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 |