| 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 |