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 |
33 |
0 |
0 |
1 |
172 |
A Multivariate Model of Strategic Asset Allocation with Longevity Risk |
0 |
0 |
1 |
19 |
2 |
2 |
4 |
71 |
A Multivariate Model of Strategic Asset Allocation with Longevity Risk |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
38 |
A Red Letter Day? |
0 |
1 |
3 |
157 |
1 |
2 |
19 |
951 |
A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing |
0 |
0 |
1 |
31 |
0 |
0 |
2 |
110 |
Asset Pricing vs Asset Expected Returning in Factor Models |
0 |
0 |
0 |
46 |
0 |
1 |
3 |
164 |
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models |
0 |
0 |
0 |
27 |
0 |
0 |
2 |
46 |
Austerity and Public debt Dynamics |
0 |
2 |
5 |
47 |
0 |
3 |
12 |
92 |
Austerity in 2009-2013 |
0 |
0 |
0 |
89 |
0 |
0 |
2 |
220 |
Austerity in 2009-2013 |
0 |
1 |
2 |
319 |
1 |
3 |
10 |
674 |
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 |
0 |
343 |
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns |
0 |
0 |
0 |
119 |
0 |
0 |
1 |
380 |
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy |
0 |
0 |
0 |
70 |
1 |
1 |
3 |
232 |
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy |
0 |
0 |
0 |
32 |
3 |
3 |
3 |
101 |
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy |
0 |
0 |
1 |
98 |
0 |
0 |
1 |
216 |
Creating a Safe Asset without Debt Mutualization: the Opportunity of a European Debt Agency |
0 |
0 |
1 |
2 |
1 |
1 |
2 |
8 |
Debt and the Effects of Fiscal Policy |
0 |
0 |
1 |
125 |
2 |
3 |
10 |
409 |
Debt and the Effects of Fiscal Policy |
0 |
0 |
1 |
464 |
1 |
1 |
9 |
933 |
Debt and the effects of fiscal policy |
2 |
2 |
10 |
331 |
4 |
5 |
22 |
730 |
Debt and the effects of fiscal policy |
0 |
0 |
2 |
561 |
0 |
4 |
15 |
2,138 |
Deficits, Money Growth and Inflation in Italy 1865-1990 |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
13 |
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns |
0 |
0 |
1 |
45 |
0 |
0 |
2 |
180 |
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns |
0 |
0 |
0 |
178 |
0 |
0 |
2 |
481 |
Demographics and The Behaviour of Interest Rates |
0 |
0 |
1 |
108 |
0 |
1 |
5 |
419 |
Demographics and fluctuations in Dividend/Price |
0 |
0 |
0 |
59 |
0 |
1 |
2 |
277 |
Demographics and the Econometrics of the Term Structure of Stock Market Risk |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
131 |
Demographics and the Secular Stagnation Hypothesis in Europe |
0 |
0 |
3 |
159 |
1 |
2 |
12 |
218 |
Does Macroeconomics Help Understand the Term Structure of Interest Rates? |
0 |
0 |
1 |
247 |
0 |
0 |
2 |
1,223 |
Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? |
0 |
0 |
0 |
140 |
0 |
0 |
1 |
724 |
Effects of Austerity: Expenditure- and Tax-based Approaches |
0 |
0 |
0 |
120 |
1 |
4 |
8 |
254 |
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 |
1 |
2 |
3 |
136 |
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability |
0 |
0 |
0 |
34 |
0 |
2 |
2 |
125 |
Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability |
0 |
0 |
1 |
124 |
0 |
1 |
6 |
467 |
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 |
3 |
766 |
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates |
0 |
0 |
0 |
126 |
0 |
0 |
0 |
551 |
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates |
0 |
0 |
0 |
303 |
0 |
0 |
2 |
1,042 |
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates |
0 |
0 |
0 |
150 |
0 |
0 |
0 |
594 |
Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S |
0 |
0 |
3 |
465 |
3 |
3 |
14 |
1,244 |
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods |
0 |
0 |
0 |
204 |
0 |
1 |
2 |
657 |
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 |
