36
H index
68
i10 index
4155
Citations
Carlo Favero : Citation Profile
Università Commerciale Luigi Bocconi (85% share) | RESEARCH PRODUCTION: 54 Articles 143 Papers 1 Books 7 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1989 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Carlo Favero. | Is cited by:
| Cites to:
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Main data
Where Carlo Favero has published?
Recent works citing Carlo Favero (2022 and 2021)
| Year | Title of citing document | |
|---|---|---|
| 2022 | Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10. Full description at Econpapers || Download paper | |
| 2021 | Fragmentation in the European Monetary Union: Is it really over?. (2021). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021015. Full description at Econpapers || Download paper | |
| 2022 | Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004. Full description at Econpapers || Download paper | |
| 2021 | Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples. (2021). Wohlfart, Johannes ; Roth, Christopher ; Pizzinelli, Carlo ; Andre, Peter. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:119. Full description at Econpapers || Download paper | |
| 2021 | Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2106.10844. Full description at Econpapers || Download paper | |
| 2021 | Emotions in Macroeconomic News and their Impact on the European Bond Market. (2021). Tosetti, Elisa ; Pezzoli, Luca Tiozzo ; Consoli, Sergio. In: Papers. RePEc:arx:papers:2106.15698. Full description at Econpapers || Download paper | |
| 2021 | Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.13678. Full description at Econpapers || Download paper | |
| 2022 | Emigration and Fiscal Austerity in a Depression. (2022). Bandeira, Guilherme ; Caballe, Jordi ; Vella, Eugenia. In: DEOS Working Papers. RePEc:aue:wpaper:2224. Full description at Econpapers || Download paper | |
| 2021 | Central Bank Governance in Monetary Policy Economics (1981-2020). (2021). masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20153. Full description at Econpapers || Download paper | |
| 2021 | Central Bank Governance in Monetary Policy Economics (1981-2020). (2021). Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21153. Full description at Econpapers || Download paper | |
| 2021 | Yield curve modelling and forecasting in an undeveloped financial market: The case of Bulgaria. (2021). Makarieva, Martina. In: Economic Thought journal. RePEc:bas:econth:y:2021:i:2:p:61-83,84-104. Full description at Econpapers || Download paper | |
| 2021 | Fiscal rebalancing plans in the medium term: the case of the United Kingdom. (2021). Brunet, Julia ; Parraga, Susana. In: Economic Bulletin. RePEc:bde:journl:y:2021:i:06:d:aa:n:15. Full description at Econpapers || Download paper | |
| 2021 | A composite indicator of sovereign bond market liquidity in the euro area. (2021). Taboga, Marco ; Poli, Riccardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_663_21. Full description at Econpapers || Download paper | |
| 2021 | Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21. Full description at Econpapers || Download paper | |
| 2022 | Sovereign spreads and economic fundamentals: an econometric analysis. (2022). Pericoli, Marcello ; Ceci, Donato. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_713_22. Full description at Econpapers || Download paper | |
| 2022 | Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union. (2022). Dobronravova, Elizaveta ; Kolesnik, Sofya. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:3-22. Full description at Econpapers || Download paper | |
| 2021 | Does compliance with Green Bond Principles bring any benefit to make G20’s ‘Green economy plan’ a reality?. (2021). Colombage, Sisira ; Madurika, Kariyawasam Galoluwage. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4257-4285. Full description at Econpapers || Download paper | |
| 2022 | Crisis and the Chinese miracle: A network—GVAR model. (2022). Prelorentzos, Arseniosgeorgios N ; Chatzieleftheriou, Livia ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:900-921. Full description at Econpapers || Download paper | |
| 2021 | Financial stability and the Fed: Evidence from congressional hearings. (2021). Neuenkirch, Matthias ; Jansen, David-Jan ; Wischnewsky, Arina. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1192-1214. Full description at Econpapers || Download paper | |
| 2022 | Macroeconomic Effects of the Anticipation and Implementation of Tax Changes in Germany: Evidence from a Narrative Account. (2022). Jessen, Robin ; Christofzik, Désirée ; Fuest, Angela. In: Economica. RePEc:bla:econom:v:89:y:2022:i:353:p:62-81. Full description at Econpapers || Download paper | |
| 2021 | National support for the European integration project: Does financial integration matter?. (2021). Herwartz, Helmut ; Estevegonzalez, Patricia ; Theilen, Bernd. In: Economics and Politics. RePEc:bla:ecopol:v:33:y:2021:i:2:p:357-378. Full description at Econpapers || Download paper | |
| 2022 | Back to the Future: Lessons from the 2009–2012 austerity policies for the aftermath of the COVID crisis. (2022). Arahuetes, Alfredo ; Bengoechea, Gonzalo Gomez ; Garcia, Alfredo Arahuetes. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:5:p:751-766. Full description at Econpapers || Download paper | |
| 2021 | Public debt, sovereign spreads and the unpleasant arithmetic of fiscal consolidations. (2021). Minetti, Raoul ; Marattin, Luigi ; di Pietro, Marco. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:155-178. Full description at Econpapers || Download paper | |
