36
H index
69
i10 index
4378
Citations
Carlo Favero : Citation Profile
Università Commerciale Luigi Bocconi (85% share) | RESEARCH PRODUCTION: 54 Articles 143 Papers 1 Books 7 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1989 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Carlo Favero. | Is cited by:
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Main data
Where Carlo Favero has published?
Recent works citing Carlo Favero (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2022 | Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004. Full description at Econpapers || Download paper | |
| 2022 | Emigration and Fiscal Austerity in a Depression. (2022). Bandeira, Guilherme ; Caballe, Jordi ; Vella, Eugenia. In: DEOS Working Papers. RePEc:aue:wpaper:2224. Full description at Econpapers || Download paper | |
| 2022 | State Dependence of Fiscal Multipliers: the Source of Fluctuations Matters. (2022). Zanetti, Francesco ; Brenes, Jose Camarena. In: BCAM Working Papers. RePEc:bbk:bbkcam:2204. Full description at Econpapers || Download paper | |
| 2022 | Sovereign spreads and economic fundamentals: an econometric analysis. (2022). Pericoli, Marcello ; Ceci, Donato. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_713_22. Full description at Econpapers || Download paper | |
| 2022 | Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union. (2022). Dobronravova, Elizaveta ; Kolesnik, Sofya. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:3-22. Full description at Econpapers || Download paper | |
| 2022 | Crisis and the Chinese miracle: A network—GVAR model. (2022). Prelorentzos, Arseniosgeorgios N ; Chatzieleftheriou, Livia ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:900-921. Full description at Econpapers || Download paper | |
| 2022 | Macroeconomic Effects of the Anticipation and Implementation of Tax Changes in Germany: Evidence from a Narrative Account. (2022). Jessen, Robin ; Christofzik, Désirée ; Fuest, Angela. In: Economica. RePEc:bla:econom:v:89:y:2022:i:353:p:62-81. Full description at Econpapers || Download paper | |
| 2022 | Back to the Future: Lessons from the 2009–2012 austerity policies for the aftermath of the COVID crisis. (2022). Arahuetes, Alfredo ; Bengoechea, Gonzalo Gomez ; Garcia, Alfredo Arahuetes. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:5:p:751-766. Full description at Econpapers || Download paper | |
| 2022 | Neural forecasting of the Italian sovereign bond market with economic news. (2022). Tiozzo Pezzoli, Luca ; Tosetti, Elisa ; Consoli, Sergio. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:s2:p:s197-s224. Full description at Econpapers || Download paper | |
| 2022 | Optimal social distancing and the economics of uncertain vaccine arrival. (2022). Peri, Alessandro ; Karp, Larry ; Iverson, Terrence. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:24:y:2022:i:5:p:1071-1100. Full description at Econpapers || Download paper | |
| 2022 | Credit, output and financial stress: A non?linear LVSTAR application to Brazil. (2022). Semmler, Willi ; Bastos, Jose Pedro. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:900-923. Full description at Econpapers || Download paper | |
| 2023 | Optimal correction of the public debt and measures of fiscal soundness. (2023). Di Dio, Fabio ; Annicchiarico, Barbara ; Patri, Stefano. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:1:p:138-162. Full description at Econpapers || Download paper | |
| 2022 | A Guide to Autoregressive Distributed Lag Models for Impulse Response Estimations. (2022). Lee, Byoungchan ; Baek, Chaewon. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:5:p:1101-1122. Full description at Econpapers || Download paper | |
| 2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858. Full description at Econpapers || Download paper | |
| 2023 | Government spending and credit market: Evidence from Italian (NUTS 3) provinces. (2023). Frangiamore, Francesco ; Cipollini, Andrea. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:1:p:3-30. Full description at Econpapers || Download paper | |
| 2022 | Intra?regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model. (2022). Omoshoro-Jones, Oyeyinka ; Bonga-Bonga, Lumengo ; Bongabonga, Lumengo ; Omoshorojones, Oyenyinka Sunday. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:251-275. Full description at Econpapers || Download paper | |
| 2022 | A multi?country analysis of austerity policies in the European Union. (2022). Gómez-Plana, Antonio ; Bajo-Rubio, Oscar ; Gomezplana, Antonio G ; Bajorubio, Oscar. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:4-35. Full description at Econpapers || Download paper | |
| 2023 | How Do Corporate Tax Hikes Affect Investment Allocation within Multinationals?. (2023). Schindler, Dirk ; Xu, Guosong ; Jacob, Martin ; de Vito, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10272. Full description at Econpapers || Download paper | |
| 2023 | The Effects of Monetary Policy Surprises and Fiscal Sustainability Regimes in the Euro Area. (2023). Afonso, Antonio ; Ionta, Serena ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10558. Full description at Econpapers || Download paper | |
| 2022 | To Consolidate or Not to Consolidate? A Multi-Step Analysis to Assess Needed Fiscal Sustainability. (2022). Jalles, Joao ; Afonso, Antonio ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9618. Full description at Econpapers || Download paper | |
| 2022 | Are Fiscal Consolidation Episodes Helpful for Public Sector Efficiency?. (2022). Afonso, Antonio ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9761. Full description at Econpapers || Download paper | |
