Carlo Favero
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Carlo |
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Favero |
Identifer
Contact
Affiliations
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Università Commerciale Luigi Bocconi
/ Dipartimento di Finanza (weight: 85%)
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Università Commerciale Luigi Bocconi
/ Innocenzo Gasparini Institute for Economic Research (IGIER) (weight: 8%)
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Centro Studi di Economia e Finanza (CSEF) (weight: 2%)
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Centre for Economic Policy Research (CEPR) (weight: 5%)
Research profile
author of:
- Should the Euro Area Be Run as a Closed Economy? (RePEc:aea:aecrev:v:98:y:2008:i:2:p:138-45)
by Carlo Favero & Francesco Giavazzi - Measuring Tax Multipliers: The Narrative Method in Fiscal VARs (RePEc:aea:aejpol:v:4:y:2012:i:2:p:69-94)
by Carlo Favero & Francesco Giavazzi - What Do We Know about the Effects of Austerity? (RePEc:aea:apandp:v:108:y:2018:p:524-30)
by Alberto Alesina & Carlo A. Favero & Francesco Giavazzi - Effects of Austerity: Expenditure- and Tax-Based Approaches (RePEc:aea:jecper:v:33:y:2019:i:2:p:141-62)
by Alberto Alesina & Carlo Favero & Francesco Giavazzi - Ottimizzazione intertemporale e metodi econometrici in economia (RePEc:anc:wpaper:32)
by Carlo A. FAVERO - Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy (RePEc:anc:wpaper:42)
by Carlo A. FAVERO & Riccardo LUCCHETTI - Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund (RePEc:baf:cbafwp:cbafwp1767)
by Francesco C. Billari & Carlo A. Favero & Francesco Saita - Deficits, Money Growth and Inflation in Italy: 1875–1994 (RePEc:bla:ecnote:v:28:y:1999:i:1:p:43-71)
by Carlo A. Favero & Franco Spinelli - How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison (RePEc:bla:ecnote:v:43:y:2014:i:1:p:1-19)
by Carlo A. Favero & Federico Nucera - Unknown item RePEc:bla:ecpoli:v:18:y:2003:i:37:p:503-532 (article)
- Unknown item RePEc:bla:ecpoli:v:27:y:2012:i:70:p:231-273 (article)
- Error Correction and Forward Looking Models for UK Consumers' Expenditure (RePEc:bla:obuest:v:55:y:1993:i:4:p:453-72)
by Favero, Carlo A - Modelling and Forecasting Fiscal Variables for the Euro Area (RePEc:bla:obuest:v:67:y:2005:i:s1:p:755-783)
by Carlo A. Favero & Massimiliano Marcellino - Parameter Instability, Model Uncertainty and the Choice of Monetary Policy (RePEc:bpj:bejmac:v:topics.5:y:2005:i:1:n:4)
by Favero Carlo A. & Milani Fabio - Contagion in the EMU – The Role of Eurobonds with OMTs (RePEc:bpj:rlecon:v:12:y:2016:i:3:p:555-584:n:5)
by Favero Carlo A. & Missale Alessandro - Oil Investment in the North Sea (RePEc:cam:camdae:9204)
by Favero, C.A. & Pesaran, M.H. - Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS (RePEc:cam:camdae:9210)
by Favero, C.A. & Pesaran, M.H. & Sharma, S. - Austerity in 2009-2013 (RePEc:cpr:ceprdp:10347)
by Giavazzi, Francesco & Alesina, Alberto & Favero, Carlo A. & Paradisi, Matteo & Barbiero, Omar - A Multivariate Model of Strategic Asset Allocation with Longevity Risk (RePEc:cpr:ceprdp:10595)
by Favero, Carlo A. & Bisetti, Emilio & Nocera, Giacomo & Tebaldi, Claudio - Demographics and the Secular Stagnation Hypothesis in Europe (RePEc:cpr:ceprdp:10887)
by Favero, Carlo A. & Galasso, Vincenzo - What Do We Know About Fiscal Multipliers? (RePEc:cpr:ceprdp:10986)
by Favero, Carlo A. & Karamysheva, Madina - Is it the "How" or the "When" that Matters in Fiscal Adjustments? (RePEc:cpr:ceprdp:11644)
