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 19 2 3 8 77
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 17 1 4 4 42
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 33 1 4 5 177
A Red Letter Day? 0 0 0 157 5 7 10 960
A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing 0 1 1 32 0 3 3 113
Asset Pricing vs Asset Expected Returning in Factor Models 0 0 1 47 0 2 6 169
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models 0 0 1 28 1 2 3 49
Austerity and Public debt Dynamics 0 0 5 51 0 5 11 101
Austerity in 2009-2013 0 0 1 90 1 3 6 226
Austerity in 2009-2013 0 0 1 319 3 7 11 682
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 86 1 3 6 349
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 0 0 0 119 1 5 6 386
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 70 0 1 2 233
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 1 1 33 6 9 13 111
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 1 1 99 1 3 3 219
Creating a Safe Asset without Debt Mutualization: the Opportunity of a European Debt Agency 1 1 1 3 1 1 3 10
Debt and the Effects of Fiscal Policy 0 2 3 128 60 64 69 475
Debt and the Effects of Fiscal Policy 0 2 4 468 0 3 13 945
Debt and the effects of fiscal policy 0 0 3 564 8 11 26 2,160
Debt and the effects of fiscal policy 0 0 4 333 5 5 17 742
Deficits, Money Growth and Inflation in Italy 1865-1990 0 0 0 3 3 3 4 17
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns 0 0 1 179 1 4 9 490
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns 0 0 1 46 1 1 2 182
Demographics and The Behaviour of Interest Rates 0 0 0 108 2 4 8 427
Demographics and fluctuations in Dividend/Price 0 0 0 59 1 5 6 283
Demographics and the Econometrics of the Term Structure of Stock Market Risk 0 0 0 38 3 4 6 137
Demographics and the Secular Stagnation Hypothesis in Europe 0 0 0 159 4 6 11 227
Does Macroeconomics Help Understand the Term Structure of Interest Rates? 0 0 0 247 1 2 2 1,225
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 0 1 3 123 1 3 14 264
Error Correction and Forward-looking Models for the U.K. Consumers' Expenditure 0 0 0 1 1 2 2 12
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 0 32 1 3 5 139
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 0 34 0 2 4 127
Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability 0 0 0 124 1 5 7 473
Extracting Information from Asset Prices: The Methodology of EMU Calculators 0 0 0 43 0 3 3 477
Extracting Information from Asset Prices: the Methodology of EMU Calculators 0 0 0 148 1 3 5 770
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 0 1 595
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 4 5 5 1,047
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 2 4 5 556
Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S 1 2 3 468 6 12 19 1,260
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 2 340
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 4 6 7 664
Forecasting Italian inflation with large datasets and many models 0 0 0 155 0 3 3 527
High Yielders: the Spread on German Interest Rates 0 0 0 1 4 5 6 794
High Yields: The Spread on German Interest Rates 0 1 1 149 4 7 8 1,091
High Yields: The Spread on German Interest Rates 0 0 0 162 5 9 11 1,094
How Does Liquidity Affect Government Bond Yields? 0 0 0 128 2 6 7 458
How Does Liquidity Affect Government Bond Yields? 0 0 0 440 3 9 12 1,676
How Does Liquidity Affect Government Bond Yields? 0 0 0 272 4 12 15 1,328
How Large Are the Effects of Tax Changes? 0 0 0 32 2 4 4 120
How do European Monetary and Fiscal Authorities Behave? 0 0 2 318 1 1 4 679
How do European monetary and fiscal authorities behave? 0 0 1 442 1 2 5 1,249
How large are the effects of tax changes? 0 0 0 125 2 5 7 299
How large are the effects of tax changes? 0 0 0 70 2 2 3 199
Implications of Return Predictability across Horizons for Asset Pricing Models 0 0 0 29 2 2 4 73
Implications of return predictability for consumption dynamics and asset pricing 0 0 0 8 0 2 4 19
Inflation Targeting and Debt: Lessons from Brazil 0 0 1 411 4 8 10 1,455
Inflation Targeting and Debt: Lessons from Brazil 0 0 1 392 2 5 11 904
Information from financial markets and VAR measures of monetary policy 0 0 1 319 3 6 11 1,041
Insider Trading, Traded Volume and Returns 1 1 2 152 3 5 9 495
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 0 1 31 1 2 7 66
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 0 0 91 2 3 8 236
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 112 4 4 4 639
Large Datasets, Small Models and Monetary Policy in Europe 0 1 1 153 0 4 6 996
Looking for Contagion: Evidence from the ERM 0 0 0 199 1 1 1 736
Looking for Contagion: the Evidence from the ERM 0 0 0 66 1 5 6 262
Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 0 0 0 220 2 3 5 620
Measuring Co-Movements Between US and European Stock Markets 0 0 0 152 2 2 3 479
Measuring Co-movements Between US and European Stock Markets 0 0 1 384 2 6 11 1,009
