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Carlo Favero

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Personal Details

First Name: Carlo
Middle Name:
Last Name: Favero
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RePEc Short-ID: pfa12

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Homepage: http://www.igier.unibocconi.it/favero
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Affiliation

(45%) Dipartimento di Finanza
Università Commerciale Luigi Bocconi
Location: Milano, Italy
Homepage: http://www.unibocconi.it/wps/wcm/connect/SitoPubblico_IT/Albero+di+navigazione/Home/Dipartimenti/Finanza/
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Postal: Via Roentgen 1, 20136 Milano
Handle: RePEc:edi:iabocit (more details at EDIRC)
(45%) Innocenzo Gasparini Institute for Economic Research (IGIER)
Università Commerciale Luigi Bocconi
Location: Milano, Italy
Homepage: http://www.igier.unibocconi.it/
Email:
Phone: 0039.02.5836.3300
Fax: 0039.02.5836.3302
Postal: Via Roentgen, 1, 20136 MILANO
Handle: RePEc:edi:igierit (more details at EDIRC)
(5%) Centre for Economic Policy Research (CEPR)
Location: London, United Kingdom
Homepage: http://www.cepr.org/
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Phone: +44 (0)20 7183 8801
Fax: +44 (0)20 7183 8820
Postal: 3rd Floor, 77 Bastwick Street, London EC1V 3PZ
Handle: RePEc:edi:cebruuk (more details at EDIRC)
(5%) Centro Studi di Economia e Finanza (CSEF)
Location: Napoli, Italy
Homepage: http://www.csef.it/
Email:
Phone: +39 081 - 675372
Fax: +39 081 - 675372
Postal: I-80126 Napoli
Handle: RePEc:edi:cssalit (more details at EDIRC)