by Favero, Carlo A. & Alesina, Alberto & Giavazzi, Francesco & Miano, Armando & Azzalini, Gualtiero - Implications of Return Predictability across Horizons for Asset Pricing Models (RePEc:cpr:ceprdp:11645)
by Favero, Carlo A. & Tamoni, Andrea & Ortu, Fulvio & Yang, Haoxi - The effects of Fiscal Consolidations: Theory and Evidence (RePEc:cpr:ceprdp:12016)
by Favero, Carlo A. & Giavazzi, Francesco & Alesina, Alberto & Paradisi, Matteo & Barbiero, Omar - What do we know about the effects of austerity? (RePEc:cpr:ceprdp:12655)
by Favero, Carlo A. & Giavazzi, Francesco & Alesina, Alberto - The Network Effects of Fiscal Adjustments (RePEc:cpr:ceprdp:13017)
by Favero, Carlo A. & Briganti, Edoardo & Karamysheva, Madina - High Yields: The Spread on German Interest Rates (RePEc:cpr:ceprdp:1330)
by Favero, Carlo A. & Giavazzi, Francesco & Spaventa, Luigi - Effects of Austerity: Expenditure- and Tax-based Approaches (RePEc:cpr:ceprdp:13565)
by Favero, Carlo A. & Giavazzi, Francesco & Alesina, Alberto - Austerity and Public debt Dynamics (RePEc:cpr:ceprdp:14072)
by Favero, Carlo A. & , - Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models (RePEc:cpr:ceprdp:14417)
by Favero, Carlo A. & Melone, Alessandro - Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? (RePEc:cpr:ceprdp:1456)
by Favero, Carlo A. & Iacone, Fabrizio & Pifferi, Marco - Restarting the economy while saving lives under Covid-19 (RePEc:cpr:ceprdp:14664)
by Ichino, Andrea & Favero, Carlo A. & Rustichini, Aldo - Monetary Policy and Bond Prices with Drifting Equilibrium Rates (RePEc:cpr:ceprdp:16629)
by Favero, Carlo A. & Tamoni, Andrea & Melone, Alessandro - Extracting Information from Asset Prices: The Methodology of EMU Calculators (RePEc:cpr:ceprdp:1676)
by Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Tabellini, Guido - Creating a Safe Asset without Debt Mutualization: the Opportunity of a European Debt Agency (RePEc:cpr:ceprdp:17217)
by Amato, Massimo & Belloni, Everardo & Favero, Carlo A. & Gobbi, Lucio - Measuring Monetary Policy with VAR Models: An Evaluation (RePEc:cpr:ceprdp:1743)
by Bagliano, Fabio-Cesare & Favero, Carlo A. - A Red Letter Day? (RePEc:cpr:ceprdp:1804)
by Dornbusch, Rudiger & Favero, Carlo A. & Giavazzi, Francesco - Measuring Monetary Policy in Open Economies (RePEc:cpr:ceprdp:2079)
by Bagliano, Fabio-Cesare & Favero, Carlo A. & Franco, Francesco - Modelling and Identifying Central Banks' Preferences (RePEc:cpr:ceprdp:2178)
by Favero, Carlo A. & Rovelli, Riccardo - The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets (RePEc:cpr:ceprdp:2303)
by Favero, Carlo A. & Flabbi, Luca & Giavazzi, Francesco - Measuring Co-Movements Between US and European Stock Markets (RePEc:cpr:ceprdp:2517)
by Favero, Carlo A. & Bonfiglioli, Alessandra - Looking for Contagion: the Evidence from the ERM (RePEc:cpr:ceprdp:2591)
by Giavazzi, Francesco & Favero, Carlo A. - Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates (RePEc:cpr:ceprdp:2748)
by Favero, Carlo A. & Mosca, Federico - Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? (RePEc:cpr:ceprdp:2849)
by Favero, Carlo A. - Large Datasets, Small Models and Monetary Policy in Europe (RePEc:cpr:ceprdp:3098)
by Favero, Carlo A. & Marcellino, Massimiliano - How do European Monetary and Fiscal Authorities Behave? (RePEc:cpr:ceprdp:3426)
by Favero, Carlo A. - Monetary-Fiscal Mix and Inflation Performance: Evidence from the US (RePEc:cpr:ceprdp:3887)
by Favero, Carlo A. & Monacelli, Tommas - Model Uncertainty, Thick Modelling and the Predictability of Stock Returns (RePEc:cpr:ceprdp:3997)
