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)

36

H index

68

i10 index

4155

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: 129
   Journals where Carlo Favero has often published
   Relations with other researchers
   Recent citing documents: 261.    Total self citations: 56 (1.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa12
   Updated: 2023-01-08    RAS profile: 2022-12-06    
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Relations with other researchers


Works with:

Giavazzi, Francesco (2)

Alesina, Alberto (2)

Barbiero, Omar (2)

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 (85)

Castelnuovo, Efrem (43)

Marcellino, Massimiliano (42)

Beetsma, Roel (40)

Di Bartolomeo, Giovanni (36)

Wolff, Guntram (34)

Gómez-Puig, Marta (34)

Claeys, Peter (32)

Pesaran, M (31)

acocella, nicola (26)

Kontonikas, Alexandros (26)

Cites to:

Campbell, John (81)

Rudebusch, Glenn (47)

Reichlin, Lucrezia (41)

Shiller, Robert (39)

Gertler, Mark (38)

Galí, Jordi (35)

Eichenbaum, Martin (34)

Ang, Andrew (34)

Giavazzi, Francesco (33)

Leeper, Eric (30)

Pesaran, M (29)

Main data


Where Carlo Favero has published?


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

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers51
NBER Working Papers / National Bureau of Economic Research, Inc13
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 (2022 and 2021)


YearTitle of citing document
2022Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10.

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2021Fragmentation in the European Monetary Union: Is it really over?. (2021). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021015.

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2022Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004.

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2021Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples. (2021). Wohlfart, Johannes ; Roth, Christopher ; Pizzinelli, Carlo ; Andre, Peter. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:119.

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2021Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2106.10844.

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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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2022Emigration and Fiscal Austerity in a Depression. (2022). Bandeira, Guilherme ; Caballe, Jordi ; Vella, Eugenia. In: DEOS Working Papers. RePEc:aue:wpaper:2224.

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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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2021Central Bank Governance in Monetary Policy Economics (1981-2020). (2021). Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21153.

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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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2021A composite indicator of sovereign bond market liquidity in the euro area. (2021). Taboga, Marco ; Poli, Riccardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_663_21.

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2021Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21.

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2022Sovereign spreads and economic fundamentals: an econometric analysis. (2022). Pericoli, Marcello ; Ceci, Donato. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_713_22.

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2022Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union. (2022). Dobronravova, Elizaveta ; Kolesnik, Sofya. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:3-22.

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2021Does compliance with Green Bond Principles bring any benefit to make G20’s ‘Green economy plan’ a reality?. (2021). Colombage, Sisira ; Madurika, Kariyawasam Galoluwage. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4257-4285.

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2022Crisis and the Chinese miracle: A network—GVAR model. (2022). Prelorentzos, Arseniosgeorgios N ; Chatzieleftheriou, Livia ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:900-921.

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2021Financial stability and the Fed: Evidence from congressional hearings. (2021). Neuenkirch, Matthias ; Jansen, David-Jan ; Wischnewsky, Arina. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1192-1214.

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2022Macroeconomic Effects of the Anticipation and Implementation of Tax Changes in Germany: Evidence from a Narrative Account. (2022). Jessen, Robin ; Christofzik, Désirée ; Fuest, Angela. In: Economica. RePEc:bla:econom:v:89:y:2022:i:353:p:62-81.

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2021National support for the European integration project: Does financial integration matter?. (2021). Herwartz, Helmut ; Estevegonzalez, Patricia ; Theilen, Bernd. In: Economics and Politics. RePEc:bla:ecopol:v:33:y:2021:i:2:p:357-378.

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2022Back to the Future: Lessons from the 2009–2012 austerity policies for the aftermath of the COVID crisis. (2022). Arahuetes, Alfredo ; Bengoechea, Gonzalo Gomez ; Garcia, Alfredo Arahuetes. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:5:p:751-766.

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2021Public debt, sovereign spreads and the unpleasant arithmetic of fiscal consolidations. (2021). Minetti, Raoul ; Marattin, Luigi ; di Pietro, Marco. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:155-178.

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2021Is fiscal austerity really self?defeating?. (2021). Piergallini, Alessandro. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:23:y:2021:i:6:p:1228-1260.

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2021Insurance economics and COVID?19. (2021). Gollier, Christian. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:4:p:825-829.

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2022Credit, output and financial stress: A non?linear LVSTAR application to Brazil. (2022). Semmler, Willi ; Bastos, Jose Pedro. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:900-923.

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2021Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy. (2021). Serletis, Apostolos ; Dery, Cosmas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1029-1065.

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2021The South African–United States sovereign bond spread and its association with macroeconomic fundamentals. (2021). Fedderke, Johannes. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:499-525.

