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 1 3 7 58
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 1 17 0 0 4 34
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 33 2 3 4 167
A Red Letter Day? 0 0 5 151 3 4 19 917
A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing 0 0 1 28 0 0 2 103
Asset Pricing vs Asset Expected Returning in Factor Models 0 0 2 37 5 10 35 88
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models 1 1 5 26 2 2 17 36
Austerity and Public debt Dynamics 2 2 15 27 3 4 33 50
Austerity in 2009-2013 1 1 6 308 1 2 19 635
Austerity in 2009-2013 0 0 4 88 0 0 12 207
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 85 0 2 5 341
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 0 0 0 118 0 0 7 378
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 32 0 0 2 93
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 1 1 2 96 1 2 9 207
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 68 1 2 6 223
Debt and the Effects of Fiscal Policy 0 0 8 449 3 5 26 876
Debt and the Effects of Fiscal Policy 0 0 0 123 0 1 7 380
Debt and the effects of fiscal policy 0 1 11 306 3 7 36 654
Debt and the effects of fiscal policy 0 1 7 555 2 6 39 2,098
Deficits, Money Growth and Inflation in Italy 1865-1990 0 0 0 2 0 0 2 11
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns 1 1 1 174 1 2 4 468
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns 1 1 1 44 1 1 2 176
Demographics and The Behaviour of Interest Rates 0 0 1 107 0 2 6 409
Demographics and fluctuations in Dividend/Price 0 0 0 59 0 0 2 272
Demographics and the Econometrics of the Term Structure of Stock Market Risk 0 0 0 38 0 3 5 129
Demographics and the Secular Stagnation Hypothesis in Europe 0 1 9 142 0 3 23 185
Does Macroeconomics Help Understand the Term Structure of Interest Rates? 0 0 0 246 0 0 2 1,216
Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? 0 0 0 140 0 0 2 723
Effects of Austerity: Expenditure- and Tax-based Approaches 1 2 6 101 5 8 22 184
Error Correction and Forward-looking Models for the U.K. Consumers' Expenditure 0 0 0 0 0 1 3 9
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 0 34 2 6 12 114
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 0 32 1 9 22 89
Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability 0 0 2 121 0 9 27 417
Extracting Information from Asset Prices: The Methodology of EMU Calculators 0 0 0 42 0 6 10 426
Extracting Information from Asset Prices: the Methodology of EMU Calculators 0 0 0 147 0 1 3 760
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 123 0 0 1 541
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 1 302 1 1 4 1,035
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 1 149 0 1 7 591
Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S 2 3 8 450 4 8 23 1,204
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 1 99 0 0 6 332
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 2 201 0 1 6 650
Forecasting Italian inflation with large datasets and many models 0 0 1 149 0 0 3 513
High Yielders: the Spread on German Interest Rates 0 0 0 1 1 3 5 781
High Yields: The Spread on German Interest Rates 0 0 0 162 0 2 4 1,079
High Yields: The Spread on German Interest Rates 0 0 0 148 0 0 1 1,079
How Does Liquidity Affect Government Bond Yields? 0 0 2 270 1 3 15 1,304
How Does Liquidity Affect Government Bond Yields? 0 0 2 438 3 8 61 1,637
How Does Liquidity Affect Government Bond Yields? 0 0 4 121 0 0 11 426
How Large Are the Effects of Tax Changes? 0 1 2 32 0 2 5 115
How do European Monetary and Fiscal Authorities Behave? 1 1 5 308 1 4 13 660
How do European monetary and fiscal authorities behave? 0 0 5 433 1 4 18 1,220
How large are the effects of tax changes? 0 1 4 124 0 1 6 287
How large are the effects of tax changes? 0 1 2 70 1 3 5 187
Implications of Return Predictability across Horizons for Asset Pricing Models 0 0 0 29 0 1 5 64
Implications of return predictability for consumption dynamics and asset pricing 0 0 1 5 0 1 5 9
Inflation Targeting and Debt: Lessons from Brazil 1 3 9 387 1 4 20 871
Inflation Targeting and Debt: Lessons from Brazil 0 1 5 409 1 5 16 1,430
Information from financial markets and VAR measures of monetary policy 0 1 1 313 2 4 7 1,014
Insider Trading, Traded Volume and Returns 0 0 4 145 2 8 16 466
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 0 2 30 2 3 10 53
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 3 6 83 1 8 27 196
Large Datasets, Small Models and Monetary Policy in Europe 0 0 1 109 0 1 2 625
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 150 0 3 6 980
Looking for Contagion: Evidence from the ERM 0 0 0 199 0 0 2 733
Looking for Contagion: the Evidence from the ERM 0 0 0 65 0 0 5 251
Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 0 3 4 213 2 7 9 603
Measuring Co-Movements Between US and European Stock Markets 0 0 1 151 0 1 4 472
Measuring Co-movements Between US and European Stock Markets 0 0 0 383 0 1 1 993
Measuring Monetary Policy in Open Economies 0 0 2 298 0 0 2 1,030
Measuring Monetary Policy in Open Economies 0 0 2 369 0 0 5 940