| 2022 | Planned Fiscal Consolidation and Under-Estimated Multipliers: Revisiting the Evidence and Relevance for the Euro Area. (2022). Shamsfakhr, Farzaneh ; Liscai, Alessandro ; Gros, Daniel. In: EconPol Policy Reports. RePEc:ces:econpr:_35. Full description at Econpapers || Download paper | |
| 2022 | State Dependence of Fiscal Multipliers: The Source of Fluctuations Matters. (2022). Zanetti, Francesco ; Ghassibe, Mishel. In: Discussion Papers. RePEc:cfm:wpaper:2208. Full description at Econpapers || Download paper | |
| 2023 | Deposit market concentration and monetary transmission: evidence from the euro area. (2023). Kho, Stephen. In: Working Papers. RePEc:dnb:dnbwpp:790. Full description at Econpapers || Download paper | |
| 2022 | Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640. Full description at Econpapers || Download paper | |
| 2023 | Country Risk Effects and Government Domestic Debt Nexus in South Africa. (2023). Dickason-Koekemoer, Zandri ; Habanabakize, Thomas. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-4. Full description at Econpapers || Download paper | |
| 2022 | Slums and pandemics. (2022). Da Mata, Daniel ; Santos, Cezar ; Cavalcanti, Tiago ; Brotherhood, Luiz. In: Journal of Development Economics. RePEc:eee:deveco:v:157:y:2022:i:c:s0304387822000499. Full description at Econpapers || Download paper | |
| 2022 | How do fiscal adjustments work? An empirical investigation. (2022). Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000525. Full description at Econpapers || Download paper | |
| 2022 | Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations. (2022). Skrobotov, Anton ; Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s016518892200063x. Full description at Econpapers || Download paper | |
| 2022 | Measuring dynamic pandemic-related policy effects: A time-varying parameter multi-level dynamic factor model approach. (2022). Shi, Yong ; Zhou, Ling ; Wang, Zongrun ; Mi, Yunlong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001099. Full description at Econpapers || Download paper | |
| 2022 | Emigration and fiscal austerity in a depression. (2022). Vella, Eugenia ; Caballe, Jordi ; Bandeira, Guilherme. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002433. Full description at Econpapers || Download paper | |
| 2023 | A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688. Full description at Econpapers || Download paper | |
| 2023 | Firm behavior during an epidemic. (2023). Jerbashian, Vahagn ; Brotherhood, Luiz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188922002974. Full description at Econpapers || Download paper | |
| 2022 | The electoral fiscal multiplier. (2022). Carmignani, Fabrizio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:938-945. Full description at Econpapers || Download paper | |
| 2022 | The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419. Full description at Econpapers || Download paper | |
| 2022 | International currency substitution and the demand for money in the euro area. (2022). de Freitas, Miguel Lebre. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003017. Full description at Econpapers || Download paper | |
| 2023 | On the feasibility of a debt redemption fund. (2023). Marazzina, Daniele ; Brachetta, Matteo ; Barucci, Emilio. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003789. Full description at Econpapers || Download paper | |
| 2023 | The macroeconomic effects of business tax cuts with debt financing and accelerated depreciation. (2023). Occhino, Filippo. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001207. Full description at Econpapers || Download paper | |
| 2022 | Belief-driven growth slowdowns and zero-bounded risk-free rate. (2022). Zhang, Xiaoge. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001996. Full description at Econpapers || Download paper | |
| 2022 | The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress. (2022). Balcilar, Mehmet ; Aygun, Gurcan ; Ozdemir, Huseyin ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001371. Full description at Econpapers || Download paper | |
| 2022 | Dynamic volatility connectedness between industrial metal markets. (2022). Zhou, Zicheng ; Liu, Tangyong ; Xu, Jun ; Gong, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001498. Full description at Econpapers || Download paper | |
| 2022 | Bond markets integration in the EU: New empirical evidence from the Eastern non-euro member-states. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001620. Full description at Econpapers || Download paper | |
| 2023 | Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels. (2023). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300058x. Full description at Econpapers || Download paper | |
| 2022 | Legislative tax announcements and GDP: Evidence from the United States, Germany, and the United Kingdom. (2022). Hayo, Bernd ; Mierzwa, Sascha. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001549. Full description at Econpapers || Download paper | |
| 2022 | Affine arbitrage-free yield net models with application to the euro debt crisis. (2022). Niu, Linlin ; Zhang, Chen ; Hong, Zhiwu. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:201-220. Full description at Econpapers || Download paper | |
| 2022 | The (non-)Keynesian effects of fiscal austerity: New evidence from a large sample. (2022). Jalles, Joao ; Afonso, Antonio ; Alves, Jose. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000437. Full description at Econpapers || Download paper | |
| 2022 | The inflation response to government spending shocks: A fiscal price puzzle?. (2022). Ravn, Søren Hove ; Jorgensen, Peter L. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002634. Full description at Econpapers || Download paper | |
