Access Statistics for Carlo Favero

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Red Letter Day? 1 2 11 97 4 14 67 677
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 0 1 12 83 2 6 32 186
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 1 3 19 45 4 15 52 143
Debt and the Effects of Fiscal Policy 1 5 31 93 3 11 55 183
Debt and the Effects of Fiscal Policy 0 2 13 60 3 7 42 145
Debt and the effects of fiscal policy 2 5 29 56 6 15 65 83
Debt and the effects of fiscal policy 3 8 38 94 8 21 94 184
Does Macroeconomics Help Understand the Term Structure of Interest Rates? 1 2 9 207 6 15 86 1,021
Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? 0 4 8 119 5 21 56 531
Euro area money demand and international portfolio allocation - a contribution to assessing risks to price stability 13 15 15 15 14 15 15 15
Extracting Information from Asset Prices: The Methodology of EMU Calculators 1 2 5 32 2 7 30 286
Extracting Information from Asset Prices: the Methodology of EMU Calculators 0 0 6 122 1 3 18 580
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 4 11 28 184 14 31 115 565
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 1 2 15 102 7 15 51 396
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 1 2 6 83 3 8 40 288
Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S 0 7 28 112 6 22 78 293
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 5 24 49 1 12 59 130
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 3 16 54 7 16 63 176
Forecasting Italian inflation with large datasets and many models 2 2 15 109 8 21 57 357
High Yielders: the Spread on German Interest Rates 0 0 0 1 3 8 45 609
High Yields: The Spread on German Interest Rates 1 2 18 116 6 19 169 846
High Yields: The Spread on German Interest Rates 0 3 11 99 4 10 55 815
How Does Liquidity Affect Government Bond Yields? 4 12 20 20 8 36 78 78
How Does Liquidity Affect Government Bond Yields? 6 12 48 58 13 26 167 219
How Does Liquidity Affect Government Bond Yields? 6 12 45 62 14 41 173 196
How do European Monetary and Fiscal Authorities Behave? 0 2 10 201 0 7 33 418
How do European monetary and fiscal authorities behave? 2 5 33 200 8 24 83 519
Inflation Targeting and Debt: Lessons from Brazil 1 8 34 212 2 15 90 485
Inflation Targeting and Debt: Lessons from Brazil 5 12 48 266 11 40 171 892
Information from financial markets and VAR measures of monetary policy 0 3 22 236 1 11 46 745
Large Datasets, Small Models and Monetary Policy in Europe 1 1 10 68 2 6 37 427
Large Datasets, Small Models and Monetary Policy in Europe 1 2 18 79 3 18 110 505
Looking for Contagion: Evidence from the ERM 0 1 8 127 1 4 18 539
Looking for Contagion: the Evidence from the ERM 0 0 4 40 0 2 16 153
Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 0 1 16 90 1 8 38 265
Measuring Co-Movements Between US and European Stock Markets 1 3 14 127 3 9 34 344
Measuring Co-movements Between US and European Stock Markets 0 2 17 288 1 6 27 635
Measuring Monetary Policy in Open Economies 2 5 43 215 4 19 118 757
Measuring Monetary Policy in Open Economies 1 4 17 295 2 6 31 745
Measuring Monetary Policy with VAR Models: An Evaluation 4 17 45 411 9 32 99 986
Measuring Monetary Policy with VAR Models: an Evaluation 2 18 89 770 7 33 149 1,561
Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models 6 20 87 92 13 40 172 178
Model Uncertainty, Thick Modelling and the Predictability of Stock Returns 1 3 23 195 1 8 52 411
Model Uncertainty, Thick Modelling and the predictability of Stock Returns 7 18 66 364 21 70 254 947
Modeling and identifying central banks' preferences 1 4 16 148 2 9 33 417
Modelling and Forecasting Fiscal Variables for the Euro Area 2 4 16 67 6 17 51 140
Modelling and Forecasting Fiscal Variables for the euro Area 1 4 10 62 1 8 26 143
Modelling and Identifying Central Banks' Preferences 0 4 12 104 0 7 21 341
Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey 0 0 14 144 2 4 43 304
Monetary Policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey 2 3 13 77 6 17 54 206
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? 0 0 9 114 3 8 46 659
Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S 2 11 44 220 6 22 89 570
Monetary-Fiscal Mix and Inflation Performance: Evidence from the US 0 3 19 164 2 8 57 625
Oil Investment in the North Sea 0 0 0 0 2 7 31 660
On the Statistical Identification of DSGE Models 7 20 84 106 16 55 168 198
Ottimizzazione intertemporale e metodi econometrici in economia 0 0 0 0 1 4 22 70
Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy 0 0 0 0 1 3 11 58
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 1 13 56 2 11 44 164
Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy 1 2 10 107 1 5 30 459
Principal components at work: The empirical analysis of monetary policy with large datasets 4 14 57 486 9 32 143 1,288
Recursive `thick´ modeling of excess returns and portfolio allocation 2 3 18 116 4 10 42 467
Should the Euro Area be Run as a Closed Economy? 3 7 20 20 4 14 40 40
Should the Euro Area be Run as a Closed Economy? 0 1 33 33 4 16 45 45
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 2 8 34 144
THE LUCAS' CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY 0 0 0 0 3 4 18 50
THE ROLE OF TAXATION IN AN INTERTEMPORAL OPTIMIZATION MODEL OF EXPLORATION AND PRODUCTION OF OIL IN THE NORTH SEA: AN EVALUATION 0 0 0 0 5 9 47 533
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 4 38 107 6 20 98 208
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 8 18 70 115 16 31 130 162
The Econometrics of Monetary Policy: an Overview 11 20 54 54 17 30 95 95
The Immediate Challenges for the European Central Bank 6 11 39 814 9 25 105 3,205
The Performance of Italian Family Firms 1 4 25 73 6 19 74 205
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 3 3 15 131 6 11 65 372
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 4 8 25 125 10 28 84 342
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 3 8 30 488 5 19 73 1,826
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 4 16 211 0 10 55 902
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 0 3 16 354
Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates 0 1 4 74 1 6 15 211
Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates 0 3 9 108 1 6 21 294
Valutation, Liquidity and Risk in Government Bond Markets 3 6 26 172 11 32 125 570
Why are Brazil´s Interest Rates so High? 7 36 155 780 43 211 751 2,672
Total Working Papers 153 454 1,968 11,625 455 1,502 6,142 39,513


