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 19 0 1 5 74
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 17 0 0 0 38
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 33 0 1 1 173
A Red Letter Day? 0 0 3 157 2 2 7 953
A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing 0 0 0 31 0 0 0 110
Asset Pricing vs Asset Expected Returning in Factor Models 0 1 1 47 0 2 4 167
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models 0 0 1 28 0 0 1 47
Austerity and Public debt Dynamics 1 2 7 51 1 2 10 96
Austerity in 2009-2013 0 0 1 90 2 2 3 223
Austerity in 2009-2013 0 0 1 319 0 0 4 675
Consumption and the Sale of the Crown's Land 0 0 0 0 0 0 0 9
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 0 0 0 86 0 0 3 346
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 0 0 0 119 0 1 2 381
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 98 0 0 0 216
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 32 1 1 4 102
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 70 0 0 1 232
Creating a Safe Asset without Debt Mutualization: the Opportunity of a European Debt Agency 0 0 0 2 1 1 2 9
Debt and the Effects of Fiscal Policy 0 0 1 126 0 0 6 411
Debt and the Effects of Fiscal Policy 0 1 2 466 0 3 12 942
Debt and the effects of fiscal policy 0 0 5 333 0 0 13 737
Debt and the effects of fiscal policy 0 1 3 564 2 6 16 2,149
Deficits, Money Growth and Inflation in Italy 1865-1990 0 0 0 3 0 0 1 14
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns 0 1 1 179 0 2 6 486
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns 0 0 1 46 0 0 1 181
Demographics and The Behaviour of Interest Rates 0 0 0 108 1 2 8 423
Demographics and fluctuations in Dividend/Price 0 0 0 59 0 0 2 278
Demographics and the Econometrics of the Term Structure of Stock Market Risk 0 0 0 38 0 0 3 133
Demographics and the Secular Stagnation Hypothesis in Europe 0 0 0 159 2 2 6 221
Does Macroeconomics Help Understand the Term Structure of Interest Rates? 0 0 0 247 0 0 0 1,223
Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? 0 0 0 140 0 0 2 725
Effects of Austerity: Expenditure- and Tax-based Approaches 2 2 2 122 4 4 11 261
Error Correction and Forward-looking Models for the U.K. Consumers' Expenditure 0 0 0 1 0 0 0 10
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 0 32 0 0 2 136
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 0 34 0 0 2 125
Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability 0 0 0 124 0 1 2 468
Extracting Information from Asset Prices: The Methodology of EMU Calculators 0 0 0 43 0 0 1 474
Extracting Information from Asset Prices: the Methodology of EMU Calculators 0 0 0 148 1 1 2 767
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 1 1 595
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 0 1 1 552
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 0 0 0 1,042
Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S 0 1 2 466 0 4 10 1,248
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 0 0 2 658
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 99 0 0 0 338
Forecasting Italian inflation with large datasets and many models 0 0 0 155 0 0 0 524
High Yielders: the Spread on German Interest Rates 0 0 0 1 1 1 2 789
High Yields: The Spread on German Interest Rates 0 0 0 162 0 1 2 1,085
High Yields: The Spread on German Interest Rates 0 0 0 148 0 0 2 1,084
How Does Liquidity Affect Government Bond Yields? 0 0 1 128 0 1 5 452
How Does Liquidity Affect Government Bond Yields? 0 0 0 272 1 3 5 1,316
How Does Liquidity Affect Government Bond Yields? 0 0 0 440 1 2 4 1,667
How Large Are the Effects of Tax Changes? 0 0 0 32 0 0 0 116
How do European Monetary and Fiscal Authorities Behave? 0 0 2 318 0 0 3 678
How do European monetary and fiscal authorities behave? 0 0 1 442 0 1 3 1,247
How large are the effects of tax changes? 0 0 0 70 0 0 2 197
How large are the effects of tax changes? 0 0 0 125 1 1 2 294
Implications of Return Predictability across Horizons for Asset Pricing Models 0 0 0 29 0 1 2 71
Implications of return predictability for consumption dynamics and asset pricing 0 0 0 8 1 1 2 17
Inflation Targeting and Debt: Lessons from Brazil 0 1 1 411 0 1 2 1,447
Inflation Targeting and Debt: Lessons from Brazil 0 0 1 392 0 1 6 899
Information from financial markets and VAR measures of monetary policy 0 0 1 319 0 1 6 1,035
Insider Trading, Traded Volume and Returns 0 0 1 151 0 2 5 490
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 0 0 91 3 3 8 233
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 0 1 31 1 2 5 64
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 152 1 1 2 992
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 112 0 0 2 635
Looking for Contagion: Evidence from the ERM 0 0 0 199 0 0 0 735
Looking for Contagion: the Evidence from the ERM 0 0 0 66 0 0 2 257
Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 0 0 1 220 1 2 4 617
Measuring Co-Movements Between US and European Stock Markets 0 0 0 152 0 1 2 477
Measuring Co-movements Between US and European Stock Markets 0 0 1 384 1 4 6 1,003
Measuring Monetary Policy in Open Economies 0 0 1 301 0 0 3 1,038
