Access Statistics for Carlo Favero

Author contact details at EconPapers.

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 2 3 3 41
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 19 1 1 6 75
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 33 3 3 4 176
A Red Letter Day? 0 0 1 157 1 4 6 955
A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing 1 1 1 32 2 3 3 113
Asset Pricing vs Asset Expected Returning in Factor Models 0 0 1 47 1 2 6 169
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models 0 0 1 28 1 1 2 48
Austerity and Public debt Dynamics 0 1 6 51 2 6 12 101
Austerity in 2009-2013 0 0 1 319 2 4 8 679
Austerity in 2009-2013 0 0 1 90 2 4 5 225
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 0 119 2 4 5 385
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 0 0 0 86 1 2 5 348
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 1 1 1 33 1 4 7 105
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 70 1 1 2 233
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 1 1 1 99 2 2 2 218
Creating a Safe Asset without Debt Mutualization: the Opportunity of a European Debt Agency 0 0 0 2 0 1 2 9
Debt and the Effects of Fiscal Policy 2 2 3 128 3 4 9 415
Debt and the Effects of Fiscal Policy 2 2 4 468 3 3 13 945
Debt and the effects of fiscal policy 0 0 3 564 2 5 18 2,152
Debt and the effects of fiscal policy 0 0 4 333 0 0 12 737
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 0 1 179 2 3 8 489
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 3 7 425
Demographics and fluctuations in Dividend/Price 0 0 0 59 3 4 6 282
Demographics and the Econometrics of the Term Structure of Stock Market Risk 0 0 0 38 1 1 3 134
Demographics and the Secular Stagnation Hypothesis in Europe 0 0 0 159 2 4 7 223
Does Macroeconomics Help Understand the Term Structure of Interest Rates? 0 0 0 247 0 1 1 1,224
Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? 0 0 0 140 0 1 2 726
Effects of Austerity: Expenditure- and Tax-based Approaches 1 3 3 123 2 6 13 263
Error Correction and Forward-looking Models for the U.K. Consumers' Expenditure 0 0 0 1 1 1 1 11
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 0 32 1 2 4 138
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 0 34 2 2 4 127
Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability 0 0 0 124 2 4 6 472
Extracting Information from Asset Prices: The Methodology of EMU Calculators 0 0 0 43 2 3 3 477
Extracting Information from Asset Prices: the Methodology of EMU Calculators 0 0 0 148 1 3 4 769
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 1 1 1 1,043
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 1 2 3 554
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 0 1 595
Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S 0 1 2 467 5 6 13 1,254
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 1 2 4 660
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 3 3 3 527
High Yielders: the Spread on German Interest Rates 0 0 0 1 1 2 3 790
High Yields: The Spread on German Interest Rates 1 1 1 149 2 3 4 1,087
High Yields: The Spread on German Interest Rates 0 0 0 162 2 4 6 1,089
How Does Liquidity Affect Government Bond Yields? 0 0 0 272 8 9 12 1,324
How Does Liquidity Affect Government Bond Yields? 0 0 0 440 3 7 9 1,673
How Does Liquidity Affect Government Bond Yields? 0 0 0 128 4 4 5 456
How Large Are the Effects of Tax Changes? 0 0 0 32 0 2 2 118
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 1 1 4 1,248
How large are the effects of tax changes? 0 0 0 125 2 4 5 297
How large are the effects of tax changes? 0 0 0 70 0 0 2 197
Implications of Return Predictability across Horizons for Asset Pricing Models 0 0 0 29 0 0 2 71
Implications of return predictability for consumption dynamics and asset pricing 0 0 0 8 2 3 4 19
Inflation Targeting and Debt: Lessons from Brazil 0 0 1 411 3 4 6 1,451
Inflation Targeting and Debt: Lessons from Brazil 0 0 1 392 3 3 9 902
Information from financial markets and VAR measures of monetary policy 0 0 1 319 3 3 8 1,038
Insider Trading, Traded Volume and Returns 0 0 1 151 1 2 6 492
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 0 0 91 1 4 6 234
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 0 1 31 1 2 6 65
Large Datasets, Small Models and Monetary Policy in Europe 0 1 1 153 1 5 6 996
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 112 0 0 0 635
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 3 4 5 261
Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 0 0 1 220 1 2 4 618
Measuring Co-Movements Between US and European Stock Markets 0 0 0 152 0 0 1 477
Measuring Co-movements Between US and European Stock Markets 0 0 1 384 2 5 10 1,007
Measuring Monetary Policy in Open Economies 0 0 1 372 0 1 3 945
Measuring Monetary Policy in Open Economies 0 0 1 301 1 2 4 1,040
Measuring Monetary Policy with VAR Models: An Evaluation 0 0 0 586 2 3 4 1,460