Measuring Monetary Policy with VAR Models: An Evaluation 0 0 6 574 0 1 15 1,421
Measuring Monetary Policy with VAR Models: an Evaluation 0 0 3 1,525 0 2 13 3,158
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 1 4 172 1 3 14 503
Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models 0 0 4 492 1 2 11 1,105
Model Uncertainty, Thick Modelling and the Predictability of Stock Returns 0 0 1 235 0 1 4 620
Model Uncertainty, Thick Modelling and the predictability of Stock Returns 0 0 1 573 0 1 6 1,811
Modeling and identifying central banks' preferences 0 0 2 198 0 1 18 619
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 5 295 0 4 20 615
Modelling and Forecasting Fiscal Variables for the euro Area 0 1 1 132 0 2 7 374
Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model 0 0 2 185 1 2 10 350
Modelling and Identifying Central Banks' Preferences 0 0 1 155 0 3 9 492
Monetary Policy Inertia: More a Fiction than a fact? 0 1 1 59 0 3 9 151
Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey 0 0 0 167 1 3 6 407
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? 0 0 0 139 0 0 1 854
Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey 0 0 0 134 0 3 7 363
Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S 1 1 4 414 1 2 17 1,174
Monetary-Fiscal Mix and Inflation Performance: Evidence from the US 0 0 3 257 1 3 11 872
Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 0 0 1 1 0 0 2 10
Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund 0 3 9 57 2 10 42 101
Oil Investment in the North Sea 0 0 0 0 0 4 7 23
Oil Investment in the North Sea 0 0 0 0 0 1 4 891
On the Statistical Identification of DSGE Models 0 1 2 131 1 3 11 312
On the Statistical Identification of DSGE Models 0 0 0 417 1 4 16 1,070
Ottimizzazione intertemporale e metodi econometrici in economia 0 0 0 9 0 0 3 201
Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy 0 0 0 6 0 0 1 110
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 0 81 0 0 1 281
Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy 0 0 1 147 0 0 1 596
Principal components at work: The empirical analysis of monetary policy with large datasets 0 0 0 786 0 2 7 2,334
Progress in Medicine, Limits to Life and Forecasting Mortality 0 0 0 48 0 1 3 326
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 0 1 286 0 3 9 549
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 0 1 117 0 0 5 273
Recursive `thick´ modeling of excess returns and portfolio allocation 0 0 2 174 0 2 5 785
Restarting the economy while saving lives under Covid-19 0 2 23 45 3 12 85 136
Should the Euro Area be Run as a Closed Economy? 0 0 1 119 0 1 8 287
Should the Euro Area be Run as a Closed Economy? 0 1 1 92 0 2 5 258
Sovereign spreads in the Euro Area. Which prospects for a Eurobond? 0 0 1 173 0 1 5 324
Sovereign spreads in the Euro area: Which prospects for a Eurobond? 1 1 1 190 1 2 5 271
Stabilization Policy and the Real Effects of Nominal Shocks 0 0 0 0 0 0 1 6
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 2 3 17 480
THE LUCAS' CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY 0 0 0 0 0 3 4 136
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 1 651
Taxation and the Optimization of Oil Exploration and Production: The U.K. Continental Shelf 0 0 0 0 0 1 3 18
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 160 1 4 5 439
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 1 16 0 2 13 79
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 1 275 1 4 8 725
Testing the Lucas Critique: A Review 0 0 4 13 0 2 13 43
Testing the Lucas Critique: A Review 1 2 6 13 4 6 14 32
The ECB and the bond market 0 0 1 48 0 0 3 207
The Econometrics of Monetary Policy: an Overview 0 1 3 574 2 6 10 1,315
The Effects of Fiscal Consolidations: Theory and Evidence 1 3 31 191 8 21 100 425
The Immediate Challenges for the European Central Bank 0 0 3 974 0 0 14 3,656
The Network Effects of Fiscal Adjustments 0 0 3 33 1 1 12 83
The Output Effect of Fiscal Consolidations 0 1 1 354 0 2 7 854
The Performance of Italian Family Firms 0 0 2 153 0 1 10 498
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 0 0 5 219 1 3 15 626
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 0 0 3 316 0 2 9 941
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 1 1 287 0 3 4 1,131
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 2 5 627 1 6 15 2,222
The effects of Fiscal Consolidations: Theory and Evidence 0 1 2 88 1 4 16 164
The output effect of fiscal consolidation plans 1 2 6 79 3 4 20 252
The output effect of fiscal consolidations 0 0 0 169 1 2 7 504
The output effect of fiscal consolidations 0 0 0 66 0 1 5 207
The output effect of fiscal consolidations 0 0 0 144 1 4 7 230
Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS 0 0 0 2 0 0 1 9
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 0 0 8 471
Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates 0 0 0 86 0 2 3 276
Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates 0 0 0 155 0 2 3 428
Valutation, Liquidity and Risk in Government Bond Markets 0 0 0 300 0 0 1 1,189
