Carlo Favero : Citation Profile


Are you Carlo Favero?

Università Commerciale Luigi Bocconi (85% share)
Università Commerciale Luigi Bocconi (8% share)
Centre for Economic Policy Research (CEPR) (5% share)
Centro Studi di Economia e Finanza (CSEF) (2% share)

29

H index

54

i10 index

3053

Citations

RESEARCH PRODUCTION:

50

Articles

140

Papers

1

Books

5

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   30 years (1989 - 2019). See details.
   Cites by year: 101
   Journals where Carlo Favero has often published
   Relations with other researchers
   Recent citing documents: 285.    Total self citations: 46 (1.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa12
   Updated: 2020-05-16    RAS profile: 2020-04-25    
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Relations with other researchers


Works with:

Giavazzi, Francesco (5)

Alesina, Alberto (4)

Karamysheva, Madina (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 (78)

Marcellino, Massimiliano (41)

Wolff, Guntram (34)

Castelnuovo, Efrem (30)

Kontonikas, Alexandros (30)

Arghyrou, Michael (29)

Pesaran, M (29)

Claeys, Peter (29)

Beetsma, Roel (28)

Gómez-Puig, Marta (27)

Sousa, Ricardo (23)

Cites to:

Campbell, John (66)

Rudebusch, Glenn (36)

Gertler, Mark (32)

Shiller, Robert (32)

Eichenbaum, Martin (30)

Sims, Christopher (29)

Ang, Andrew (26)

Reichlin, Lucrezia (25)

Stock, James (24)

Pesaran, M (23)

Leeper, Eric (23)

Main data


Where Carlo Favero has published?


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

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

Recent works citing Carlo Favero (2019 and 2018)


YearTitle of citing document
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). Wang, Liming ; Li, Chenguang ; Xue, Huidan. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273971.

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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

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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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2019Growth Accounting for Saudi Arabia. (2019). Haque, Mohammad Imdadul. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:691-701.

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2019BEHAVIORAL MONETARY POLICYMAKING: ECONOMICS, POLITICAL ECONOMY AND PSYCHOLOGY. (2019). Romelli, Davide ; masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19105.

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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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2018The contribution of demography to Italys economic growth: a two-hundred-year-long story. (2018). Barbiellini Amidei, Federico ; Piselli, Paolo ; Gomellini, Matteo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_431_18.

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2019The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks. (2019). Neri, Stefano ; Siviero, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_486_19.

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2019The international transmission of US tax shocks: a proxy-SVAR approach. (2019). Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1223_19.

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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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2019Sovereign Default and Imperfect Tax Enforcement. (2019). Pappadà, Francesco ; Zylberberg, Yanos. In: Working papers. RePEc:bfr:banfra:722.

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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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2019Re‐vitalizing money demand in the Euro area. Still valid at the zero‐lower bound. (2019). Dreger, Christian ; Roffia, Barbara ; Gerdesmeier, Dieter. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:4:p:599-615.

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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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2019LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL. (2019). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:3:p:1302-1323.

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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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2020Populism, Political Risk and the Economy: Lessons from Italy. (2019). Schiantarelli, Fabio ; Brianti, Marco ; Brancati, Emanuele ; Balduzzi, Pierluigi. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:989.

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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. In: Working Papers. RePEc:bog:wpaper:250.

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2018Total factor productivity (TFP) and fiscal consolidation: how harmful is austerity?. (2018). Bournakis, Ioannis ; Kaplanoglou, Georgia ; Bardaka, Ioanna . In: Working Papers. RePEc:bog:wpaper:255.

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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 ; Corsetti, Giancarlo ; Mann, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1816.

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2019Predicting Recessions in the Euro Area: A Factor Approach. (2019). Parle, Conor ; Goodhead, Robert. In: Economic Letters. RePEc:cbi:ecolet:2/el/19.

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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). Strøm, Steinar ; Kvinge, Bjornar Andreas ; Ubbe, Inger ; Thorsen, Helge Sandvig ; Strom, Steinar ; Parmer, Pernille . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7370.

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2019Ideologically-charged terminology: austerity, fiscal consolidation, and sustainable governance. (2019). Potrafke, Niklas ; Gründler, Klaus ; Grundler, Klaus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7613.

