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)

37

H index

69

i10 index

4508

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: 140
   Journals where Carlo Favero has often published
   Relations with other researchers
   Recent citing documents: 194.    Total self citations: 57 (1.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa12
   Updated: 2024-12-03    RAS profile: 2022-12-06    
   Missing citations? Add them    Incorrect content? Let us know

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 (93)

Gómez-Puig, Marta (47)

Marcellino, Massimiliano (46)

Castelnuovo, Efrem (44)

Beetsma, Roel (38)

Di Bartolomeo, Giovanni (36)

Sosvilla-Rivero, Simon (33)

Wolff, Guntram (33)

Claeys, Peter (33)

Pesaran, Mohammad (31)

Tirelli, Patrizio (27)

Cites to:

Campbell, John (86)

Rudebusch, Glenn (48)

Reichlin, Lucrezia (41)

Shiller, Robert (40)

Gertler, Mark (38)

Galí, Jordi (35)

Ang, Andrew (34)

Eichenbaum, Martin (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
Journal of Financial and Quantitative Analysis3
Journal of International Economics3
IMF Economic Review3
European Economic Review3
Economic Notes2
NBER International Seminar on Macroeconomics2
Journal of Monetary Economics2
Oxford Bulletin of Economics and Statistics2
Journal of International Money and Finance2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers51
NBER Working Papers / National Bureau of Economic Research, Inc13
Working Papers / Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali2
Economics Series Working Papers / University of Oxford, Department of Economics2

Recent works citing Carlo Favero (2024 and 2023)


YearTitle of citing document
2023Government Turnover and External Financial Assistance. (2023). Felipe, Carozzi ; Andres, Gago ; Jose, Abad ; Vicente, Bermejo. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4655.

Full description at Econpapers || Download paper

2023Monetary Policy in the COVID Era and Beyond: the Fed vs the ECB. (2023). Fernandez-Fuertes, Ruben ; Favero, Carlo A. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23209.

Full description at Econpapers || Download paper

2023The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Fiscal Trade‐Offs: The Relationship Between Output and Debt in Policy Interventions. (2018). McManus, Richard. In: Manchester School. RePEc:bla:manchs:v:86:y:2018:i:s1:p:50-82.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Evaluating New-Keynesian Models of a Small Open Economy. (2004). Giordani, Paolo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:66:y:2004:i:s1:p:713-733.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801.

Full description at Econpapers || Download paper

2024“Whatever It Takes!” How Tonality of TV-News Affected Government Bond Yield Spreads during the European Debt Crisis. (2024). Feld, Lars ; Thomas, Tobias ; Kohler, Ekkehard A ; Hirsch, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10980.

Full description at Econpapers || Download paper

2023Deposit 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

2024What caused the euro area post-pandemic inflation?. (2024). Kornprobst, Antoine ; Montes-Galdon, Carlos ; Ciccarelli, Matteo ; Arce, Oscar. In: Occasional Paper Series. RePEc:ecb:ecbops:2024343.

Full description at Econpapers || Download paper

2023Monetary/fiscal policy regimes in post-war Europe. (2023). Jacquinot, Pascal ; Bouabdallah, Othman ; Patella, Valeria. In: Working Paper Series. RePEc:ecb:ecbwps:20232871.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices. (2024). Liu, LU ; Liao, LI ; Chen, Zhuo ; Wang, Zhengwei. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000336.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024When are tax multipliers large?. (2024). Ziegenbein, Alexander. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001914.

Full description at Econpapers || Download paper

2023?he effects of fiscal consolidation in OECD countries. (2023). Tagkalakis, Athanasios ; Kasselaki, Maria ; Georgantas, Georgios. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003364.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365.

Full description at Econpapers || Download paper

2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

Full description at Econpapers || Download paper

2024Growth accelerations and takeoffs: Is there a role for capital accumulation?. (2024). Parello, Carmelo Pierpaolo ; Federico, Antonio Pietro. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000594.

Full description at Econpapers || Download paper

2023Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499.

