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)

31

H index

59

i10 index

3095

Citations

RESEARCH PRODUCTION:

54

Articles

143

Papers

1

Books

7

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   32 years (1989 - 2021). See details.
   Cites by year: 96
   Journals where Carlo Favero has often published
   Relations with other researchers
   Recent citing documents: 237.    Total self citations: 50 (1.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa12
   Updated: 2021-10-16    RAS profile: 2021-06-08    
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Relations with other researchers

Works with:

Giavazzi, Francesco (4)

Alesina, Alberto (3)

Paradisi, Matteo (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 (63)

Marcellino, Massimiliano (41)

Castelnuovo, Efrem (31)

Pesaran, M (28)

Beetsma, Roel (27)

Gómez-Puig, Marta (24)

Kontonikas, Alexandros (24)

Arghyrou, Michael (23)

Brinca, Pedro (22)

Holter, Hans (22)

Dungey, Mardi (21)

Cites to:

Campbell, John (66)

Gertler, Mark (37)

Rudebusch, Glenn (36)

Galí, Jordi (35)

Shiller, Robert (32)

Eichenbaum, Martin (31)

Sims, Christopher (29)

Ang, Andrew (28)

Reichlin, Lucrezia (26)

Clarida, Richard (26)

Stock, James (25)

Main data

Where Carlo Favero has published?

Journals with more than one article published# docs
Journal of Econometrics4
Economic Policy4
European Economic Review3
IMF Economic Review3
Journal of Financial and Quantitative Analysis3
Journal of International Economics3
Journal of Monetary Economics2
Economic Notes2
Journal of International Money and Finance2
NBER International Seminar on Macroeconomics2
Journal of Applied Econometrics2
Oxford Bulletin of Economics and Statistics2

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

Recent works citing Carlo Favero (2021 and 2020)

YearTitle of citing document
2020An Economists Guide to Epidemiology Models of Infectious Disease. (2020). Bossert, William ; Avery, Christopher ; Ellison, Sara Fisher ; Clark, Adam . In: Journal of Economic Perspectives. RePEc:aea:jecper:v:34:y:2020:i:4:p:79-104.

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2020Dynamic Effects of Persistent Shocks. (2020). Sanz, Carlos ; Alloza, Mario ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2006.14047.

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2021Emotions 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.

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2021Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.13678.

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2020Emigration and Fiscal Austerity in a Depression. (2020). Vella, Eugenia ; Caballe, Jordi ; Bandeira, Guilherme. In: DEOS Working Papers. RePEc:aue:wpaper:2035.

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2021Central Bank Governance in Monetary Policy Economics (1981-2020). (2021). masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20153.

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2021Yield 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.

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2021Fiscal 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.

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2020Monetary policy gradualism and the nonlinear effects of monetary shocks. (2020). Rossi, Luca ; Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1275_20.

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2020Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model. (2020). Lelo-De, Alejandra. In: Working Papers. RePEc:bdm:wpaper:2020-01.

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2020Fiscal Consolidations and Informality in Latin America and the Caribbean. (2020). Lemaire, Thibault. In: Working papers. RePEc:bfr:banfra:764.

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2020Learning or habit formation? Optimal timing of lockdown for disease containment. (2020). Bandyopadhyay, Siddhartha ; Roy, Jaideep ; Das, Kaustav ; Chatterjee, Kalyan. In: Discussion Papers. RePEc:bir:birmec:20-17.

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2020Moving markets? Government bond investors and microeconomic policy changes. (2020). Wibbels, Erik ; Paniagua, Victoria ; Mosley, Layna. In: Economics and Politics. RePEc:bla:ecopol:v:32:y:2020:i:2:p:197-249.

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2020Market Price of Longevity Risk for a Multi‐Cohort Mortality Model With Application to Longevity Bond Option Pricing. (2020). Ziveyi, Jonathan ; Sherris, Michael ; Xu, Yajing. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:571-595.

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2020Characterizing Monetary and Fiscal Policy Rules and Interactions when Commodity Prices Matter. (2020). Middleditch, Paul ; Chuku, Chuku. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:3:p:373-404.

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2020International effects of corporate tax cuts on income distribution. (2020). Bawa, Siraj ; Vu, Nam T. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:5:p:1164-1190.

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2020Unconventional economic policies and sentiment: An international assessment. (2020). Gimet, Celine ; Gagnon, Mariehelene. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:6:p:1544-1591.

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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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2020The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit. (2020). Kadiric, Samir. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei271.

