Access Statistics for Carlo Favero

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 17 0 3 9 47
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 19 0 5 21 94
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 33 0 2 9 181
A Red Letter Day? 0 0 0 157 1 2 17 968
A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing 0 0 1 32 0 5 12 122
Asset Pricing vs Asset Expected Returning in Factor Models 0 0 1 47 0 1 12 177
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models 0 0 1 29 0 0 8 55
Austerity and Public debt Dynamics 0 0 3 52 0 2 20 114
Austerity in 2009-2013 0 0 0 90 0 1 13 234
Austerity in 2009-2013 1 2 3 322 1 13 27 702
Consumption and the Sale of the Crown's Land 0 0 0 0 1 2 7 16
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 0 0 0 119 0 4 13 393
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 0 0 0 86 1 3 7 353
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 70 0 2 8 240
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 1 33 1 7 20 121
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 1 99 1 2 8 224
Creating a Safe Asset without Debt Mutualization: the Opportunity of a European Debt Agency 0 0 1 3 0 4 7 15
Debt and the Effects of Fiscal Policy 0 0 3 468 0 4 12 951
Debt and the Effects of Fiscal Policy 0 0 2 128 0 2 89 500
Debt and the effects of fiscal policy 0 0 1 564 0 7 35 2,178
Debt and the effects of fiscal policy 0 0 0 333 0 1 17 754
Deficits, Money Growth and Inflation in Italy 1865-1990 0 0 0 3 0 3 8 22
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns 0 0 1 47 0 3 25 206
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns 0 0 1 179 0 5 16 500
Demographics and The Behaviour of Interest Rates 0 0 0 108 1 18 41 462
Demographics and fluctuations in Dividend/Price 0 0 0 59 1 3 12 290
Demographics and the Econometrics of the Term Structure of Stock Market Risk 0 0 0 38 0 4 10 143
Demographics and the Secular Stagnation Hypothesis in Europe 0 1 1 160 0 5 21 240
Does Macroeconomics Help Understand the Term Structure of Interest Rates? 0 0 0 247 0 5 15 1,238
Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? 0 0 0 140 1 2 8 733
Effects of Austerity: Expenditure- and Tax-based Approaches 1 1 4 124 2 10 28 285
Error Correction and Forward-looking Models for the U.K. Consumers' Expenditure 0 0 0 1 0 1 9 19
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 0 32 1 2 8 144
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 0 34 1 6 25 150
Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability 0 0 0 124 0 6 19 486
Extracting Information from Asset Prices: The Methodology of EMU Calculators 0 0 0 43 0 6 20 494
Extracting Information from Asset Prices: the Methodology of EMU Calculators 0 0 0 148 1 2 13 779
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 2 5 15 566
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 0 4 18 1,060
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 1 6 13 607
Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S 0 0 3 468 1 3 28 1,272
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 0 3 13 671
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 99 0 4 8 346
Forecasting Italian inflation with large datasets and many models 0 0 0 155 0 1 5 529
High Yielders: the Spread on German Interest Rates 0 0 0 1 0 4 20 808
High Yields: The Spread on German Interest Rates 0 0 0 162 0 1 17 1,101
High Yields: The Spread on German Interest Rates 0 0 1 149 0 0 19 1,103
How Does Liquidity Affect Government Bond Yields? 0 0 0 128 0 1 10 461
How Does Liquidity Affect Government Bond Yields? 0 0 0 272 2 6 32 1,345
How Does Liquidity Affect Government Bond Yields? 0 1 1 441 3 8 24 1,689
How Large Are the Effects of Tax Changes? 0 0 0 32 0 4 14 130
How do European Monetary and Fiscal Authorities Behave? 0 0 0 318 0 0 5 683
How do European monetary and fiscal authorities behave? 0 0 0 442 0 3 12 1,258
How large are the effects of tax changes? 0 0 0 125 2 7 17 310