| 2021 | Is fiscal austerity really self?defeating?. (2021). Piergallini, Alessandro. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:23:y:2021:i:6:p:1228-1260. Full description at Econpapers || Download paper | |
| 2021 | Insurance economics and COVID?19. (2021). Gollier, Christian. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:4:p:825-829. Full description at Econpapers || Download paper | |
| 2022 | Credit, output and financial stress: A non?linear LVSTAR application to Brazil. (2022). Semmler, Willi ; Bastos, Jose Pedro. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:900-923. Full description at Econpapers || Download paper | |
| 2021 | Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy. (2021). Serletis, Apostolos ; Dery, Cosmas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1029-1065. Full description at Econpapers || Download paper | |
| 2021 | The South African–United States sovereign bond spread and its association with macroeconomic fundamentals. (2021). Fedderke, Johannes. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:499-525. Full description at Econpapers || Download paper | |
| 2022 | Intra?regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model. (2022). Omoshoro-Jones, Oyeyinka ; Bonga-Bonga, Lumengo ; Bongabonga, Lumengo ; Omoshorojones, Oyenyinka Sunday. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:251-275. Full description at Econpapers || Download paper | |
| 2022 | A multi?country analysis of austerity policies in the European Union. (2022). Gómez-Plana, Antonio ; Bajo-Rubio, Oscar ; Gomezplana, Antonio G ; Bajorubio, Oscar. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:4-35. Full description at Econpapers || Download paper | |
| 2021 | Adaptive Importance Sampling for DSGE Models. (2021). Ravazzolo, Francesco ; Lorusso, Marco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps84. Full description at Econpapers || Download paper | |
| 2021 | The Local Political Economy of Austerity: Lessons from Hospital Closures in Romania. (2021). Savu, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2120. Full description at Econpapers || Download paper | |
| 2021 | FISCAL POLICY AND THE CONCEPTUAL MECHANISM OF FISCAL SYSTEM. (2021). Mihai, Ungureanu Dragos ; Daniela, Voda Alina ; Andreea, Cristea Loredana. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2021:v:2:p:80-86. Full description at Econpapers || Download paper | |
| 2021 | Consolidating the Covid Debt. (2021). Stevens, Jacob ; Johs, Julian ; Keuschnigg, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9497. Full description at Econpapers || Download paper | |
| 2022 | To Consolidate or Not to Consolidate? A Multi-Step Analysis to Assess Needed Fiscal Sustainability. (2022). Jalles, Joao ; Afonso, Antonio ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9618. Full description at Econpapers || Download paper | |
| 2022 | Are Fiscal Consolidation Episodes Helpful for Public Sector Efficiency?. (2022). Afonso, Antonio ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9761. Full description at Econpapers || Download paper | |
| 2022 | Planned Fiscal Consolidation and Under-Estimated Multipliers: Revisiting the Evidence and Relevance for the Euro Area. (2022). Shamsfakhr, Farzaneh ; Liscai, Alessandro ; Gros, Daniel. In: EconPol Policy Reports. RePEc:ces:econpr:_35. Full description at Econpapers || Download paper | |
| 2021 | (Non-)Keynesian Effects of Fiscal Austerity: New Evidence from a Large Sample. (2021). Jalles, Joao ; Alves, José ; Afonso, Antonio. In: EconPol Working Paper. RePEc:ces:econwp:_55. Full description at Econpapers || Download paper | |
| 2021 | The Existential Trilemma of EMU in a Model of Fiscal Target Zone. (2021). Tamborini, Roberto ; della Posta, Pompeo. In: EconPol Working Paper. RePEc:ces:econwp:_66. Full description at Econpapers || Download paper | |
| 2022 | State Dependence of Fiscal Multipliers: The Source of Fluctuations Matters. (2022). Zanetti, Francesco ; Ghassibe, Mishel. In: Discussion Papers. RePEc:cfm:wpaper:2208. Full description at Econpapers || Download paper | |
| 2021 | Welfare Cuts and Crime: Evidence from the New Poor Law. (2021). Melander, Eric ; Miotto, Martina. In: CAGE Online Working Paper Series. RePEc:cge:wacage:548. Full description at Econpapers || Download paper | |
| 2021 | The welfare cost of vaccine misallocation, delays and nationalism. (2021). Gollier, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15980. Full description at Econpapers || Download paper | |
| 2021 | Fragmentation in the European Monetary Union: Is it really over?. (2021). Luisi, Angelo ; Candelon, Bertrand ; Roccazzella, Francesco. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_016. Full description at Econpapers || Download paper | |
| 2021 | Verification Results For Age-Structured Models Of Economic-Epidemics Dynamics. (2021). Fabbri, Giorgio ; Zanco, Giovanni ; Gozzi, Fausto. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021004. Full description at Econpapers || Download paper | |
| 2021 | Intergenerational Coresidence and the Covid-19 Pandemic in the United States. (2021). Sommacal, Alessandro ; Pensieroso, Luca ; Spolverini, Gaia. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021013. Full description at Econpapers || Download paper | |
| 2022 | Identifying the effects of monetary policy shocks on exchange rates using high frequency data. (2002). Wright, Jonathan ; Swanson, Eric ; Rogers, John ; Faust, J.. In: Working Paper Series. RePEc:ecb:ecbwps:20020167. Full description at Econpapers || Download paper | |