by Favero, Carlo A. & Aiolfi, Marco - Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (RePEc:cpr:ceprdp:4301)
by Favero, Carlo A. & Carriero, Andrea & Kaminska, Iryna - Inflation Targeting and Debt: Lessons from Brazil (RePEc:cpr:ceprdp:4376)
by Giavazzi, Francesco & Favero, Carlo A. - Parameter Instability, Model Uncertainty and the Choice of Monetary Policy (RePEc:cpr:ceprdp:4909)
by Favero, Carlo A. & Milani, Fabio - The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation (RePEc:cpr:ceprdp:4910)
by Favero, Carlo A. & Söderström, Ulf & Kaminska, Iryna - Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey (RePEc:cpr:ceprdp:5101)
by Favero, Carlo A. & Canova, Fabio - Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns (RePEc:cpr:ceprdp:5110)
by Favero, Carlo A. - Modelling and Forecasting Fiscal Variables for the euro Area (RePEc:cpr:ceprdp:5294)
by Favero, Carlo A. & Marcellino, Massimiliano - The Performance of Italian Family Firms (RePEc:cpr:ceprdp:5786)
by Favero, Carlo A. & Panunzi, Fausto & Giglio, Stefano & Honorati, Maddalena - Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods (RePEc:cpr:ceprdp:5793)
by Favero, Carlo A. & Giglio, Stefano - Debt and the Effects of Fiscal Policy (RePEc:cpr:ceprdp:6092)
by Giavazzi, Francesco & Favero, Carlo A. - Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set (RePEc:cpr:ceprdp:6206)
by Favero, Carlo A. & Sala, Luca & Niu, Linlin - How Does Liquidity Affect Government Bond Yields? (RePEc:cpr:ceprdp:6649)
by von Thadden, Ernst-Ludwig & Pagano, Marco & Favero, Carlo A. - Should the Euro Area be Run as a Closed Economy? (RePEc:cpr:ceprdp:6654)
by Giavazzi, Francesco & Favero, Carlo A. - On the Statistical Identification of DSGE Models (RePEc:cpr:ceprdp:7176)
by Favero, Carlo A. & Consolo, Agostino & Paccagnini, Alessia - Monetary Policy Inertia: More a Fiction than a fact? (RePEc:cpr:ceprdp:7341)
by Favero, Carlo A. & Consolo, Agostino - How Large Are the Effects of Tax Changes? (RePEc:cpr:ceprdp:7439)
by Giavazzi, Francesco & Favero, Carlo A. - Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns (RePEc:cpr:ceprdp:7734)
by Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea - Reconciling VAR-based and Narrative Measures of the Tax-Multiplier (RePEc:cpr:ceprdp:7769)
by Giavazzi, Francesco & Favero, Carlo A. - Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy (RePEc:cpr:ceprdp:8517)
by Giavazzi, Francesco & Favero, Carlo A. & Perego, Jacopo - Sovereign spreads in the Euro area: Which prospects for a Eurobond? (RePEc:cpr:ceprdp:8637)
by Missale, Alessandro & Favero, Carlo A. - Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability (RePEc:cpr:ceprdp:8957)
by Favero, Carlo A. & De Santis, Roberto A & Roffia, Barbara - The output effect of fiscal consolidations (RePEc:cpr:ceprdp:9105)
by Giavazzi, Francesco & Alesina, Alberto & Favero, Carlo A. - Monetary Policy, Fiscal Policies and Labour Markets (RePEc:cup:cbooks:9780521041836)
by None - Monetary Policy, Fiscal Policies and Labour Markets (RePEc:cup:cbooks:9780521823081)
by None - How Does Liquidity Affect Government Bond Yields? (RePEc:cup:jfinqa:v:45:y:2010:i:01:p:107-134_99)
by Favero, Carlo & Pagano, Marco & von Thadden, Ernst-Ludwig - Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns (RePEc:cup:jfinqa:v:46:y:2011:i:05:p:1493-1520_00)
by Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea - A Multivariate Model of Strategic Asset Allocation with Longevity Risk (RePEc:cup:jfinqa:v:52:y:2017:i:05:p:2251-2275_00)