Full description at Econpapers || Download paper

2023Tax evasion, fiscal policy and public debt: Evidence from Spain. (2023). Turino, Francesco ; Herranz, Moises Meroo. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:3:s0939362523000559.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Asymmetric effects of oil price shocks on income inequality in ASEAN countries. (2023). Uprasen, Utai ; Tan, Yan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005315.

Full description at Econpapers || Download paper

2023Oil news shocks, inflation expectations and social connectedness. (2023). Caraiani, Petre. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005522.

Full description at Econpapers || Download paper

2024Oil market cyclical shocks and fiscal stance in OPEC+. (2024). Sohag, Kazi ; Samargandi, Nahla ; Kalina, Irina. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224007217.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023No-bailout event and local bank-government nexus in China. (2023). Lu, Liping ; Li, Shanshan. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003095.

Full description at Econpapers || Download paper

2023Time-varying bond market integration and the impact of financial crises. (2023). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004258.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Joint extreme risk of energy prices-evidence from European energy markets. (2023). Li, Jiangchen ; Cai, Xiurong ; Ji, Hao ; Sun, Yiqun. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004087.

Full description at Econpapers || Download paper

2023On the predictability of bonds. (2023). Tka, Michal ; Verner, Robert. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005536.

Full description at Econpapers || Download paper

2024Mispricing of debt expansion in the eurozone sovereign credit market. (2024). Zenios, Stavros A ; Milidonis, Andreas ; Lotfi, Somayyeh. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031.

Full description at Econpapers || Download paper

2024Regional fiscal spillovers: The role of trade linkages. (2024). Pizzuto, Pietro ; Furceri, Davide ; Bettarelli, Luca ; Yarveisi, Khatereh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001961.

Full description at Econpapers || Download paper

2024Assessing the effects of borrower-based macroprudential policy on credit in the EU using intensity-based indices. (2024). de Schryder, Selien ; Coulier, Lara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000093.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Labour 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

2023Inflation targeting and the composition of public expenditure: Evidence from developing countries. (2023). Minea, Alexandru ; Combes, Jean-Louis ; Apeti, Ablam Estel. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s016407042300023x.

Full description at Econpapers || Download paper

2024Government spending multipliers: Is there a difference between government consumption and investment purchases?. (2024). Haug, Alfred ; Sznajderska, Anna. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000848.

Full description at Econpapers || Download paper

2023Macroeconomic effects of fiscal consolidation on economic activity in SSA countries. (2023). Kano, Izabella Szakalne ; Woldu, Gabriel Temesgen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000245.

Full description at Econpapers || Download paper

2024International comparisons of COVID-19 pandemic management: What can be learned from activity analysis techniques?. (2024). Tortosa-Ausina, Emili ; Prior, Diego ; Gimenez, Victor ; Thieme, Claudio. In: Omega. RePEc:eee:jomega:v:122:y:2024:i:c:s0305048323001305.

Full description at Econpapers || Download paper

2024Business cycles in a cocoa and gold economy: Commodity price shocks do not always matter. (2024). Ameyaw, Emmanuel. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002502.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024“Whatever It Takes!” How tonality of TV-news affected government bond yield spreads during the European debt crisis. (2024). Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick ; Thomas, Tobias. In: European Journal of Political Economy. RePEc:eee:poleco:v:82:y:2024:i:c:s0176268024000132.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024A database: How the euro crisis ended: Not with a (fiscal) bang but a whimper. (2024). Köhler, Ekkehard ; Palhuca, Leonardo ; Hirsch, Patrick ; Kohler, Ekkehard A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1422-1441.

Full description at Econpapers || Download paper

2024Measuring spatial impacts and tracking cross-border risk. (2024). Xiao, Yang ; Wang, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:50-84.

Full description at Econpapers || Download paper

2024Wealth inequality and economic growth: Evidence from the US and France. (2024). Sánchez Carrera, Edgar ; Policardo, Laura. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400003x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Firm behavior during an epidemic. (2023). Brotherhood, Luiz ; Jerbashian, Vahagn. In: UB Economics Working Papers. RePEc:ewp:wpaper:439web.