| 2021 | Endogenous growth, downward wage rigidity and optimal inflation. (2021). Abbritti, Mirko ; Weber, Sebastian ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212635. Full description at Econpapers || Download paper | |
| 2022 | Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640. Full description at Econpapers || Download paper | |
| 2021 | Firm financial behaviour dynamics and interactions: A structural vector autoregression approach. (2021). Thijssen, Jacco ; Hoque, Hafiz ; Li, Shengfeng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001498. Full description at Econpapers || Download paper | |
| 2022 | Slums and pandemics. (2022). Da Mata, Daniel ; Santos, Cezar ; Cavalcanti, Tiago ; Brotherhood, Luiz. In: Journal of Development Economics. RePEc:eee:deveco:v:157:y:2022:i:c:s0304387822000499. Full description at Econpapers || Download paper | |
| 2021 | Information and inequality in the time of a pandemic. (2021). Pinheiro, Roberto ; Dizioli, Allan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:130:y:2021:i:c:s0165188921001378. Full description at Econpapers || Download paper | |
| 2022 | How do fiscal adjustments work? An empirical investigation. (2022). Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000525. Full description at Econpapers || Download paper | |
| 2022 | Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations. (2022). Skrobotov, Anton ; Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s016518892200063x. Full description at Econpapers || Download paper | |
| 2022 | Measuring dynamic pandemic-related policy effects: A time-varying parameter multi-level dynamic factor model approach. (2022). Shi, Yong ; Zhou, Ling ; Wang, Zongrun ; Mi, Yunlong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001099. Full description at Econpapers || Download paper | |
| 2021 | The effects of fiscal policy shocks in Bangladesh: An agnostic identification procedure. (2021). Leon-Gonzalez, Roberto ; Rahaman, Ataur. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:626-644. Full description at Econpapers || Download paper | |
| 2021 | Interest rate trends in a global context. (2021). Tesar, Linda L ; Stolyarov, Dmitriy. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001218. Full description at Econpapers || Download paper | |
| 2021 | Fiscal stance and the sovereign risk pass-through. (2021). Tancioni, Massimiliano ; Patella, Valeria ; Beqiraj, Elton. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001620. Full description at Econpapers || Download paper | |
| 2022 | The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419. Full description at Econpapers || Download paper | |
| 2022 | International currency substitution and the demand for money in the euro area. (2022). de Freitas, Miguel Lebre. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003017. Full description at Econpapers || Download paper | |
| 2021 | The impact of remittances on savings, capital and economic growth in small emerging countries. (2021). Ait Benhamou, Zouhair ; Cassin, Lesly. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:789-803. Full description at Econpapers || Download paper | |
| 2021 | Total factor productivity (TFP) and fiscal consolidation: How harmful is austerity?. (2021). Bournakis, Ioannis ; Kaplanoglou, Georgia ; Bardaka, Ioanna. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:908-922. Full description at Econpapers || Download paper | |
| 2021 | Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96. Full description at Econpapers || Download paper | |
| 2022 | Belief-driven growth slowdowns and zero-bounded risk-free rate. (2022). Zhang, Xiaoge. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001996. Full description at Econpapers || Download paper | |
| 2022 | Legislative tax announcements and GDP: Evidence from the United States, Germany, and the United Kingdom. (2022). Hayo, Bernd ; Mierzwa, Sascha. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001549. Full description at Econpapers || Download paper | |
| 2021 | Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure. (2021). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei ; Norkut, Milda. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:416-446. Full description at Econpapers || Download paper | |
| 2021 | Identification of structural vector autoregressions through higher unconditional moments. (2021). Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:27-46. Full description at Econpapers || Download paper | |
| 2022 | Affine arbitrage-free yield net models with application to the euro debt crisis. (2022). Niu, Linlin ; Zhang, Chen ; Hong, Zhiwu. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:201-220. Full description at Econpapers || Download paper | |
| 2022 | The (non-)Keynesian effects of fiscal austerity: New evidence from a large sample. (2022). Jalles, Joao ; Afonso, Antonio ; Alves, Jose. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000437. Full description at Econpapers || Download paper | |
| 2021 | Optimal irreversible monetary policy. (2021). Hasui, Kohei ; Kobayashi, Teruyoshi ; Sugo, Tomohiro. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s001429212100060x. Full description at Econpapers || Download paper | |
| 2021 | COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?. (2021). Tripier, Fabien ; Ortmans, Aymeric. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001537. Full description at Econpapers || Download paper | |