by Bisetti, Emilio & Favero, Carlo A. & Nocera, Giacomo & Tebaldi, Claudio - APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 (RePEc:cup:macdyn:v:7:y:2003:i:02:p:313-315_02)
by Scott, Alasdair - Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability (RePEc:ecb:ecbwps:2008926)
by De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara - High Yields: The Spread on German Interest Rates (RePEc:ecj:econjl:v:107:y:1997:i:443:p:956-85)
by Favero, Carlo A & Giavazzi, Francesco & Spaventa, Luigi - Financial markets' assessments of EMU : A comment (RePEc:eee:crcspp:v:51:y:1999:i::p:271-280)
by Favero, Carlo A. - A spectral estimation of tempered stable stochastic volatility models and option pricing (RePEc:eee:csdana:v:56:y:2012:i:11:p:3645-3658)
by Li, Junye & Favero, Carlo & Ortu, Fulvio - Oil investment in the North Sea (RePEc:eee:ecmode:v:11:y:1994:i:3:p:308-329)
by Favero, Carlo A. & Pesaran, M. Hashem - Uncertainty on monetary policy and the expectations model of the term structure of interest rates (RePEc:eee:ecolet:v:71:y:2001:i:3:p:369-375)
by Favero, Carlo A. & Mosca, Federico - The econometrics of macroeconomics, finance, and the interface (RePEc:eee:econom:v:131:y:2006:i:1-2:p:1-2)
by Diebold, F.X. & Engle, R.F. & Favero, C. & Gallo, G.M. & Schorfheide, F. - Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates (RePEc:eee:econom:v:131:y:2006:i:1-2:p:339-358)
by Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna - On the statistical identification of DSGE models (RePEc:eee:econom:v:150:y:2009:i:1:p:99-115)
by Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia - Modelling and forecasting government bond spreads in the euro area: A GVAR model (RePEc:eee:econom:v:177:y:2013:i:2:p:343-356)
by Favero, Carlo A. - Measuring monetary policy with VAR models: An evaluation (RePEc:eee:eecrev:v:42:y:1998:i:6:p:1069-1112)
by Bagliano, Fabio C. & Favero, Carlo A. - Information from financial markets and VAR measures of monetary policy (RePEc:eee:eecrev:v:43:y:1999:i:4-6:p:825-837)
by Bagliano, Fabio C. & Favero, Carlo A. - Extracting information from asset prices: The methodology of EMU calculators (RePEc:eee:eecrev:v:44:y:2000:i:9:p:1607-1632)
by Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Guido Tabellini - Is the international propagation of financial shocks non-linear?: Evidence from the ERM (RePEc:eee:inecon:v:57:y:2002:i:1:p:231-246)
by Favero, Carlo A. & Giavazzi, Francesco - Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003) (RePEc:eee:inecon:v:67:y:2005:i:2:p:524-528)
by Giavazzi, Francesco & Favero, Carlo A. - The output effect of fiscal consolidation plans (RePEc:eee:inecon:v:96:y:2015:i:s1:p:s19-s42)
by Alesina, Alberto & Favero, Carlo & Giavazzi, Francesco - Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 (RePEc:eee:jbfina:v:16:y:1992:i:2:p:331-349)
by Bagliano, Fabio-Cesare & Favero, Carlo A. - Explaining co-movements between stock markets: The case of US and Germany (RePEc:eee:jimfin:v:24:y:2005:i:8:p:1299-1316)
by Bonfiglioli, Alessandra & Favero, Carlo A. - Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability (RePEc:eee:jimfin:v:32:y:2013:i:c:p:377-404)
by De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara - Comments on "Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model" (RePEc:eee:jmacro:v:26:y:2004:i:2:p:281-285)
by Favero, Carlo A. - Taylor rules and the term structure (RePEc:eee:moneco:v:53:y:2006:i:7:p:1377-1393)
by Favero, Carlo A. - Monetary policy inertia: More a fiction than a fact? (RePEc:eee:moneco:v:56:y:2009:i:6:p:900-906)
by Consolo, Agostino & Favero, Carlo A. - Implications of return predictability for consumption dynamics and asset pricing (RePEc:ehl:lserod:90426)