Full description at Econpapers || Download paper

2023Is the European economic governance framework too “complex”? A critical discussion. (2023). Perez, Javier J ; Lopez, Diego Martinez ; Mateos, Marcos Martin ; del Amo, Julia. In: Working Papers. RePEc:fda:fdaddt:2023-06.

Full description at Econpapers || Download paper

2024New Evidence on the PBoCs Reaction Function. (2024). El-Shagi, Makram. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202405.

Full description at Econpapers || Download paper

2024Optimal Bailouts in Banking and Sovereign Crises. (2021). Sosa-Padilla, Cesar ; Yom, Zeynep ; Hur, Sewon. In: Globalization Institute Working Papers. RePEc:fip:feddgw:89754.

Full description at Econpapers || Download paper

2023Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2023). Wei, Min ; Schneider, Andres ; Minoiu, Camelia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96648.

Full description at Econpapers || Download paper

2023Dynamics of Macroeconomic Uncertainty on Economic Growth in the Presence of Fiscal Consolidation in South Africa from 1994 to 2022. (2023). Buthelezi, Eugene Msizi. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:4:p:119-:d:1124225.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277.

Full description at Econpapers || Download paper

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

Carlo Favero has edited the books:


YearTitleTypeCited

Works by Carlo Favero:


YearTitleTypeCited
2008Should the Euro Area Be Run as a Closed Economy? In: American Economic Review.
[Full Text][Citation analysis]
article50
2008Should the Euro Area be Run as a Closed Economy?.(2008) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
paper
2008Should the Euro Area be Run as a Closed Economy?.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
paper
2012Measuring Tax Multipliers: The Narrative Method in Fiscal VARs In: American Economic Journal: Economic Policy.
[Full Text][Citation analysis]
article144
2010Measuring Tax Multipliers: The Narrative Method in Fiscal VARs.(2010) In: NBER Chapters.
[Citation analysis]
This paper has nother version. Agregated cites: 144
chapter
2018What Do We Know about the Effects of Austerity? In: AEA Papers and Proceedings.
[Full Text][Citation analysis]
article53
2018What do we know about the effects of austerity?.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53
paper
2018What do we know about the effects of Austerity?.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53
paper
2019Effects of Austerity: Expenditure- and Tax-Based Approaches In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article93
2019Effects of Austerity: Expenditure- and Tax-based Approaches.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93
paper
1993Ottimizzazione intertemporale e metodi econometrici in economia In: Working Papers.
[Full Text][Citation analysis]
paper0
1993Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy In: Working Papers.
[Full Text][Citation analysis]
paper0
2017Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]
paper6
1999Deficits, Money Growth and Inflation in Italy: 1875–1994 In: Economic Notes.
[Full Text][Citation analysis]
article6
2014How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison In: Economic Notes.
[Full Text][Citation analysis]
article1
In: .
[Full Text][Citation analysis]
article40
In: .
[Full Text][Citation analysis]
article17
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.
[Full Text][Citation analysis]
article39
2005Modelling and Forecasting Fiscal Variables for the euro Area.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39
paper
2005Modelling and Forecasting Fiscal Variables for the Euro Area.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39
paper
2005Parameter Instability, Model Uncertainty and the Choice of Monetary Policy In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]
article8
2005Parameter Instability, Model Uncertainty and the Choice of Monetary Policy.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2016Contagion in the EMU – The Role of Eurobonds with OMTs In: Review of Law & Economics.
[Full Text][Citation analysis]
article1
1992Oil Investment in the North Sea. In: Cambridge Working Papers in Economics.
[Citation analysis]
paper22
1994Oil investment in the North Sea.(1994) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
article
1990Oil Investment in the North Sea.(1990) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother 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 nother version. Agregated cites: 11
paper
2015Austerity in 2009-2013 In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper61
2015Austerity in 2009-2013.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61
paper
2015A Multivariate Model of Strategic Asset Allocation with Longevity Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper5
2017A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2017) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2017A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2013A Multivariate Model of Strategic Asset Allocation with Longevity Risk.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2015Demographics and the Secular Stagnation Hypothesis in Europe In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper11
2015What Do We Know About Fiscal Multipliers? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper4
2016Is it the How or the When that Matters in Fiscal Adjustments? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper14
2016Is it the How or the When that Matters in Fiscal Adjustments?.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2018Is it the “How” or the “When” that Matters in Fiscal Adjustments?.(2018) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
article
2016Implications of Return Predictability across Horizons for Asset Pricing Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2017The effects of Fiscal Consolidations: Theory and Evidence In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper63