Works

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Working papers

  1. Emilio Bisetti & Carlo A. Favero & Giacomo Nocera & Claudio Tebaldi, 2013. "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," Working Papers 503, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  2. Alberto Alesina & Carlo Favero & Francesco Giavazzi, 2012. "The Output Effect of Fiscal Consolidations," NBER Working Papers 18336, National Bureau of Economic Research, Inc.
  3. Emilio Bisetti & Carlo A. Favero, 2012. "Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy," Working Papers 439, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  4. Carlo A. Favero, 2012. "Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model," Working Papers 431, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  5. Carlo Favero & Marco Giacoletti, 2011. "Progress in Medicine, Limits to Life and Forecasting Mortality," Working Papers 406, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  6. Carlo A. Favero & Arie E. Gozluklu & Haoxi Yang, 2011. "Demographics and The Behaviour of Interest Rates," Working Papers 388, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  7. Carlo Favero & Alessandro Missale, 2011. "Sovereign spreads in the Euro Area. Which prospects for a Eurobond?," Working Papers 424, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  8. Fabio C. Bagliano & Carlo A. Favero & Giovanna Nicodano, 2011. "Insider Trading, Traded Volume and Returns," Working papers 26, Former Department of Economics and Public Finance "G. Prato", University of Torino.
  9. Carlo Favero & Francesco Giavazzi & Jacopo Perego, 2011. "Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy," NBER Working Papers 17272, National Bureau of Economic Research, Inc.
  10. Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers 360, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  11. Carlo A. Favero & Francesco Giavazzi, 2010. "Reconciling VAR-based and Narrative Measures of the Tax-Multiplier," Working Papers 361, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  12. Carlo A. Favero & Andrea Tamoni, 2010. "Demographics and the Econometrics of the Term Structure of Stock Market Risk," Working Papers 367, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  13. Junye Lia & Carlo Favero & Fulvio Ortu, 2010. "A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing," Working Papers 370, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  14. Carlo Favero & Francesco Giavazzi, 2009. "How large are the effects of tax changes?," NBER Working Papers 15303, National Bureau of Economic Research, Inc.
  15. Consolo, Agostino & Favero, Carlo A., 2009. "Monetary Policy Inertia: More a Fiction than a fact?," CEPR Discussion Papers 7341, C.E.P.R. Discussion Papers.
  16. :Carol A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2009. "Long-Run Factors and Fluctuations in Dividend/Price," Working Papers wpn09-04, Warwick Business School, Finance Group.
  17. Carlo Favero & Francesco Giavazzi, 2008. "Should the Euro Area be Run as a Closed Economy?," Working Papers 331, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  18. Carlo Favero & Francesco Giavazzi, 2008. "The ECB and the bond market," European Economy - Economic Papers 314, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  19. Andrea Tamoni & Arie E.Gozluklu & Carlo A.Favero, 2008. "Demographics and fluctuations in Dividend/Price," Working Papers 345, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  20. De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2008. "Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability," Working Paper Series 0926, European Central Bank.
  21. Carlo Favero & Francesco Giavazzi, 2007. "Debt and the Effects of Fiscal Policy," NBER Working Papers 12822, National Bureau of Economic Research, Inc.
  22. Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2007. "On the Statistical Identification of DSGE Models," Working Papers 324, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  23. Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden, 2007. "How Does Liquidity Affect Government Bond Yields?," Working Papers 323, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  24. Carlo A. Favero, 2007. "Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models," Working Papers 327, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  25. Favero, Carlo A & Niu, Linlin & Sala, Luca, 2007. "Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set," CEPR Discussion Papers 6206, C.E.P.R. Discussion Papers.
  26. Carlo A. Favero, 2007. "The Econometrics of Monetary Policy: an Overview," Working Papers 329, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  27. Carlo A. Favero & Stefano W. Giglio, 2006. "Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods," Working Papers 312, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  28. Favero, Carlo A & Giglio, Stefano W & Honorati, Maddalena & Panunzi, Fausto, 2006. "The Performance of Italian Family Firms," CEPR Discussion Papers 5786, C.E.P.R. Discussion Papers.
  29. Favero, Carlo A & Milani, Fabio, 2005. "Parameter Instability, Model Uncertainty and the Choice of Monetary Policy," CEPR Discussion Papers 4909, C.E.P.R. Discussion Papers.
  30. Carlo Favero & Massimiliano Marcellino, 2005. "Modelling and Forecasting Fiscal Variables for the Euro Area," Working Papers 298, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  31. Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden, 2005. "Valutation, Liquidity and Risk in Government Bond Markets," Working Papers 281, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  32. Favero, Carlo A & Kaminska, Iryna & Söderström, Ulf, 2005. "The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation," CEPR Discussion Papers 4910, C.E.P.R. Discussion Papers.
  33. Carlo Favero & Tommaso Monacelli, 2005. "Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S," Working Papers 282, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  34. Carlo Favero, 2005. "Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns," Working Papers 291, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  35. Fabio Canova & Carlo Favero, 2005. "Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey," Economics Working Papers 922, Department of Economics and Business, Universitat Pompeu Fabra.
