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 0 2 7 52
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 16 0 0 9 30
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 33 0 0 7 163
A Red Letter Day? 1 1 2 147 1 5 21 903
A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing 0 0 0 27 0 1 9 101
Asset Pricing vs Asset Expected Returning in Factor Models 1 2 9 36 3 8 35 59
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models 0 2 21 21 2 6 22 22
Austerity and Public debt Dynamics 3 3 15 15 3 5 21 21
Austerity in 2009-2013 0 1 4 303 2 9 25 622
Austerity in 2009-2013 0 3 3 85 1 5 18 197
Consumption and the Sale of the Crown's Land 0 0 0 0 0 0 6 9
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 0 0 3 85 0 1 11 337
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 0 1 2 118 1 2 7 372
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 2 94 0 2 10 199
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 68 0 0 5 217
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 32 0 0 3 91
Debt and the Effects of Fiscal Policy 0 0 2 123 1 1 11 374
Debt and the Effects of Fiscal Policy 2 4 13 444 4 8 40 856
Debt and the effects of fiscal policy 0 1 9 295 1 4 24 621
Debt and the effects of fiscal policy 1 5 15 552 5 11 48 2,069
Deficits, Money Growth and Inflation in Italy 1865-1990 0 0 1 2 0 0 5 9
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns 0 0 1 173 0 3 16 464
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns 0 0 0 43 0 2 12 174
Demographics and The Behaviour of Interest Rates 0 0 0 106 0 2 10 404
Demographics and fluctuations in Dividend/Price 0 0 2 59 0 0 12 270
Demographics and the Econometrics of the Term Structure of Stock Market Risk 0 0 1 38 0 1 4 125
Demographics and the Secular Stagnation Hypothesis in Europe 2 3 15 136 5 8 36 170
Does Macroeconomics Help Understand the Term Structure of Interest Rates? 0 0 2 246 0 0 5 1,214
Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? 0 0 0 140 0 2 11 723
Effects of Austerity: Expenditure- and Tax-based Approaches 0 4 7 96 0 7 31 164
Error Correction and Forward-looking Models for the U.K. Consumers' Expenditure 0 0 0 0 0 0 4 6
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 1 34 1 3 10 103
Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 0 0 0 32 0 3 9 68
Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability 1 1 1 120 1 4 11 392
Extracting Information from Asset Prices: The Methodology of EMU Calculators 0 0 0 42 1 1 12 417
Extracting Information from Asset Prices: the Methodology of EMU Calculators 0 0 0 147 0 0 8 757
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 1 123 0 0 6 540
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 2 301 0 0 10 1,031
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 148 0 0 4 584
Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S 0 1 3 442 2 3 17 1,183
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 2 98 0 0 6 326
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 1 5 199 0 1 13 644
Forecasting Italian inflation with large datasets and many models 0 0 0 148 0 0 4 510
High Yielders: the Spread on German Interest Rates 0 0 0 1 0 0 5 776
High Yields: The Spread on German Interest Rates 0 0 0 162 0 0 10 1,075
High Yields: The Spread on German Interest Rates 0 0 1 148 0 0 8 1,078
How Does Liquidity Affect Government Bond Yields? 0 0 2 436 6 15 60 1,587
How Does Liquidity Affect Government Bond Yields? 0 0 2 268 0 1 12 1,289
How Does Liquidity Affect Government Bond Yields? 0 0 3 117 0 0 14 415
How Large Are the Effects of Tax Changes? 0 0 0 30 0 1 5 110
How do European Monetary and Fiscal Authorities Behave? 0 0 0 303 0 0 4 647
How do European monetary and fiscal authorities behave? 0 0 2 428 0 1 22 1,203
How large are the effects of tax changes? 0 0 1 120 0 0 4 281
How large are the effects of tax changes? 0 0 0 68 0 1 3 182
Implications of Return Predictability across Horizons for Asset Pricing Models 0 0 0 29 0 3 8 60
Implications of return predictability for consumption dynamics and asset pricing 0 0 4 4 0 1 4 4
Inflation Targeting and Debt: Lessons from Brazil 0 0 3 378 1 4 19 853
Inflation Targeting and Debt: Lessons from Brazil 0 1 2 404 0 2 14 1,415
Information from financial markets and VAR measures of monetary policy 0 0 1 312 0 1 9 1,007
Insider Trading, Traded Volume and Returns 1 3 7 144 1 3 20 453
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 0 0 2 28 0 1 9 43
Is it the "How" or the "When" that Matters in Fiscal Adjustments? 1 4 8 78 2 5 28 171
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 150 0 2 7 975
Large Datasets, Small Models and Monetary Policy in Europe 0 0 1 108 0 1 8 623
Looking for Contagion: Evidence from the ERM 0 0 0 199 0 0 6 731
Looking for Contagion: the Evidence from the ERM 0 0 0 65 0 2 10 247
Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 0 0 0 209 1 1 7 595
Measuring Co-Movements Between US and European Stock Markets 0 0 0 150 0 1 9 468
Measuring Co-movements Between US and European Stock Markets 0 0 0 383 0 1 4 992