2017The Effects of Fiscal Consolidations: Theory and Evidence.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63
paper
2018The Network Effects of Fiscal Adjustments In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
1996High Yields: The Spread on German Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper95
1997High Yields: The Spread on German Interest Rates..(1997) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95
article
High Yielders: the Spread on German Interest Rates.() In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 95
paper
1996High Yields: The Spread on German Interest Rates.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95
paper
2019Austerity and Public debt Dynamics In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper6
2020Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
1996Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
2020Restarting the economy while saving lives under Covid-19 In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper106
1997Extracting Information from Asset Prices: The Methodology of EMU Calculators In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper22
2000Extracting information from asset prices: The methodology of EMU calculators.(2000) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
article
Extracting Information from Asset Prices: the Methodology of EMU Calculators.() In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
paper
1997Measuring Monetary Policy with VAR Models: An Evaluation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper194
1998Measuring monetary policy with VAR models: An evaluation.(1998) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 194
article
Measuring Monetary Policy with VAR Models: an Evaluation.() In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 194
paper
1998A Red Letter Day? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper38
1999Measuring Monetary Policy in Open Economies In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper9
Measuring Monetary Policy in Open Economies.() In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
1999Modelling and Identifying Central Banks Preferences In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper18
Modeling and identifying central banks preferences.() In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
1999The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper101
1999The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks Balance Sheets.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101
paper
2000Measuring Co-Movements Between US and European Stock Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper3
Measuring Co-movements Between US and European Stock Markets.() In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2000Looking for Contagion: the Evidence from the ERM In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper17
2000Looking for Contagion: Evidence from the ERM.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2001Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper19
2001Uncertainty on monetary policy and the expectations model of the term structure of interest rates.(2001) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother 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 nother version. Agregated cites: 19
paper
2001Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper11
2001Large Datasets, Small Models and Monetary Policy in Europe In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper32
Large Datasets, Small Models and Monetary Policy in Europe.() In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
paper
2002How do European Monetary and Fiscal Authorities Behave? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper101
How do European monetary and fiscal authorities behave?.() In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101
paper
2003Monetary-Fiscal Mix and Inflation Performance: Evidence from the US In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper44
2003Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S..(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44
paper
2003Model Uncertainty, Thick Modelling and the Predictability of Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper46
Model Uncertainty, Thick Modelling and the predictability of Stock Returns.() In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46
paper
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper35
2006Financial 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 nother version. Agregated cites: 35
article
2004Financial 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 nother version. Agregated cites: 35
paper
2004Financial 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 nother version. Agregated cites: 35
paper
2004Inflation Targeting and Debt: Lessons from Brazil In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper86
2004Inflation Targeting and Debt: Lessons from Brazil.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86
paper
2005The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper34
2005The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34
paper
2005Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2005Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper18
2005Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2006The Performance of Italian Family Firms In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper16
2006Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper4
2006Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2007Debt and the Effects of Fiscal Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper176
2007Debt and the effects of fiscal policy.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 176
paper
2007Debt and the effects of fiscal policy.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 176
paper