2 |
155 |
0 |
0 |
3 |
524 |
High Yielders: the Spread on German Interest Rates |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
788 |
High Yields: The Spread on German Interest Rates |
0 |
0 |
0 |
162 |
1 |
1 |
1 |
1,084 |
High Yields: The Spread on German Interest Rates |
0 |
0 |
0 |
148 |
1 |
1 |
2 |
1,084 |
How Does Liquidity Affect Government Bond Yields? |
0 |
0 |
2 |
272 |
0 |
1 |
6 |
1,313 |
How Does Liquidity Affect Government Bond Yields? |
0 |
0 |
1 |
128 |
0 |
0 |
5 |
451 |
How Does Liquidity Affect Government Bond Yields? |
0 |
0 |
0 |
440 |
1 |
1 |
4 |
1,665 |
How Large Are the Effects of Tax Changes? |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
116 |
How do European Monetary and Fiscal Authorities Behave? |
0 |
0 |
2 |
316 |
0 |
0 |
2 |
675 |
How do European monetary and fiscal authorities behave? |
0 |
0 |
2 |
441 |
0 |
0 |
5 |
1,244 |
How large are the effects of tax changes? |
0 |
0 |
0 |
70 |
0 |
1 |
2 |
196 |
How large are the effects of tax changes? |
0 |
0 |
0 |
125 |
0 |
0 |
1 |
292 |
Implications of Return Predictability across Horizons for Asset Pricing Models |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
69 |
Implications of return predictability for consumption dynamics and asset pricing |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
15 |
Inflation Targeting and Debt: Lessons from Brazil |
0 |
0 |
0 |
391 |
2 |
2 |
3 |
895 |
Inflation Targeting and Debt: Lessons from Brazil |
0 |
0 |
0 |
410 |
0 |
0 |
0 |
1,445 |
Information from financial markets and VAR measures of monetary policy |
0 |
1 |
2 |
319 |
1 |
3 |
10 |
1,033 |
Insider Trading, Traded Volume and Returns |
0 |
0 |
2 |
150 |
0 |
0 |
7 |
486 |
Is it the "How" or the "When" that Matters in Fiscal Adjustments? |
0 |
0 |
0 |
91 |
1 |
1 |
8 |
229 |
Is it the "How" or the "When" that Matters in Fiscal Adjustments? |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
59 |
Large Datasets, Small Models and Monetary Policy in Europe |
0 |
0 |
0 |
152 |
1 |
1 |
3 |
991 |
Large Datasets, Small Models and Monetary Policy in Europe |
0 |
0 |
2 |
112 |
0 |
0 |
6 |
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 |
1 |
256 |
Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 |
0 |
1 |
3 |
220 |
0 |
1 |
7 |
615 |
Measuring Co-Movements Between US and European Stock Markets |
0 |
0 |
0 |
152 |
0 |
0 |
1 |
476 |
Measuring Co-movements Between US and European Stock Markets |
0 |
1 |
1 |
384 |
0 |
2 |
2 |
999 |
Measuring Monetary Policy in Open Economies |
0 |
1 |
2 |
372 |
0 |
1 |
2 |
943 |
Measuring Monetary Policy in Open Economies |
0 |
1 |
1 |
301 |
0 |
2 |
5 |
1,038 |
Measuring Monetary Policy with VAR Models: An Evaluation |
0 |
0 |
1 |
586 |
0 |
0 |
3 |
1,456 |
Measuring Monetary Policy with VAR Models: an Evaluation |
0 |
0 |
3 |
1,540 |
0 |
0 |
8 |
3,196 |
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy |
0 |
1 |
3 |
178 |
0 |
3 |
8 |
525 |
Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models |
0 |
0 |
0 |
494 |
0 |
1 |
7 |
1,138 |
Model Uncertainty, Thick Modelling and the Predictability of Stock Returns |
0 |
0 |
1 |
236 |
0 |
0 |
1 |
631 |
Model Uncertainty, Thick Modelling and the predictability of Stock Returns |
0 |
0 |
1 |
576 |
0 |
0 |
2 |
1,820 |
Modeling and identifying central banks' preferences |
0 |
0 |
1 |
201 |
0 |
0 |
4 |
634 |
Modelling and Forecasting Fiscal Variables for the Euro Area |
0 |
2 |
6 |
305 |
1 |
3 |
9 |
642 |
Modelling and Forecasting Fiscal Variables for the euro Area |
0 |
0 |
0 |
134 |
1 |
5 |
6 |
387 |
Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model |