| 2022 | Signalling creditworthiness with fiscal austerity. (2022). Gibert, Anna. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000368. Full description at Econpapers || Download paper | |
| 2022 | Should we revive PAYG? On the optimal pension system in view of current economic trends. (2022). Bonenkamp, Jan ; Westerhout, ED ; Meijdam, Lex ; Ponds, Eduard. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001325. Full description at Econpapers || Download paper | |
| 2022 | Non-linearities in fiscal policy: The role of debt. (2022). Fotiou, Alexandra. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001210. Full description at Econpapers || Download paper | |
| 2023 | The macroeconomics of age-varying epidemics. (2023). Papetti, Andrea ; Giagheddu, Marta. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002264. Full description at Econpapers || Download paper | |
| 2023 | Macroeconomic consequences of stay-at-home policies during the COVID-19 pandemic. (2023). Mrohorolu, Aye ; Bairoliya, Neha. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122001568. Full description at Econpapers || Download paper | |
| 2023 | Macroeconomic effects of tax rate and base changes: Evidence from fiscal consolidations. (2023). Lima, Frederico ; Dabla-Norris, Era. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000284. Full description at Econpapers || Download paper | |
| 2023 | Intergenerational coresidence and the Covid-19 pandemic in the United States. (2023). Sommacal, Alessandro ; Pensieroso, Luca ; Spolverini, Gaia. In: Economics & Human Biology. RePEc:eee:ehbiol:v:49:y:2023:i:c:s1570677x23000114. Full description at Econpapers || Download paper | |
| 2022 | Long-horizon stock valuation and return forecasts based on demographic projections. (2022). Pesavento, Elena ; Maynard, Alex ; Gospodinov, Nikolay ; Chen, Chaoyi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:190-215. Full description at Econpapers || Download paper | |
| 2023 | Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53. Full description at Econpapers || Download paper | |
| 2022 | Do energy efficiency improvements reduce energy use? Empirical evidence on the economy-wide rebound effect in Europe and the United States. (2022). Stern, David ; Moneta, Alessio ; Bruns, Stephan ; Berner, Anne. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s014098832200113x. Full description at Econpapers || Download paper | |
| 2022 | The impact of oil supply news shocks on corporate investments and the structure of production network. (2022). Caraiani, Petre. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001803. Full description at Econpapers || Download paper | |
| 2022 | A multi-disciplinary approach to estimate the medium-term impact of COVID-19 on transport and energy: A case study for Italy. (2022). Vergalli, Sergio ; Sciullo, Alessandro ; Rocco, Matteo Vincenzo ; Reichl, Johannes ; Noussan, Michel ; Hafner, Manfred ; Golinucci, Nicolo ; Cohen, Jed J ; Bazzana, Davide. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221022635. Full description at Econpapers || Download paper | |
| 2023 | Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649. Full description at Econpapers || Download paper | |
| 2023 | Oil supply expectations and corporate social responsibility. (2023). Miao, Xiao ; Zhang, Yun ; Wen, Fenghua ; Chen, Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001540. Full description at Econpapers || Download paper | |
| 2022 | Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets. (2022). Zaremba, Adam ; Umar, Zaghum ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001239. Full description at Econpapers || Download paper | |
| 2022 | The price of being green. (2022). Schweizer, Denis ; Rossmann, Philipp ; Proelss, Juliane ; Koziol, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004688. Full description at Econpapers || Download paper | |
| 2023 | How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends. (2023). Niu, Linlin ; Chen, Jiazi. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000405. Full description at Econpapers || Download paper | |
| 2022 | Sovereign spreads and the effects of fiscal austerity. (2022). Anzoategui, Diego. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622000903. Full description at Econpapers || Download paper | |
| 2023 | Asset purchase bailouts and endogenous implicit guarantees. (2023). Mengus, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000235. Full description at Econpapers || Download paper | |
| 2023 | Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069. Full description at Econpapers || Download paper | |
| 2022 | Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2022). Vrins, Frederic ; Gambetti, Paolo ; Roccazzella, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:97-116. Full description at Econpapers || Download paper | |
| 2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph | |
| 2023 | Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430. Full description at Econpapers || Download paper | |
| 2022 | A modern approach to monetary and fiscal policy. (2022). Marques, Karlo ; Junior, Karlo Marques ; Garcia-Cintado, Alejandro C ; Costa, Celso J. In: International Review of Economics Education. RePEc:eee:ireced:v:39:y:2022:i:c:s1477388021000244. Full description at Econpapers || Download paper | |
| 2022 | Sovereign issuers, incentives and liquidity: The case of the Danish sovereign bond market. (2022). Subrahmanyam, Marti G ; Staghoj, Jonas ; Ochs, Christian ; Eisl, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s037842662200084x. Full description at Econpapers || Download paper | |