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2022Intra?regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model. (2022). Omoshoro-Jones, Oyeyinka ; Bonga-Bonga, Lumengo ; Bongabonga, Lumengo ; Omoshorojones, Oyenyinka Sunday. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:251-275.

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2022A multi?country analysis of austerity policies in the European Union. (2022). Gómez-Plana, Antonio ; Bajo-Rubio, Oscar ; Gomezplana, Antonio G ; Bajorubio, Oscar. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:4-35.

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2021Adaptive Importance Sampling for DSGE Models. (2021). Ravazzolo, Francesco ; Lorusso, Marco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps84.

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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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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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2021Consolidating the Covid Debt. (2021). Stevens, Jacob ; Johs, Julian ; Keuschnigg, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9497.

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2022To Consolidate or Not to Consolidate? A Multi-Step Analysis to Assess Needed Fiscal Sustainability. (2022). Jalles, Joao ; Afonso, Antonio ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9618.

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2022Are Fiscal Consolidation Episodes Helpful for Public Sector Efficiency?. (2022). Afonso, Antonio ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9761.

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2022Planned Fiscal Consolidation and Under-Estimated Multipliers: Revisiting the Evidence and Relevance for the Euro Area. (2022). Shamsfakhr, Farzaneh ; Liscai, Alessandro ; Gros, Daniel. In: EconPol Policy Reports. RePEc:ces:econpr:_35.

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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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2021The Existential Trilemma of EMU in a Model of Fiscal Target Zone. (2021). Tamborini, Roberto ; della Posta, Pompeo. In: EconPol Working Paper. RePEc:ces:econwp:_66.

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2022State Dependence of Fiscal Multipliers: The Source of Fluctuations Matters. (2022). Zanetti, Francesco ; Ghassibe, Mishel. In: Discussion Papers. RePEc:cfm:wpaper:2208.

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2021Welfare Cuts and Crime: Evidence from the New Poor Law. (2021). Melander, Eric ; Miotto, Martina. In: CAGE Online Working Paper Series. RePEc:cge:wacage:548.

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2021The welfare cost of vaccine misallocation, delays and nationalism. (2021). Gollier, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15980.

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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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2021Verification Results For Age-Structured Models Of Economic-Epidemics Dynamics. (2021). Fabbri, Giorgio ; Zanco, Giovanni ; Gozzi, Fausto. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021004.

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2021Intergenerational Coresidence and the Covid-19 Pandemic in the United States. (2021). Sommacal, Alessandro ; Pensieroso, Luca ; Spolverini, Gaia. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021013.

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2022Identifying the effects of monetary policy shocks on exchange rates using high frequency data. (2002). Wright, Jonathan ; Swanson, Eric ; Rogers, John ; Faust, J.. In: Working Paper Series. RePEc:ecb:ecbwps:20020167.

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2021Endogenous growth, downward wage rigidity and optimal inflation. (2021). Abbritti, Mirko ; Weber, Sebastian ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212635.

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2022Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640.

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2021Firm financial behaviour dynamics and interactions: A structural vector autoregression approach. (2021). Thijssen, Jacco ; Hoque, Hafiz ; Li, Shengfeng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001498.

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2022Slums and pandemics. (2022). Da Mata, Daniel ; Santos, Cezar ; Cavalcanti, Tiago ; Brotherhood, Luiz. In: Journal of Development Economics. RePEc:eee:deveco:v:157:y:2022:i:c:s0304387822000499.

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2021Information and inequality in the time of a pandemic. (2021). Pinheiro, Roberto ; Dizioli, Allan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:130:y:2021:i:c:s0165188921001378.

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2022How do fiscal adjustments work? An empirical investigation. (2022). Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000525.

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2022Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations. (2022). Skrobotov, Anton ; Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s016518892200063x.

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2022Measuring dynamic pandemic-related policy effects: A time-varying parameter multi-level dynamic factor model approach. (2022). Shi, Yong ; Zhou, Ling ; Wang, Zongrun ; Mi, Yunlong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001099.

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2021The effects of fiscal policy shocks in Bangladesh: An agnostic identification procedure. (2021). Leon-Gonzalez, Roberto ; Rahaman, Ataur. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:626-644.

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2021Interest rate trends in a global context. (2021). Tesar, Linda L ; Stolyarov, Dmitriy. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001218.

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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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2022The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419.

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2022International currency substitution and the demand for money in the euro area. (2022). de Freitas, Miguel Lebre. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003017.

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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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2022Belief-driven growth slowdowns and zero-bounded risk-free rate. (2022). Zhang, Xiaoge. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001996.

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2022Legislative tax announcements and GDP: Evidence from the United States, Germany, and the United Kingdom. (2022). Hayo, Bernd ; Mierzwa, Sascha. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001549.