Measuring Monetary Policy in Open Economies 0 0 0 372 1 2 3 946
Measuring Monetary Policy in Open Economies 0 0 0 301 2 4 4 1,042
Measuring Monetary Policy with VAR Models: An Evaluation 0 0 0 586 1 4 5 1,461
Measuring Monetary Policy with VAR Models: an Evaluation 0 0 0 1,540 4 10 11 3,207
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 0 2 179 4 8 12 536
Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models 0 0 0 494 1 5 10 1,147
Model Uncertainty, Thick Modelling and the Predictability of Stock Returns 0 0 0 236 0 3 4 635
Model Uncertainty, Thick Modelling and the predictability of Stock Returns 0 1 2 578 4 10 15 1,835
Modeling and identifying central banks' preferences 0 0 0 201 1 2 3 637
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 2 305 9 12 15 654
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 2 6 15 398
Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model 0 0 0 190 2 2 4 364
Modelling and Identifying Central Banks' Preferences 0 0 0 155 1 2 2 498
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 0 2 2 27
Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey 0 0 0 170 2 3 5 419
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? 0 0 0 142 4 6 7 868
Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey 0 0 1 136 3 4 8 372
Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S 0 3 4 432 1 6 9 1,229
Monetary-Fiscal Mix and Inflation Performance: Evidence from the US 0 0 0 260 0 3 5 888
Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 0 0 0 1 1 2 3 16
Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund 0 0 0 73 2 5 12 177
Oil Investment in the North Sea 0 0 0 0 0 0 1 894
Oil Investment in the North Sea 0 0 0 0 2 4 6 33
On the Statistical Identification of DSGE Models 1 1 1 135 2 2 4 330
On the Statistical Identification of DSGE Models 0 0 0 422 2 4 5 1,111
Ottimizzazione intertemporale e metodi econometrici in economia 0 0 1 11 0 0 2 206
Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy 0 0 0 8 0 1 1 116
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 0 81 2 4 5 290
Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy 0 0 0 148 3 3 4 604
Principal components at work: The empirical analysis of monetary policy with large datasets 0 0 1 792 5 5 8 2,356
Progress in Medicine, Limits to Life and Forecasting Mortality 0 0 0 48 2 5 6 335
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 0 0 120 1 3 5 289
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 0 2 300 1 4 10 583
Recursive `thick´ modeling of excess returns and portfolio allocation 0 0 0 174 1 4 4 791
Restarting the economy while saving lives under Covid-19 0 0 0 59 5 6 11 198
Should the Euro Area be Run as a Closed Economy? 0 0 0 92 3 4 9 268
Should the Euro Area be Run as a Closed Economy? 0 0 0 119 2 3 6 297
Sovereign spreads in the Euro Area. Which prospects for a Eurobond? 0 0 2 179 3 4 9 350
Sovereign spreads in the Euro area: Which prospects for a Eurobond? 0 0 0 196 3 5 7 291
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 2 3 7 510
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 2 2 653
Taxation and the Optimization of Oil Exploration and Production: The U.K. Continental Shelf 0 0 1 1 0 1 3 22
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 1 3 6 458
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 1 19 3 5 6 97
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 277 3 3 3 741
Testing the Lucas Critique: A Review 0 0 2 15 0 1 4 54
Testing the Lucas Critique: A Review 0 0 2 21 1 3 8 58
The ECB and the bond market 0 0 0 51 1 1 1 217
The Econometrics of Monetary Policy: an Overview 0 0 2 583 2 7 18 1,362
The Effects of Fiscal Consolidations: Theory and Evidence 0 3 9 225 4 18 46 588
The Immediate Challenges for the European Central Bank 0 1 1 985 2 5 7 3,701
The Network Effects of Fiscal Adjustments 0 0 0 39 0 2 4 113
The Output Effect of Fiscal Consolidations 0 0 0 357 4 9 12 889
The Performance of Italian Family Firms 0 0 2 158 5 7 10 517
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 0 0 0 223 1 5 7 640
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 0 0 1 321 6 7 9 961
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 0 290 0 1 2 1,143
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 0 632 1 3 7 2,246
The effects of Fiscal Consolidations: Theory and Evidence 0 0 1 97 0 2 10 207
The output effect of fiscal consolidation plans 0 0 0 84 1 5 10 297
The output effect of fiscal consolidations 0 1 1 148 0 4 5 247
The output effect of fiscal consolidations 0 0 0 169 1 3 6 517
The output effect of fiscal consolidations 1 1 2 72 3 4 19 245
Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS 0 0 0 3 1 3 7 20
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 1 4 5 480
Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates 0 0 0 87 1 3 4 285
Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates 0 0 0 156 0 1 1 432