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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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2019Interest Rates, Money, and Economic Activity. (2019). Serletis, Apostolos ; Dery, Cosmas. In: Working Papers. RePEc:clg:wpaper:2019-16.

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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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2019Why Do Fiscal Multipliers Depend on Fiscal Positions?. (2019). Lim, Jamus ; Ohnsorge, Franziska ; Kose, Ayhan ; Huidrom, Raju. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13648.

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2019The Motives to Borrow. (2019). Presbitero, Andrea ; Panizza, Ugo ; Ghosh, Atish ; Fatas, Antonio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13735.

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2019Persistent Government Debt and Aggregate Risk Distribution. (2019). Raymond, Steve ; Nguyen, Thien ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13922.

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2019Austerity and Public debt Dynamics. (2019). Mei, Pierfrancesco ; Favero, Carlo A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14072.

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2020Public Expenditure and Private Firm Performance: Using Religious Denominations for Causal Inference. (2020). Alpalho, Henrique ; Lopes, Marta ; Santos, Joo Pereira ; Tavares, Jose. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14448.

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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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2019Dynamic Effects of Persistent Shocks. (2019). Sanz, Carlos ; Gonzalo, Jesus ; Alloza, Mario ; Muoz, Jesus Gonzalo. In: UC3M Working papers. Economics. RePEc:cte:werepe:29187.

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2020Living Longer in High Longevity Risk. (2020). Jung, Hojin ; Kim, Jong-Min ; Wingenbach, Rachel. In: JODE - Journal of Demographic Economics. RePEc:ctl:louvde:v:86:y:2020:i:1:p:47-86.

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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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2019Financial Stability and the Fed: Evidence from Congressional Hearings. (2019). Neuenkirch, Matthias ; Jansen, David-Jan ; Wischnewsky, Arina. In: DNB Working Papers. RePEc:dnb:dnbwpp:633.

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2019Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels. In: DNB Working Papers. RePEc:dnb:dnbwpp:636.

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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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2019Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2019). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei ; Norkute, Milda . In: ISER Discussion Paper. RePEc:dpr:wpaper:1019r.

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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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2019On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/298201.

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2018What does the single monetary policy do? A SVAR benchmark for the European Central Bank. (1999). Tristani, Oreste ; Monticelli, Carlo. In: Working Paper Series. RePEc:ecb:ecbwps:19990002.

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2019Interbank lending and monetary policy transmission - evidence for Germany. (2001). Ehrmann, Michael ; Worms, A.. In: Working Paper Series. RePEc:ecb:ecbwps:20010073.

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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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2019Dynamic fiscal limits and monetary-fiscal policy interactions. (2019). Battistini, Niccolò ; Zavalloni, Luca ; Callegari, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20192268.

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2019Monetary policy, macroprudential policy, and financial stability. (2019). Repullo, Rafael ; Martinez-Miera, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192297.

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2020Identifying SVARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies. (2020). Rünstler, Gerhard ; Budnik, Katarzyna ; Runstler, Gerhard. In: Working Paper Series. RePEc:ecb:ecbwps:20202353.

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2020A cointegration model of money and wealth. (2020). Assenmacher, Katrin ; Beyer, Andreas. In: Working Paper Series. RePEc:ecb:ecbwps:20202365.

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2020The Long-run Money Demand Function: Empirical Evidence from Italy. (2020). Dritsaki, Melina. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-23.

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2019A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:4.

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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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2019Lessons for macroeconomic policy from the Global Financial Crisis. (2019). Makin, Anthony. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:13-25.

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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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2019Monetary and fiscal policy transmission in Poland. (2019). Sznajderska, Anna ; Haug, Alfred ; Jdrzejowicz, Tomasz . In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:15-27.

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2019Fiscal policy in the US: Sustainable after all?. (2019). Aldama, Pierre ; Creel, Jerome. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:471-479.

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2019What drives the short-run costs of fiscal consolidation? Evidence from OECD countries. (2019). Banerjee, Ryan ; Zampolli, Fabrizio. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:420-436.

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2020The value of understanding central bank communication. (2020). Girard, Alexandre ; Beaupain, Renaud. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:154-165.

