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 |