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence 1 5 13 87 4 12 39 564
Comments on "Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model" 0 0 4 20 0 0 6 52
Error Correction and Forward Looking Models for UK Consumers' Expenditure 0 0 0 0 0 1 11 105
Explaining co-movements between stock markets: The case of US and Germany 0 0 10 45 0 1 23 94
Extracting information from asset prices: The methodology of EMU calculators 0 0 2 24 0 2 13 117
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 4 13 55 5 12 37 184
Financial markets' assessments of EMU: A comment 0 0 0 1 0 5 15 38
High Yields: The Spread on German Interest Rates 1 2 12 78 4 12 48 556
Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003) 1 1 19 46 3 12 68 157
Immediate challenges for the European Central Bank 1 2 4 17 3 12 33 65
Information from financial markets and VAR measures of monetary policy 0 1 11 36 1 5 18 105
Is the international propagation of financial shocks non-linear?: Evidence from the ERM 1 4 22 74 1 6 33 138
Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 0 0 0 0 2 8 31 145
Measuring monetary policy with VAR models: An evaluation 3 7 26 135 3 18 53 294
Modelling and Forecasting Fiscal Variables for the Euro Area 0 4 10 34 2 10 35 112
Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 0 0 3 17 0 1 6 53
Oil investment in the North Sea 0 1 9 43 0 2 17 179
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 1 1 9 42 1 4 27 141
Principal components at work: the empirical analysis of monetary policy with large data sets 7 16 66 233 16 49 180 679
Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf 3 4 11 60 6 12 37 324
Taylor rules and the term structure 1 7 23 62 1 11 47 121
Technical Efficiency and Scale Efficiency in the Italian Banking Sector: A Non-parametric Approach 0 0 0 36 1 13 62 536
Testing the lucas critique: A review 1 3 17 18 3 8 38 39
The econometrics of macroeconomics, finance, and the interface 6 11 59 261 9 20 121 479
Uncertainty on monetary policy and the expectations model of the term structure of interest rates 0 0 1 23 0 3 5 61
Yield spreads on EMU government bonds 3 10 58 286 8 27 115 634
Total Journal Articles 30 83 402 1,733 73 266 1,118 5,972


Statistics updated 2008-10-02