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2021The Local Political Economy of Austerity: Lessons from Hospital Closures in Romania. (2021). Savu, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2120.

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2020The Determinants of Indonesia’s Business Cycle. (2020). Bary, Pakasa ; Cinditya, Anggita ; Harahap, Berry A. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:215-235.

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2021FISCAL 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.

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2020Firm Behavior during an Epidemic. (2020). Jerbashian, Vahagn ; Brotherhood, Luiz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8478.

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2020If the Objective is Herd Immunity, on Whom Should it be Built?. (2020). Gollier, Christian. In: EconPol Policy Brief. RePEc:ces:econpb:_29.

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2020Fiscal Consolidation and Automatic Stabilization: New Results. (2019). Wittneben, Christian ; Peichl, Andreas ; Fuest, Clemens ; Dolls, Mathias. In: EconPol Working Paper. RePEc:ces:econwp:_39.

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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.

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2020La comunicación fiscal y sus efectos sobre los retornos de los títulos públicos: una aproximación empírica para el caso colombiano. (2020). Cardenas, Carlos Mauro ; Galvis, Juan Camilo. In: Ensayos de Economía. RePEc:col:000418:018309.

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2020Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models. (2020). van Nguyen, Phuong. In: Dynare Working Papers. RePEc:cpm:dynare:059.

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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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2020One Money, Many Markets: Monetary Transmission and Housing Financing in the Euro Area. (2020). Mann, Samuel ; Corsetti, Giancarlo ; Duarte, Joao. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14968.

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2021Fragmentation 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.

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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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2020Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US. (2020). Phillips, Peter ; Henry, Todd . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2259.

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2020Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?. (2020). Houben, Aerdt ; Bats, Joost ; Giuliodori, Massimo. In: DNB Working Papers. RePEc:dnb:dnbwpp:694.

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2020How financial markets react to Total’s strategy of becoming a responsible energy major?. (2020). Escoffier, Margaux. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-30.

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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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2020Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions. (2020). van der Veken, Wouter ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20202436.

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2020Macroeconomic risks across the globe due to the Spanish Flu. (2020). van der Veken, Wouter ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20202466.

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2020Interest rate-growth differentials on government debt: an empirical investigation for the euro area. (2020). Checherita Westphal, Cristina ; Semeano, Joo Domingues ; Checherita-Westphal, Cristina. In: Working Paper Series. RePEc:ecb:ecbwps:20202486.

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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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2020The fiscal state-dependent effects of capital income tax cuts. (2020). Yang, Shu-Chun S ; Shen, Wenyi ; Fotiou, Alexandra. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920300300.

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2021Fiscal 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.

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2020Impact of the Asset Purchase Programme on euro area government bond yields using market news. (2020). de Santis, Roberto A. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:192-209.

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2020Structural analysis with mixed-frequency data: A model of US capital flows. (2020). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:427-443.

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2020The macroeconomic effects of tax changes: Evidence using real-time data for the European Union. (2020). van der Wielen, Wouter. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:302-321.

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2020Government size, composition of public spending and economic growth in Brazil. (2020). Sosa Sandoval, Wilfredo ; Divino, Jose Angelo. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:155-166.

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2020A stochastic estimated version of the Italian dynamic General Equilibrium Model. (2020). Di Pietro, Marco ; Di Bartolomeo, Giovanni ; Liseo, Brunero ; di Dio, Fabio ; Alleva, Giorgio ; Felici, Francesco ; Beqiraj, Elton ; Acocella, Nicola. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:339-357.

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2021The 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.

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2021Total 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.

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2021Quantifying 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.

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2020The policy mix in the US and EMU: Evidence from a SVAR analysis. (2020). Afonso, Antonio ; Gonalves, Luis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300822.

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2020The asymmetric response of the economy to tax changes before and after 1980. (2020). Bossie, Andrew. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305916.

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2020The determinants of austerity in the European Union 2010–16. (2020). Tamborini, Roberto ; Tomaselli, Matteo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081930244x.

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2020Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach. (2020). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301986.

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

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2020The determinants of sovereign bond liquidity during WWI. (2020). Jopp, Tobias A. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303372.

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2021Instrumental 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.

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2020Constructing joint confidence bands for impulse response functions of VAR models – A review. (2020). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:69-83.

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2020Bootstrap lag selection in DSGE models with expectations correction. (2020). Angelini, Giovanni. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:38-48.