| 2023 | Online financial and demographic education for workers: Experimental evidence from an Italian Pension Fund. (2023). Saita, Francesco ; Favero, Carlo A ; Billari, Francesco C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000742. Full description at Econpapers || Download paper | |
| 2023 | Household indebtedness and the macroeconomic effects of tax changes. (2023). Choi, Sangyup ; Shin, Junhyeok. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:22-52. Full description at Econpapers || Download paper | |
| 2022 | Salience theory and the cross-section of stock returns: International and further evidence. (2022). Zaremba, Adam ; Cakici, Nusret. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:689-725. Full description at Econpapers || Download paper | |
| 2023 | Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?. (2023). Houben, Aerdt ; Giuliodori, Massimo ; Bats, Joost V. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000560. Full description at Econpapers || Download paper | |
| 2022 | The north-south divide, the euro and the world. (2022). Panagiotidis, Theodore ; Mouratidis, Kostas ; Chisiridis, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:121:y:2022:i:c:s0261560621001674. Full description at Econpapers || Download paper | |
| 2022 | Fragmentation in the European Monetary Union: Is it really over?. (2022). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621001960. Full description at Econpapers || Download paper | |
| 2022 | Independence, conservatism, and beyond: Monetary policy, central bank governance and central banker preferences (1981–2021). (2022). masciandaro, donato. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002308. Full description at Econpapers || Download paper | |
| 2022 | Prudential policies and systemic risk: The role of interconnections. (2022). Seregina, Ekaterina ; Karamysheva, Madina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000997. Full description at Econpapers || Download paper | |
| 2022 | Fiscal stabilization in high-debt economies without monetary independence. (2022). Wang, Shu-Ling ; Germaschewski, Yin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:72:y:2022:i:c:s0164070422000027. Full description at Econpapers || Download paper | |
| 2022 | Classification of monetary and fiscal dominance regimes using machine learning techniques. (2022). Hollmayr, Josef ; Hinterlang, Natascha. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:74:y:2022:i:c:s0164070422000623. Full description at Econpapers || Download paper | |
| 2023 | Macroeconomic effects of government spending shocks: New narrative evidence from Canada. (2023). Liu, Lin ; Hussain, Syed M. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000763. Full description at Econpapers || Download paper | |
| 2023 | Labour market rigidity and expansionary austerity. (2023). Tafuro, Andrea. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s016407042200088x. Full description at Econpapers || Download paper | |
| 2022 | Pension information and women’s awareness. (2022). Villosio, Claudia ; Profeta, Paola ; Del Boca, Daniela ; Oggero, Noemi ; Angelici, Marta ; Rossi, Maria Cristina. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:23:y:2022:i:c:s2212828x22000299. Full description at Econpapers || Download paper | |
| 2022 | The optimality of age-based lockdown policies. (2022). , Davideticchi ; Ticchi, Davide ; Teobaldelli, Desiree ; Papi, Luca ; Giammetti, Raffaele. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:3:p:722-738. Full description at Econpapers || Download paper | |
| 2023 | Policy mix in a small open emerging economy with commodity prices. (2023). Sandoval, Jamel ; Espidio, Sebastian Medina ; Armijo, Alberto ; Andre, Marine C. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000369. Full description at Econpapers || Download paper | |
| 2022 | Optimal epidemic suppression under an ICU constraint: An analytical solution. (2022). Weibull, Jorgen ; Spiro, Daniel ; Miclo, Laurent. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:101:y:2022:i:c:s0304406822000258. Full description at Econpapers || Download paper | |
| 2022 | Austerity and distributional policy. (2022). Asatryan, Zareh ; Alpino, Matteo ; Wehrhofer, Nils ; Blesse, Sebastian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:131:y:2022:i:c:p:112-127. Full description at Econpapers || Download paper | |
| 2022 | State dependence of fiscal multipliers: the source of fluctuations matters. (2022). Zanetti, Francesco ; Ghassibe, Mishel. In: Journal of Monetary Economics. RePEc:eee:moneco:v:132:y:2022:i:c:p:1-23. Full description at Econpapers || Download paper | |
| 2023 | Fiscal foresight and the effects of government spending: It’s all in the monetary-fiscal mix. (2023). Gobbi, Alessandro ; Florio, Anna ; Beck-Friis, Peder ; Ascari, Guido. In: Journal of Monetary Economics. RePEc:eee:moneco:v:134:y:2023:i:c:p:1-15. Full description at Econpapers || Download paper | |
| 2023 | Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191. Full description at Econpapers || Download paper | |
| 2022 | Liquidity commonality in sovereign bond markets. (2022). Richter, Thomas Julian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:501-518. Full description at Econpapers || Download paper | |
| 2023 | US trade policy uncertainty on Chinese agricultural imports and exports: An aggregate and product-level analysis. (2023). Wang, Jie ; Fan, Jiachuan ; Yu, Mingzhe. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:70-83. Full description at Econpapers || Download paper | |
| 2022 | Exchange rate forecasting with real-time data: Evidence from Western offshoots. (2022). Matsuki, Takashi ; Chang, Ming-Jen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001598. Full description at Econpapers || Download paper | |