| 2021 | Twin Peaks: Covid-19 and the labor market. (2021). Spencer, Adam Hal ; Ruggieri, Alessandro ; Bradley, Jake. In: European Economic Review. RePEc:eee:eecrev:v:138:y:2021:i:c:s0014292121001653. Full description at Econpapers || Download paper | |
| 2022 | The inflation response to government spending shocks: A fiscal price puzzle?. (2022). Ravn, Søren Hove ; Jorgensen, Peter L. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002634. Full description at Econpapers || Download paper | |
| 2022 | Signalling creditworthiness with fiscal austerity. (2022). Gibert, Anna. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000368. Full description at Econpapers || Download paper | |
| 2022 | Should we revive PAYG? On the optimal pension system in view of current economic trends. (2022). Bonenkamp, Jan ; Westerhout, ED ; Meijdam, Lex ; Ponds, Eduard. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001325. Full description at Econpapers || Download paper | |
| 2022 | Long-horizon stock valuation and return forecasts based on demographic projections. (2022). Pesavento, Elena ; Maynard, Alex ; Gospodinov, Nikolay ; Chen, Chaoyi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:190-215. Full description at Econpapers || Download paper | |
| 2022 | Do energy efficiency improvements reduce energy use? Empirical evidence on the economy-wide rebound effect in Europe and the United States. (2022). Stern, David ; Moneta, Alessio ; Bruns, Stephan ; Berner, Anne. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s014098832200113x. Full description at Econpapers || Download paper | |
| 2022 | The impact of oil supply news shocks on corporate investments and the structure of production network. (2022). Caraiani, Petre. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001803. Full description at Econpapers || Download paper | |
| 2021 | Macroeconomic uncertainty and natural gas prices: Revisiting the Asian Premium. (2021). Shen, Yifan ; Shi, Xunpeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304217. Full description at Econpapers || Download paper | |
| 2021 | Economic policy uncertainty, oil price shocks and corporate investment: Evidence from the oil industry. (2021). Suleman, Muhammad Tahir ; Nadeem, Muhammad ; Khan, Aamir ; Ilyas, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000980. Full description at Econpapers || Download paper | |
| 2022 | A multi-disciplinary approach to estimate the medium-term impact of COVID-19 on transport and energy: A case study for Italy. (2022). Vergalli, Sergio ; Sciullo, Alessandro ; Rocco, Matteo Vincenzo ; Reichl, Johannes ; Noussan, Michel ; Hafner, Manfred ; Golinucci, Nicolo ; Cohen, Jed J ; Bazzana, Davide. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221022635. Full description at Econpapers || Download paper | |
| 2021 | Financial contagion and the TIR-MIDAS model. (2021). Liu, Xiaoquan ; Jiang, Kunliang ; Ye, Wuyi. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461232030132x. Full description at Econpapers || Download paper | |
| 2021 | Rating Announcements, CDS Spread and Volatility During the European Sovereign Crisis. (2021). Salvade, Federica ; Raimbourg, Philippe. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320302695. Full description at Econpapers || Download paper | |
| 2022 | Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets. (2022). Zaremba, Adam ; Umar, Zaghum ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001239. Full description at Econpapers || Download paper | |
| 2021 | Does foreign monetary policy drive Australian banks wholesale funding costs?. (2021). Karpaviius, Sigitas ; Cottrell, Simon. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000740. Full description at Econpapers || Download paper | |
| 2021 | COVID-19: R0 is lower where outbreak is larger. (2021). Gamba, Simona ; Battiston, Pietro. In: Health Policy. RePEc:eee:hepoli:v:125:y:2021:i:2:p:141-147. Full description at Econpapers || Download paper | |
| 2021 | Non-linear effects of tax changes on output: The role of the initial level of taxation. (2021). Vuletin, Guillermo ; Vegh, Carlos A ; Riera-Crichton, Daniel ; Gunter, Samara . In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000271. Full description at Econpapers || Download paper | |
| 2021 | Revenue- versus spending-based fiscal consolidation announcements: Multipliers and follow-up. (2021). Mumtaz, Haroon ; Giuliodori, Massimo ; Furtuna, Oana ; Beetsma, Roel. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000325. Full description at Econpapers || Download paper | |
| 2021 | Forecasting mortality with international linkages: A global vector-autoregression approach. (2021). Shi, Yanlin ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:59-75. Full description at Econpapers || Download paper | |
| 2021 | Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439. Full description at Econpapers || Download paper | |
| 2021 | Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000536. Full description at Econpapers || Download paper | |
| 2021 | Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?. (2021). Li, Youwei ; Waterworth, James ; Vigne, Samuel A ; Pantelous, Athanasios A ; Hamill, Philip A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000196. Full description at Econpapers || Download paper | |
| 2022 | Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2022). Vrins, Frederic ; Gambetti, Paolo ; Roccazzella, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:97-116. Full description at Econpapers || Download paper | |
| 2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph | |
| 2022 | A modern approach to monetary and fiscal policy. (2022). Marques, Karlo ; Junior, Karlo Marques ; Garcia-Cintado, Alejandro C ; Costa, Celso J. In: International Review of Economics Education. RePEc:eee:ireced:v:39:y:2022:i:c:s1477388021000244. Full description at Econpapers || Download paper | |
| 2022 | Sovereign issuers, incentives and liquidity: The case of the Danish sovereign bond market. (2022). Subrahmanyam, Marti G ; Staghoj, Jonas ; Ochs, Christian ; Eisl, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s037842662200084x. Full description at Econpapers || Download paper | |
| 2021 | Persistent government debt and aggregate risk distribution. (2021). Nguyen, Thien T ; Croce, M ; Raymond, S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:347-367. Full description at Econpapers || Download paper | |
| 2021 | Revisiting the political economy of fiscal adjustments. (2021). Panagiotidis, Theodore ; Ziogas, Thanasis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302680. Full description at Econpapers || Download paper | |
| 2021 | Measuring the natural rates of interest of OECD and BRICS economies: A time varying perspective. (2021). Kwan, Yum K ; Wang, Bin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302825. Full description at Econpapers || Download paper | |
| 2021 | Fiscal policy and fiscal fragility: Empirical evidence from the OECD. (2021). von Schweinitz, Gregor ; El-Shagi, Makram. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560620302485. Full description at Econpapers || Download paper | |
| 2021 | Investor sentiment and sovereign bonds. (2021). Li, Yulin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000371. Full description at Econpapers || Download paper | |
| 2021 | Exchange rates, foreign currency exposure and sovereign risk. (2021). Bernoth, Kerstin ; Herwartz, Helmut. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621001054. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Carlo Favero has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Carlo Favero:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Should the Euro Area Be Run as a Closed Economy? In: American Economic Review. [Full Text][Citation analysis] | article | 45 |
| 2008 | Should the Euro Area be Run as a Closed Economy?.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2008 | Should the Euro Area be Run as a Closed Economy?.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2012 | Measuring Tax Multipliers: The Narrative Method in Fiscal VARs In: American Economic Journal: Economic Policy. [Full Text][Citation analysis] | article | 122 |
| 2010 | Measuring Tax Multipliers: The Narrative Method in Fiscal VARs.(2010) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 122 | chapter | |
| 2018 | What Do We Know about the Effects of Austerity? In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 43 |
| 2018 | What do we know about the effects of austerity?.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2018 | What do we know about the effects of Austerity?.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2019 | Effects of Austerity: Expenditure- and Tax-Based Approaches In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 51 |
| 2019 | Effects of Austerity: Expenditure- and Tax-based Approaches.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | 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 | 5 |
| 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 | 17 | |
| In: . [Full Text][Citation analysis] | article | 10 | |
| 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 | 37 |
| 2005 | Modelling and Forecasting Fiscal Variables for the euro Area.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
| 2005 | Modelling and Forecasting Fiscal Variables for the Euro Area.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | 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 another 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 another version. Agregated cites: 22 | article | |
| 1990 | Oil Investment in the North Sea.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has another 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 another version. Agregated cites: 11 | paper | |
| 2015 | Austerity in 2009-2013 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 59 |
| 2015 | Austerity in 2009-2013.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
| 2015 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2017) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2017 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | 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 | 2 |
| 2016 | Is it the How or the When that Matters in Fiscal Adjustments? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2016 | Is it the How or the When that Matters in Fiscal Adjustments?.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2018 | Is it the “How†or the “When†that Matters in Fiscal Adjustments?.(2018) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | 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 | 55 |
| 2017 | The Effects of Fiscal Consolidations: Theory and Evidence.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 2018 | The Network Effects of Fiscal Adjustments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 1996 | High Yields: The Spread on German Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 92 |
| 1997 | High Yields: The Spread on German Interest Rates..(1997) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | article | |
| High Yielders: the Spread on German Interest Rates.() In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 92 | paper | ||