Measuring Monetary Policy with VAR Models: an Evaluation 0 0 0 1,540 5 6 7 3,203
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 0 2 179 4 4 10 532
Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models 0 0 0 494 2 6 9 1,146
Model Uncertainty, Thick Modelling and the Predictability of Stock Returns 0 0 0 236 3 3 4 635
Model Uncertainty, Thick Modelling and the predictability of Stock Returns 1 1 2 578 5 8 11 1,831
Modeling and identifying central banks' preferences 0 0 0 201 1 1 2 636
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 2 305 3 3 6 645
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 3 4 14 396
Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model 0 0 0 190 0 0 2 362
Modelling and Identifying Central Banks' Preferences 0 0 0 155 1 1 1 497
Monetary Policy Inertia: More a Fiction than a fact? 0 0 0 60 0 0 1 158
Monetary Policy and Bond Prices with Drifting Equilibrium Rates 0 0 0 1 2 2 2 27
Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey 0 0 0 170 1 1 4 417
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? 0 0 0 142 1 2 3 864
Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey 0 0 1 136 1 1 5 369
Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S 2 3 4 432 3 6 8 1,228
Monetary-Fiscal Mix and Inflation Performance: Evidence from the US 0 0 0 260 3 3 5 888
Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 0 0 0 1 0 1 2 15
Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund 0 0 0 73 1 3 11 175
Oil Investment in the North Sea 0 0 0 0 2 2 4 31
Oil Investment in the North Sea 0 0 0 0 0 0 1 894
On the Statistical Identification of DSGE Models 0 0 0 134 0 0 2 328
On the Statistical Identification of DSGE Models 0 0 0 422 2 2 4 1,109
Ottimizzazione intertemporale e metodi econometrici in economia 0 1 1 11 0 1 2 206
Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy 0 0 0 8 1 1 2 116
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 0 81 1 2 3 288
Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy 0 0 0 148 0 0 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 4 4 333
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 2 2 300 2 5 9 582
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 0 0 120 2 2 4 288
Recursive `thick´ modeling of excess returns and portfolio allocation 0 0 0 174 3 3 3 790
Restarting the economy while saving lives under Covid-19 0 0 0 59 1 1 6 193
Should the Euro Area be Run as a Closed Economy? 0 0 0 119 1 3 5 295
Should the Euro Area be Run as a Closed Economy? 0 0 0 92 1 1 6 265
Sovereign spreads in the Euro Area. Which prospects for a Eurobond? 0 0 2 179 1 1 8 347
Sovereign spreads in the Euro area: Which prospects for a Eurobond? 0 0 0 196 1 2 4 288
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 1 5 508
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 1 1 1 652
Taxation and the Optimization of Oil Exploration and Production: The U.K. Continental Shelf 0 0 1 1 1 1 3 22
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 2 3 5 457
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 2 19 2 2 4 94
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 15 1 1 4 54
Testing the Lucas Critique: A Review 0 0 2 21 2 3 7 57
The ECB and the bond market 0 0 0 51 0 0 0 216
The Econometrics of Monetary Policy: an Overview 0 0 2 583 4 6 16 1,360
The Effects of Fiscal Consolidations: Theory and Evidence 1 5 9 225 7 21 43 584
The Immediate Challenges for the European Central Bank 0 1 1 985 1 3 6 3,699
The Network Effects of Fiscal Adjustments 0 0 0 39 2 2 4 113
The Output Effect of Fiscal Consolidations 0 0 0 357 0 6 9 885
The Performance of Italian Family Firms 0 0 2 158 2 3 5 512
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 0 0 0 223 2 4 6 639
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 0 0 1 321 1 1 3 955
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 1 632 1 3 7 2,245
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 0 290 1 2 2 1,143
The effects of Fiscal Consolidations: Theory and Evidence 0 0 1 97 2 3 11 207
The output effect of fiscal consolidation plans 0 0 1 84 2 6 10 296
The output effect of fiscal consolidations 0 0 1 71 1 3 18 242
The output effect of fiscal consolidations 0 0 0 169 1 3 5 516
The output effect of fiscal consolidations 0 1 1 148 2 5 5 247
Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS 0 0 0 3 0 2 7 19
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 2 3 4 479
Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates 0 0 0 87 1 2 3 284
Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates 0 0 0 156 1 1 1 432
Valutation, Liquidity and Risk in Government Bond Markets 0 0 1 303 2 2 4 1,205
What Do We Know About Fiscal Multipliers? 0 0 0 119 1 2 3 192
What do we know about the effects of Austerity? 0 0 1 153 1 2 6 328
What do we know about the effects of austerity? 0 0 1 72 4 8 13 269
Why are Brazil´s Interest Rates so High? 0 0 0 1,674 0 1 3 5,968
Total Working Papers 13 28 96 27,465 218 379 768 89,558