| 2022 | Public investment multipliers by functions of government: An empirical analysis for European countries. (2022). Signorelli, Marcello ; Saccone, Donatella ; Marelli, Enrico ; della Posta, Pompeo. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:60:y:2022:i:c:p:531-545. Full description at Econpapers || Download paper | |
| 2022 | State-owned and multinational enterprises partnership as an import substitution strategy: A narrative ARDL approach to the case of oil contracts in Argentina (1958–1962). (2022). Morlin, Guilherme Spinato ; Gahn, Santiago Jose ; Cruz, Manuel Maximo. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:63:y:2022:i:c:p:213-223. Full description at Econpapers || Download paper | |
| 2023 | Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models. (2023). Rodríguez, Gabriel ; Jimenez, Alvaro ; Ataurima Arellano, Miguel. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:64:y:2023:i:c:p:314-332. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Carlo Favero has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Carlo Favero:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Should the Euro Area Be Run as a Closed Economy? In: American Economic Review. [Full Text][Citation analysis] | article | 47 |
| 2008 | Should the Euro Area be Run as a Closed Economy?.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 2008 | Should the Euro Area be Run as a Closed Economy?.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 2012 | Measuring Tax Multipliers: The Narrative Method in Fiscal VARs In: American Economic Journal: Economic Policy. [Full Text][Citation analysis] | article | 132 |
| 2010 | Measuring Tax Multipliers: The Narrative Method in Fiscal VARs.(2010) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 132 | chapter | |
| 2018 | What Do We Know about the Effects of Austerity? In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 52 |
| 2018 | What do we know about the effects of austerity?.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2018 | What do we know about the effects of Austerity?.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2019 | Effects of Austerity: Expenditure- and Tax-Based Approaches In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 78 |
| 2019 | Effects of Austerity: Expenditure- and Tax-based Approaches.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
| 1993 | Ottimizzazione intertemporale e metodi econometrici in economia In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 1999 | Deficits, Money Growth and Inflation in Italy: 1875–1994 In: Economic Notes. [Full Text][Citation analysis] | article | 6 |
| 2014 | How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison In: Economic Notes. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 29 | |
| In: . [Full Text][Citation analysis] | article | 14 | |
| 1993 | Error Correction and Forward Looking Models for UK Consumers Expenditure. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 6 |
| 2005 | Modelling and Forecasting Fiscal Variables for the Euro Area* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 38 |
| 2005 | Modelling and Forecasting Fiscal Variables for the euro Area.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2005 | Modelling and Forecasting Fiscal Variables for the Euro Area.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2005 | Parameter Instability, Model Uncertainty and the Choice of Monetary Policy In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 8 |
| 2005 | Parameter Instability, Model Uncertainty and the Choice of Monetary Policy.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2016 | Contagion in the EMU – The Role of Eurobonds with OMTs In: Review of Law & Economics. [Full Text][Citation analysis] | article | 1 |
| 1992 | Oil Investment in the North Sea. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 22 |
| 1994 | Oil investment in the North Sea.(1994) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 1990 | Oil Investment in the North Sea.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 1992 | Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 11 |
| 1992 | Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS.(1992) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2015 | Austerity in 2009-2013 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
| 2015 | Austerity in 2009-2013.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 2015 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2017) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2017 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2015 | Demographics and the Secular Stagnation Hypothesis in Europe In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 2015 | What Do We Know About Fiscal Multipliers? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Is it the How or the When that Matters in Fiscal Adjustments? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2016 | Is it the How or the When that Matters in Fiscal Adjustments?.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2018 | Is it the “How†or the “When†that Matters in Fiscal Adjustments?.(2018) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2016 | Implications of Return Predictability across Horizons for Asset Pricing Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | The effects of Fiscal Consolidations: Theory and Evidence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
| 2017 | The Effects of Fiscal Consolidations: Theory and Evidence.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 2018 | The Network Effects of Fiscal Adjustments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 1996 | High Yields: The Spread on German Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 94 |