by Favero, Carlo A. & Ortu, Fulvio & Tamoni, Andrea & Yang, Haoxi - Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey (RePEc:elg:eechap:12570_4)
by Fabio Canova & Carlo Favero - Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment (RePEc:elg:eechap:19356_5)
by Luca Maria Pesando & Francesco C. Billari & Carlo Favero & Francesco Saita - The ECB and the bond market (RePEc:euf:ecopap:0314)
by Carlo Favero & Francesco Giavazzi - Debt and the effects of fiscal policy (RePEc:fip:fedbwp:07-4)
by Carlo Favero & Francesco Giavazzi - The Role Of Taxation In An Intertemporal Optimization Model Of Exploration And Production Of Oil In The North Sea: An Evaluation (RePEc:fth:callaa:15)
by Favero, C.A. - A Multivariate Model of Strategic Asset Allocation with Longevity Risk (RePEc:hal:journl:hal-01633544)
by Emilio Bisetti & Carlo A. Favero & Giacomo Nocera & Claudio Tebaldi - High Yielders: the Spread on German Interest Rates (RePEc:igi:igierp:102)
by Carlo Ambrogio Favero & Francesco Giavazzi & Luigi Spaventa - Extracting Information from Asset Prices: the Methodology of EMU Calculators (RePEc:igi:igierp:113)
by Carlo A. Favero & Francesco Giavazzi & Fabrizio Iacone & Guido Tabellini - Measuring Monetary Policy with VAR Models: an Evaluation (RePEc:igi:igierp:132)
by Fabio C. Bagliano & Carlo A. Favero - Measuring Monetary Policy in Open Economies (RePEc:igi:igierp:133)
by Fabio C. Bagliano & Carlo A. Favero & Francesco Franco - Information from financial markets and VAR measures of monetary policy (RePEc:igi:igierp:135)
by Fabio C. Bagliano & Carlo A. Favero - Modeling and identifying central banks' preferences (RePEc:igi:igierp:148)
by Carlo A. Favero & Riccardo Rovelli - Measuring Co-movements Between US and European Stock Markets (RePEc:igi:igierp:165)
by Carlo Favero & Alessandra Bonfiglioli - Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates (RePEc:igi:igierp:179)
by Carlo A. Favero & Federico Mosca - Does Macroeconomics Help Understand the Term Structure of Interest Rates? (RePEc:igi:igierp:195)
by Carlo A. Favero - Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy (RePEc:igi:igierp:196)
by Carlo A. Favero - Recursive `thick´ modeling of excess returns and portfolio allocation (RePEc:igi:igierp:197)
by Carlo A. Favero & Marco Aiolfi & Giorgio Primiceri - Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 (RePEc:igi:igierp:200)
by Carlo A. Favero - Large Datasets, Small Models and Monetary Policy in Europe (RePEc:igi:igierp:208)
by Carlo A. Favero & Massimiliano Marcellino - How do European monetary and fiscal authorities behave? (RePEc:igi:igierp:214)
by Carlo A. Favero - Model Uncertainty, Thick Modelling and the predictability of Stock Returns (RePEc:igi:igierp:221)
by Marco Aiolfi & Carlo Ambrogio Favero - Principal components at work: The empirical analysis of monetary policy with large datasets (RePEc:igi:igierp:223)
by Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia - Why are Brazil´s Interest Rates so High? (RePEc:igi:igierp:224)
by Carlo Ambrogio Favero & Francesco Giavazzi - Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S (RePEc:igi:igierp:234)
by Carlo A. Favero & Tommaso Monacelli - Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (RePEc:igi:igierp:253)
by Andrea Carriero & Carlo Favero & Iryna Kaminska - Forecasting Italian inflation with large datasets and many models (RePEc:igi:igierp:269)
by Carlo A. Favero & Ottavio Ricchi & Cristian Tegami - The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation (RePEc:igi:igierp:280)