| 1996 | High Yields: The Spread on German Interest Rates.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | 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 | 85 |
| 1997 | Extracting Information from Asset Prices: The Methodology of EMU Calculators In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 2000 | Extracting information from asset prices: The methodology of EMU calculators.(2000) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| Extracting Information from Asset Prices: the Methodology of EMU Calculators.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | ||
| 1997 | Measuring Monetary Policy with VAR Models: An Evaluation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 190 |
| 1998 | Measuring monetary policy with VAR models: An evaluation.(1998) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 190 | article | |
| Measuring Monetary Policy with VAR Models: an Evaluation.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 190 | paper | ||
| 1998 | A Red Letter Day? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
| 1999 | Measuring Monetary Policy in Open Economies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| Measuring Monetary Policy in Open Economies.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | 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 another 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 | 101 |
| 1999 | The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
| 2000 | Measuring Co-Movements Between US and European Stock Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| Measuring Co-movements Between US and European Stock Markets.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | ||
| 2000 | Looking for Contagion: the Evidence from the ERM In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 2000 | Looking for Contagion: Evidence from the ERM.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another 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 | 19 |
| 2001 | Uncertainty on monetary policy and the expectations model of the term structure of interest rates.(2001) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | 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 | 30 |
| Large Datasets, Small Models and Monetary Policy in Europe.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | ||
| 2002 | How do European Monetary and Fiscal Authorities Behave? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 95 |
| How do European monetary and fiscal authorities behave?.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | ||
| 2003 | Monetary-Fiscal Mix and Inflation Performance: Evidence from the US In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
| 2003 | Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S..(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | 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 another 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 | 34 |
| 2006 | Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
| 2004 | Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2004 | Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2004 | Inflation Targeting and Debt: Lessons from Brazil In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 81 |
| 2004 | Inflation Targeting and Debt: Lessons from Brazil.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
| 2005 | The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
| 2005 | The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | 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 another 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 another version. Agregated cites: 4 | paper | |
| 2007 | Debt and the Effects of Fiscal Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 170 |
| 2007 | Debt and the effects of fiscal policy.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 170 | paper | |
| 2007 | Debt and the effects of fiscal policy.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 170 | paper | |
| 2007 | Debt and the Effects of Fiscal Policy.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 170 | paper | |
| 2007 | Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 2007 | Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2008 | How Does Liquidity Affect Government Bond Yields? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 187 |
| 2010 | How Does Liquidity Affect Government Bond Yields?.(2010) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 187 | article | |
| 2007 | How Does Liquidity Affect Government Bond Yields?.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 187 | paper | |
| 2007 | How Does Liquidity Affect Government Bond Yields?.(2007) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 187 | 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 another version. Agregated cites: 39 | article | |
| 2007 | On the Statistical Identification of DSGE Models.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 2009 | Monetary Policy Inertia: More a Fiction than a fact? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 47 |
| 2009 | Monetary policy inertia: More a fiction than a fact?.(2009) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
| 2009 | How Large Are the Effects of Tax Changes? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
| 2009 | How large are the effects of tax changes?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2009 | How large are the effects of tax changes?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | 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 | 26 |
