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 1 1 39
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 19 0 1 5 74
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 33 0 1 1 173
A Red Letter Day? 0 0 2 157 1 3 7 954
A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing 0 0 0 31 1 1 1 111
Asset Pricing vs Asset Expected Returning in Factor Models 0 1 1 47 1 3 5 168
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models 0 0 1 28 0 0 1 47
Austerity and Public debt Dynamics 0 1 7 51 3 4 13 99
Austerity in 2009-2013 0 0 1 319 2 2 6 677
Austerity in 2009-2013 0 0 1 90 0 2 3 223
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 3 4 383
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 0 0 0 86 1 1 4 347
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 32 2 3 6 104
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 98 0 0 0 216
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 70 0 0 1 232
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 0 1 2 466 0 2 10 942
Debt and the Effects of Fiscal Policy 0 0 1 126 1 1 6 412
Debt and the effects of fiscal policy 0 0 3 564 1 4 16 2,150
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 1 2 7 487
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 9 424
Demographics and fluctuations in Dividend/Price 0 0 0 59 1 1 3 279
Demographics and the Econometrics of the Term Structure of Stock Market Risk 0 0 0 38 0 0 3 133
Demographics and the Secular Stagnation Hypothesis in Europe 0 0 0 159 0 2 5 221
Does Macroeconomics Help Understand the Term Structure of Interest Rates? 0 0 0 247 1 1 1 1,224
Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? 0 0 0 140 1 1 3 726
Effects of Austerity: Expenditure- and Tax-based Approaches 0 2 2 122 0 4 11 261
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 32 1 1 3 137
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 0 34 0 0 2 125
Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability 0 0 0 124 2 2 4 470
Extracting Information from Asset Prices: The Methodology of EMU Calculators 0 0 0 43 1 1 2 475
Extracting Information from Asset Prices: the Methodology of EMU Calculators 0 0 0 148 1 2 3 768
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 0 0 0 1,042
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 1 1 595
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 1 2 2 553
Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S 1 2 2 467 1 4 9 1,249
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 1 1 3 659
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 0 0 0 524
High Yielders: the Spread on German Interest Rates 0 0 0 1 0 1 2 789
High Yields: The Spread on German Interest Rates 0 0 0 148 1 1 3 1,085
High Yields: The Spread on German Interest Rates 0 0 0 162 2 3 4 1,087
How Does Liquidity Affect Government Bond Yields? 0 0 0 440 3 5 6 1,670
How Does Liquidity Affect Government Bond Yields? 0 0 0 128 0 1 3 452
How Does Liquidity Affect Government Bond Yields? 0 0 0 272 0 3 5 1,316
How Large Are the Effects of Tax Changes? 0 0 0 32 2 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 0 0 3 1,247
How large are the effects of tax changes? 0 0 0 70 0 0 2 197
How large are the effects of tax changes? 0 0 0 125 1 2 3 295
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 0 1 2 17
Inflation Targeting and Debt: Lessons from Brazil 0 0 1 392 0 0 6 899
Inflation Targeting and Debt: Lessons from Brazil 0 1 1 411 1 2 3 1,448
Information from financial markets and VAR measures of monetary policy 0 0 1 319 0 0 6 1,035
Insider Trading, Traded Volume and Returns 0 0 1 151 1 2 6 491
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 0 0 91 0 3 8 233
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 0 1 31 0 1 5 64
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 112 0 0 1 635
Large Datasets, Small Models and Monetary Policy in Europe 1 1 1 153 3 4 5 995
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 1 1 3 258
Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 0 0 1 220 0 1 3 617
Measuring Co-Movements Between US and European Stock Markets 0 0 0 152 0 1 2 477
Measuring Co-movements Between US and European Stock Markets 0 0 1 384 2 5 8 1,005
Measuring Monetary Policy in Open Economies 0 0 2 372 1 2 4 945
Measuring Monetary Policy in Open Economies 0 0 1 301 1 1 4 1,039
Measuring Monetary Policy with VAR Models: An Evaluation 0 0 0 586 1 2 3 1,458
Measuring Monetary Policy with VAR Models: an Evaluation 0 0 2 1,540 1 1 4 3,198
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 0 3 179 0 1 7 528
Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models 0 0 0 494 2 4 7 1,144
Model Uncertainty, Thick Modelling and the Predictability of Stock Returns 0 0 0 236 0 0 1 632
Model Uncertainty, Thick Modelling and the predictability of Stock Returns 0 0 2 577 1 4 7 1,826
Modeling and identifying central banks' preferences 0 0 0 201 0 0 1 635
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 3 305 0 0 4 642
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 1 4 11 393
Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model 0 0 0 190 0 0 3 362
Modelling and Identifying Central Banks' Preferences 0 0 0 155 0 0 1 496
Monetary Policy Inertia: More a Fiction than a fact? 0 0 0 60 0 1 1 158
Monetary Policy and Bond Prices with Drifting Equilibrium Rates 0 0 1 1 0 0 1 25
Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey 0 0 0 170 0 0 3 416
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? 0 0 0 142 1 1 3 863
Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey 0 0 1 136 0 0 4 368
Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S 1 1 2 430 2 4 6 1,225
Monetary-Fiscal Mix and Inflation Performance: Evidence from the US 0 0 0 260 0 0 2 885
Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 0 0 0 1 1 2 2 15
Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund 0 0 0 73 2 2 10 174
Oil Investment in the North Sea 0 0 0 0 0 0 2 29
Oil Investment in the North Sea 0 0 0 0 0 0 1 894
On the Statistical Identification of DSGE Models 0 0 0 422 0 0 3 1,107
On the Statistical Identification of DSGE Models 0 0 0 134 0 1 3 328
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 0 0 1 115
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 0 81 1 1 2 287
Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy 0 0 0 148 0 1 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 2 3 3 332
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 2 2 300 1 3 7 580
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 0 0 120 0 0 2 286
Recursive `thick´ modeling of excess returns and portfolio allocation 0 0 0 174 0 0 1 787
Restarting the economy while saving lives under Covid-19 0 0 0 59 0 2 7 192
Should the Euro Area be Run as a Closed Economy? 0 0 0 119 0 3 4 294
Should the Euro Area be Run as a Closed Economy? 0 0 0 92 0 1 5 264
Sovereign spreads in the Euro Area. Which prospects for a Eurobond? 0 0 3 179 0 0 8 346
Sovereign spreads in the Euro area: Which prospects for a Eurobond? 0 0 0 196 1 2 3 287
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 1 1 6 508
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 0 0 0 651
Taxation and the Optimization of Oil Exploration and Production: The U.K. Continental Shelf 0 0 1 1 0 0 2 21
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 0 1 3 455
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 2 19 0 0 2 92
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 0 0 4 53
Testing the Lucas Critique: A Review 0 0 2 21 0 1 6 55
The ECB and the bond market 0 0 1 51 0 0 1 216
The Econometrics of Monetary Policy: an Overview 0 0 3 583 1 3 13 1,356
The Effects of Fiscal Consolidations: Theory and Evidence 2 5 9 224 7 15 41 577
The Immediate Challenges for the European Central Bank 1 1 2 985 2 2 6 3,698
The Network Effects of Fiscal Adjustments 0 0 0 39 0 0 2 111
The Output Effect of Fiscal Consolidations 0 0 0 357 5 6 10 885
The Performance of Italian Family Firms 0 0 2 158 0 1 3 510
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 0 0 0 223 2 2 4 637
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 0 0 1 321 0 0 2 954
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 0 290 0 1 2 1,142
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 1 632 1 3 6 2,244
The effects of Fiscal Consolidations: Theory and Evidence 0 1 1 97 0 3 9 205
The output effect of fiscal consolidation plans 0 0 1 84 2 5 9 294
The output effect of fiscal consolidations 0 0 0 169 1 2 4 515
The output effect of fiscal consolidations 0 0 2 71 0 4 19 241
The output effect of fiscal consolidations 1 1 1 148 2 3 3 245
Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS 0 0 0 3 2 2 7 19
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 1 1 2 477
Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates 0 0 0 87 1 1 3 283
Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates 0 0 0 156 0 0 0 431
Valutation, Liquidity and Risk in Government Bond Markets 0 0 1 303 0 0 2 1,203
What Do We Know About Fiscal Multipliers? 0 0 0 119 1 1 2 191
What do we know about the effects of Austerity? 0 0 1 153 1 1 5 327