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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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2019Has the Grexit news affected euro area financial markets?. (2019). Gregori, Wildmer Daniel ; Sacchi, Agnese. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:71-84.

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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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2020Economic policy uncertainty shocks, economic activity, and exchange rate adjustments. (2020). Rubaszek, Michał ; Uddin, Gazi Salah ; Nilavongse, Rachatar. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303842.

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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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2019Does monetary policy influence banks’ risk weights under the internal ratings-based approach?. (2019). Malovana, Simona ; Bro, Vaclav ; Kolcunova, Dominika. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:2:10.

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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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2019Identification versus misspecification in New Keynesian monetary policy models. (2019). Lindé, Jesper ; Laséen, Stefan ; Ratto, Marco ; Linde, Jesper ; Adolfson, Malin. In: European Economic Review. RePEc:eee:eecrev:v:113:y:2019:i:c:p:225-246.

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2019Financial and fiscal interaction in the Euro Area crisis: This time was different. (2019). Ricco, Giovanni ; Caruso, Alberto ; Reichlin, Lucrezia. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:333-355.

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2020Innovation-led growth in a time of debt. (2020). Peretto, Pietro ; Ferraro, Domenico. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119302119.

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2019Long horizon predictability: An asset allocation perspective. (2019). Poncet, Patrice ; Lioui, Abraham. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:961-975.

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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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2019The bank-sovereign nexus: Evidence from a non-bailout episode. (2019). Santucci de Magistris, Paolo ; Caporin, Massimiliano ; Ravazzolo, Francesco ; Natvik, Gisle J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:181-196.

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2019How do oil producers respond to giant oil field discoveries?. (2019). Güntner, Jochen. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:59-74.

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

Carlo Favero has edited the books:


YearTitleTypeCited

Works by Carlo Favero:


