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 Red Letter Day? 2 4 9 108 6 15 53 732
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 0 1 8 91 9 14 44 238
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 1 1 7 54 1 5 22 169
Debt and the Effects of Fiscal Policy 4 11 45 142 9 26 85 277
Debt and the Effects of Fiscal Policy 1 4 12 73 4 12 39 191
Debt and the effects of fiscal policy 5 15 55 115 10 28 101 194
Debt and the effects of fiscal policy 3 11 59 162 8 34 134 337
Demographics and fluctuations in Dividend/Price 3 4 15 15 5 10 48 48
Does Macroeconomics Help Understand the Term Structure of Interest Rates? 5 6 11 219 8 16 52 1,085
Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? 1 2 6 125 4 16 50 587
Euro area money demand and international portfolio allocation - a contribution to assessing risks to price stability 3 8 41 59 12 25 97 123
Extracting Information from Asset Prices: The Methodology of EMU Calculators 0 0 0 32 1 4 16 305
Extracting Information from Asset Prices: the Methodology of EMU Calculators 0 1 4 126 2 7 22 605
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 4 10 35 220 8 17 106 685
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 2 2 7 112 3 7 27 430
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 1 2 15 98 8 36 102 395
Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S 5 13 44 160 10 29 123 432
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 2 11 63 1 10 49 187
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 1 2 12 68 5 11 36 223
Forecasting Italian inflation with large datasets and many models 2 3 10 121 3 5 24 390
High Yielders: the Spread on German Interest Rates 0 0 0 1 4 7 31 643
High Yields: The Spread on German Interest Rates 1 1 14 131 6 8 73 935
High Yields: The Spread on German Interest Rates 3 5 14 114 9 30 82 898
How Does Liquidity Affect Government Bond Yields? 2 7 28 52 7 29 107 208
How Does Liquidity Affect Government Bond Yields? 9 24 100 174 24 80 309 580
How Does Liquidity Affect Government Bond Yields? 3 9 45 115 11 36 166 397
How Large Are the Effects of Tax Changes? 2 2 2 2 2 2 2 2
How do European Monetary and Fiscal Authorities Behave? 3 4 15 219 6 8 30 455
How do European monetary and fiscal authorities behave? 5 8 40 246 11 28 118 652
How large are the effects of tax changes? 4 24 27 27 11 45 53 53
Inflation Targeting and Debt: Lessons from Brazil 3 6 35 254 4 11 58 559
Inflation Targeting and Debt: Lessons from Brazil 7 7 43 314 18 31 143 1,058
Information from financial markets and VAR measures of monetary policy 1 5 12 251 3 12 40 792
Large Datasets, Small Models and Monetary Policy in Europe 0 3 11 82 6 14 51 484
Large Datasets, Small Models and Monetary Policy in Europe 0 3 18 101 9 22 106 640
Looking for Contagion: Evidence from the ERM 1 4 21 152 1 6 31 576
Looking for Contagion: the Evidence from the ERM 0 0 4 45 0 0 9 166
Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 2 9 25 117 3 13 37 305
Measuring Co-Movements Between US and European Stock Markets 0 0 4 132 1 5 21 370
Measuring Co-movements Between US and European Stock Markets 0 3 13 304 5 10 30 671
Measuring Monetary Policy in Open Economies 5 11 31 250 14 26 91 865
Measuring Monetary Policy in Open Economies 2 6 18 316 4 10 32 781
Measuring Monetary Policy with VAR Models: An Evaluation 2 2 23 436 3 9 59 1,053
Measuring Monetary Policy with VAR Models: an Evaluation 10 25 111 896 16 43 188 1,778
Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models 17 33 100 208 22 53 181 388
Model Uncertainty, Thick Modelling and the Predictability of Stock Returns 2 3 16 211 5 14 56 475
Model Uncertainty, Thick Modelling and the predictability of Stock Returns 3 7 38 408 14 41 166 1,130
Modeling and identifying central banks' preferences 1 3 10 161 3 5 24 449
Modelling and Forecasting Fiscal Variables for the Euro Area 3 8 22 92 4 12 39 188
Modelling and Forecasting Fiscal Variables for the euro Area 1 3 12 75 1 12 36 183
Modelling and Identifying Central Banks' Preferences 2 4 12 120 3 6 24 370
Monetary Policy Inertia: More a Fiction than a fact? 2 8 33 33 6 16 34 34
Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey 0 2 4 150 2 9 20 330
Monetary Policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey 1 5 18 95 2 7 35 250
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? 2 2 7 122 11 15 54 721
Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S 2 10 29 251 2 15 75 654
Monetary-Fiscal Mix and Inflation Performance: Evidence from the US 2 5 17 185 3 7 38 679