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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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2020Monetary policy transmission in the United Kingdom: A high frequency identification approach. (2020). Vicondoa, Alejandro ; Thwaites, Gregory ; Cesa-Bianchi, Ambrogio. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300076.

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2021Optimal irreversible monetary policy. (2021). Hasui, Kohei ; Kobayashi, Teruyoshi ; Sugo, Tomohiro. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s001429212100060x.

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2021COVID-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.

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2021Twin 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.

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2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

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2021Macroeconomic 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.

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2021Economic 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.

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2020Neither crowding in nor out: Public direct investment mobilising private investment into renewable electricity projects. (2020). Semieniuk, Gregor ; Mazzucato, Mariana ; Deleidi, Matteo. In: Energy Policy. RePEc:eee:enepol:v:140:y:2020:i:c:s0301421519307803.

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2020A deployment model of EV charging piles and its impact on EV promotion. (2020). Fan, Ying ; Ma, Shao-Chao. In: Energy Policy. RePEc:eee:enepol:v:146:y:2020:i:c:s0301421520304997.

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2020Is fertility a leading indicator for stock returns?. (2020). Verdickt, Gertjan. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318309115.

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2021Rating 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.

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2020Expected issuance fees and market liquidity. (2020). Zwinkels, Remco ; Verschoor, Willem ; Pieterse-Bloem, Mary ; Buis, Boyd . In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418119300795.

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2020The yield curve and the stock market: Mind the long run. (2020). Verona, Fabio ; Faria, Gonalo. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s138641811930134x.

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2021Non-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.

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2021Revenue- 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.

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2021Forecasting 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.

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2021Longevity 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.

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2021Information 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.

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2020The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads. (2020). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina. In: International Review of Law and Economics. RePEc:eee:irlaec:v:63:y:2020:i:c:s014481882030137x.

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2020Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

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2020On the term structure of liquidity in the European sovereign bond market. (2020). Papavassiliou, Vassilios ; Osullivan, Conall. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300455.

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2020Financial literacy is not enough: The role of nudging toward adequate long-term saving behavior. (2020). Vila, Jose ; Garcia, Jesus Maria. In: Journal of Business Research. RePEc:eee:jbrese:v:112:y:2020:i:c:p:472-477.

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2020Monetary policy and herd behavior: International evidence. (2020). Spyrou, Spyros ; Makrychoriti, Panagiota ; Krokida, Styliani-Iris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417.

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2021Persistent 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.

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2021Revisiting 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.

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2021Fiscal 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.

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2021Investor sentiment and sovereign bonds. (2021). Li, Yulin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000371.

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2021Exchange 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.

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2021Epidemic and Economic Consequences of Voluntary and Request-based Lockdowns in Japan. (2021). Hosono, Kaoru. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:61:y:2021:i:c:s0889158321000265.

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2020Tax buoyancy in OECD countries: New empirical evidence. (2020). Sacchi, Agnese ; Liberati, Paolo ; Lagravinese, Raffaele. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419302836.

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2021Sovereign Risk, Public Investment and the Fiscal Policy Stance. (2021). Barcia, Giancarlo ; Novelli, Antonio Cusato. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301877.

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2020The impact of fiscal shocks on real GDP and income inequality: What do Australian data say?. (2020). Selvanathan, EA ; Gunasinghe, Chandika ; Forster, John ; Naranpanawa, Athula. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:250-270.

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2020An evaluation of alternative fiscal adjustment plans: The case of Italy. (2020). Di Bartolomeo, Giovanni ; Acocella, Nicola ; Felici, Francesco ; di Pietro, Marco ; Beqiraj, Elton. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:699-711.

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2020Under economic adjustment programs, do private sector wages respond to changes in public wages and employment?. (2020). Adam, Antonis. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:6:p:1334-1351.

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2020Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?. (2020). Akdoan, Kurma . In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719310244.

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2020A brief history of time: Taxation and mineral production in developing countries. (2020). Balde, Mamadou Tanou. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309699.

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2021Water and sanitation governance between austerity and financialization. (2021). Hungaro, Lucas ; Almeida, Renan P. In: Utilities Policy. RePEc:eee:juipol:v:71:y:2021:i:c:s0957178721000631.

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2021Learning versus habit formation: Optimal timing of lockdown for disease containment. (2021). Roy, Jaideep ; Das, Kaustav ; Chatterjee, Kalyan ; Bandyopadhyay, Siddhartha. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:93:y:2021:i:c:s0304406820301294.