What Do We Know About Fiscal Multipliers? 0 1 4 114 0 1 9 178
What do we know about the effects of Austerity? 0 1 4 139 2 8 25 287
What do we know about the effects of austerity? 0 0 4 68 2 6 34 241
Why are Brazil´s Interest Rates so High? 0 0 2 1,669 2 4 10 5,949
Total Working Papers 17 57 339 26,829 108 384 1,602 86,492


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 1 216 0 0 4 853
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 1 3 8 25 56
A spectral estimation of tempered stable stochastic volatility models and option pricing 0 0 0 2 0 0 0 32
APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 0 2 11 297 4 7 27 626
Comment 0 0 0 0 0 1 2 23
Comments on "Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model" 0 2 4 46 0 2 5 117
Contagion in the EMU – The Role of Eurobonds with OMTs 0 0 4 13 0 1 10 40
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 1 60 1 2 15 238
Deficits, Money Growth and Inflation in Italy: 1875–1994 0 1 1 9 0 4 5 34
Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns 0 0 1 47 1 1 9 182
Demographics and US Stock Market Fluctuations * 0 0 0 10 0 0 2 64
Demographics and the Behavior of Interest Rates 0 1 10 48 1 7 41 182
Editor's Choice Austerity in 2009–13 0 0 2 19 0 3 8 81
Effects of Austerity: Expenditure- and Tax-Based Approaches 2 3 10 39 5 18 66 176
Error Correction and Forward Looking Models for UK Consumers' Expenditure 0 0 0 0 0 0 0 160
Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability 0 0 1 43 3 9 25 194
Explaining co-movements between stock markets: The case of US and Germany 0 0 2 116 0 0 4 310
Extracting information from asset prices: The methodology of EMU calculators 0 0 0 34 0 0 2 208
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 0 156 0 1 5 489
Financial markets' assessments of EMU: A comment 0 0 0 4 0 2 2 99
High Yields: The Spread on German Interest Rates 0 0 2 228 0 2 14 1,023
How Do Monetary and Fiscal Policy Interact in the European Monetary Union? [with Comments] 1 1 1 1 1 2 2 2
How Does Liquidity Affect Government Bond Yields? 0 1 10 199 2 4 26 481
How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison 0 0 0 5 1 1 4 41
Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003) 0 0 1 164 0 0 4 441
Immediate challenges for the European Central Bank 0 0 2 2 0 4 8 8
Implications of Return Predictability for Consumption Dynamics and Asset Pricing 0 0 3 4 4 7 17 20
Information from financial markets and VAR measures of monetary policy 0 1 5 85 1 4 13 285
Is it the “How” or the “When” that Matters in Fiscal Adjustments? 1 3 13 45 6 13 58 187
Is the international propagation of financial shocks non-linear?: Evidence from the ERM 1 2 10 353 2 6 23 653
Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 0 0 0 0 0 7 12 332
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 1 1 6 157 2 3 22 480
Measuring monetary policy with VAR models: An evaluation 0 3 19 337 6 12 61 840
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 0 1 4 0 1 6 20
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 1 5 84 0 1 11 269
Modelling and forecasting government bond spreads in the euro area: A GVAR model 2 4 9 198 4 14 36 516
Monetary policy inertia: More a fiction than a fact? 0 1 2 66 0 4 15 222
Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 0 0 1 26 0 1 4 98
Oil investment in the North Sea 0 0 0 91 0 2 3 320
On the statistical identification of DSGE models 0 0 3 268 5 8 23 799
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 1 72 0 1 11 260
Principal components at work: the empirical analysis of monetary policy with large data sets 0 0 0 450 0 3 8 1,304
Should the Euro Area Be Run as a Closed Economy? 0 0 0 110 1 2 4 281
Sovereign spreads in the eurozone: which prospects for a Eurobond? 1 4 8 287 2 5 21 567
Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf 0 0 0 84 0 0 1 422
Taylor rules and the term structure 0 0 2 130 0 0 4 288
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 0 1 2 99
The econometrics of macroeconomics, finance, and the interface 0 0 1 433 0 2 5 816
The output effect of fiscal consolidation plans 2 6 16 140 4 12 51 420
Uncertainty on monetary policy and the expectations model of the term structure of interest rates 0 0 0 46 0 2 4 137
What Do We Know about the Effects of Austerity? 0 0 4 20 1 5 20 67
Yield spreads on EMU government bonds 3 6 23 1,147 9 23 64 2,356
Total Journal Articles 14 43 196 6,396 69 218 814 18,218


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 9 42 416
Total Books 0 0 0 0 2 9 42 416


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 1 4 48
Comment on "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk" 0 0 0 14 0 0 1 64
Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment 0 1 2 2 0 1 7 7
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 0 0 0 1 5 25 58
Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey 0 1 1 2 0 1 1 15
The Econometrics of Monetary Policy: An Overview 0 0 0 0 1 2 3 3
The Output Effect of Fiscal Consolidation Plans 0 0 0 0 2 3 8 81
Total Chapters 0 2 3 23 4 13 49 276


Statistics updated 2021-11-05