Oil Investment in the North Sea 0 0 0 0 7 17 41 710
On the Statistical Identification of DSGE Models 2 8 83 83 12 31 108 108
On the Statistical Identification of DSGE Models 10 21 98 220 36 61 248 481
Ottimizzazione intertemporale e metodi econometrici in economia 0 0 0 0 1 3 12 82
Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy 0 0 0 0 0 6 21 80
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 1 2 6 63 1 2 11 179
Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy 2 3 12 121 3 5 24 488
Principal components at work: The empirical analysis of monetary policy with large datasets 3 17 53 546 16 58 163 1,465
Recursive `thick´ modeling of excess returns and portfolio allocation 4 8 12 131 7 18 53 528
Should the Euro Area be Run as a Closed Economy? 1 2 18 43 4 8 32 85
Should the Euro Area be Run as a Closed Economy? 2 5 13 48 5 13 40 90
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 2 6 37 183
THE LUCAS' CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY 0 0 0 0 1 6 17 71
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 2 3 32 574
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 3 4 20 130 6 11 54 272
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 1 7 40 160 12 23 117 297
The Econometrics of Monetary Policy: an Overview 8 18 65 131 9 27 116 228
The Immediate Challenges for the European Central Bank 4 7 27 847 10 25 75 3,294
The Performance of Italian Family Firms 2 4 15 92 6 16 50 263
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 1 2 17 151 2 11 54 433
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 4 11 42 173 10 27 102 455
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 2 5 21 513 5 15 50 1,887
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 5 20 234 1 13 55 966
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 2 5 12 368
Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates 0 0 3 78 3 3 9 222
Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates 1 3 11 121 2 8 25 325
Valutation, Liquidity and Risk in Government Bond Markets 5 8 17 192 13 27 96 689
Why are Brazil´s Interest Rates so High? 19 45 136 935 74 161 503 3,252
Total Working Papers 221 548 2,107 14,018 625 1,633 6,036 46,480


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 4 20 109 4 9 36 604
APPLIED MACROECONOMETRICS 2 13 42 42 7 21 67 67
Comments on "Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model" 0 0 0 20 0 0 1 53
Error Correction and Forward Looking Models for UK Consumers' Expenditure 0 0 0 0 0 0 8 115
Explaining co-movements between stock markets: The case of US and Germany 1 3 14 62 3 6 22 121
Extracting information from asset prices: The methodology of EMU calculators 0 0 2 26 0 1 7 127
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 2 6 21 81 2 12 43 238
Financial markets' assessments of EMU: A comment 0 0 0 1 0 1 4 46
High Yields: The Spread on German Interest Rates 1 2 20 100 3 6 41 616
Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003) 0 1 8 55 0 4 25 190
Immediate challenges for the European Central Bank 1 2 9 27 2 5 19 86
Information from financial markets and VAR measures of monetary policy 0 1 7 43 0 1 15 121
Is the international propagation of financial shocks non-linear?: Evidence from the ERM 6 17 42 121 8 24 65 209
Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 0 0 0 0 1 5 19 167
Measuring monetary policy with VAR models: An evaluation 3 8 27 165 5 13 52 360
Modelling and Forecasting Fiscal Variables for the Euro Area 0 1 3 38 1 8 21 136
Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 0 0 0 18 0 1 3 58
Oil investment in the North Sea 2 5 13 56 3 8 23 203
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 2 3 4 46 4 6 15 161
Principal components at work: the empirical analysis of monetary policy with large data sets 5 12 41 285 14 39 137 843
Should the Euro Area Be Run as a Closed Economy? 1 3 24 30 5 13 47 68
Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf 0 1 7 69 1 2 25 356
Taylor rules and the term structure 1 4 25 91 1 7 36 163
Technical Efficiency and Scale Efficiency in the Italian Banking Sector: A Non-parametric Approach 0 0 0 36 61 106 238 791
Testing the lucas critique: A review 9 17 43 61 12 28 89 129
The econometrics of macroeconomics, finance, and the interface 5 10 30 294 7 15 55 545
Uncertainty on monetary policy and the expectations model of the term structure of interest rates 1 2 5 30 2 4 9 73
Yield spreads on EMU government bonds 9 20 130 426 12 35 188 850
Total Journal Articles 52 135 537 2,332 158 380 1,310 7,496


Statistics updated 2009-12-07