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 2 3 9 181
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 19 3 6 21 92
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 17 1 2 7 45
A Red Letter Day? 0 0 0 157 1 3 16 967
A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing 0 0 1 32 5 8 12 122
Asset Pricing vs Asset Expected Returning in Factor Models 0 0 1 47 1 4 13 177
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models 0 1 2 29 0 3 9 55
Austerity and Public debt Dynamics 0 1 4 52 2 9 21 114
Austerity in 2009-2013 0 0 1 90 1 5 14 234
Austerity in 2009-2013 0 1 1 320 5 9 20 694
Consumption and the Sale of the Crown's Land 0 0 0 0 0 4 5 14
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 0 0 0 119 4 4 13 393
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 0 0 0 86 2 3 8 352
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 70 2 3 8 240
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 1 33 4 5 17 118
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 1 99 1 1 7 223
Creating a Safe Asset without Debt Mutualization: the Opportunity of a European Debt Agency 0 0 1 3 4 5 7 15
Debt and the Effects of Fiscal Policy 0 0 2 128 2 6 89 500
Debt and the Effects of Fiscal Policy 0 0 3 468 3 4 13 950
Debt and the effects of fiscal policy 0 0 1 333 1 4 19 754
Debt and the effects of fiscal policy 0 0 1 564 4 10 35 2,175
Deficits, Money Growth and Inflation in Italy 1865-1990 0 0 0 3 3 3 9 22
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns 0 0 1 179 2 3 16 497
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns 0 0 2 47 3 10 26 206
Demographics and The Behaviour of Interest Rates 0 0 0 108 4 5 29 448
Demographics and fluctuations in Dividend/Price 0 0 0 59 2 3 12 289
Demographics and the Econometrics of the Term Structure of Stock Market Risk 0 0 0 38 4 5 12 143
Demographics and the Secular Stagnation Hypothesis in Europe 1 1 1 160 4 7 21 239
Does Macroeconomics Help Understand the Term Structure of Interest Rates? 0 0 0 247 4 7 14 1,237
Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? 0 0 0 140 1 2 8 732
Effects of Austerity: Expenditure- and Tax-based Approaches 0 0 3 123 7 8 27 282
Error Correction and Forward-looking Models for the U.K. Consumers' Expenditure 0 0 0 1 1 4 9 19
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 0 34 5 11 24 149
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 0 32 1 2 7 143
Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability 0 0 0 124 4 8 17 484
Extracting Information from Asset Prices: The Methodology of EMU Calculators 0 0 0 43 6 11 20 494
Extracting Information from Asset Prices: the Methodology of EMU Calculators 0 0 0 148 1 5 12 778
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 4 4 18 1,060
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 2 4 12 563
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 5 10 12 606
Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S 0 0 3 468 1 4 26 1,270
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 3 3 14 671
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 99 2 2 6 344
Forecasting Italian inflation with large datasets and many models 0 0 0 155 1 2 5 529
High Yielders: the Spread on German Interest Rates 0 0 0 1 2 6 18 806
High Yields: The Spread on German Interest Rates 0 0 0 162 0 2 16 1,100
High Yields: The Spread on German Interest Rates 0 0 1 149 0 4 19 1,103
How Does Liquidity Affect Government Bond Yields? 0 0 0 128 1 2 10 461
How Does Liquidity Affect Government Bond Yields? 0 0 0 272 2 3 28 1,341
How Does Liquidity Affect Government Bond Yields? 0 0 0 440 3 5 19 1,684
How Large Are the Effects of Tax Changes? 0 0 0 32 3 5 13 129
How do European Monetary and Fiscal Authorities Behave? 0 0 0 318 0 0 5 683
How do European monetary and fiscal authorities behave? 0 0 1 442 3 4 13 1,258
How large are the effects of tax changes? 0 0 0 70 1 4 13 209