What do we know about the effects of austerity? 0 0 1 72 1 5 9 265
Why are Brazil´s Interest Rates so High? 0 0 0 1,674 1 2 4 5,968
Total Working Papers 7 21 98 27,452 97 213 613 89,340


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 0 0 4 870
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 3 0 1 1 65
A spectral estimation of tempered stable stochastic volatility models and option pricing 0 0 0 2 1 1 2 36
APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 0 1 3 315 0 4 9 666
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 5 55
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 1 1 1 69 3 5 8 268
Deficits, Money Growth and Inflation in Italy: 1875–1994 0 0 1 15 0 0 1 48
Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns 0 0 0 50 1 1 3 192
Demographics and US Stock Market Fluctuations * 0 0 0 11 0 0 0 66
Demographics and the Behavior of Interest Rates 0 0 2 59 1 1 9 227
Editor's Choice Austerity in 2009–13 0 0 0 19 1 2 2 86
Effects of Austerity: Expenditure- and Tax-Based Approaches 0 1 5 78 6 14 31 313
Error Correction and Forward Looking Models for UK Consumers' Expenditure 0 0 0 0 0 1 2 166
Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability 0 0 1 48 1 3 8 267
Explaining co-movements between stock markets: The case of US and Germany 0 0 0 117 1 1 2 318
Extracting information from asset prices: The methodology of EMU calculators 0 0 1 36 2 2 5 218
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 3 164 0 1 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 2 1,038
How Do Monetary and Fiscal Policy Interact in the European Monetary Union? [with Comments] 0 0 0 3 0 1 2 7
How Does Liquidity Affect Government Bond Yields? 0 0 1 215 1 3 7 526
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 0 0 2 29
Implications of Return Predictability for Consumption Dynamics and Asset Pricing 0 0 0 4 0 0 3 28
Information from financial markets and VAR measures of monetary policy 0 0 6 103 0 0 11 340
Is it the “How” or the “When” that Matters in Fiscal Adjustments? 0 1 7 75 1 5 21 274
Is the international propagation of financial shocks non-linear?: Evidence from the ERM 0 0 4 379 2 3 7 700
Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 0 0 0 0 0 1 6 354
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 0 3 166 0 0 8 509
Measuring monetary policy with VAR models: An evaluation 0 0 3 382 2 3 22 979
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 0 0 8 2 2 8 38
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 0 0 3 280
Modelling and forecasting government bond spreads in the euro area: A GVAR model 0 0 4 235 2 2 14 595
Monetary policy inertia: More a fiction than a fact? 0 0 0 74 0 1 5 246
Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 0 0 0 28 1 1 2 102
Oil investment in the North Sea 0 0 0 93 0 1 2 327
On the statistical identification of DSGE models 0 0 0 278 5 7 11 854
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 1 74 0 0 1 266
Principal components at work: the empirical analysis of monetary policy with large data sets 0 0 1 456 0 2 11 1,345
Should the Euro Area Be Run as a Closed Economy? 0 0 0 111 1 1 4 290
Sovereign spreads in the eurozone: which prospects for a Eurobond? 0 0 0 294 0 1 2 596
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 2 3 6 302
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 0 0 1 108
The econometrics of macroeconomics, finance, and the interface 0 0 1 437 0 0 3 826
The output effect of fiscal consolidation plans 1 2 15 195 5 10 46 595
Uncertainty on monetary policy and the expectations model of the term structure of interest rates 0 0 0 49 1 1 2 144
What Do We Know about the Effects of Austerity? 0 1 4 37 2 4 9 105
Yield spreads on EMU government bonds 5 6 16 1,205 7 12 40 2,503
Total Journal Articles 7 13 86 6,894 53 107 366 19,851


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 1 1 7 466
Total Books 0 0 0 0 1 1 7 466


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 13 14
Comment on "Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model" 0 0 0 5 1 1 1 50
Comment on "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk" 0 0 1 16 0 0 1 66
Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment 0 0 2 14 0 0 8 43
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 0 0 0 3 3 6 80
Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey 0 0 0 2 1 1 2 17
The Econometrics of Monetary Policy: An Overview 0 0 0 0 1 1 1 14
The Output Effect of Fiscal Consolidation Plans 0 0 0 0 1 2 8 100
Total Chapters 0 0 3 37 9 13 40 384


Statistics updated 2025-11-08