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 17 0 0 0 38
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 1 18 0 0 3 66
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 33 0 0 0 170
A Red Letter Day? 1 1 2 153 1 1 4 929
A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing 0 0 1 30 1 1 2 108
Asset Pricing vs Asset Expected Returning in Factor Models 0 0 2 45 0 1 30 160
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models 0 1 1 27 0 3 6 44
Austerity and Public debt Dynamics 0 0 6 41 1 2 9 78
Austerity in 2009-2013 0 1 3 317 1 3 9 662
Austerity in 2009-2013 0 0 1 89 2 3 6 218
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 1 1 1 86 1 1 2 343
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 1 1 1 119 1 1 1 379
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 1 70 0 1 3 228
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 1 97 0 1 4 215
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 32 0 1 1 98
Creating a Safe Asset without Debt Mutualization: the Opportunity of a European Debt Agency 0 0 0 1 0 1 2 5
Debt and the Effects of Fiscal Policy 0 0 3 463 1 3 11 920
Debt and the Effects of Fiscal Policy 1 1 1 124 2 3 5 398
Debt and the effects of fiscal policy 0 2 8 320 1 5 22 700
Debt and the effects of fiscal policy 1 1 3 559 1 1 8 2,122
Deficits, Money Growth and Inflation in Italy 1865-1990 0 0 0 3 0 0 0 12
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns 0 0 0 44 0 0 1 177
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns 0 0 2 178 0 0 4 479
Demographics and The Behaviour of Interest Rates 0 0 0 107 0 0 2 414
Demographics and fluctuations in Dividend/Price 0 0 0 59 0 0 1 274
Demographics and the Econometrics of the Term Structure of Stock Market Risk 0 0 0 38 0 0 0 130
Demographics and the Secular Stagnation Hypothesis in Europe 1 1 5 155 1 1 7 205
Does Macroeconomics Help Understand the Term Structure of Interest Rates? 0 0 0 246 0 0 1 1,221
Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? 0 0 0 140 0 0 0 723
Effects of Austerity: Expenditure- and Tax-based Approaches 1 1 11 118 5 7 30 244
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 34 0 0 1 123
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 0 32 0 0 21 133
Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability 0 0 1 122 0 0 22 459
Extracting Information from Asset Prices: The Methodology of EMU Calculators 0 0 0 43 0 0 24 473
Extracting Information from Asset Prices: the Methodology of EMU Calculators 0 0 0 148 0 0 0 763
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 1 150 0 0 2 594
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 302 0 0 0 1,039
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 1 1 2 126 1 1 5 550
Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S 0 1 6 460 0 2 10 1,226
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 1 655
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 1 338
Forecasting Italian inflation with large datasets and many models 0 1 3 153 0 1 3 519
High Yielders: the Spread on German Interest Rates 0 0 0 1 0 0 1 786
High Yields: The Spread on German Interest Rates 0 0 0 148 0 0 0 1,082
High Yields: The Spread on German Interest Rates 0 0 0 162 0 0 2 1,082
How Does Liquidity Affect Government Bond Yields? 0 0 4 127 0 1 7 446
How Does Liquidity Affect Government Bond Yields? 0 0 0 440 0 3 14 1,659
How Does Liquidity Affect Government Bond Yields? 0 0 0 270 0 0 1 1,307
How Large Are the Effects of Tax Changes? 0 0 0 32 0 0 0 115
How do European Monetary and Fiscal Authorities Behave? 0 2 5 314 0 4 10 672
How do European monetary and fiscal authorities behave? 0 3 5 439 0 3 10 1,238
How large are the effects of tax changes? 0 0 0 125 0 0 1 291
How large are the effects of tax changes? 0 0 0 70 0 0 3 193
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 1 2 15
Inflation Targeting and Debt: Lessons from Brazil 0 0 0 410 0 1 2 1,444
Inflation Targeting and Debt: Lessons from Brazil 0 0 2 391 1 1 8 892
Information from financial markets and VAR measures of monetary policy 0 0 2 317 0 0 6 1,023
Insider Trading, Traded Volume and Returns 0 0 0 146 0 0 3 473
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 0 0 30 1 2 3 59
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 0 4 91 0 0 5 217
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 110 0 0 1 629
Large Datasets, Small Models and Monetary Policy in Europe 0 0 1 152 0 0 5 987
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 0 255
Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 1 1 1 216 1 1 1 607
Measuring Co-Movements Between US and European Stock Markets 0 0 0 152 0 0 1 475
Measuring Co-movements Between US and European Stock Markets 0 0 0 383 0 0 2 997
Measuring Monetary Policy in Open Economies 0 1 1 370 0 1 1 941
Measuring Monetary Policy in Open Economies 0 0 0 299 0 0 1 1,032
Measuring Monetary Policy with VAR Models: An Evaluation 1 1 4 584 1 2 15 1,450