by Carlo Favero & Iryna Kaminska & Ulf Soderstrom - Valutation, Liquidity and Risk in Government Bond Markets (RePEc:igi:igierp:281)
by Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden - Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S (RePEc:igi:igierp:282)
by Carlo Favero & Tommaso Monacelli - Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns (RePEc:igi:igierp:291)
by Carlo Favero - Modelling and Forecasting Fiscal Variables for the Euro Area (RePEc:igi:igierp:298)
by Carlo Favero & Massimiliano Marcellino - Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods (RePEc:igi:igierp:312)
by Carlo A. Favero & Stefano W. Giglio - Debt and the effects of fiscal policy (RePEc:igi:igierp:317)
by Carlo Favero & Francesco Giavazzi - Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set (RePEc:igi:igierp:318)
by Carlo A. Favero & Linlin Niu & Luca Sala - How Does Liquidity Affect Government Bond Yields? (RePEc:igi:igierp:323)
by Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden - On the Statistical Identification of DSGE Models (RePEc:igi:igierp:324)
by Agostino Consolo & Carlo A. Favero & Alessia Paccagnini - Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models (RePEc:igi:igierp:327)
by Carlo A. Favero - The Econometrics of Monetary Policy: an Overview (RePEc:igi:igierp:329)
by Carlo A. Favero - Should the Euro Area be Run as a Closed Economy? (RePEc:igi:igierp:331)
by Carlo Favero & Francesco Giavazzi - Demographics and fluctuations in Dividend/Price (RePEc:igi:igierp:345)
by Andrea Tamoni & Arie E.Gozluklu & Carlo A.Favero - How large are the effects of tax changes? (RePEc:igi:igierp:350)
by Carlo Favero & Francesco Giavazzi - Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns (RePEc:igi:igierp:360)
by Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni - Reconciling VAR-based and Narrative Measures of the Tax-Multiplier (RePEc:igi:igierp:361)
by Carlo A. Favero & Francesco Giavazzi - Demographics and the Econometrics of the Term Structure of Stock Market Risk (RePEc:igi:igierp:367)
by Carlo A. Favero & Andrea Tamoni - A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing (RePEc:igi:igierp:370)
by Junye Lia & Carlo Favero & Fulvio Ortu - Demographics and The Behaviour of Interest Rates (RePEc:igi:igierp:388)
by Carlo A. Favero & Arie E. Gozluklu & Haoxi Yang - Progress in Medicine, Limits to Life and Forecasting Mortality (RePEc:igi:igierp:406)
by Carlo Favero & Marco Giacoletti - Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy (RePEc:igi:igierp:407)
by Carlo Favero & Francesco Giavazzi & Jacopo Perego - Sovereign spreads in the Euro Area. Which prospects for a Eurobond? (RePEc:igi:igierp:424)
by Carlo Favero & Alessandro Missale - Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model (RePEc:igi:igierp:431)
by Carlo A. Favero - Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability (RePEc:igi:igierp:432)
by Roberto A. De Santis & Carlo A. Favero & Barbara Roffia - Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy (RePEc:igi:igierp:439)
by Emilio Bisetti & Carlo A. Favero - The output effect of fiscal consolidations (RePEc:igi:igierp:450)
by Alberto Alesina & Carlo Ambrogio Favero & Francesco Giavazzi - The output effect of fiscal consolidations (RePEc:igi:igierp:478)
by Alberto Alesina & Carlo Favero & Francesco Giavazzi - A Multivariate Model of Strategic Asset Allocation with Longevity Risk (RePEc:igi:igierp:503)
by Emilio Bisetti & Carlo A. Favero & Giacomo Nocera & Claudio Tebaldi - Asset Pricing vs Asset Expected Returning in Factor Models (RePEc:igi:igierp:651)