2007Debt and the Effects of Fiscal Policy.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 176
paper
2007Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper16
2007Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2008How Does Liquidity Affect Government Bond Yields? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper212
2010How Does Liquidity Affect Government Bond Yields?.(2010) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 212
article
2007How Does Liquidity Affect Government Bond Yields?.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 212
paper
2007How Does Liquidity Affect Government Bond Yields?.(2007) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 212
paper
2009On the Statistical Identification of DSGE Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper39
2009On the statistical identification of DSGE models.(2009) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39
article
2007On the Statistical Identification of DSGE Models.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39
paper
2009Monetary Policy Inertia: More a Fiction than a fact? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper49
2009Monetary policy inertia: More a fiction than a fact?.(2009) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49
article
2009How Large Are the Effects of Tax Changes? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper29
2009How large are the effects of tax changes?.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29
paper
2009How large are the effects of tax changes?.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29
paper
2010Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper30
2011Demographic 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 nother version. Agregated cites: 30
article
2010Demographic 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 nother version. Agregated cites: 30
paper
2010Reconciling VAR-based and Narrative Measures of the Tax-Multiplier In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper25
2010Reconciling VAR-based and Narrative Measures of the Tax-Multiplier.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2011Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper70
2011Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70
paper
2011Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70
paper
2011Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy.(2011) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70
article
2011Sovereign spreads in the Euro area: Which prospects for a Eurobond? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper35
2011Sovereign spreads in the Euro Area. Which prospects for a Eurobond?.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35
paper
2012Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper49
2008Euro 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 nother version. Agregated cites: 49
paper
2013Euro 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 nother version. Agregated cites: 49
article
2012Euro 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 nother version. Agregated cites: 49
paper
2012The output effect of fiscal consolidations In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper101
2012The output effect of fiscal consolidations.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101
paper
2013The output effect of fiscal consolidations.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101
paper
2012The Output Effect of Fiscal Consolidations.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101
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]
article7
2010A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2006The econometrics of macroeconomics, finance, and the interface In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2013Modelling and forecasting government bond spreads in the euro area: A GVAR model In: Journal of Econometrics.
[Full Text][Citation analysis]
article89
1999Information from financial markets and VAR measures of monetary policy In: European Economic Review.
[Full Text][Citation analysis]
article70
Information from financial markets and VAR measures of monetary policy.() In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70
paper
2002Is the international propagation of financial shocks non-linear?: Evidence from the ERM In: Journal of International Economics.
[Full Text][Citation analysis]
article183
2005Ignazio 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]
article0
2015The output effect of fiscal consolidation plans In: Journal of International Economics.
[Full Text][Citation analysis]
article175
2014The Output Effect of Fiscal Consolidation Plans.(2014) In: NBER Chapters.
[Citation analysis]
This paper has nother version. Agregated cites: 175
chapter
2014The output effect of fiscal consolidation plans.(2014) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 175
paper
1992Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article7
2005Explaining co-movements between stock markets: The case of US and Germany In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article29
2004Comments 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]
article3
2006Taylor rules and the term structure In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article15
2019Implications of return predictability for consumption dynamics and asset pricing In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
paper1
2020Implications of Return Predictability for Consumption Dynamics and Asset Pricing.(2020) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2007Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey In: Chapters.
[Full Text][Citation analysis]
chapter1
2021Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment In: Chapters.
[Full Text][Citation analysis]
chapter1
2008The ECB and the bond market In: European Economy - Economic Papers 2008 - 2015.
[Full Text][Citation analysis]
paper1