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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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2021Identification of structural vector autoregressions through higher unconditional moments. (2021). Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:27-46.

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2022Affine arbitrage-free yield net models with application to the euro debt crisis. (2022). Niu, Linlin ; Zhang, Chen ; Hong, Zhiwu. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:201-220.

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2022The (non-)Keynesian effects of fiscal austerity: New evidence from a large sample. (2022). Jalles, Joao ; Afonso, Antonio ; Alves, Jose. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000437.

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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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2022The inflation response to government spending shocks: A fiscal price puzzle?. (2022). Ravn, Søren Hove ; Jorgensen, Peter L. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002634.

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2022Signalling creditworthiness with fiscal austerity. (2022). Gibert, Anna. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000368.

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2022Should we revive PAYG? On the optimal pension system in view of current economic trends. (2022). Bonenkamp, Jan ; Westerhout, ED ; Meijdam, Lex ; Ponds, Eduard. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001325.

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2022Long-horizon stock valuation and return forecasts based on demographic projections. (2022). Pesavento, Elena ; Maynard, Alex ; Gospodinov, Nikolay ; Chen, Chaoyi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:190-215.

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2022Do energy efficiency improvements reduce energy use? Empirical evidence on the economy-wide rebound effect in Europe and the United States. (2022). Stern, David ; Moneta, Alessio ; Bruns, Stephan ; Berner, Anne. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s014098832200113x.

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2022The impact of oil supply news shocks on corporate investments and the structure of production network. (2022). Caraiani, Petre. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001803.

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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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2022A multi-disciplinary approach to estimate the medium-term impact of COVID-19 on transport and energy: A case study for Italy. (2022). Vergalli, Sergio ; Sciullo, Alessandro ; Rocco, Matteo Vincenzo ; Reichl, Johannes ; Noussan, Michel ; Hafner, Manfred ; Golinucci, Nicolo ; Cohen, Jed J ; Bazzana, Davide. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221022635.

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2021Financial contagion and the TIR-MIDAS model. (2021). Liu, Xiaoquan ; Jiang, Kunliang ; Ye, Wuyi. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461232030132x.

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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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2022Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets. (2022). Zaremba, Adam ; Umar, Zaghum ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001239.

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2021Does foreign monetary policy drive Australian banks wholesale funding costs?. (2021). Karpaviius, Sigitas ; Cottrell, Simon. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000740.

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2021COVID-19: R0 is lower where outbreak is larger. (2021). Gamba, Simona ; Battiston, Pietro. In: Health Policy. RePEc:eee:hepoli:v:125:y:2021:i:2:p:141-147.

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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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2021Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?. (2021). Li, Youwei ; Waterworth, James ; Vigne, Samuel A ; Pantelous, Athanasios A ; Hamill, Philip A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000196.

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2022Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2022). Vrins, Frederic ; Gambetti, Paolo ; Roccazzella, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:97-116.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022A modern approach to monetary and fiscal policy. (2022). Marques, Karlo ; Junior, Karlo Marques ; Garcia-Cintado, Alejandro C ; Costa, Celso J. In: International Review of Economics Education. RePEc:eee:ireced:v:39:y:2022:i:c:s1477388021000244.

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2022Sovereign issuers, incentives and liquidity: The case of the Danish sovereign bond market. (2022). Subrahmanyam, Marti G ; Staghoj, Jonas ; Ochs, Christian ; Eisl, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s037842662200084x.

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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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2021Measuring the natural rates of interest of OECD and BRICS economies: A time varying perspective. (2021). Kwan, Yum K ; Wang, Bin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302825.

