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 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


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 1 1 15 460
Total Books 0 0 0 0 1 1 15 460


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment on "Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model" 0 0 0 5 0 0 1 49
Comment on "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk" 0 0 0 15 0 0 0 65
Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment 1 1 3 13 4 4 9 39
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 0 0 0 0 1 4 75
Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey 0 0 0 2 0 1 1 16
The Econometrics of Monetary Policy: An Overview 0 0 0 0 0 0 1 13
The Output Effect of Fiscal Consolidation Plans 0 0 0 0 1 3 5 95
Total Chapters 1 1 3 35 5 9 21 352


Statistics updated 2025-03-03