| 1997 | High Yields: The Spread on German Interest Rates..(1997) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 94 | article | |
| High Yielders: the Spread on German Interest Rates.() In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 94 | paper | ||
| 1996 | High Yields: The Spread on German Interest Rates.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 94 | paper | |
| 2019 | Austerity and Public debt Dynamics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2020 | Restarting the economy while saving lives under Covid-19 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 101 |
| 1997 | Extracting Information from Asset Prices: The Methodology of EMU Calculators In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 2000 | Extracting information from asset prices: The methodology of EMU calculators.(2000) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| Extracting Information from Asset Prices: the Methodology of EMU Calculators.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | ||
| 1997 | Measuring Monetary Policy with VAR Models: An Evaluation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 193 |
| 1998 | Measuring monetary policy with VAR models: An evaluation.(1998) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 193 | article | |
| Measuring Monetary Policy with VAR Models: an Evaluation.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 193 | paper | ||
| 1998 | A Red Letter Day? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
| 1999 | Measuring Monetary Policy in Open Economies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| Measuring Monetary Policy in Open Economies.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | ||
| 1999 | Modelling and Identifying Central Banks Preferences In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| Modeling and identifying central banks preferences.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | ||
| 1999 | The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 100 |
| 1999 | The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
| 2000 | Measuring Co-Movements Between US and European Stock Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| Measuring Co-movements Between US and European Stock Markets.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | ||
| 2000 | Looking for Contagion: the Evidence from the ERM In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 2000 | Looking for Contagion: Evidence from the ERM.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2001 | Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 2001 | Uncertainty on monetary policy and the expectations model of the term structure of interest rates.(2001) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | ||
| 2001 | Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 2001 | Large Datasets, Small Models and Monetary Policy in Europe In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| Large Datasets, Small Models and Monetary Policy in Europe.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | ||
| 2002 | How do European Monetary and Fiscal Authorities Behave? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 99 |
| How do European monetary and fiscal authorities behave?.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | ||
| 2003 | Monetary-Fiscal Mix and Inflation Performance: Evidence from the US In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 43 |
| 2003 | Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S..(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2003 | Model Uncertainty, Thick Modelling and the Predictability of Stock Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 46 |
| Model Uncertainty, Thick Modelling and the predictability of Stock Returns.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | ||
| 2004 | Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
| 2006 | Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
| 2004 | Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
| 2004 | Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
| 2004 | Inflation Targeting and Debt: Lessons from Brazil In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 85 |
| 2004 | Inflation Targeting and Debt: Lessons from Brazil.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
| 2005 | The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 33 |
| 2005 | The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2005 | Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2005 | Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2006 | The Performance of Italian Family Firms In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2006 | Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2006 | Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2007 | Debt and the Effects of Fiscal Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 175 |
| 2007 | Debt and the effects of fiscal policy.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
| 2007 | Debt and the effects of fiscal policy.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
| 2007 | Debt and the Effects of Fiscal Policy.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
| 2007 | Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 2007 | Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2008 | How Does Liquidity Affect Government Bond Yields? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 196 |
| 2010 | How Does Liquidity Affect Government Bond Yields?.(2010) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 196 | article | |
| 2007 | How Does Liquidity Affect Government Bond Yields?.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 196 | paper | |