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2021Verification results for age-structured models of economic–epidemics dynamics. (2021). Fabbri, Giorgio ; Zanco, Giovanni ; Gozzi, Fausto. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:93:y:2021:i:c:s0304406820301324.

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2021Self-isolation. (2021). Ménager, Lucie ; Marlats, Chantal ; Baril-Tremblay, Dominique. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:93:y:2021:i:c:s0304406821000215.

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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.
[Full Text][Citation analysis]		article33
2008Should the Euro Area be Run as a Closed Economy?.(2008) In: CEPR Discussion Papers.
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2008Should the Euro Area be Run as a Closed Economy?.(2008) In: Working Papers.
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2012Measuring Tax Multipliers: The Narrative Method in Fiscal VARs In: American Economic Journal: Economic Policy.
[Full Text][Citation analysis]		article97
2010Measuring Tax Multipliers: The Narrative Method in Fiscal VARs.(2010) In: NBER Chapters.
[Citation analysis]
This paper has another version. Agregated cites: 97		chapter
2018What Do We Know about the Effects of Austerity? In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article24
2018What do we know about the effects of austerity?.(2018) In: CEPR Discussion Papers.
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2018What do we know about the effects of Austerity?.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 24		paper
2019Effects of Austerity: Expenditure- and Tax-Based Approaches In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article29
2019Effects of Austerity: Expenditure- and Tax-based Approaches.(2019) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 29		paper
1993Ottimizzazione intertemporale e metodi econometrici in economia In: Working Papers.
[Full Text][Citation analysis]		paper0
1993Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]		paper1
1999Deficits, Money Growth and Inflation in Italy: 1875–1994 In: Economic Notes.
[Full Text][Citation analysis]		article6
2014How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison In: Economic Notes.
[Full Text][Citation analysis]		article1
In: .
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In: .
[Full Text][Citation analysis]		article2
1993Error Correction and Forward Looking Models for UK Consumers Expenditure. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article4
1992Error Correction and Forward-looking Models for the U.K. Consumers Expenditure.(1992) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2005Modelling and Forecasting Fiscal Variables for the Euro Area* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article34
2005Modelling and Forecasting Fiscal Variables for the euro Area.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
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2005Modelling and Forecasting Fiscal Variables for the Euro Area.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 34		paper
2005Parameter Instability, Model Uncertainty and the Choice of Monetary Policy In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article1
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
1990Oil Investment in the North Sea.(1990) In: Working Papers.
[Full Text][Citation analysis]
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]		paper10
1992Uncertainty 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: 10		paper
2015Austerity in 2009-2013 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper50
2015Austerity in 2009-2013.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 50		paper
2015A Multivariate Model of Strategic Asset Allocation with Longevity Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2017A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2017) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
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2017A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2017) In: Post-Print.
[Full Text][Citation analysis]
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2013A 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
2015Demographics and the Secular Stagnation Hypothesis in Europe In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2015What Do We Know About Fiscal Multipliers? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2016Is it the How or the When that Matters in Fiscal Adjustments? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2016Is 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: 7		paper
2018Is 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: 7		article
2016Implications of Return Predictability across Horizons for Asset Pricing Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2017The effects of Fiscal Consolidations: Theory and Evidence In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper38
2017The Effects of Fiscal Consolidations: Theory and Evidence.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
2018The Network Effects of Fiscal Adjustments In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
1996High Yields: The Spread on German Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper84
1997High Yields: The Spread on German Interest Rates..(1997) In: Economic Journal.
[Full Text][Citation analysis]
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High Yielders: the Spread on German Interest Rates.() In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 84		paper
1996High Yields: The Spread on German Interest Rates.(1996) In: NBER Working Papers.
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This paper has another version. Agregated cites: 84		paper
2019Austerity and Public debt Dynamics In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2020Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
1996Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2020Restarting the economy while saving lives under Covid-19 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
1997Extracting Information from Asset Prices: The Methodology of EMU Calculators In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper21
2000Extracting information from asset prices: The methodology of EMU calculators.(2000) In: European Economic Review.
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Extracting Information from Asset Prices: the Methodology of EMU Calculators.() In: Working Papers.
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1997Measuring Monetary Policy with VAR Models: An Evaluation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper171
1998Measuring monetary policy with VAR models: An evaluation.(1998) In: European Economic Review.
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Measuring Monetary Policy with VAR Models: an Evaluation.() In: Working Papers.
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1998A Red Letter Day? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper24
1999Measuring Monetary Policy in Open Economies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper18
Modeling and identifying central banks preferences.() In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
1999The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper87
1999The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87		paper
2000Measuring Co-Movements Between US and European Stock Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
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
2000Looking for Contagion: the Evidence from the ERM In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
2000Looking for Contagion: Evidence from the ERM.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 14		paper