Measuring Monetary Policy in Open Economies 0 0 1 296 0 1 8 1,028
Measuring Monetary Policy in Open Economies 0 0 1 367 0 2 8 936
Measuring Monetary Policy with VAR Models: An Evaluation 0 0 4 568 1 3 19 1,407
Measuring Monetary Policy with VAR Models: an Evaluation 0 1 2 1,522 1 3 17 3,146
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 2 8 169 1 5 26 491
Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models 0 0 5 488 1 3 16 1,095
Model Uncertainty, Thick Modelling and the Predictability of Stock Returns 0 0 0 234 0 1 4 617
Model Uncertainty, Thick Modelling and the predictability of Stock Returns 0 0 1 572 1 2 8 1,807
Modeling and identifying central banks' preferences 0 0 5 196 0 0 26 601
Modelling and Forecasting Fiscal Variables for the Euro Area 0 1 7 291 0 4 23 597
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 131 0 0 10 367
Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model 0 1 7 184 1 4 20 342
Modelling and Identifying Central Banks' Preferences 0 0 2 154 1 2 11 485
Monetary Policy Inertia: More a Fiction than a fact? 0 0 0 58 1 1 7 143
Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey 0 0 0 167 0 1 3 402
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? 0 0 0 139 0 0 9 853
Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey 0 0 2 134 0 1 4 357
Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S 0 2 6 411 4 10 21 1,164
Monetary-Fiscal Mix and Inflation Performance: Evidence from the US 0 0 4 254 1 3 16 863
Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 0 0 0 0 0 0 1 8
Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund 0 2 10 49 0 7 29 63
Oil Investment in the North Sea 0 0 0 0 0 1 10 16
Oil Investment in the North Sea 0 0 0 0 0 3 7 889
On the Statistical Identification of DSGE Models 0 0 3 417 1 5 10 1,058
On the Statistical Identification of DSGE Models 0 0 1 129 0 1 8 301
Ottimizzazione intertemporale e metodi econometrici in economia 0 0 1 9 1 1 7 199
Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy 0 0 0 6 0 0 5 109
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 0 0 0 81 0 0 3 280
Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy 0 0 0 146 0 1 3 595
Principal components at work: The empirical analysis of monetary policy with large datasets 0 1 4 786 2 3 10 2,329
Progress in Medicine, Limits to Life and Forecasting Mortality 0 0 0 48 0 0 3 323
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 0 0 285 0 0 8 540
Reconciling VAR-based and Narrative Measures of the Tax-Multiplier 0 0 1 116 0 1 8 268
Recursive `thick´ modeling of excess returns and portfolio allocation 2 2 2 174 2 2 5 782
Restarting the economy while saving lives under Covid-19 2 9 28 28 7 27 71 71
Should the Euro Area be Run as a Closed Economy? 0 0 1 118 0 5 15 284
Should the Euro Area be Run as a Closed Economy? 0 0 0 91 1 2 7 254
Sovereign spreads in the Euro Area. Which prospects for a Eurobond? 0 0 0 172 0 1 6 320
Sovereign spreads in the Euro area: Which prospects for a Eurobond? 0 0 0 189 1 2 8 267
Stabilization Policy and the Real Effects of Nominal Shocks 0 0 0 0 0 1 4 6
TESTING THE LUCAS CRITIQUE: A REVIEW 0 0 0 1 4 7 21 469
THE LUCAS' CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY 0 0 0 0 0 1 4 132
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 1 3 650
Taxation and the Optimization of Oil Exploration and Production: The U.K. Continental Shelf 0 0 0 0 1 1 4 16
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 160 0 1 7 435
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 0 15 0 1 7 67
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 274 0 1 5 717
Testing the Lucas Critique: A Review 0 0 5 7 1 2 13 20
Testing the Lucas Critique: A Review 0 0 6 9 1 2 22 32
The ECB and the bond market 0 0 0 47 2 2 8 206
The Econometrics of Monetary Policy: an Overview 0 0 4 571 0 0 14 1,305
The Effects of Fiscal Consolidations: Theory and Evidence 2 6 31 166 8 19 98 340
The Immediate Challenges for the European Central Bank 1 3 5 973 2 6 21 3,645
The Network Effects of Fiscal Adjustments 0 0 2 30 1 2 17 73
The Output Effect of Fiscal Consolidations 0 2 4 353 1 5 21 849
The Performance of Italian Family Firms 0 0 4 151 0 3 19 491
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 0 0 7 214 1 4 23 614
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 1 1 10 314 2 5 27 935
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 1 286 1 1 6 1,128
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets 0 0 2 622 1 2 13 2,209
The effects of Fiscal Consolidations: Theory and Evidence 0 0 7 86 1 2 36 149
The output effect of fiscal consolidation plans 0 1 7 74 0 4 37 234
The output effect of fiscal consolidations 0 0 0 169 0 0 4 497
The output effect of fiscal consolidations 0 0 0 66 0 0 9 202
The output effect of fiscal consolidations 0 0 1 144 0 1 8 223
Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS 0 0 0 2 0 1 3 8
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 0 1 3 463
Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates 0 0 0 86 0 0 5 273
Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates 0 0 0 155 0 0 4 425
Valutation, Liquidity and Risk in Government Bond Markets 0 0 0 300 0 3 13 1,189
What Do We Know About Fiscal Multipliers? 2 2 5 112 3 3 15 172
What do we know about the effects of Austerity? 0 3 23 136 3 10 46 267
What do we know about the effects of austerity? 1 1 8 65 6 11 47 215
Why are Brazil´s Interest Rates so High? 0 1 1 1,668 0 2 9 5,940
Total Working Papers 24 82 422 26,541 112 370 1,980 85,126


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 2 215 0 1 8 849
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 1 1 6 16 35
A spectral estimation of tempered stable stochastic volatility models and option pricing 0 0 0 2 0 1 8 32
APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 1 2 7 288 1 5 20 602
Comment 0 0 0 0 0 0 3 21
Comments on "Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model" 0 2 5 44 0 2 7 114
Contagion in the EMU – The Role of Eurobonds with OMTs 0 0 3 9 0 2 11 31
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 0 0 0 59 0 2 10 225
Deficits, Money Growth and Inflation in Italy: 1875–1994 0 0 1 8 0 2 4 29
Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns 0 1 4 47 0 1 12 174
Demographics and US Stock Market Fluctuations * 0 0 1 10 0 2 6 63
Demographics and the Behavior of Interest Rates 1 4 11 42 3 9 36 150
Editor's Choice Austerity in 2009–13 0 2 2 18 1 4 13 76
Effects of Austerity: Expenditure- and Tax-Based Approaches 1 4 14 33 6 13 54 121
Error Correction and Forward Looking Models for UK Consumers' Expenditure 0 0 0 0 0 0 4 160
Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability 0 0 3 42 1 8 20 174
Explaining co-movements between stock markets: The case of US and Germany 0 1 1 114 1 4 12 308
Extracting information from asset prices: The methodology of EMU calculators 0 0 1 34 0 0 8 206
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 4 156 0 0 11 484
Financial markets' assessments of EMU: A comment 0 0 0 4 0 0 4 97
High Yields: The Spread on German Interest Rates 0 1 3 226 2 6 18 1,012
How Does Liquidity Affect Government Bond Yields? 0 1 10 190 1 4 31 457
How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison 0 0 0 5 0 1 8 38
Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003) 1 1 2 164 1 2 8 439
Implications of Return Predictability for Consumption Dynamics and Asset Pricing 0 0 1 1 0 2 5 5
Information from financial markets and VAR measures of monetary policy 0 0 6 80 0 1 20 272
Is it the “How” or the “When” that Matters in Fiscal Adjustments? 2 5 19 36 5 9 68 137
Is the international propagation of financial shocks non-linear?: Evidence from the ERM 2 4 12 346 2 5 22 634
Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 0 0 0 0 1 2 7 322
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 1 1 10 152 2 5 24 462
Measuring monetary policy with VAR models: An evaluation 1 3 18 321 4 13 53 787
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy 0 2 4 4 0 4 13 17
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 1 3 80 2 3 13 261
Modelling and forecasting government bond spreads in the euro area: A GVAR model 0 2 15 190 2 8 39 484
Monetary policy inertia: More a fiction than a fact? 0 0 0 64 0 1 7 207
Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 0 0 0 25 0 0 5 94
Oil investment in the North Sea 0 0 0 91 1 3 13 318
On the statistical identification of DSGE models 0 0 10 265 2 5 29 778
Parameter Instability, Model Uncertainty and the Choice of Monetary Policy 1 1 1 72 3 5 10 254
Principal components at work: the empirical analysis of monetary policy with large data sets 0 2 6 450 1 3 21 1,297
Should the Euro Area Be Run as a Closed Economy? 0 0 1 110 0 0 3 277
Sovereign spreads in the eurozone: which prospects for a Eurobond? 1 3 8 281 2 6 21 551
Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf 0 0 0 84 0 1 2 421
Taylor rules and the term structure 0 1 1 129 0 2 8 286
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 0 0 7 97
The econometrics of macroeconomics, finance, and the interface 0 1 1 432 0 1 4 811
The output effect of fiscal consolidation plans 2 6 18 129 6 18 53 384
Uncertainty on monetary policy and the expectations model of the term structure of interest rates 0 0 0 46 0 0 3 133
What Do We Know about the Effects of Austerity? 0 2 9 17 3 7 29 52
Yield spreads on EMU government bonds 1 6 40 1,130 3 13 87 2,301
Total Journal Articles 15 59 257 6,246 57 192 898 17,539


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 5 16 73 385
Total Books 0 0 0 0 5 16 73 385


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 0 4 44
Comment on "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk" 0 0 0 14 1 1 5 64
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs 0 0 0 0 2 8 20 39
Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey 0 0 0 1 0 0 4 14
The Output Effect of Fiscal Consolidation Plans 0 0 0 0 0 1 9 73
Total Chapters 0 0 0 20 3 10 42 234


Statistics updated 2021-01-03