| 2007 | How Does Liquidity Affect Government Bond Yields?.(2007) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 196 | paper | |
| 2009 | On the Statistical Identification of DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
| 2009 | On the statistical identification of DSGE models.(2009) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | article | |
| 2007 | On the Statistical Identification of DSGE Models.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 2009 | Monetary Policy Inertia: More a Fiction than a fact? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 47 |
| 2009 | Monetary policy inertia: More a fiction than a fact?.(2009) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
| 2009 | How Large Are the Effects of Tax Changes? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
| 2009 | How large are the effects of tax changes?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2009 | How large are the effects of tax changes?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2010 | Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
| 2011 | Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns.(2011) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
| 2010 | Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2010 | Reconciling VAR-based and Narrative Measures of the Tax-Multiplier In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
| 2010 | Reconciling VAR-based and Narrative Measures of the Tax-Multiplier.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2011 | Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 70 |
| 2011 | Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2011 | Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2011 | Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | article | |
| 2011 | Sovereign spreads in the Euro area: Which prospects for a Eurobond? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
| 2011 | Sovereign spreads in the Euro Area. Which prospects for a Eurobond?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
| 2012 | Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 50 |
| 2008 | Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 2013 | Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability.(2013) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | article | |
| 2012 | Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 2012 | The output effect of fiscal consolidations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 100 |
| 2012 | The output effect of fiscal consolidations.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
| 2013 | The output effect of fiscal consolidations.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
| 2012 | The Output Effect of Fiscal Consolidations.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
| 2003 | APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 35 |
| 1999 | Financial markets assessments of EMU : A comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 2 |
| 2012 | A spectral estimation of tempered stable stochastic volatility models and option pricing In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
| 2010 | A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2006 | The econometrics of macroeconomics, finance, and the interface In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Modelling and forecasting government bond spreads in the euro area: A GVAR model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 85 |
| 1999 | Information from financial markets and VAR measures of monetary policy In: European Economic Review. [Full Text][Citation analysis] | article | 69 |
| Information from financial markets and VAR measures of monetary policy.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | ||
| 2002 | Is the international propagation of financial shocks non-linear?: Evidence from the ERM In: Journal of International Economics. [Full Text][Citation analysis] | article | 181 |
| 2005 | Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003). In: Journal of International Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | The output effect of fiscal consolidation plans In: Journal of International Economics. [Full Text][Citation analysis] | article | 166 |
| 2014 | The Output Effect of Fiscal Consolidation Plans.(2014) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 166 | chapter | |
| 2014 | The output effect of fiscal consolidation plans.(2014) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 166 | paper | |
| 1992 | Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
| 2005 | Explaining co-movements between stock markets: The case of US and Germany In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 29 |
| 2004 | Comments on Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
| 2006 | Taylor rules and the term structure In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 15 |
| 2019 | Implications of return predictability for consumption dynamics and asset pricing In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Implications of Return Predictability for Consumption Dynamics and Asset Pricing.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2007 | Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey In: Chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2021 | Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment In: Chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2008 | The ECB and the bond market In: European Economy - Economic Papers 2008 - 2015. [Full Text][Citation analysis] | paper | 1 |
| 1990 | THE ROLE OF TAXATION IN AN INTERTEMPORAL OPTIMIZATION MODEL OF EXPLORATION AND PRODUCTION OF OIL IN THE NORTH SEA: AN EVALUATION. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 0 |