1990THE ROLE OF TAXATION IN AN INTERTEMPORAL OPTIMIZATION MODEL OF EXPLORATION AND PRODUCTION OF OIL IN THE NORTH SEA: AN EVALUATION. In: California Los Angeles - Applied Econometrics.
[Citation analysis]
paper0
Does Macroeconomics Help Understand the Term Structure of Interest Rates? In: Working Papers.
[Full Text][Citation analysis]
paper10
Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy In: Working Papers.
[Full Text][Citation analysis]
paper5
Recursive `thick´ modeling of excess returns and portfolio allocation In: Working Papers.
[Full Text][Citation analysis]
paper8
Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 In: Working Papers.
[Full Text][Citation analysis]
paper137
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 nother version. Agregated cites: 137
article
Principal components at work: The empirical analysis of monetary policy with large datasets In: Working Papers.
[Full Text][Citation analysis]
paper143
2005Principal 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 nother version. Agregated cites: 143
article
Why are Brazil´s Interest Rates so High? In: Working Papers.
[Full Text][Citation analysis]
paper19
2004Forecasting Italian inflation with large datasets and many models In: Working Papers.
[Full Text][Citation analysis]
paper1
2005Valutation, Liquidity and Risk in Government Bond Markets In: Working Papers.
[Full Text][Citation analysis]
paper14
2005Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S. In: Working Papers.
[Full Text][Citation analysis]
paper54
2007Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models In: Working Papers.
[Full Text][Citation analysis]
paper15
2007The Econometrics of Monetary Policy: an Overview In: Working Papers.
[Full Text][Citation analysis]
paper1
2009The Econometrics of Monetary Policy: An Overview.(2009) In: Palgrave Macmillan Books.
[Citation analysis]
This paper has nother version. Agregated cites: 1
chapter
2008Demographics and fluctuations in Dividend/Price In: Working Papers.
[Full Text][Citation analysis]
paper0
2010Demographics and the Econometrics of the Term Structure of Stock Market Risk In: Working Papers.
[Full Text][Citation analysis]
paper2
2011Demographics and The Behaviour of Interest Rates In: Working Papers.
[Full Text][Citation analysis]
paper30
2016Demographics and the Behavior of Interest Rates.(2016) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
article
2011Progress in Medicine, Limits to Life and Forecasting Mortality In: Working Papers.
[Full Text][Citation analysis]
paper1
2012Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model In: Working Papers.
[Full Text][Citation analysis]
paper10
2012Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy. In: Working Papers.
[Full Text][Citation analysis]
paper11
2014Measuring 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 nother version. Agregated cites: 11
article
2019Asset Pricing vs Asset Expected Returning in Factor Models In: Working Papers.
[Full Text][Citation analysis]
paper0
1994A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article51
2010Comment on Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model In: NBER Chapters.
[Full Text][Citation analysis]
chapter2
2010Comment on Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
1998The Immediate Challenges for the European Central Bank In: NBER Working Papers.
[Full Text][Citation analysis]
paper166
1998Immediate challenges for the European Central Bank.(1998) In: Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 166
article
2011Demographics and US Stock Market Fluctuations * In: CESifo Economic Studies.
[Full Text][Citation analysis]
article0
2003Yield spreads on EMU government bonds In: Economic Policy.
[Full Text][Citation analysis]
article252
2012Sovereign spreads in the eurozone: which prospects for a Eurobond? In: Economic Policy.
[Full Text][Citation analysis]
article89
2015Editors Choice Austerity in 2009–13 In: Economic Policy.
[Full Text][Citation analysis]
article0
1992Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf. In: Oxford Economic Papers.
[Full Text][Citation analysis]
article10
1991Taxation and the Optimization of Oil Exploration and Production: The U.K. Continental Shelf.(1991) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
1990TESTING THE LUCAS CRITIQUE: A REVIEW. In: Economics Series Working Papers.
[Citation analysis]
paper50
1989Testing the Lucas Critique: A Review.(1989) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
paper
1990Testing the Lucas Critique: A Review.(1990) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
paper
1989THE LUCAS CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY. In: Economics Series Working Papers.
[Citation analysis]
paper0
2001Applied Macroeconometrics In: OUP Catalogue.
[Citation analysis]
book169
1989Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 In: Working Papers.
[Full Text][Citation analysis]
paper0
1990Stabilization Policy and the Real Effects of Nominal Shocks In: Working Papers.
[Full Text][Citation analysis]
paper0
1991Consumption and the Sale of the Crowns Land In: Working Papers.
[Full Text][Citation analysis]
paper0
1992Error Correction and Forward-looking Models for the U.K. Consumers Expenditure In: Working Papers.
[Full Text][Citation analysis]
paper0
1992Deficits, Money Growth and Inflation in Italy 1865-1990 In: Working Papers.
[Full Text][Citation analysis]
paper0
2011Insider Trading, Traded Volume and Returns In: Working papers.
[Full Text][Citation analysis]
paper5
2004How Do Monetary and Fiscal Policy Interact in the European Monetary Union? [with Comments] In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]
article0
2011Comment In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]
article0
2005Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey In: Economics Working Papers.
[Full Text][Citation analysis]
paper0
2012Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set In: Journal of Forecasting.
[Citation analysis]
article20
2013Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team