0 |
0 |
1 |
190 |
0 |
0 |
2 |
360 |
Modelling and Identifying Central Banks' Preferences |
0 |
0 |
0 |
155 |
0 |
0 |
3 |
496 |
Monetary Policy Inertia: More a Fiction than a fact? |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
157 |
Monetary Policy and Bond Prices with Drifting Equilibrium Rates |
0 |
0 |
1 |
1 |
0 |
0 |
7 |
25 |
Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey |
0 |
0 |
2 |
170 |
1 |
2 |
4 |
415 |
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? |
0 |
0 |
2 |
142 |
1 |
1 |
5 |
862 |
Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey |
0 |
0 |
0 |
135 |
1 |
2 |
2 |
366 |
Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S |
1 |
1 |
5 |
429 |
1 |
1 |
9 |
1,221 |
Monetary-Fiscal Mix and Inflation Performance: Evidence from the US |
0 |
0 |
0 |
260 |
1 |
1 |
1 |
884 |
Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
13 |
Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund |
0 |
0 |
3 |
73 |
1 |
3 |
20 |
167 |
Oil Investment in the North Sea |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
29 |
Oil Investment in the North Sea |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
894 |
On the Statistical Identification of DSGE Models |
0 |
0 |
0 |
422 |
0 |
2 |
13 |
1,107 |
On the Statistical Identification of DSGE Models |
0 |
0 |
1 |
134 |
0 |
1 |
7 |
327 |
Ottimizzazione intertemporale e metodi econometrici in economia |
0 |
0 |
1 |
10 |
1 |
1 |
4 |
205 |
Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
115 |
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy |
0 |
0 |
0 |
81 |
1 |
1 |
1 |
286 |
Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy |
0 |
0 |
0 |
148 |
0 |
0 |
1 |
600 |
Principal components at work: The empirical analysis of monetary policy with large datasets |
1 |
1 |
1 |
792 |
1 |
3 |
4 |
2,350 |
Progress in Medicine, Limits to Life and Forecasting Mortality |
0 |
0 |
0 |
48 |
0 |
0 |
2 |
329 |
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier |
0 |
0 |
3 |
298 |
0 |
0 |
7 |
573 |
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier |
0 |
0 |
0 |
120 |
2 |
2 |
3 |
286 |
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 |
1 |
1 |
8 |
188 |
Should the Euro Area be Run as a Closed Economy? |
0 |
0 |
0 |
92 |
2 |
2 |
3 |
261 |
Should the Euro Area be Run as a Closed Economy? |
0 |
0 |
0 |
119 |
0 |
1 |
2 |
291 |
Sovereign spreads in the Euro Area. Which prospects for a Eurobond? |
0 |
1 |
3 |
178 |
0 |
4 |
8 |
343 |
Sovereign spreads in the Euro area: Which prospects for a Eurobond? |
0 |
0 |
2 |
196 |
0 |
1 |
3 |
285 |
Stabilization Policy and the Real Effects of Nominal Shocks |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
TESTING THE LUCAS CRITIQUE: A REVIEW |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
504 |
THE LUCAS' CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
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 |
1 |
1 |
1 |
1 |
2 |
2 |
2 |
21 |
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set |
0 |
0 |
0 |
162 |
0 |
0 |
1 |
452 |
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set |
1 |
2 |
2 |
19 |
1 |
2 |
6 |
92 |
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set |
0 |
0 |
1 |
277 |
0 |
0 |
3 |
738 |
Testing the Lucas Critique: A Review |
0 |
1 |
1 |
14 |
0 |
1 |
2 |
51 |
Testing the Lucas Critique: A Review |
0 |
0 |
0 |
19 |
1 |
2 |
3 |
52 |
The ECB and the bond market |
0 |
0 |
1 |
51 |
0 |
0 |
2 |
216 |
The Econometrics of Monetary Policy: an Overview |
0 |
0 |
3 |
581 |
0 |
2 |
10 |
1,346 |
The Effects of Fiscal Consolidations: Theory and Evidence |