| Does Macroeconomics Help Understand the Term Structure of Interest Rates? In: Working Papers. [Full Text][Citation analysis] | paper | 10 | |
| Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy In: Working Papers. [Full Text][Citation analysis] | paper | 5 | |
| Recursive `thick´ modeling of excess returns and portfolio allocation In: Working Papers. [Full Text][Citation analysis] | paper | 8 | |
| Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 In: Working Papers. [Full Text][Citation analysis] | paper | 136 | |
| 2003 | Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98..(2003) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 136 | article | |
| Principal components at work: The empirical analysis of monetary policy with large datasets In: Working Papers. [Full Text][Citation analysis] | paper | 139 | |
| 2005 | Principal components at work: the empirical analysis of monetary policy with large data sets.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | article | |
| Why are Brazil´s Interest Rates so High? In: Working Papers. [Full Text][Citation analysis] | paper | 19 | |
| 2004 | Forecasting Italian inflation with large datasets and many models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Valutation, Liquidity and Risk in Government Bond Markets In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2005 | Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S. In: Working Papers. [Full Text][Citation analysis] | paper | 53 |
| 2007 | Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2007 | The Econometrics of Monetary Policy: an Overview In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | The Econometrics of Monetary Policy: An Overview.(2009) In: Palgrave Macmillan Books. [Citation analysis] This paper has another version. Agregated cites: 1 | chapter | |
| 2008 | Demographics and fluctuations in Dividend/Price In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Demographics and the Econometrics of the Term Structure of Stock Market Risk In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Demographics and The Behaviour of Interest Rates In: Working Papers. [Full Text][Citation analysis] | paper | 30 |
| 2016 | Demographics and the Behavior of Interest Rates.(2016) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
| 2011 | Progress in Medicine, Limits to Life and Forecasting Mortality In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2012 | Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy. In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2014 | Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy.(2014) In: North American Actuarial Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2019 | Asset Pricing vs Asset Expected Returning in Factor Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 50 |
| 2010 | Comment on Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model In: NBER Chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2010 | Comment on Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1998 | The Immediate Challenges for the European Central Bank In: NBER Working Papers. [Full Text][Citation analysis] | paper | 166 |
| 1998 | Immediate challenges for the European Central Bank.(1998) In: Economic Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 166 | article | |
| 2011 | Demographics and US Stock Market Fluctuations * In: CESifo Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2003 | Yield spreads on EMU government bonds In: Economic Policy. [Full Text][Citation analysis] | article | 242 |
| 2012 | Sovereign spreads in the eurozone: which prospects for a Eurobond? In: Economic Policy. [Full Text][Citation analysis] | article | 86 |
| 2015 | Editors Choice Austerity in 2009–13 In: Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 1992 | Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 10 |
| 1991 | Taxation and the Optimization of Oil Exploration and Production: The U.K. Continental Shelf.(1991) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 1990 | TESTING THE LUCAS CRITIQUE: A REVIEW. In: Economics Series Working Papers. [Citation analysis] | paper | 50 |
| 1989 | Testing the Lucas Critique: A Review.(1989) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 1990 | Testing the Lucas Critique: A Review.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 1989 | THE LUCAS CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY. In: Economics Series Working Papers. [Citation analysis] | paper | 0 |
| 2001 | Applied Macroeconometrics In: OUP Catalogue. [Citation analysis] | book | 165 |
| 1989 | Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1990 | Stabilization Policy and the Real Effects of Nominal Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Consumption and the Sale of the Crowns Land In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Error Correction and Forward-looking Models for the U.K. Consumers Expenditure In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Deficits, Money Growth and Inflation in Italy 1865-1990 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Insider Trading, Traded Volume and Returns In: Working papers. [Full Text][Citation analysis] | paper | 5 |
| 2004 | How Do Monetary and Fiscal Policy Interact in the European Monetary Union? [with Comments] In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Comment In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Term Structure Forecasting: No?Arbitrage Restrictions versus Large Information Set In: Journal of Forecasting. [Citation analysis] | article | 20 |
| 2013 | Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper |
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