How large are the effects of tax changes? 0 0 0 125 2 3 12 305
Implications of Return Predictability across Horizons for Asset Pricing Models 0 0 0 29 5 9 15 84
Implications of return predictability for consumption dynamics and asset pricing 0 0 0 8 0 2 9 24
Inflation Targeting and Debt: Lessons from Brazil 0 0 1 411 6 7 19 1,465
Inflation Targeting and Debt: Lessons from Brazil 0 0 1 392 1 7 14 911
Information from financial markets and VAR measures of monetary policy 0 0 0 319 2 4 14 1,047
Insider Trading, Traded Volume and Returns 1 1 2 153 5 6 21 509
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 0 0 31 1 2 10 72
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 1 1 92 1 5 15 245
Large Datasets, Small Models and Monetary Policy in Europe 0 0 1 153 5 6 16 1,007
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 112 2 6 10 645
Looking for Contagion: Evidence from the ERM 0 0 0 199 0 2 4 739
Looking for Contagion: the Evidence from the ERM 0 0 0 66 1 2 10 266
Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 0 0 0 220 1 4 13 628
Measuring Co-Movements Between US and European Stock Markets 0 0 0 152 1 2 5 481
Measuring Co-movements Between US and European Stock Markets 1 1 1 385 5 7 24 1,023
Measuring Monetary Policy in Open Economies 0 0 0 372 0 0 9 952
Measuring Monetary Policy in Open Economies 0 0 0 301 1 3 11 1,049
Measuring Monetary Policy with VAR Models: An Evaluation 0 1 1 587 3 5 12 1,468
Measuring Monetary Policy with VAR Models: an Evaluation 0 0 0 1,540 2 3 19 3,216
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 0 1 179 2 4 19 544
Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models 0 1 1 495 1 6 23 1,162
Model Uncertainty, Thick Modelling and the Predictability of Stock Returns 0 0 0 236 0 2 10 641
Model Uncertainty, Thick Modelling and the predictability of Stock Returns 0 0 1 578 3 6 21 1,842
Modeling and identifying central banks' preferences 0 0 0 201 5 7 15 649
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 0 305 2 5 18 660
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 0 1 20 408
Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model 0 0 0 190 4 5 12 373
Modelling and Identifying Central Banks' Preferences 0 0 0 155 0 2 8 504
Monetary Policy Inertia: More a Fiction than a fact? 0 0 0 60 0 6 13 170
Monetary Policy and Bond Prices with Drifting Equilibrium Rates 0 0 0 1 1 2 4 29
Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey 0 0 0 170 1 7 12 427
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? 0 0 0 142 2 2 9 871
Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey 0 0 1 136 1 3 13 379
Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S 0 0 3 432 3 6 18 1,239
Monetary-Fiscal Mix and Inflation Performance: Evidence from the US 0 0 0 260 1 3 16 900
Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 0 0 0 1 2 5 10 23
Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund 0 0 0 73 1 4 15 183
Oil Investment in the North Sea 0 0 0 0 1 1 4 898
Oil Investment in the North Sea 0 0 0 0 1 1 6 35
On the Statistical Identification of DSGE Models 0 0 0 422 2 4 11 1,118
On the Statistical Identification of DSGE Models 0 0 1 135 1 3 9 336
Ottimizzazione intertemporale e metodi econometrici in economia 0 0 1 11 0 0 6 211
Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy 0 0 0 8 0 0 8 123
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 0 81 4 4 9 295
Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy 0 0 0 148 3 8 19 619
Principal components at work: The empirical analysis of monetary policy with large datasets 0 2 2 794 3 6 18 2,369
Progress in Medicine, Limits to Life and Forecasting Mortality 0 0 0 48 2 2 10 339
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 0 2 300 1 1 17 591
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 0 0 120 0 0 7 293
Recursive `thick´ modeling of excess returns and portfolio allocation 0 0 0 174 1 3 10 797
Restarting the economy while saving lives under Covid-19 0 0 0 59 2 4 16 205