Measuring Monetary Policy with VAR Models: an Evaluation 0 2 9 1,536 1 4 19 3,186
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 0 1 175 3 4 6 516
Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models 0 0 0 494 0 0 7 1,127
Model Uncertainty, Thick Modelling and the Predictability of Stock Returns 0 0 0 235 0 0 2 630
Model Uncertainty, Thick Modelling and the predictability of Stock Returns 0 0 1 575 0 0 1 1,817
Modeling and identifying central banks' preferences 0 0 1 200 1 1 7 629
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 1 297 0 0 3 630
Modelling and Forecasting Fiscal Variables for the euro Area 0 1 2 134 0 1 2 380
Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model 0 0 0 189 0 0 2 358
Modelling and Identifying Central Banks' Preferences 0 0 0 155 0 1 1 493
Monetary Policy Inertia: More a Fiction than a fact? 1 1 1 60 1 1 2 157
Monetary Policy and Bond Prices with Drifting Equilibrium Rates 0 0 0 0 2 3 6 17
Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey 0 0 0 167 0 0 0 410
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? 0 0 1 140 1 1 2 857
Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey 0 0 1 135 0 0 1 364
Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S 0 0 5 424 3 8 19 1,205
Monetary-Fiscal Mix and Inflation Performance: Evidence from the US 1 1 2 260 1 3 4 883
Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 0 0 0 1 0 0 0 11
Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund 1 2 6 67 3 5 18 141
Oil Investment in the North Sea 0 0 0 0 0 0 0 893
Oil Investment in the North Sea 0 0 0 0 0 0 1 26
On the Statistical Identification of DSGE Models 1 1 1 133 2 2 4 320
On the Statistical Identification of DSGE Models 0 1 3 420 0 2 6 1,090
Ottimizzazione intertemporale e metodi econometrici in economia 0 0 0 9 0 0 0 201
Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy 0 0 0 7 0 0 0 113
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 0 81 0 0 1 285
Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy 0 0 1 148 0 0 2 599
Principal components at work: The empirical analysis of monetary policy with large datasets 0 1 2 790 0 1 4 2,345
Progress in Medicine, Limits to Life and Forecasting Mortality 0 0 0 48 0 0 1 327
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 0 0 119 0 0 0 282
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 0 1 294 1 1 4 565
Recursive `thick´ modeling of excess returns and portfolio allocation 0 0 0 174 0 0 0 785
Restarting the economy while saving lives under Covid-19 0 2 6 59 1 5 15 175
Should the Euro Area be Run as a Closed Economy? 0 0 0 92 0 0 0 258
Should the Euro Area be Run as a Closed Economy? 0 0 0 119 0 0 1 289
Sovereign spreads in the Euro Area. Which prospects for a Eurobond? 0 0 1 174 1 2 7 334
Sovereign spreads in the Euro area: Which prospects for a Eurobond? 0 0 4 194 0 0 8 282
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 1 2 7 501
THE LUCAS' CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY 0 0 0 0 0 0 1 137
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 0 0 0 0 1 19
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 1 1 4 451
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 1 17 0 1 3 86
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 276 1 1 3 734
Testing the Lucas Critique: A Review 0 0 0 13 1 1 1 47
Testing the Lucas Critique: A Review 0 1 3 18 1 2 5 46
The ECB and the bond market 0 0 1 50 0 1 2 213
The Econometrics of Monetary Policy: an Overview 0 0 0 578 1 2 9 1,334
The Effects of Fiscal Consolidations: Theory and Evidence 0 3 8 213 0 5 38 520
The Immediate Challenges for the European Central Bank 1 2 4 980 1 5 15 3,683
The Network Effects of Fiscal Adjustments 0 0 1 38 0 2 9 105
The Output Effect of Fiscal Consolidations 0 0 0 354 1 1 3 865
The Performance of Italian Family Firms 0 0 1 154 0 0 1 500
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 1 1 2 223 2 2 3 632
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 0 0 1 319 2 2 5 949
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 1 290 0 1 2 1,140
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 2 630 1 4 6 2,233
The effects of Fiscal Consolidations: Theory and Evidence 1 2 6 95 1 5 15 191
The output effect of fiscal consolidation plans 0 0 0 83 1 1 3 273
The output effect of fiscal consolidations 0 0 0 169 0 0 1 510
The output effect of fiscal consolidations 0 0 2 146 0 0 3 238
The output effect of fiscal consolidations 0 0 0 67 1 1 3 216
Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS 0 0 0 3 0 0 0 11
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 0 0 0 474
Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates 0 0 1 87 0 0 1 278
Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates 0 0 1 156 0 0 1 430
Valutation, Liquidity and Risk in Government Bond Markets 0 0 1 301 0 0 4 1,194
What Do We Know About Fiscal Multipliers? 0 1 1 117 0 1 2 186