by Carlo A. Favero & Alessandro Melone - Principal components at work: the empirical analysis of monetary policy with large data sets (RePEc:jae:japmet:v:20:y:2005:i:5:p:603-620)
by Massimiliano Marcellino & Carlo A. Favero & Francesca Neglia - A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence (RePEc:jae:japmet:v:9:y:1994:i:s:p:s95-112)
by Favero, Carlo A & Pesaran, M Hashem & Sharma, Sunil - Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 (RePEc:mcb:jmoncb:v:35:y:2003:i:4:p:545-56)
by Favero, Carlo A & Rovelli, Riccardo - Comment on "Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model" (RePEc:nbr:nberch:11662)
by Carlo A. Favero - Comment on "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk" (RePEc:nbr:nberch:12202)
by Carlo Favero - Measuring Tax Multipliers: The Narrative Method in Fiscal VARs (RePEc:nbr:nberch:13345)
by Carlo Favero & Francesco Giavazzi - The Output Effect of Fiscal Consolidation Plans (RePEc:nbr:nberch:13457)
by Alberto Alesina & Carlo Favero & Francesco Giavazzi - Inflation Targeting and Debt: Lessons from Brazil (RePEc:nbr:nberwo:10390)
by Carlo A. Favero & Francesco Giavazzi - Debt and the Effects of Fiscal Policy (RePEc:nbr:nberwo:12822)
by Carlo Favero & Francesco Giavazzi - How large are the effects of tax changes? (RePEc:nbr:nberwo:15303)
by Carlo Favero & Francesco Giavazzi - Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy (RePEc:nbr:nberwo:17272)
by Carlo Favero & Francesco Giavazzi & Jacopo Perego - The Output Effect of Fiscal Consolidations (RePEc:nbr:nberwo:18336)
by Alberto Alesina & Carlo Favero & Francesco Giavazzi - Austerity in 2009-2013 (RePEc:nbr:nberwo:20827)
by Alberto Alesina & Omar Barbiero & Carlo Favero & Francesco Giavazzi & Matteo Paradisi - Is it the "How" or the "When" that Matters in Fiscal Adjustments? (RePEc:nbr:nberwo:22863)
by Alberto Alesina & Gualtiero Azzalini & Carlo Favero & Francesco Giavazzi & Armando Miano - The Effects of Fiscal Consolidations: Theory and Evidence (RePEc:nbr:nberwo:23385)
by Alberto Alesina & Omar Barbiero & Carlo Favero & Francesco Giavazzi & Matteo Paradisi - What do we know about the effects of Austerity? (RePEc:nbr:nberwo:24246)
by Alberto F. Alesina & Carlo Favero & Francesco Giavazzi - High Yields: The Spread on German Interest Rates (RePEc:nbr:nberwo:5408)
by Carlo Favero & Francesco Giavazzi & Luigi Spaventa - The Immediate Challenges for the European Central Bank (RePEc:nbr:nberwo:6369)
by Rudiger Dornbusch & Carlo A. Favero & Francesco Giavazzi - The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets (RePEc:nbr:nberwo:7231)
by Carlo A. Favero & Francesco Giavazzi & Luca Flabbi - Looking for Contagion: Evidence from the ERM (RePEc:nbr:nberwo:7797)
by Carlo A. Favero & Francesco Giavazzi - Demographics and US Stock Market Fluctuations (RePEc:oup:cesifo:v:57:y:2011:i:1:p:25-43)
by Carlo A. Favero & Andrea Tamoni - Immediate challenges for the European Central Bank (RePEc:oup:ecpoli:v:13:y:1998:i:26:p:16-64.)
by Rudi Dornbusch & Carlo Favero & Francesco Giavazzi - Yield spreads on EMU government bonds
[‘Fiscal policy events and interest rate swap spreads: some evidence from the EU’] (RePEc:oup:ecpoli:v:18:y:2003:i:37:p:503-532.)
by Lorenzo Codogno & Carlo Favero & Alessandro Missale - Sovereign spreads in the eurozone: which prospects for a Eurobond?
[Asset pricing with liquidity risk] (RePEc:oup:ecpoli:v:27:y:2012:i:70:p:231-273.)
by Carlo Favero & Alessandro Missale - Editor's Choice Austerity in 2009–13 (RePEc:oup:ecpoli:v:30:y:2015:i:83:p:383-437.)