0 |
0 |
3 |
216 |
4 |
8 |
25 |
549 |
The Immediate Challenges for the European Central Bank |
0 |
0 |
4 |
984 |
1 |
2 |
11 |
3,695 |
The Network Effects of Fiscal Adjustments |
0 |
0 |
1 |
39 |
1 |
2 |
6 |
111 |
The Output Effect of Fiscal Consolidations |
0 |
0 |
3 |
357 |
0 |
2 |
12 |
878 |
The Performance of Italian Family Firms |
1 |
1 |
3 |
157 |
1 |
1 |
8 |
508 |
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation |
0 |
0 |
0 |
223 |
2 |
2 |
2 |
635 |
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation |
1 |
1 |
2 |
321 |
1 |
1 |
3 |
953 |
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets |
0 |
0 |
0 |
290 |
0 |
0 |
1 |
1,141 |
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets |
0 |
1 |
2 |
632 |
0 |
1 |
6 |
2,239 |
The effects of Fiscal Consolidations: Theory and Evidence |
0 |
0 |
1 |
96 |
1 |
2 |
5 |
198 |
The output effect of fiscal consolidation plans |
0 |
1 |
1 |
84 |
0 |
2 |
14 |
288 |
The output effect of fiscal consolidations |
0 |
0 |
1 |
147 |
0 |
0 |
3 |
242 |
The output effect of fiscal consolidations |
0 |
0 |
3 |
70 |
2 |
5 |
12 |
229 |
The output effect of fiscal consolidations |
0 |
0 |
0 |
169 |
1 |
1 |
2 |
512 |
Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS |
0 |
0 |
0 |
3 |
2 |
3 |
4 |
15 |
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
475 |
Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
87 |
0 |
0 |
3 |
281 |
Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
156 |
0 |
0 |
1 |
431 |
Valutation, Liquidity and Risk in Government Bond Markets |
0 |
0 |
0 |
302 |
0 |
0 |
4 |
1,201 |
What Do We Know About Fiscal Multipliers? |
0 |
0 |
1 |
119 |
0 |
0 |
2 |
189 |
What do we know about the effects of Austerity? |
0 |
0 |
0 |
152 |
0 |
1 |
6 |
323 |
What do we know about the effects of austerity? |
0 |
0 |
0 |
71 |
0 |
2 |
4 |
258 |
Why are Brazil´s Interest Rates so High? |
0 |
0 |
0 |
1,674 |
0 |
1 |
4 |
5,966 |
Total Working Papers |
8 |
25 |
135 |
27,394 |
70 |
157 |
624 |
88,947 |
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 |
0 |
220 |
1 |
1 |
7 |
868 |
A Multivariate Model of Strategic Asset Allocation with Longevity Risk |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
64 |
A spectral estimation of tempered stable stochastic volatility models and option pricing |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
34 |
APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 |
0 |
1 |
4 |
313 |
0 |
3 |
10 |
660 |
Comment |
0 |
0 |
0 |
0 |
2 |
2 |
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 |
0 |
0 |
124 |
Contagion in the EMU – The Role of Eurobonds with OMTs |
0 |
0 |
0 |
18 |
1 |
2 |
2 |
52 |
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy |
0 |
0 |
3 |
68 |
0 |
0 |
7 |
260 |
Deficits, Money Growth and Inflation in Italy: 1875–1994 |
0 |
0 |
1 |
14 |
0 |
0 |
2 |
47 |
Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns |
0 |
0 |
1 |
50 |
0 |
1 |
5 |
191 |
Demographics and US Stock Market Fluctuations * |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
66 |
Demographics and the Behavior of Interest Rates |
0 |
1 |
4 |
59 |
1 |
3 |
12 |
223 |
Editor's Choice Austerity in 2009–13 |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
84 |
Effects of Austerity: Expenditure- and Tax-Based Approaches |
1 |
2 |
7 |
76 |
3 |
7 |
26 |
291 |
Error Correction and Forward Looking Models for UK Consumers' Expenditure |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
164 |
Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability |
1 |
1 |
2 |
48 |
1 |
2 |
4 |
261 |