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 2 2 5 872
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 3 1 2 2 66
A spectral estimation of tempered stable stochastic volatility models and option pricing 0 0 0 2 1 2 3 37
APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 0 0 3 315 1 1 10 667
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 0 1 125
Contagion in the EMU – The Role of Eurobonds with OMTs 0 0 0 18 1 3 6 56
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 1 2 2 70 4 8 12 272
Deficits, Money Growth and Inflation in Italy: 1875–1994 0 0 1 15 1 1 2 49
Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns 0 0 0 50 0 1 2 192
Demographics and US Stock Market Fluctuations * 0 0 0 11 0 0 0 66
Demographics and the Behavior of Interest Rates 1 1 2 60 3 4 10 230
Editor's Choice Austerity in 2009–13 1 1 1 20 1 3 3 87
Effects of Austerity: Expenditure- and Tax-Based Approaches 1 2 5 79 12 24 41 325
Error Correction and Forward Looking Models for UK Consumers' Expenditure 0 0 0 0 1 1 3 167
Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability 0 0 1 48 3 6 11 270
Explaining co-movements between stock markets: The case of US and Germany 0 0 0 117 1 2 2 319
Extracting information from asset prices: The methodology of EMU calculators 0 0 1 36 1 3 6 219
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 3 164 0 0 5 513
Financial markets' assessments of EMU: A comment 0 0 0 5 0 0 1 103
High Yields: The Spread on German Interest Rates 0 0 0 229 1 2 3 1,039
How Do Monetary and Fiscal Policy Interact in the European Monetary Union? [with Comments] 0 0 0 3 0 0 2 7
How Does Liquidity Affect Government Bond Yields? 0 0 1 215 6 8 12 532
How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison 0 0 1 6 0 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 3 3 5 32
Implications of Return Predictability for Consumption Dynamics and Asset Pricing 0 0 0 4 2 2 5 30
Information from financial markets and VAR measures of monetary policy 0 0 5 103 0 0 9 340
Is it the “How” or the “When” that Matters in Fiscal Adjustments? 0 1 6 75 1 6 21 275
Is the international propagation of financial shocks non-linear?: Evidence from the ERM 0 0 3 379 1 3 7 701
Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 0 0 0 0 4 5 10 358
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 0 3 166 2 2 10 511
Measuring monetary policy with VAR models: An evaluation 1 1 4 383 4 6 22 983
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 0 0 8 2 4 10 40
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 2 2 5 282
Modelling and forecasting government bond spreads in the euro area: A GVAR model 0 0 3 235 4 6 14 599
Monetary policy inertia: More a fiction than a fact? 0 0 0 74 1 2 6 247
Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 0 0 0 28 0 1 2 102
Oil investment in the North Sea 0 0 0 93 0 0 2 327
On the statistical identification of DSGE models 0 0 0 278 4 9 14 858
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 1 74 2 2 3 268
Principal components at work: the empirical analysis of monetary policy with large data sets 0 0 0 456 1 2 10 1,346
Should the Euro Area Be Run as a Closed Economy? 0 0 0 111 1 2 5 291
Sovereign spreads in the eurozone: which prospects for a Eurobond? 1 1 1 295 7 8 9 603
Stabilising market expectations through a market tool: a proposal for an enhanced TPI 0 0 0 0 2 3 5 7
Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf 0 0 0 84 0 0 2 427
Taylor rules and the term structure 0 0 1 135 0 2 5 302
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 1 1 1 109
The econometrics of macroeconomics, finance, and the interface 0 0 1 437 1 1 4 827
The output effect of fiscal consolidation plans 1 2 16 196 4 10 46 599
Uncertainty on monetary policy and the expectations model of the term structure of interest rates 0 0 0 49 0 1 2 144
What Do We Know about the Effects of Austerity? 0 1 4 37 2 5 11 107
Yield spreads on EMU government bonds 1 6 16 1,206 6 14 43 2,509
Total Journal Articles 8 18 86 6,902 97 176 434 19,953


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 9 468
Total Books 0 0 0 0 2 3 9 468


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 5 13 15
Comment on "Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model" 0 0 0 5 1 2 2 51
Comment on "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk" 0 0 1 16 1 1 2 67
Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment 1 1 3 15 3 3 11 46
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 0 0 0 4 7 10 84
Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey 0 0 0 2 1 2 3 18
The Econometrics of Monetary Policy: An Overview 0 0 0 0 1 2 2 15
The Output Effect of Fiscal Consolidation Plans 0 0 0 0 2 4 10 102
Total Chapters 1 1 4 38 14 26 53 398


Statistics updated 2025-12-06