YearTitleTypeCited
2008Should the Euro Area Be Run as a Closed Economy? In: American Economic Review.
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article27
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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This paper has another version. Agregated cites: 27
paper
2012Measuring Tax Multipliers: The Narrative Method in Fiscal VARs In: American Economic Journal: Economic Policy.
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article85
2010Measuring Tax Multipliers: The Narrative Method in Fiscal VARs.(2010) In: NBER Chapters.
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This paper has another version. Agregated cites: 85
chapter
2018What Do We Know about the Effects of Austerity? In: AEA Papers and Proceedings.
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article13
2018What do we know about the effects of austerity?.(2018) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 13
paper
2018What do we know about the effects of Austerity?.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 13
paper
2019Effects of Austerity: Expenditure- and Tax-Based Approaches In: Journal of Economic Perspectives.
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article5
2019Effects of Austerity: Expenditure- and Tax-based Approaches.(2019) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
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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article6
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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article156
1998The Immediate Challenges for the European Central Bank.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 156
paper
2003Yield spreads on EMU government bonds In: Economic Policy.
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article257
2012Sovereign spreads in the eurozone: which prospects for a Eurobond? In: Economic Policy.
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article57
1993Error Correction and Forward Looking Models for UK Consumers Expenditure. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article3
1992Error Correction and Forward-looking Models for the U.K. Consumers Expenditure.(1992) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2005Modelling and Forecasting Fiscal Variables for the Euro Area* In: Oxford Bulletin of Economics and Statistics.
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article32
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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This paper has another version. Agregated cites: 32
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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This paper has another version. Agregated cites: 7
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.
[Citation analysis]
paper20
1994Oil investment in the North Sea.(1994) In: Economic Modelling.
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This paper has another version. Agregated cites: 20
article
1990Oil Investment in the North Sea.(1990) In: Working Papers.
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This paper has another version. Agregated cites: 20
paper
1992Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS. In: Cambridge Working Papers in Economics.
[Citation analysis]
paper8
1992Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS.(1992) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2015Austerity in 2009-2013 In: CEPR Discussion Papers.
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paper8
2015Austerity in 2009-2013.(2015) In: NBER Working Papers.
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paper
2015A Multivariate Model of Strategic Asset Allocation with Longevity Risk In: CEPR Discussion Papers.
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paper2
2017A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2017) In: Journal of Financial and Quantitative Analysis.
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article
2017A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2017) In: Post-Print.
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paper
2013A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2013) In: Working Papers.
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paper
2015Demographics and the Secular Stagnation Hypothesis in Europe In: CEPR Discussion Papers.
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paper6
2015What Do We Know About Fiscal Multipliers? In: CEPR Discussion Papers.
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paper1
2016Is it the How or the When that Matters in Fiscal Adjustments? In: CEPR Discussion Papers.
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paper6
2016Is it the How or the When that Matters in Fiscal Adjustments?.(2016) In: NBER Working Papers.
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paper
2018Is it the “How” or the “When” that Matters in Fiscal Adjustments?.(2018) In: IMF Economic Review.
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This paper has another version. Agregated cites: 6
article
2016Implications of Return Predictability across Horizons for Asset Pricing Models In: CEPR Discussion Papers.
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paper2
2017The effects of Fiscal Consolidations: Theory and Evidence In: CEPR Discussion Papers.
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paper23
2017The Effects of Fiscal Consolidations: Theory and Evidence.(2017) In: NBER Working Papers.
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paper
2018The Network Effects of Fiscal Adjustments In: CEPR Discussion Papers.
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paper2
1996High Yields: The Spread on German Interest Rates In: CEPR Discussion Papers.
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paper84
1997High Yields: The Spread on German Interest Rates..(1997) In: Economic Journal.
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article
High Yielders: the Spread on German Interest Rates.() In: Working Papers.
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paper
1996High Yields: The Spread on German Interest Rates.(1996) In: NBER Working Papers.
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paper
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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paper21
2000Extracting information from asset prices: The methodology of EMU calculators.(2000) In: European Economic Review.
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article
Extracting Information from Asset Prices: the Methodology of EMU Calculators.() In: Working Papers.
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paper
1997Measuring Monetary Policy with VAR Models: An Evaluation In: CEPR Discussion Papers.
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paper165
1998Measuring monetary policy with VAR models: An evaluation.(1998) In: European Economic Review.
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article
Measuring Monetary Policy with VAR Models: an Evaluation.() In: Working Papers.
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paper
1998A Red Letter Day? In: CEPR Discussion Papers.
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paper24
1999Measuring Monetary Policy in Open Economies In: CEPR Discussion Papers.
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paper6
Measuring Monetary Policy in Open Economies.() In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
1999Modelling and Identifying Central Banks Preferences In: CEPR Discussion Papers.
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paper20
Modeling and identifying central banks preferences.() In: Working Papers.
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paper
1999The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets In: CEPR Discussion Papers.
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paper88
1999The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 88
paper
2000Measuring Co-Movements Between US and European Stock Markets In: CEPR Discussion Papers.
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paper3
Measuring Co-movements Between US and European Stock Markets.() In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2000Looking for Contagion: the Evidence from the ERM In: CEPR Discussion Papers.
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paper14
2000Looking for Contagion: Evidence from the ERM.(2000) In: NBER Working Papers.
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paper
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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article
Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates.() In: Working Papers.
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paper
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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Large Datasets, Small Models and Monetary Policy in Europe.() In: Working Papers.
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paper
2002How do European Monetary and Fiscal Authorities Behave? In: CEPR Discussion Papers.
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paper71
How do European monetary and fiscal authorities behave?.() In: Working Papers.
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paper
2003Monetary-Fiscal Mix and Inflation Performance: Evidence from the US In: CEPR Discussion Papers.
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paper34
2003Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S..(2003) In: Working Papers.
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paper
2003Model Uncertainty, Thick Modelling and the Predictability of Stock Returns In: CEPR Discussion Papers.
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paper14
Model Uncertainty, Thick Modelling and the predictability of Stock Returns.() In: Working Papers.
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paper
