-Fiscal Mix and Inflation Performance: Evidence from the US In: CEPR Discussion Papers.
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2003Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S..(2003) In: Working Papers.
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2003Model Uncertainty, Thick Modelling and the Predictability of Stock Returns In: CEPR Discussion Papers.
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Model Uncertainty, Thick Modelling and the predictability of Stock Returns.() In: Working Papers.
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2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates In: CEPR Discussion Papers.
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2006Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates.(2006) In: Journal of Econometrics.
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2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Working Papers.
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2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Computing in Economics and Finance 2004.
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2004Inflation Targeting and Debt: Lessons from Brazil In: CEPR Discussion Papers.
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paper61
2004Inflation Targeting and Debt: Lessons from Brazil.(2004) In: NBER Working Papers.
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2005The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers.
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2005The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation.(2005) In: Working Papers.
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2005Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey In: CEPR Discussion Papers.
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2005Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns In: CEPR Discussion Papers.
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paper15
2005Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns.(2005) In: Working Papers.
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2006The Performance of Italian Family Firms In: CEPR Discussion Papers.
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2006Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods In: CEPR Discussion Papers.
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2006Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods.(2006) In: Working Papers.
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2007Debt and the Effects of Fiscal Policy In: CEPR Discussion Papers.
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paper128
2007Debt and the effects of fiscal policy.(2007) In: Working Papers.
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2007Debt and the effects of fiscal policy.(2007) In: Working Papers.
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2007Debt and the Effects of Fiscal Policy.(2007) In: NBER Working Papers.
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2007Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set In: CEPR Discussion Papers.
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2007Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set.(2007) In: Working Papers.
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2008How Does Liquidity Affect Government Bond Yields? In: CEPR Discussion Papers.
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2010How Does Liquidity Affect Government Bond Yields?.(2010) In: Journal of Financial and Quantitative Analysis.
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2007How Does Liquidity Affect Government Bond Yields?.(2007) In: Working Papers.
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2007How Does Liquidity Affect Government Bond Yields?.(2007) In: CSEF Working Papers.
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2009On the Statistical Identification of DSGE Models In: CEPR Discussion Papers.
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2009On the statistical identification of DSGE models.(2009) In: Journal of Econometrics.
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2007On the Statistical Identification of DSGE Models.(2007) In: Working Papers.
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2009Monetary Policy Inertia: More a Fiction than a fact? In: CEPR Discussion Papers.
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2009Monetary policy inertia: More a fiction than a fact?.(2009) In: Journal of Monetary Economics.
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2009How Large Are the Effects of Tax Changes? In: CEPR Discussion Papers.
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2010Reconciling VAR-based and Narrative Measures of the Tax-Multiplier In: CEPR Discussion Papers.
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2010Reconciling VAR-based and Narrative Measures of the Tax-Multiplier.(2010) In: Working Papers.
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2011Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy In: CEPR Discussion Papers.
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2011Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: Working Papers.
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2011Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: NBER Working Papers.
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2011Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: IMF Economic Review.
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2011Sovereign spreads in the Euro area: Which prospects for a Eurobond? In: CEPR Discussion Papers.
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2011Sovereign spreads in the Euro Area. Which prospects for a Eurobond?.(2011) In: Working Papers.
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2012Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability In: CEPR Discussion Papers.
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2012The output effect of fiscal consolidations.(2012) In: Working Papers.
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2013The output effect of fiscal consolidations.(2013) In: Working Papers.
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2012The Output Effect of Fiscal Consolidations.(2012) In: NBER Working Papers.
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2003APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 In: Macroeconomic Dynamics.
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1999Financial markets assessments of EMU : A comment In: Carnegie-Rochester Conference Series on Public Policy.
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2012A spectral estimation of tempered stable stochastic volatility models and option pricing In: Computational Statistics & Data Analysis.
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2010A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing.(2010) In: Working Papers.
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2006The econometrics of macroeconomics, finance, and the interface In: Journal of Econometrics.
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2013Modelling and forecasting government bond spreads in the euro area: A GVAR model In: Journal of Econometrics.
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2004Comments on Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model In: Journal of Macroeconomics.
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