| 2011 | Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns.(2011) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2010 | Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | 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 another 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 | 62 |
| 2011 | Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
| 2011 | Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
| 2011 | Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | article | |
| 2011 | Sovereign spreads in the Euro area: Which prospects for a Eurobond? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
| 2011 | Sovereign spreads in the Euro Area. Which prospects for a Eurobond?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | 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 | 49 |
| 2008 | Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2013 | Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability.(2013) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | article | |
| 2012 | Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2012 | The output effect of fiscal consolidations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 95 |
| 2012 | The output effect of fiscal consolidations.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
| 2013 | The output effect of fiscal consolidations.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
| 2012 | The Output Effect of Fiscal Consolidations.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | 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 | 6 |
| 2010 | A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | 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 | 80 |
| 1999 | Information from financial markets and VAR measures of monetary policy In: European Economic Review. [Full Text][Citation analysis] | article | 68 |
| Information from financial markets and VAR measures of monetary policy.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | 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 | 175 |
| 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 | 144 |
| 2014 | The Output Effect of Fiscal Consolidation Plans.(2014) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 144 | chapter | |
| 2014 | The output effect of fiscal consolidation plans.(2014) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 144 | 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 | 28 |
| 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 another 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 | 0 |
| 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 | |
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| Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 In: Working Papers. [Full Text][Citation analysis] | paper | 134 | |
| 2003 | Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98..(2003) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 134 | article | |
| Principal components at work: The empirical analysis of monetary policy with large datasets In: Working Papers. [Full Text][Citation analysis] | paper | 137 | |
| 2005 | Principal components at work: the empirical analysis of monetary policy with large data sets.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 137 | 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 | 52 |
| 2007 | Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2007 | The Econometrics of Monetary Policy: an Overview In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | The Econometrics of Monetary Policy: An Overview.(2009) In: Palgrave Macmillan Books. [Citation analysis] This paper has another version. Agregated cites: 0 | 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 | 1 |
| 2011 | Demographics and The Behaviour of Interest Rates In: Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 2016 | Demographics and the Behavior of Interest Rates.(2016) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | 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 | 10 |
| 2014 | Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy.(2014) In: North American Actuarial Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | 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 | 49 |
| 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 | 169 |
| 1998 | Immediate challenges for the European Central Bank.(1998) In: Economic Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 169 | 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 | 229 |
| 2012 | Sovereign spreads in the eurozone: which prospects for a Eurobond? In: Economic Policy. [Full Text][Citation analysis] | article | 81 |
| 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 | 9 |
| 1991 | Taxation and the Optimization of Oil Exploration and Production: The U.K. Continental Shelf.(1991) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 1990 | TESTING THE LUCAS CRITIQUE: A REVIEW. In: Economics Series Working Papers. [Citation analysis] | paper | 50 |
| 1989 | Testing the Lucas Critique: A Review.(1989) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 1990 | Testing the Lucas Critique: A Review.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 1989 | THE LUCAS CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY. In: Economics Series Working Papers. [Citation analysis] | paper | 0 |
| 2001 | Applied Macroeconometrics In: OUP Catalogue. [Citation analysis] | book | 158 |
| 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 | 0 |
| 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 | 18 |
| 2013 | Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper |
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