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

69

i10 index

4378

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: 136
   Journals where Carlo Favero has often published
   Relations with other researchers
   Recent citing documents: 220.    Total self citations: 57 (1.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa12
   Updated: 2023-11-04    RAS profile: 2022-12-06    
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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:

Afonso, Antonio (89)

Marcellino, Massimiliano (46)

Castelnuovo, Efrem (44)

Beetsma, Roel (38)

Di Bartolomeo, Giovanni (36)

Gómez-Puig, Marta (34)

Wolff, Guntram (33)

Claeys, Peter (32)

Pesaran, Mohammad (31)

Sosvilla-Rivero, Simon (30)

Tirelli, Patrizio (27)

Cites to:

Campbell, John (82)

Rudebusch, Glenn (48)

Reichlin, Lucrezia (41)

Shiller, Robert (40)

Gertler, Mark (38)

Galí, Jordi (35)

Eichenbaum, Martin (34)

Ang, Andrew (34)

Giavazzi, Francesco (33)

Christiano, Lawrence (32)

Leeper, Eric (30)

Main data


Where Carlo Favero has published?


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

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
Economics Series Working Papers / University of Oxford, Department of Economics2
Working Papers / Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali2

Recent works citing Carlo Favero (2023 and 2022)


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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2022.

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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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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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2022State Dependence of Fiscal Multipliers: the Source of Fluctuations Matters. (2022). Zanetti, Francesco ; Brenes, Jose Camarena. In: BCAM Working Papers. RePEc:bbk:bbkcam:2204.

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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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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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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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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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2022Neural 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.

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2022Optimal 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.

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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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2023Optimal 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.

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2022A 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.

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2023The 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.

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2023Government 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.

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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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2023How 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.

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2023The 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.

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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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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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2023Deposit market concentration and monetary transmission: evidence from the euro area. (2023). Kho, Stephen. In: Working Papers. RePEc:dnb:dnbwpp:790.

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

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2023Country 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.

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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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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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2022Emigration 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.

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2023A 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.

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2023Firm 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.

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2022The electoral fiscal multiplier. (2022). Carmignani, Fabrizio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:938-945.

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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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2023On 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.

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2023The 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.

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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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2022The 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.

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2022Dynamic 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.

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2022Bond 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.

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2023Cross-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.

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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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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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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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2022Non-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.

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2023The macroeconomics of age-varying epidemics. (2023). Papetti, Andrea ; Giagheddu, Marta. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002264.

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2023Macroeconomic 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.

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2023Macroeconomic 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.

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2023Intergenerational 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.

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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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2023Stock 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.

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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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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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2023Sovereign 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.

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2023Oil 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.

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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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2022The 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.

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2023How 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.

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2022Sovereign 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.

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2023Asset purchase bailouts and endogenous implicit guarantees. (2023). Mengus, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000235.

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2023Recency 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.

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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
2023Estimation 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.

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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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2023Online 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.

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2023Household 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.

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2022Salience 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.

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2023Monetary 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.

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2022The 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.

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2022Fragmentation 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.

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2022Independence, 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.

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2022Prudential 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.

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2022Fiscal 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.

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2022Classification 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.

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2023Macroeconomic 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.

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2023Labour market rigidity and expansionary austerity. (2023). Tafuro, Andrea. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s016407042200088x.

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2022Pension 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.

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2022The 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.

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2023Policy 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.

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2022Optimal 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.

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2022Austerity 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.

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2022State 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.

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2023Fiscal 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.

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2023Dynamic 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.

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2022Liquidity 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.

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2023US 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.

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2022Exchange 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.

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2022Public 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.

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2022State-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.

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2023Time-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.

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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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article47
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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article132
2010Measuring Tax Multipliers: The Narrative Method in Fiscal VARs.(2010) In: NBER Chapters.
[Citation analysis]
This paper has another version. Agregated cites: 132
chapter
2018What Do We Know about the Effects of Austerity? In: AEA Papers and Proceedings.
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article52
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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article78
2019Effects of Austerity: Expenditure- and Tax-based Approaches.(2019) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 78
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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paper6
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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article29
In: .
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article14
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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article38
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: 38
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
1990Oil Investment in the North Sea.(1990) In: Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2015Austerity in 2009-2013 In: CEPR Discussion Papers.
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paper61
2015Austerity in 2009-2013.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 61
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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paper4
2016Is it the How or the When that Matters in Fiscal Adjustments? In: CEPR Discussion Papers.
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paper13
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: 13
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: 13
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]
paper61
2017The 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
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]
paper94
1997High 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
1996High 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
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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paper101
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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paper193
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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paper100
1999The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets.(1999) In: NBER Working Papers.
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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.
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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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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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paper32
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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paper99
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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paper43
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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paper35
2006Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates.(2006) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 35
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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paper85
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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paper33
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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paper175
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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paper196
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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paper
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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paper30
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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paper28
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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paper
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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paper70
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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paper
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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paper35
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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paper50
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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paper
2012The output effect of fiscal consolidations In: CEPR Discussion Papers.
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paper100
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: 100
paper
2012The Output Effect of Fiscal Consolidations.(2012) In: NBER Working Papers.
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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.
[Full Text][Citation analysis]
article6
2010A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing.(2010) In: Working Papers.
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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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article85
1999Information from financial markets and VAR measures of monetary policy In: European Economic Review.
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article69
Information from financial markets and VAR measures of monetary policy.() In: Working Papers.
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This paper has another version. Agregated cites: 69
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