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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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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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article45
2008Should the Euro Area be Run as a Closed Economy?.(2008) In: CEPR Discussion Papers.
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paper
2008Should the Euro Area be Run as a Closed Economy?.(2008) In: Working Papers.
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paper
2012Measuring Tax Multipliers: The Narrative Method in Fiscal VARs In: American Economic Journal: Economic Policy.
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article122
2010Measuring Tax Multipliers: The Narrative Method in Fiscal VARs.(2010) In: NBER Chapters.
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This paper has another version. Agregated cites: 122
chapter
2018What Do We Know about the Effects of Austerity? In: AEA Papers and Proceedings.
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article43
2018What do we know about the effects of austerity?.(2018) In: CEPR Discussion Papers.
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paper
2018What do we know about the effects of Austerity?.(2018) In: NBER Working Papers.
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paper
2019Effects of Austerity: Expenditure- and Tax-Based Approaches In: Journal of Economic Perspectives.
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article51
2019Effects of Austerity: Expenditure- and Tax-based Approaches.(2019) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 51
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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paper5
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
In: .
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article17
In: .
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article10
1993Error Correction and Forward Looking Models for UK Consumers Expenditure. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article6
2005Modelling and Forecasting Fiscal Variables for the Euro Area* In: Oxford Bulletin of Economics and Statistics.
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article37
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: 37
paper
2005Parameter Instability, Model Uncertainty and the Choice of Monetary Policy In: The B.E. Journal of Macroeconomics.
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article8
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: 8
paper
2016Contagion in the EMU – The Role of Eurobonds with OMTs In: Review of Law & Economics.
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article1
1992Oil Investment in the North Sea. In: Cambridge Working Papers in Economics.
[Citation analysis]
paper22
1994Oil investment in the North Sea.(1994) In: Economic Modelling.
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This paper has another version. Agregated cites: 22
article
1990Oil Investment in the North Sea.(1990) In: Working Papers.
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This paper has another version. Agregated cites: 22
paper
1992Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS. In: Cambridge Working Papers in Economics.
[Citation analysis]
paper11
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: 11
paper
2015Austerity in 2009-2013 In: CEPR Discussion Papers.
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paper59
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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paper4
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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paper11
2015What Do We Know About Fiscal Multipliers? In: CEPR Discussion Papers.
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paper2
2016Is it the How or the When that Matters in Fiscal Adjustments? In: CEPR Discussion Papers.
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paper10
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: 10
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: 10
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.
[Full Text][Citation analysis]
paper55
2017The Effects of Fiscal Consolidations: Theory and Evidence.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
paper
2018The Network Effects of Fiscal Adjustments In: CEPR Discussion Papers.
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paper6
1996High Yields: The Spread on German Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper92
1997High Yields: The Spread on German Interest Rates..(1997) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92
article
High Yielders: the Spread on German Interest Rates.() In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 92
paper
1996High Yields: The Spread on German Interest Rates.(1996) In: NBER Working Papers.
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This paper has another version. Agregated cites: 92
paper
2019Austerity and Public debt Dynamics In: CEPR Discussion Papers.
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paper6
2020Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models In: CEPR Discussion Papers.
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paper0
1996Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? In: CEPR Discussion Papers.
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paper7
2020Restarting the economy while saving lives under Covid-19 In: CEPR Discussion Papers.
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paper85
1997Extracting Information from Asset Prices: The Methodology of EMU Calculators In: CEPR Discussion Papers.
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paper19
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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paper190
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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paper38
1999Measuring Monetary Policy in Open Economies In: CEPR Discussion Papers.
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paper8
Measuring Monetary Policy in Open Economies.() In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
1999Modelling and Identifying Central Banks Preferences In: CEPR Discussion Papers.
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paper18
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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paper101
1999The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
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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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paper17
2000Looking for Contagion: Evidence from the ERM.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2001Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates In: CEPR Discussion Papers.
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paper19
2001Uncertainty on monetary policy and the expectations model of the term structure of interest rates.(2001) In: Economics Letters.
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This paper has another version. Agregated cites: 19
article
Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates.() In: Working Papers.
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This paper has another version. Agregated cites: 19
paper
2001Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? In: CEPR Discussion Papers.
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paper11
2001Large Datasets, Small Models and Monetary Policy in Europe In: CEPR Discussion Papers.
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paper30
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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paper95
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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paper37
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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paper46
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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paper34
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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paper81
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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paper31
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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paper18
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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paper16
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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paper170
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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paper
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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paper15
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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paper187
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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paper
2009On the Statistical Identification of DSGE Models In: CEPR Discussion Papers.
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paper39
2009On the statistical identification of DSGE models.(2009) In: Journal of Econometrics.
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article
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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paper47
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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paper29
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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paper26
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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article
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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paper25
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: 25
paper
2011Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy In: CEPR Discussion Papers.
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paper62
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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paper34
2011Sovereign spreads in the Euro Area. Which prospects for a Eurobond?.(2011) In: Working Papers.
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paper
2012Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability In: CEPR Discussion Papers.
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paper49
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: 49
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2012The output effect of fiscal consolidations In: CEPR Discussion Papers.
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paper95
2012The output effect of fiscal consolidations.(2012) In: Working Papers.
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paper
2013The output effect of fiscal consolidations.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 95
paper
2012The Output Effect of Fiscal Consolidations.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 95
paper
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]
article2
2012A spectral estimation of tempered stable stochastic volatility models and option pricing In: Computational Statistics & Data Analysis.
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article6
2010A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 6
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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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1999Information from financial markets and VAR measures of monetary policy In: European Economic Review.
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article68
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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article175
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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article144
2014The Output Effect of Fiscal Consolidation Plans.(2014) In: NBER Chapters.
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