2001Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
2001Uncertainty on monetary policy and the expectations model of the term structure of interest rates.(2001) In: Economics Letters.
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Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates.() In: Working Papers.
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2001Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2001Large Datasets, Small Models and Monetary Policy in Europe In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper21
Large Datasets, Small Models and Monetary Policy in Europe.() In: Working Papers.
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2002How do European Monetary and Fiscal Authorities Behave? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper74
How do European monetary and fiscal authorities behave?.() In: Working Papers.
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2003Monetary-Fiscal Mix and Inflation Performance: Evidence from the US In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper35
2003Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S..(2003) In: Working Papers.
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2003Model Uncertainty, Thick Modelling and the Predictability of Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper13
Model Uncertainty, Thick Modelling and the predictability of Stock Returns.() In: Working Papers.
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This paper has another version. Agregated cites: 13		paper
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper33
2006Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates.(2006) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 33		article
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Working Papers.
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2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Computing in Economics and Finance 2004.
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2004Inflation Targeting and Debt: Lessons from Brazil In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper65
2004Inflation Targeting and Debt: Lessons from Brazil.(2004) In: NBER Working Papers.
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2005The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
2005The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation.(2005) In: Working Papers.
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2005Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2005Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper17
2005Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 17		paper
2006The Performance of Italian Family Firms In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2006Fiscal 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]		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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This paper has another version. Agregated cites: 4		paper
2007Debt and the Effects of Fiscal Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper139
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.
[Full Text][Citation analysis]		paper14
2007Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set.(2007) In: Working Papers.
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2008How Does Liquidity Affect Government Bond Yields? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper167
2010How Does Liquidity Affect Government Bond Yields?.(2010) In: Journal of Financial and Quantitative Analysis.
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2007How Does Liquidity Affect Government Bond Yields?.(2007) In: Working Papers.
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2007How Does Liquidity Affect Government Bond Yields?.(2007) In: CSEF Working Papers.
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2009On the Statistical Identification of DSGE Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper37
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.
[Full Text][Citation analysis]		paper31
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.
[Full Text][Citation analysis]		paper22
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.
[Full Text][Citation analysis]		paper20
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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This paper has another version. Agregated cites: 20		paper
2010Reconciling VAR-based and Narrative Measures of the Tax-Multiplier In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper21
2010Reconciling VAR-based and Narrative Measures of the Tax-Multiplier.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 21		paper
2011Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper47
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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper38
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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This paper has another version. Agregated cites: 38		paper
2012The output effect of fiscal consolidations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper71
2012The output effect of fiscal consolidations.(2012) In: Working Papers.
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2013The output effect of fiscal consolidations.(2013) In: Working Papers.
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2012The Output Effect of Fiscal Consolidations.(2012) In: NBER Working Papers.
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2003APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article35
1999Financial markets assessments of EMU : A comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article1
2012A spectral estimation of tempered stable stochastic volatility models and option pricing In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article6
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.
[Full Text][Citation analysis]		article0
2013Modelling and forecasting government bond spreads in the euro area: A GVAR model In: Journal of Econometrics.
[Full Text][Citation analysis]		article60
1999Information from financial markets and VAR measures of monetary policy In: European Economic Review.
[Full Text][Citation analysis]		article60
Information from financial markets and VAR measures of monetary policy.() In: Working Papers.
[Full Text][Citation analysis]
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2002Is the international propagation of financial shocks non-linear?: Evidence from the ERM In: Journal of International Economics.
[Full Text][Citation analysis]		article151
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.
[Full Text][Citation analysis]		article103
2014The Output Effect of Fiscal Consolidation Plans.(2014) In: NBER Chapters.
[Citation analysis]
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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.
[Full Text][Citation analysis]		article7
2005Explaining co-movements between stock markets: The case of US and Germany In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article25
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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2020Implications of Return Predictability for Consumption Dynamics and Asset Pricing.(2020) In: Journal of Business & Economic Statistics.
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2007Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey In: Chapters.
[Full Text][Citation analysis]		chapter1
2021Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment 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.
[Citation analysis]		paper0
Does Macroeconomics Help Understand the Term Structure of Interest Rates? In: Working Papers.
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