Explaining co-movements between stock markets: The case of US and Germany |
0 |
0 |
0 |
117 |
0 |
0 |
2 |
317 |
Extracting information from asset prices: The methodology of EMU calculators |
1 |
1 |
1 |
36 |
2 |
2 |
2 |
215 |
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates |
0 |
0 |
1 |
161 |
0 |
0 |
4 |
508 |
Financial markets' assessments of EMU: A comment |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
102 |
High Yields: The Spread on German Interest Rates |
0 |
0 |
0 |
229 |
0 |
0 |
0 |
1,036 |
How Do Monetary and Fiscal Policy Interact in the European Monetary Union? [with Comments] |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
6 |
How Does Liquidity Affect Government Bond Yields? |
0 |
1 |
3 |
215 |
0 |
1 |
8 |
521 |
How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison |
0 |
1 |
1 |
6 |
0 |
1 |
1 |
42 |
Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003) |
0 |
0 |
0 |
167 |
0 |
0 |
1 |
448 |
Immediate challenges for the European Central Bank |
0 |
0 |
0 |
7 |
0 |
0 |
6 |
27 |
Implications of Return Predictability for Consumption Dynamics and Asset Pricing |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
25 |
Information from financial markets and VAR measures of monetary policy |
0 |
3 |
7 |
101 |
1 |
4 |
17 |
335 |
Is it the “How” or the “When” that Matters in Fiscal Adjustments? |
1 |
2 |
9 |
71 |
3 |
4 |
16 |
258 |
Is the international propagation of financial shocks non-linear?: Evidence from the ERM |
0 |
1 |
6 |
377 |
0 |
1 |
8 |
695 |
Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
349 |
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs |
0 |
1 |
1 |
164 |
1 |
3 |
5 |
504 |
Measuring monetary policy with VAR models: An evaluation |
0 |
1 |
7 |
380 |
2 |
7 |
34 |
968 |
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy |
0 |
0 |
1 |
8 |
0 |
3 |
5 |
33 |
Modelling and Forecasting Fiscal Variables for the Euro Area* |
0 |
0 |
0 |
86 |
0 |
1 |
2 |
278 |
Modelling and forecasting government bond spreads in the euro area: A GVAR model |
1 |
2 |
8 |
234 |
3 |
5 |
19 |
590 |
Monetary policy inertia: More a fiction than a fact? |
0 |
0 |
0 |
74 |
1 |
3 |
5 |
244 |
Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 |
0 |
0 |
0 |
28 |
1 |
1 |
1 |
101 |
Oil investment in the North Sea |
0 |
0 |
0 |
93 |
0 |
0 |
0 |
325 |
On the statistical identification of DSGE models |
0 |
0 |
2 |
278 |
0 |
1 |
9 |
845 |
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy |
0 |
1 |
1 |
74 |
0 |
1 |
2 |
266 |
Principal components at work: the empirical analysis of monetary policy with large data sets |
0 |
0 |
1 |
456 |
6 |
6 |
11 |
1,342 |
Should the Euro Area Be Run as a Closed Economy? |
0 |
0 |
0 |
111 |
1 |
1 |
1 |
287 |
Sovereign spreads in the eurozone: which prospects for a Eurobond? |
0 |
0 |
2 |
294 |
1 |
1 |
8 |
595 |
Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf |
0 |
0 |
0 |
84 |
0 |
0 |
0 |
425 |
Taylor rules and the term structure |
0 |
0 |
0 |
134 |
0 |
0 |
3 |
297 |
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
108 |
The econometrics of macroeconomics, finance, and the interface |
1 |
1 |
1 |
437 |
1 |
1 |
3 |
824 |
The output effect of fiscal consolidation plans |
5 |
7 |
13 |
187 |
9 |
15 |
39 |
568 |
Uncertainty on monetary policy and the expectations model of the term structure of interest rates |
0 |
0 |
1 |
49 |
0 |
0 |
1 |
142 |
What Do We Know about the Effects of Austerity? |
0 |
0 |
1 |
33 |
0 |
0 |
3 |
96 |
Yield spreads on EMU government bonds |
1 |
2 |
10 |
1,192 |
7 |
9 |
31 |
2,475 |
Total Journal Articles |
12 |
29 |
100 |
6,845 |
50 |
94 |
338 |
19,611 |