Measuring Monetary Policy in Open Economies 0 0 2 372 0 1 3 944
Measuring Monetary Policy with VAR Models: An Evaluation 0 0 1 586 0 1 3 1,457
Measuring Monetary Policy with VAR Models: an Evaluation 0 0 3 1,540 0 0 5 3,197
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 0 3 179 0 1 8 528
Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models 0 0 0 494 2 2 6 1,142
Model Uncertainty, Thick Modelling and the Predictability of Stock Returns 0 0 0 236 0 1 1 632
Model Uncertainty, Thick Modelling and the predictability of Stock Returns 0 0 2 577 2 3 6 1,825
Modeling and identifying central banks' preferences 0 0 0 201 0 0 1 635
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 3 305 0 0 5 642
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 0 4 10 392
Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model 0 0 0 190 0 0 3 362
Modelling and Identifying Central Banks' Preferences 0 0 0 155 0 0 2 496
Monetary Policy Inertia: More a Fiction than a fact? 0 0 0 60 0 1 1 158
Monetary Policy and Bond Prices with Drifting Equilibrium Rates 0 0 1 1 0 0 1 25
Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey 0 0 0 170 0 1 3 416
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? 0 0 0 142 0 0 2 862
Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey 0 0 1 136 0 1 4 368
Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S 0 0 1 429 1 2 5 1,223
Monetary-Fiscal Mix and Inflation Performance: Evidence from the US 0 0 0 260 0 1 2 885
Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 0 0 0 1 0 1 1 14
Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund 0 0 0 73 0 3 10 172
Oil Investment in the North Sea 0 0 0 0 0 0 1 894
Oil Investment in the North Sea 0 0 0 0 0 0 3 29
On the Statistical Identification of DSGE Models 0 0 0 134 0 1 3 328
On the Statistical Identification of DSGE Models 0 0 0 422 0 0 4 1,107
Ottimizzazione intertemporale e metodi econometrici in economia 1 1 1 11 1 1 2 206
Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy 0 0 0 8 0 0 1 115
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 0 81 0 0 1 286
Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy 0 0 0 148 0 1 1 601
Principal components at work: The empirical analysis of monetary policy with large datasets 0 0 1 792 0 0 4 2,351
Progress in Medicine, Limits to Life and Forecasting Mortality 0 0 0 48 1 1 1 330
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 0 0 120 0 0 2 286
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 2 2 2 300 2 4 7 579
Recursive `thick´ modeling of excess returns and portfolio allocation 0 0 0 174 0 0 1 787
Restarting the economy while saving lives under Covid-19 0 0 0 59 0 2 10 192
Should the Euro Area be Run as a Closed Economy? 0 0 0 119 2 3 4 294
Should the Euro Area be Run as a Closed Economy? 0 0 0 92 0 1 5 264
Sovereign spreads in the Euro Area. Which prospects for a Eurobond? 0 1 3 179 0 1 9 346
Sovereign spreads in the Euro area: Which prospects for a Eurobond? 0 0 0 196 0 1 2 286
Stabilization Policy and the Real Effects of Nominal Shocks 0 0 0 0 0 0 1 7
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 0 0 5 507
THE LUCAS' CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY 0 0 0 0 0 0 0 138
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 0 651
Taxation and the Optimization of Oil Exploration and Production: The U.K. Continental Shelf 0 0 1 1 0 0 2 21
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 1 1 3 455
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 2 19 0 0 3 92
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 277 0 0 0 738
Testing the Lucas Critique: A Review 0 0 2 21 1 1 6 55
Testing the Lucas Critique: A Review 0 0 2 15 0 0 4 53
The ECB and the bond market 0 0 1 51 0 0 1 216
The Econometrics of Monetary Policy: an Overview 0 1 3 583 1 3 12 1,355
The Effects of Fiscal Consolidations: Theory and Evidence 2 3 7 222 7 9 34 570
The Immediate Challenges for the European Central Bank 0 0 1 984 0 0 4 3,696
The Network Effects of Fiscal Adjustments 0 0 0 39 0 0 2 111
The Output Effect of Fiscal Consolidations 0 0 0 357 1 1 6 880
The Performance of Italian Family Firms 0 1 2 158 1 2 4 510
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 0 0 0 223 0 0 2 635
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 0 0 1 321 0 1 2 954
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 0 290 1 1 2 1,142
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 2 632 1 4 7 2,243
The effects of Fiscal Consolidations: Theory and Evidence 0 1 1 97 1 3 9 205
The output effect of fiscal consolidation plans 0 0 1 84 2 3 7 292
The output effect of fiscal consolidations 0 1 2 71 2 7 19 241
The output effect of fiscal consolidations 0 0 0 147 1 1 1 243
The output effect of fiscal consolidations 0 0 0 169 1 1 3 514
Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS 0 0 0 3 0 1 5 17
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 0 0 1 476
Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates 0 0 0 87 0 0 2 282
Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates 0 0 0 156 0 0 0 431
Valutation, Liquidity and Risk in Government Bond Markets 0 0 1 303 0 1 2 1,203