What do we know about the effects of Austerity? 0 0 4 151 1 2 10 315
What do we know about the effects of austerity? 0 1 2 71 0 1 4 254
Why are Brazil´s Interest Rates so High? 0 0 0 1,673 0 2 5 5,961
Total Working Papers 17 45 189 27,224 62 155 695 88,185


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 1 220 0 1 3 860
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 1 2 0 1 2 63
A spectral estimation of tempered stable stochastic volatility models and option pricing 0 0 0 2 0 0 0 33
APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 0 0 3 308 0 0 9 648
Comment 0 0 0 0 0 0 0 23
Comments on "Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model" 0 0 1 49 0 0 2 124
Contagion in the EMU – The Role of Eurobonds with OMTs 0 0 1 18 0 0 4 50
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 2 65 1 2 7 252
Deficits, Money Growth and Inflation in Italy: 1875–1994 0 1 2 13 0 2 5 45
Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns 0 0 2 49 0 0 2 186
Demographics and US Stock Market Fluctuations * 0 0 0 11 0 0 1 66
Demographics and the Behavior of Interest Rates 0 0 1 54 0 1 9 209
Editor's Choice Austerity in 2009–13 0 0 0 19 0 0 0 83
Effects of Austerity: Expenditure- and Tax-Based Approaches 1 4 16 66 2 12 41 258
Error Correction and Forward Looking Models for UK Consumers' Expenditure 0 0 0 0 0 0 1 164
Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability 0 1 2 46 0 1 22 255
Explaining co-movements between stock markets: The case of US and Germany 0 0 0 116 0 1 2 314
Extracting information from asset prices: The methodology of EMU calculators 0 0 1 35 1 1 3 213
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 1 2 159 0 1 5 503
Financial markets' assessments of EMU: A comment 0 0 1 5 0 0 1 102
High Yields: The Spread on German Interest Rates 0 0 0 229 1 2 6 1,036
How Do Monetary and Fiscal Policy Interact in the European Monetary Union? [with Comments] 0 0 0 3 0 0 0 5
How Does Liquidity Affect Government Bond Yields? 1 2 3 212 1 2 7 509
How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison 0 0 0 5 0 0 0 41
Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003) 0 0 2 167 0 1 4 447
Immediate challenges for the European Central Bank 0 0 2 7 1 2 5 20
Implications of Return Predictability for Consumption Dynamics and Asset Pricing 0 0 0 4 0 1 3 24
Information from financial markets and VAR measures of monetary policy 0 1 3 93 1 10 17 315
Is it the “How” or the “When” that Matters in Fiscal Adjustments? 2 2 4 61 2 5 19 238
Is the international propagation of financial shocks non-linear?: Evidence from the ERM 2 3 7 371 2 3 12 686
Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 0 0 0 0 1 1 5 343
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 1 2 163 1 2 6 499
Measuring monetary policy with VAR models: An evaluation 3 9 20 370 4 12 43 919
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 0 0 6 1 1 3 27
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 1 86 0 0 1 275
Modelling and forecasting government bond spreads in the euro area: A GVAR model 0 1 7 223 0 4 16 567
Monetary policy inertia: More a fiction than a fact? 1 2 4 73 3 5 8 237
Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 0 0 2 28 0 0 2 100
Oil investment in the North Sea 0 0 1 93 0 1 3 325
On the statistical identification of DSGE models 0 0 3 275 0 2 7 834
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 1 73 0 0 1 264
Principal components at work: the empirical analysis of monetary policy with large data sets 0 1 4 455 0 3 11 1,324
Should the Euro Area Be Run as a Closed Economy? 0 0 1 111 1 1 4 286
Sovereign spreads in the eurozone: which prospects for a Eurobond? 0 0 3 292 0 1 9 586
Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf 0 0 0 84 0 1 1 425
Taylor rules and the term structure 1 1 1 134 1 1 2 294
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 0 1 1 104
The econometrics of macroeconomics, finance, and the interface 0 1 2 436 0 1 2 820
The output effect of fiscal consolidation plans 3 6 9 172 5 12 36 518
Uncertainty on monetary policy and the expectations model of the term structure of interest rates 0 0 2 48 0 0 2 141
What Do We Know about the Effects of Austerity? 0 0 4 31 3 4 10 89
Yield spreads on EMU government bonds 0 4 15 1,181 3 9 35 2,438
Total Journal Articles 14 42 139 6,723 35 111 400 19,187


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 2 3 9 439
Total Books 0 0 0 0 2 3 9 439


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 0 48
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 4 9 3 3 13 28
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 0 0 0 1 1 6 71
Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey 0 0 0 2 0 0 0 15
The Econometrics of Monetary Policy: An Overview 0 0 0 0 0 1 3 12
The Output Effect of Fiscal Consolidation Plans 0 0 0 0 0 1 5 89
Total Chapters 1 1 4 31 4 6 27 328


Statistics updated 2023-12-04