How large are the effects of tax changes? 0 0 0 70 0 4 15 212
Implications of Return Predictability across Horizons for Asset Pricing Models 0 0 0 29 0 6 15 85
Implications of return predictability for consumption dynamics and asset pricing 0 0 0 8 0 0 8 24
Inflation Targeting and Debt: Lessons from Brazil 0 0 0 392 1 2 14 912
Inflation Targeting and Debt: Lessons from Brazil 0 0 1 411 1 7 20 1,466
Information from financial markets and VAR measures of monetary policy 0 0 0 319 0 2 13 1,047
Insider Trading, Traded Volume and Returns 0 1 2 153 0 6 22 510
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 1 1 32 1 3 12 74
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 0 1 92 1 2 16 246
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 112 1 5 13 648
Large Datasets, Small Models and Monetary Policy in Europe 0 0 1 153 0 5 16 1,007
Looking for Contagion: Evidence from the ERM 0 0 0 199 0 0 4 739
Looking for Contagion: the Evidence from the ERM 0 0 0 66 0 1 9 266
Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 0 0 0 220 2 4 16 631
Measuring Co-Movements Between US and European Stock Markets 0 0 0 152 1 2 6 482
Measuring Co-movements Between US and European Stock Markets 0 1 1 385 1 8 27 1,026
Measuring Monetary Policy in Open Economies 0 0 0 301 0 1 11 1,049
Measuring Monetary Policy in Open Economies 0 0 0 372 1 1 10 953
Measuring Monetary Policy with VAR Models: An Evaluation 0 0 1 587 2 8 17 1,473
Measuring Monetary Policy with VAR Models: an Evaluation 0 0 0 1,540 0 3 20 3,217
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 0 0 179 1 5 20 547
Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models 0 0 1 495 2 4 25 1,165
Model Uncertainty, Thick Modelling and the Predictability of Stock Returns 0 0 0 236 1 1 11 642
Model Uncertainty, Thick Modelling and the predictability of Stock Returns 0 0 1 578 1 6 23 1,845
Modeling and identifying central banks' preferences 0 0 0 201 0 6 15 650
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 0 305 0 3 19 661
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 1 1 21 409
Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model 0 0 0 190 0 4 11 373
Modelling and Identifying Central Banks' Preferences 0 0 0 155 0 0 8 504
Monetary Policy Inertia: More a Fiction than a fact? 0 0 0 60 0 0 13 170
Monetary Policy and Bond Prices with Drifting Equilibrium Rates 0 0 0 1 0 1 4 29
Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey 0 0 0 170 0 1 12 427
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? 0 0 0 142 0 2 9 871
Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey 0 0 0 136 0 2 13 380
Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S 0 0 3 432 1 5 20 1,241
Monetary-Fiscal Mix and Inflation Performance: Evidence from the US 0 0 0 260 0 2 17 901
Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 0 0 0 1 0 2 10 23
Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund 0 0 0 73 0 2 15 184
Oil Investment in the North Sea 0 0 0 0 0 1 6 35
Oil Investment in the North Sea 0 0 0 0 1 2 5 899
On the Statistical Identification of DSGE Models 0 0 0 422 1 3 12 1,119
On the Statistical Identification of DSGE Models 0 0 1 135 1 3 11 338
Ottimizzazione intertemporale e metodi econometrici in economia 0 0 1 11 0 0 6 211
Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy 0 0 0 8 0 0 8 123
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 0 81 0 4 9 295
Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy 0 0 0 148 0 4 20 620
Principal components at work: The empirical analysis of monetary policy with large datasets 0 0 2 794 0 3 18 2,369
Progress in Medicine, Limits to Life and Forecasting Mortality 0 0 0 48 1 3 11 340
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 0 2 300 0 1 16 591
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 0 0 120 1 1 8 294
Recursive `thick´ modeling of excess returns and portfolio allocation 0 0 0 174 0 1 10 797
Restarting the economy while saving lives under Covid-19 0 0 0 59 1 3 16 206