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates In: CEPR Discussion Papers.
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paper32
2006Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates.(2006) In: Journal of Econometrics.
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article
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Working Papers.
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paper
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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paper
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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paper
2005The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers.
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paper29
2005The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation.(2005) In: Working Papers.
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paper
2005Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey In: CEPR Discussion Papers.
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paper0
2005Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns In: CEPR Discussion Papers.
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paper16
2005Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns.(2005) In: Working Papers.
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paper
2006The Performance of Italian Family Firms In: CEPR Discussion Papers.
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paper10
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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paper4
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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paper
2007Debt and the Effects of Fiscal Policy In: CEPR Discussion Papers.
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paper132
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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paper13
2007Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set.(2007) In: Working Papers.
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paper
2008How Does Liquidity Affect Government Bond Yields? In: CEPR Discussion Papers.
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paper149
2010How Does Liquidity Affect Government Bond Yields?.(2010) In: Journal of Financial and Quantitative Analysis.
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article
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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paper
2009On the Statistical Identification of DSGE Models In: CEPR Discussion Papers.
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paper34
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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paper24
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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2009How large are the effects of tax changes?.(2009) In: Working Papers.
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2009How large are the effects of tax changes?.(2009) In: NBER Working Papers.
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2010Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns In: CEPR Discussion Papers.
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paper13
2011Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns.(2011) In: Journal of Financial and Quantitative Analysis.
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2010Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns.(2010) In: Working Papers.
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2010Reconciling VAR-based and Narrative Measures of the Tax-Multiplier In: CEPR Discussion Papers.
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paper20
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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paper40
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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paper26
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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paper35
2008Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability.(2008) In: Working Paper Series.
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2013Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability.(2013) In: Journal of International Money and Finance.
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2012Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability.(2012) In: Working Papers.
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2012The output effect of fiscal consolidations In: CEPR Discussion Papers.
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paper69
2012The Output Effect of Fiscal Consolidations.(2012) In: NBER Working Papers.
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2012The output effect of fiscal consolidations.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 69
paper
2013The output effect of fiscal consolidations.(2013) In: Working Papers.
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paper
2003APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 In: Macroeconomic Dynamics.
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article35
1999Financial markets assessments of EMU : A comment In: Carnegie-Rochester Conference Series on Public Policy.
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article1
2012A spectral estimation of tempered stable stochastic volatility models and option pricing In: Computational Statistics & Data Analysis.
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article5
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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article0
2013Modelling and forecasting government bond spreads in the euro area: A GVAR model In: Journal of Econometrics.
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article48
1999Information from financial markets and VAR measures of monetary policy In: European Economic Review.
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article55
Information from financial markets and VAR measures of monetary policy.() In: Working Papers.
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2002Is the international propagation of financial shocks non-linear?: Evidence from the ERM In: Journal of International Economics.
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2005Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003). In: Journal of International Economics.
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2015The output effect of fiscal consolidation plans In: Journal of International Economics.
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article70
2014The Output Effect of Fiscal Consolidation Plans.(2014) In: NBER Chapters.
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2014The output effect of fiscal consolidation plans.(2014) In: SAFE Working Paper Series.
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1992Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 In: Journal of Banking & Finance.
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2005Explaining co-movements between stock markets: The case of US and Germany In: Journal of International Money and Finance.
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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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2006Taylor rules and the term structure In: Journal of Monetary Economics.
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2019Implications of return predictability for consumption dynamics and asset pricing In: LSE Research Online Documents on Economics.
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2007Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey In: Chapters.
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2008The ECB and the bond market In: European Economy - Economic Papers 2008 - 2015.
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1990THE 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.
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Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy In: Working Papers.
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Recursive `thick´ modeling of excess returns and portfolio allocation In: Working Papers.
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Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 In: Working Papers.
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2003 Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98..(2003) In: Journal of Money, Credit and Banking.
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2005Principal components at work: the empirical analysis of monetary policy with large data sets.(2005) In: Journal of Applied Econometrics.
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2004Forecasting Italian inflation with large datasets and many models In: Working Papers.
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2005Valutation, Liquidity and Risk in Government Bond Markets In: Working Papers.
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2005Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S. In: Working Papers.
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2007Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models In: Working Papers.
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2007The Econometrics of Monetary Policy: an Overview In: Working Papers.
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2008Demographics and fluctuations in Dividend/Price In: Working Papers.
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2010Demographics and the Econometrics of the Term Structure of Stock Market Risk In: Working Papers.
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2011Demographics and The Behaviour of Interest Rates In: Working Papers.
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paper7
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