Should the Euro Area be Run as a Closed Economy? 0 0 0 92 3 8 14 277
Should the Euro Area be Run as a Closed Economy? 0 0 0 119 4 13 39 330
Sovereign spreads in the Euro Area. Which prospects for a Eurobond? 1 2 3 181 5 8 17 361
Sovereign spreads in the Euro area: Which prospects for a Eurobond? 0 0 0 196 4 5 12 297
Stabilization Policy and the Real Effects of Nominal Shocks 0 0 0 0 1 3 7 13
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 2 3 16 520
THE LUCAS' CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY 0 0 0 0 0 1 6 144
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 5 656
Taxation and the Optimization of Oil Exploration and Production: The U.K. Continental Shelf 0 0 0 1 5 6 8 29
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 1 1 11 463
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 0 19 3 9 18 110
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 277 3 5 10 748
Testing the Lucas Critique: A Review 0 0 1 15 1 4 10 61
Testing the Lucas Critique: A Review 0 0 2 21 0 0 9 61
The ECB and the bond market 0 0 0 51 4 7 13 229
The Econometrics of Monetary Policy: an Overview 0 0 1 583 2 4 20 1,370
The Effects of Fiscal Consolidations: Theory and Evidence 1 1 10 227 21 42 81 637
The Immediate Challenges for the European Central Bank 0 0 1 985 2 8 24 3,719
The Network Effects of Fiscal Adjustments 0 0 0 39 5 7 11 122
The Output Effect of Fiscal Consolidations 0 1 1 358 7 13 26 904
The Performance of Italian Family Firms 0 1 2 159 0 2 15 523
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 0 0 0 223 2 4 11 646
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 0 0 1 322 4 6 23 976
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 0 290 4 6 12 1,153
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 0 632 2 6 14 2,253
The effects of Fiscal Consolidations: Theory and Evidence 1 1 2 98 3 5 19 221
The output effect of fiscal consolidation plans 0 0 0 84 2 8 20 309
The output effect of fiscal consolidations 0 0 0 169 2 4 10 522
The output effect of fiscal consolidations 0 1 2 149 0 3 8 250
The output effect of fiscal consolidations 0 0 2 72 1 7 27 256
Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS 0 0 0 3 1 1 8 23
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 1 3 13 488
Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates 0 0 0 87 1 4 16 297
Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates 0 0 0 156 1 3 9 440
Valutation, Liquidity and Risk in Government Bond Markets 0 0 1 303 1 5 16 1,217
What Do We Know About Fiscal Multipliers? 0 0 0 119 1 2 8 197
What do we know about the effects of Austerity? 0 1 2 154 8 10 19 343
What do we know about the effects of austerity? 0 1 2 73 0 3 18 277
Why are Brazil´s Interest Rates so High? 0 1 1 1,675 1 3 10 5,976
Total Working Papers 6 21 87 27,494 335 689 2,174 91,181

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 1 221 1 3 10 878
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 3 0 2 6 70
A spectral estimation of tempered stable stochastic volatility models and option pricing 0 0 0 2 0 1 7 42
APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 0 1 2 316 3 4 12 673
Comment 0 0 0 0 0 0 0 25
Comments on "Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model" 0 0 0 49 2 2 6 130
Contagion in the EMU – The Role of Eurobonds with OMTs 0 0 0 18 2 3 9 61
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 2 70 1 1 22 283
Deficits, Money Growth and Inflation in Italy: 1875–1994 0 0 1 15 0 3 8 55
Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns 0 0 0 50 3 4 9 200
Demographics and US Stock Market Fluctuations * 0 0 0 11 1 1 3 69
Demographics and the Behavior of Interest Rates 0 0 2 61 7 11 40 264
Editor's Choice Austerity in 2009–13 0 0 1 20 1 3 8 92
Effects of Austerity: Expenditure- and Tax-Based Approaches 1 1 5 82 10 18 69 363
Error Correction and Forward Looking Models for UK Consumers' Expenditure 0 0 0 0 1 2 9 173
Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability 0 0 0 48 1 3 14 277
Explaining co-movements between stock markets: The case of US and Germany 0 0 0 117 0 0 4 321
Extracting information from asset prices: The methodology of EMU calculators 0 0 0 36 4 5 17 232
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 2 164 3 4 11 520
Financial markets' assessments of EMU: A comment 0 0 0 5 1 1 6 108
High Yields: The Spread on German Interest Rates 0 0 0 229 0 6 14 1,050
How Do Monetary and Fiscal Policy Interact in the European Monetary Union? [with Comments] 0 0 0 3 1 6 9 15
How Does Liquidity Affect Government Bond Yields? 0 0 0 215 1 5 18 540
How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison 0 0 0 6 2 2 7 49
Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003) 0 0 0 167 1 3 4 452
Immediate challenges for the European Central Bank 0 0 0 7 3 4 13 41
Implications of Return Predictability for Consumption Dynamics and Asset Pricing 0 0 0 4 2 3 8 34
Information from financial markets and VAR measures of monetary policy 0 0 2 103 5 8 18 353
Is it the “How” or the “When” that Matters in Fiscal Adjustments? 0 0 4 75 4 7 24 287
Is the international propagation of financial shocks non-linear?: Evidence from the ERM 0 0 3 380 2 4 16 711
Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 0 0 0 0 4 6 23 372
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 1 2 167 3 9 25 531
Measuring monetary policy with VAR models: An evaluation 0 0 2 383 3 8 24 998
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 0 0 8 2 4 19 53
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 1 2 12 290
Modelling and forecasting government bond spreads in the euro area: A GVAR model 0 0 1 235 0 2 16 606
Monetary policy inertia: More a fiction than a fact? 0 0 0 74 1 6 10 254
Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 0 0 0 28 0 3 7 108
Oil investment in the North Sea 0 0 0 93 0 1 3 328
On the statistical identification of DSGE models 0 0 0 278 2 6 31 876
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 0 74 2 4 15 281
Principal components at work: the empirical analysis of monetary policy with large data sets 0 1 1 457 2 8 14 1,357
Should the Euro Area Be Run as a Closed Economy? 0 0 0 111 2 4 14 301
Sovereign spreads in the eurozone: which prospects for a Eurobond? 0 0 1 295 2 5 19 614
Stabilising market expectations through a market tool: a proposal for an enhanced TPI 0 0 1 1 1 6 14 17
Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf 0 0 0 84 1 1 7 433
Taylor rules and the term structure 0 0 1 135 3 4 13 310
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 2 7 19 127
The econometrics of macroeconomics, finance, and the interface 0 0 0 437 4 5 12 836
The output effect of fiscal consolidation plans 0 3 11 201 2 11 51 626
Uncertainty on monetary policy and the expectations model of the term structure of interest rates 0 0 0 49 0 6 12 154
What Do We Know about the Effects of Austerity? 0 0 2 37 2 4 19 118
Yield spreads on EMU government bonds 1 2 17 1,210 8 12 48 2,526
Total Journal Articles 2 9 64 6,920 109 243 828 20,484

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 4 14 477
Total Books 0 0 0 0 0 4 14 477

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 1 3 13 20
Comment on "Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model" 0 0 0 5 1 1 9 58
Comment on "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk" 0 0 0 16 2 3 11 77
Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment 0 0 3 16 2 3 11 51
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 0 0 0 4 7 17 92
Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey 0 0 0 2 3 6 9 25
The Econometrics of Monetary Policy: An Overview 0 0 0 0 2 3 11 24
The Output Effect of Fiscal Consolidation Plans 0 0 0 0 4 6 18 115
Total Chapters 0 0 3 39 19 32 99 462

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