by Alberto Alesina & Omar Barbiero & Carlo Favero & Francesco Giavazzi & Matteo Paradisi - Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf (RePEc:oup:oxecpp:v:44:y:1992:i:2:p:187-208)
by Favero, Carlo A - Testing The Lucas Critique: A Review (RePEc:oxf:wpaper:99101)
by Favero, C. & Hendry, D. - The Lucas' Critique, Feedback And Feedforward Mechanisms And The Consumtion Function: An Empirical Study (RePEc:oxf:wpaper:9973)
by Favero, C. - Applied Macroeconometrics (RePEc:oxp:obooks:9780198296850)
by Favero, Carlo A. - Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy (RePEc:pal:imfecr:v:59:y:2011:i:4:p:652-682)
by Carlo Favero & Francesco Giavazzi & Jacopo Perego - Demographics and the Behavior of Interest Rates (RePEc:pal:imfecr:v:64:y:2016:i:4:d:10.1057_s41308-016-0020-2)
by Carlo A. Favero & Arie E. Gozluklu & Haoxi Yang - Is it the “How” or the “When” that Matters in Fiscal Adjustments? (RePEc:pal:imfecr:v:66:y:2018:i:1:d:10.1057_s41308-017-0047-z)
by Alberto Alesina & Gualtiero Azzalini & Carlo Favero & Francesco Giavazzi & Armando Miano - The Econometrics of Monetary Policy: An Overview (RePEc:pal:palchp:978-0-230-24440-5_16)
by Carlo A. Favero - Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 (RePEc:qmw:qmwecw:197)
by C.A. Favero & F.C. Bagliano - Testing the Lucas Critique: A Review (RePEc:qmw:qmwecw:212)
by C.A. Favero & D.F. Hendry - Testing the Lucas Critique: A Review (RePEc:qmw:qmwecw:220)
by C.A. Favero & D.F. Hendry - Oil Investment in the North Sea (RePEc:qmw:qmwecw:223)
by C.A. Favero & H.S. Pesaran - Stabilization Policy and the Real Effects of Nominal Shocks (RePEc:qmw:qmwecw:224)
by C.A. Favero & F.C. Bagliano - Taxation and the Optimization of Oil Exploration and Production: The U.K. Continental Shelf (RePEc:qmw:qmwecw:229)
by C. Favero - Consumption and the Sale of the Crown's Land (RePEc:qmw:qmwecw:230)
by C.A. Favero - Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS (RePEc:qmw:qmwecw:256)
by C. Favero & M.H. Pesaran & S. Sharma - Error Correction and Forward-looking Models for the U.K. Consumers' Expenditure (RePEc:qmw:qmwecw:270)
by C. Favero - Deficits, Money Growth and Inflation in Italy 1865-1990 (RePEc:qmw:qmwecw:279)
by C. Favero & F. Spinelli - Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (RePEc:sce:scecf4:76)
by Iryna Kaminska & Andrea Carriero & Carlo A. Favero - How Does Liquidity Affect Government Bond Yields? (RePEc:sef:csefwp:181)
by Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden - Alberto Alesina (1957–2020) (RePEc:spr:sprchp:978-3-031-52053-2_41)
by Carlo Favero & Francesco Giavazzi & Paola Giuliano & Eliana Ferrara & Guido Tabellini - Implications of Return Predictability for Consumption Dynamics and Asset Pricing (RePEc:taf:jnlbes:v:38:y:2020:i:3:p:527-541)
by Carlo A. Favero & Fulvio Ortu & Andrea Tamoni & Haoxi Yang - Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy (RePEc:taf:uaajxx:v:18:y:2014:i:1:p:87-103)
by Emilio Bisetti & Carlo Favero - Insider Trading, Traded Volume and Returns (RePEc:tur:wpaper:26)
by Fabio C. Bagliano & Carlo A. Favero & Giovanna Nicodano - How Do Monetary and Fiscal Policy Interact in the European Monetary Union? [with Comments] (RePEc:ucp:intsma:doi:10.1086/653958)
by Matthew B. Canzoneri & Robert E. Cumby & Behzad T. Diba & Gauti B. Eggertsson & Carlo A. Favero - Comment (RePEc:ucp:intsma:doi:10.1086/658310)
by Carlo Favero - Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey (RePEc:upf:upfgen:922)
by Fabio Canova & Carlo Favero - Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set (RePEc:wly:jforec:v:31:y:2012:i:2:p:124-156)
by Carlo A. Favero & Linlin Niu & Luca Sala - Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set (RePEc:wyi:wpaper:002005)
by Carlo A. Favero & Linlin Niu & Luca Sala - The output effect of fiscal consolidation plans (RePEc:zbw:safewp:76)
by Alesina, Alberto & Favero, Carlo & Giavazzi, Francesco