Valutation, Liquidity and Risk in Government Bond Markets 0 0 1 303 2 4 6 1,207
What Do We Know About Fiscal Multipliers? 0 0 0 119 0 2 3 192
What do we know about the effects of Austerity? 0 0 1 153 2 4 8 330
What do we know about the effects of austerity? 0 0 1 72 2 7 15 271
Why are Brazil´s Interest Rates so High? 0 0 0 1,674 2 3 5 5,970
Total Working Papers 5 25 93 27,470 330 645 1,064 89,888


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 6 873
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 3 0 1 2 66
A spectral estimation of tempered stable stochastic volatility models and option pricing 0 0 0 2 0 2 3 37
APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 0 0 3 315 1 2 11 668
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 57
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 2 2 70 3 10 15 275
Deficits, Money Growth and Inflation in Italy: 1875–1994 0 0 1 15 0 1 2 49
Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns 0 0 0 50 1 2 3 193
Demographics and US Stock Market Fluctuations * 0 0 0 11 0 0 0 66
Demographics and the Behavior of Interest Rates 0 1 2 60 11 15 20 241
Editor's Choice Austerity in 2009–13 0 1 1 20 1 3 4 88
Effects of Austerity: Expenditure- and Tax-Based Approaches 1 2 5 80 6 24 46 331
Error Correction and Forward Looking Models for UK Consumers' Expenditure 0 0 0 0 3 4 6 170
Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability 0 0 1 48 1 5 12 271
Explaining co-movements between stock markets: The case of US and Germany 0 0 0 117 1 3 3 320
Extracting information from asset prices: The methodology of EMU calculators 0 0 1 36 3 6 9 222
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 3 164 1 1 6 514
Financial markets' assessments of EMU: A comment 0 0 0 5 2 2 3 105
High Yields: The Spread on German Interest Rates 0 0 0 229 1 3 4 1,040
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 2 9 14 534
How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison 0 0 0 6 0 0 1 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 6 8 35
Implications of Return Predictability for Consumption Dynamics and Asset Pricing 0 0 0 4 0 2 5 30
Information from financial markets and VAR measures of monetary policy 0 0 4 103 0 0 8 340
Is it the “How” or the “When” that Matters in Fiscal Adjustments? 0 0 6 75 1 3 22 276
Is the international propagation of financial shocks non-linear?: Evidence from the ERM 0 0 3 379 1 4 8 702
Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 0 0 0 0 0 4 10 358
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 0 3 166 2 4 11 513
Measuring monetary policy with VAR models: An evaluation 0 1 3 383 2 8 19 985
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 0 0 8 3 7 11 43
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 4 6 9 286
Modelling and forecasting government bond spreads in the euro area: A GVAR model 0 0 3 235 1 7 15 600
Monetary policy inertia: More a fiction than a fact? 0 0 0 74 0 1 5 247
Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 0 0 0 28 1 2 3 103
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 3 12 16 861
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 1 74 1 3 4 269
Principal components at work: the empirical analysis of monetary policy with large data sets 0 0 0 456 2 3 12 1,348
Should the Euro Area Be Run as a Closed Economy? 0 0 0 111 1 3 6 292
Sovereign spreads in the eurozone: which prospects for a Eurobond? 0 1 1 295 2 9 11 605
Stabilising market expectations through a market tool: a proposal for an enhanced TPI 0 0 0 0 2 5 7 9
Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf 0 0 0 84 1 1 3 428
Taylor rules and the term structure 0 0 1 135 1 3 6 303
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 0 1 1 109
The econometrics of macroeconomics, finance, and the interface 0 0 1 437 2 3 6 829
The output effect of fiscal consolidation plans 1 3 16 197 7 16 52 606
Uncertainty on monetary policy and the expectations model of the term structure of interest rates 0 0 0 49 1 2 3 145
What Do We Know about the Effects of Austerity? 0 0 4 37 2 6 13 109
Yield spreads on EMU government bonds 2 8 18 1,208 2 15 44 2,511
Total Journal Articles 4 19 85 6,906 84 235 501 20,037


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 3 9 468
Total Books 0 0 0 0 0 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 2 5 15 17
Comment on "Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model" 0 0 0 5 2 4 4 53
Comment on "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk" 0 0 1 16 2 3 4 69
Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment 1 2 4 16 2 5 13 48
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 0 0 0 0 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 0 2 3 18
The Econometrics of Monetary Policy: An Overview 0 0 0 0 1 3 3 16
The Output Effect of Fiscal Consolidation Plans 0 0 0 0 4 7 13 106
Total Chapters 1 2 5 39 13 36 65 411


Statistics updated 2026-01-09