Should the Euro Area be Run as a Closed Economy? 0 0 0 92 1 4 15 278
Should the Euro Area be Run as a Closed Economy? 0 0 0 119 1 5 40 331
Sovereign spreads in the Euro Area. Which prospects for a Eurobond? 0 1 3 181 1 7 18 363
Sovereign spreads in the Euro area: Which prospects for a Eurobond? 0 0 0 196 0 4 12 297
Stabilization Policy and the Real Effects of Nominal Shocks 0 0 0 0 0 2 7 14
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 1 3 14 521
THE LUCAS' CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY 0 0 0 0 0 0 6 144
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 0 0 5 656
Taxation and the Optimization of Oil Exploration and Production: The U.K. Continental Shelf 0 0 0 1 0 6 9 30
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 1 4 12 466
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 0 19 0 3 18 110
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 277 1 5 12 750
Testing the Lucas Critique: A Review 0 0 0 15 2 3 10 63
Testing the Lucas Critique: A Review 0 0 0 21 0 1 8 62
The ECB and the bond market 0 0 0 51 0 4 13 229
The Econometrics of Monetary Policy: an Overview 0 0 1 583 1 4 20 1,372
The Effects of Fiscal Consolidations: Theory and Evidence 1 2 9 228 5 31 86 647
The Immediate Challenges for the European Central Bank 0 0 1 985 0 4 25 3,721
The Network Effects of Fiscal Adjustments 0 0 0 39 1 6 12 123
The Output Effect of Fiscal Consolidations 0 0 1 358 2 11 29 908
The Performance of Italian Family Firms 0 0 2 159 0 4 19 527
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 0 0 0 223 1 3 12 647
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 0 0 1 322 0 4 23 976
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 0 290 0 4 12 1,153
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 0 632 0 3 15 2,254
The effects of Fiscal Consolidations: Theory and Evidence 0 2 3 99 1 5 21 223
The output effect of fiscal consolidation plans 1 2 2 86 2 6 24 313
The output effect of fiscal consolidations 0 0 2 149 4 4 12 254
The output effect of fiscal consolidations 0 0 0 169 1 4 11 524
The output effect of fiscal consolidations 0 1 3 73 0 2 23 257
Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS 0 0 0 3 0 1 7 23
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 0 1 12 488
Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates 0 0 0 87 0 2 16 298
Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates 0 0 0 156 0 1 9 440
Valutation, Liquidity and Risk in Government Bond Markets 0 0 0 303 1 2 16 1,218
What Do We Know About Fiscal Multipliers? 0 0 0 119 0 1 7 197
What do we know about the effects of Austerity? 0 0 1 154 0 8 17 343
What do we know about the effects of austerity? 0 0 1 73 1 1 18 278
Why are Brazil´s Interest Rates so High? 0 0 1 1,675 0 2 11 5,977
Total Working Papers 4 16 80 27,504 78 524 2,281 91,370


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 0 0 1 221 0 2 10 879
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 3 0 1 7 71
A spectral estimation of tempered stable stochastic volatility models and option pricing 0 0 0 2 1 1 8 43
APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 0 1 3 317 0 5 13 675
Comment 0 0 0 0 0 0 0 25
Comments on "Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model" 0 0 0 49 0 2 6 130
Contagion in the EMU – The Role of Eurobonds with OMTs 0 0 0 18 1 3 10 62
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 2 70 0 1 22 283
Deficits, Money Growth and Inflation in Italy: 1875–1994 0 0 0 15 0 1 8 56
Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns 0 0 0 50 0 4 10 201
Demographics and US Stock Market Fluctuations * 0 0 0 11 0 2 4 70
Demographics and the Behavior of Interest Rates 0 0 2 61 1 8 40 265
Editor's Choice Austerity in 2009–13 0 0 1 20 0 3 10 94
Effects of Austerity: Expenditure- and Tax-Based Approaches 1 4 8 85 7 25 82 378
Error Correction and Forward Looking Models for UK Consumers' Expenditure 0 0 0 0 0 1 9 173
Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability 0 0 0 48 1 2 14 278
Explaining co-movements between stock markets: The case of US and Germany 0 0 0 117 0 0 4 321
Extracting information from asset prices: The methodology of EMU calculators 0 0 0 36 2 7 20 235
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 2 164 0 3 11 520
Financial markets' assessments of EMU: A comment 0 0 0 5 1 2 7 109
High Yields: The Spread on German Interest Rates 0 0 0 229 0 1 15 1,051
How Do Monetary and Fiscal Policy Interact in the European Monetary Union? [with Comments] 0 0 0 3 0 1 9 15
How Does Liquidity Affect Government Bond Yields? 0 0 0 215 0 1 17 540
How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison 0 0 0 6 0 2 7 49
Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003) 0 0 0 167 0 2 5 453
Immediate challenges for the European Central Bank 0 0 0 7 0 4 13 42
Implications of Return Predictability for Consumption Dynamics and Asset Pricing 0 0 0 4 0 2 7 34
Information from financial markets and VAR measures of monetary policy 0 0 0 103 0 6 15 354
Is it the “How” or the “When” that Matters in Fiscal Adjustments? 0 0 1 75 1 6 22 289
Is the international propagation of financial shocks non-linear?: Evidence from the ERM 0 0 2 380 0 2 15 711
Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 0 0 0 0 2 6 23 374
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 0 2 167 2 5 25 533
Measuring monetary policy with VAR models: An evaluation 0 0 1 383 0 3 23 998
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 0 0 8 0 2 17 53
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 0 3 12 292
Modelling and forecasting government bond spreads in the euro area: A GVAR model 0 0 0 235 0 0 15 606
Monetary policy inertia: More a fiction than a fact? 0 0 0 74 0 1 10 254
Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 0 0 0 28 0 0 7 108
Oil investment in the North Sea 0 1 1 94 0 1 4 329
On the statistical identification of DSGE models 0 0 0 278 1 4 32 878
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 0 74 0 2 15 281
Principal components at work: the empirical analysis of monetary policy with large data sets 0 0 1 457 0 2 14 1,357
Should the Euro Area Be Run as a Closed Economy? 0 0 0 111 1 3 14 302
Sovereign spreads in the eurozone: which prospects for a Eurobond? 0 0 1 295 0 2 19 614
Stabilising market expectations through a market tool: a proposal for an enhanced TPI 0 1 2 2 1 4 16 20
Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf 0 0 0 84 0 1 7 433
Taylor rules and the term structure 0 0 1 135 0 4 14 311
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 0 4 21 129
The econometrics of macroeconomics, finance, and the interface 0 0 0 437 1 5 11 837
The output effect of fiscal consolidation plans 1 6 14 207 7 20 62 644
Uncertainty on monetary policy and the expectations model of the term structure of interest rates 0 0 0 49 0 0 12 154
What Do We Know about the Effects of Austerity? 0 0 1 37 0 3 18 119
Yield spreads on EMU government bonds 4 8 18 1,217 7 21 51 2,539
Total Journal Articles 6 21 64 6,939 37 196 862 20,571


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applied Macroeconometrics 0 0 0 0 3 3 15 480
Total Books 0 0 0 0 3 3 15 480


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alberto Alesina (1957–2020) 0 0 0 0 0 1 11 20
Comment on "Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model" 0 0 0 5 0 1 9 58
Comment on "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk" 0 0 0 16 1 3 12 78
Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment 0 0 2 16 0 2 8 51
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 0 0 0 1 5 17 93
Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey 0 0 0 2 0 4 10 26
The Econometrics of Monetary Policy: An Overview 0 0 0 0 0 3 12 25
The Output Effect of Fiscal Consolidation Plans 0 0 0 0 3 13 26 124
Total Chapters 0 0 2 39 5 32 105 475


Statistics updated 2026-07-10