What Do We Know About Fiscal Multipliers? 0 0 0 119 0 0 1 190
What do we know about the effects of Austerity? 0 0 1 153 0 0 4 326
What do we know about the effects of austerity? 0 0 1 72 3 4 8 264
Why are Brazil´s Interest Rates so High? 0 0 0 1,674 0 1 3 5,967
Total Working Papers 8 21 98 27,445 64 154 552 89,243


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 1 1 221 0 1 6 870
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 3 1 1 1 65
A spectral estimation of tempered stable stochastic volatility models and option pricing 0 0 0 2 0 0 1 35
APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 0 1 3 315 0 4 9 666
Comment 0 0 0 0 0 0 2 25
Comments on "Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model" 0 0 0 49 0 1 1 125
Contagion in the EMU – The Role of Eurobonds with OMTs 0 0 0 18 1 2 4 54
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 68 1 4 5 265
Deficits, Money Growth and Inflation in Italy: 1875–1994 0 0 1 15 0 0 1 48
Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns 0 0 0 50 0 0 3 191
Demographics and US Stock Market Fluctuations * 0 0 0 11 0 0 0 66
Demographics and the Behavior of Interest Rates 0 0 3 59 0 1 9 226
Editor's Choice Austerity in 2009–13 0 0 0 19 1 1 1 85
Effects of Austerity: Expenditure- and Tax-Based Approaches 1 1 5 78 6 11 26 307
Error Correction and Forward Looking Models for UK Consumers' Expenditure 0 0 0 0 0 2 2 166
Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability 0 0 1 48 2 2 7 266
Explaining co-movements between stock markets: The case of US and Germany 0 0 0 117 0 0 1 317
Extracting information from asset prices: The methodology of EMU calculators 0 0 1 36 0 1 3 216
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 2 3 164 0 4 5 513
Financial markets' assessments of EMU: A comment 0 0 0 5 0 1 1 103
High Yields: The Spread on German Interest Rates 0 0 0 229 0 1 1 1,037
How Do Monetary and Fiscal Policy Interact in the European Monetary Union? [with Comments] 0 0 0 3 0 1 2 7
How Does Liquidity Affect Government Bond Yields? 0 0 1 215 1 2 6 525
How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison 0 0 1 6 1 1 2 43
Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003) 0 0 0 167 0 0 0 448
Immediate challenges for the European Central Bank 0 0 0 7 0 0 2 29
Implications of Return Predictability for Consumption Dynamics and Asset Pricing 0 0 0 4 0 1 4 28
Information from financial markets and VAR measures of monetary policy 0 0 6 103 0 1 11 340
Is it the “How” or the “When” that Matters in Fiscal Adjustments? 1 1 7 75 4 6 20 273
Is the international propagation of financial shocks non-linear?: Evidence from the ERM 0 1 4 379 0 2 5 698
Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 0 0 0 0 1 3 7 354
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 1 3 166 0 1 8 509
Measuring monetary policy with VAR models: An evaluation 0 0 4 382 0 2 23 977
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 0 0 8 0 0 7 36
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 0 0 3 280
Modelling and forecasting government bond spreads in the euro area: A GVAR model 0 0 4 235 0 2 13 593
Monetary policy inertia: More a fiction than a fact? 0 0 0 74 1 2 5 246
Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 0 0 0 28 0 0 1 101
Oil investment in the North Sea 0 0 0 93 0 2 2 327
On the statistical identification of DSGE models 0 0 0 278 0 3 6 849
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 1 74 0 0 1 266
Principal components at work: the empirical analysis of monetary policy with large data sets 0 0 1 456 1 2 11 1,345
Should the Euro Area Be Run as a Closed Economy? 0 0 0 111 0 1 3 289
Sovereign spreads in the eurozone: which prospects for a Eurobond? 0 0 0 294 1 1 3 596
Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf 0 0 0 84 0 1 2 427
Taylor rules and the term structure 0 1 1 135 0 3 4 300
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 0 0 1 108
The econometrics of macroeconomics, finance, and the interface 0 0 1 437 0 0 4 826
The output effect of fiscal consolidation plans 0 1 15 194 1 8 43 590
Uncertainty on monetary policy and the expectations model of the term structure of interest rates 0 0 0 49 0 1 1 143
What Do We Know about the Effects of Austerity? 1 1 4 37 1 2 7 103
Yield spreads on EMU government bonds 0 1 14 1,200 1 8 36 2,496
Total Journal Articles 3 12 85 6,887 25 93 332 19,798


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 0 0 9 465
Total Books 0 0 0 0 0 0 9 465


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 2 3 11 12
Comment on "Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model" 0 0 0 5 0 0 0 49
Comment on "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk" 0 0 1 16 0 0 1 66
Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment 0 0 2 14 0 0 8 43
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 0 0 0 0 1 3 77
Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey 0 0 0 2 0 0 1 16
The Econometrics of Monetary Policy: An Overview 0 0 0 0 0 0 0 13
The Output Effect of Fiscal Consolidation Plans 0 0 0 0 1 1 7 99
Total Chapters 0 0 3 37 3 5 31 375


Statistics updated 2025-10-06