  36. Canova, Fabio & Favero, Carlo A, 2005. "Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey," CEPR Discussion Papers 5101, C.E.P.R. Discussion Papers.
  37. Andrea Carriero & Carlo Favero & Iryna Kaminska, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Working Papers 253, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  38. Carlo A. Favero & Francesco Giavazzi, 2004. "Inflation Targeting and Debt: Lessons from Brazil," NBER Working Papers 10390, National Bureau of Economic Research, Inc.
  39. Carlo A. Favero & Ottavio Ricchi & Cristian Tegami, 2004. "Forecasting Italian inflation with large datasets and many models," Working Papers 269, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  40. Carlo A. Favero & Tommaso Monacelli, 2003. "Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S," Working Papers 234, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  41. Favero, Carlo A, 2002. "How do European Monetary and Fiscal Authorities Behave?," CEPR Discussion Papers 3426, C.E.P.R. Discussion Papers.
  42. Favero, Carlo A & Marcellino, Massimiliano, 2001. "Large Datasets, Small Models and Monetary Policy in Europe," CEPR Discussion Papers 3098, C.E.P.R. Discussion Papers.
  43. Favero, Carlo A & Mosca, Federico, 2001. "Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates," CEPR Discussion Papers 2748, C.E.P.R. Discussion Papers.
  44. Favero, Carlo A, 2001. "Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates?," CEPR Discussion Papers 2849, C.E.P.R. Discussion Papers.
  45. Carlo A. Favero & Francesco Giavazzi, 2000. "Looking for Contagion: Evidence from the ERM," NBER Working Papers 7797, National Bureau of Economic Research, Inc.
  46. Favero, Carlo A & Giavazzi, Francesco, 2000. "Looking for Contagion: the Evidence from the ERM," CEPR Discussion Papers 2591, C.E.P.R. Discussion Papers.
  47. Bonfiglioli, Alessandra & Favero, Carlo A, 2000. "Measuring Co-Movements Between US and European Stock Markets," CEPR Discussion Papers 2517, C.E.P.R. Discussion Papers.
  48. Favero, Carlo A & Flabbi, Luca & Giavazzi, Francesco, 1999. "The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets," CEPR Discussion Papers 2303, C.E.P.R. Discussion Papers.
  49. Favero, Carlo A & Rovelli, Riccardo, 1999. "Modelling and Identifying Central Banks' Preferences," CEPR Discussion Papers 2178, C.E.P.R. Discussion Papers.
  50. Bagliano, Fabio-Cesare & Favero, Carlo A & Franco, Francesco, 1999. "Measuring Monetary Policy in Open Economies," CEPR Discussion Papers 2079, C.E.P.R. Discussion Papers.
  51. Dornbusch, Rudiger & Favero, Carlo A & Giavazzi, Francesco, 1998. "A Red Letter Day?," CEPR Discussion Papers 1804, C.E.P.R. Discussion Papers.
  52. Rudiger Dornbusch & Carlo A. Favero & Francesco Giavazzi, 1998. "The Immediate Challenges for the European Central Bank," NBER Working Papers 6369, National Bureau of Economic Research, Inc.
  53. Bagliano, Fabio-Cesare & Favero, Carlo A, 1997. "Measuring Monetary Policy with VAR Models: An Evaluation," CEPR Discussion Papers 1743, C.E.P.R. Discussion Papers.
  54. Favero, Carlo A & Giavazzi, Francesco & Iacone, Fabrizio & Tabellini, Guido, 1997. "Extracting Information from Asset Prices: The Methodology of EMU Calculators," CEPR Discussion Papers 1676, C.E.P.R. Discussion Papers.
  55. Favero, Carlo A & Iacone, Fabrizio & Pifferi, Marco, 1996. "Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States?," CEPR Discussion Papers 1456, C.E.P.R. Discussion Papers.
  56. Favero, Carlo A & Giavazzi, Francesco & Spaventa, Luigi, 1996. "High Yields: The Spread on German Interest Rates," CEPR Discussion Papers 1330, C.E.P.R. Discussion Papers.
  57. Carlo A. FAVERO & Riccardo LUCCHETTI, 1993. "Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy," Working Papers 42, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  58. Carlo A. FAVERO, 1993. "Ottimizzazione intertemporale e metodi econometrici in economia," Working Papers 32, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  59. Favero, C.A. & Pesaran, M.H., 1992. "Oil Investment in the North Sea," Cambridge Working Papers in Economics 9204, Faculty of Economics, University of Cambridge.
  60. Favero, C.A. & Pesaran, M.H. & Sharma, S., 1992. "Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS," Cambridge Working Papers in Economics 9210, Faculty of Economics, University of Cambridge.
  61. Favero, C. & Hendry, D., 1990. "Testing The Lucas Critique: A Review," Economics Series Working Papers 99101, University of Oxford, Department of Economics.
  62. Favero, C.A., 1990. "The Role Of Taxation In An Intertemporal Optimization Model Of Exploration And Production Of Oil In The North Sea: An Evaluation," Papers 15, California Los Angeles - Applied Econometrics.
  63. Favero, C., 1989. "The Lucas' Critique, Feedback And Feedforward Mechanisms And The Consumtion Function: An Empirical Study," Economics Series Working Papers 9973, University of Oxford, Department of Economics.
  64. Carlo A. Favero & Marco Aiolfi & Giorgio Primiceri, . "Recursive `thick´ modeling of excess returns and portfolio allocation," Working Papers 197, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  65. Carlo A. Favero, . "Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy," Working Papers 196, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  66. Marco Aiolfi & Carlo Ambrogio Favero, . "Model Uncertainty, Thick Modelling and the predictability of Stock Returns," Working Papers 221, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  67. Carlo Ambrogio Favero & Francesco Giavazzi, . "Why are Brazil´s Interest Rates so High?," Working Papers 224, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  68. Carlo A. Favero, . "Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98," Working Papers 200, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  69. Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia, . "Principal components at work: The empirical analysis of monetary policy with large datasets," Working Papers 223, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  70. Fabio C. Bagliano & Carlo A. Favero, . "Information from financial markets and VAR measures of monetary policy," Working Papers 135, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  71. Carlo A. Favero, . "Does Macroeconomics Help Understand the Term Structure of Interest Rates?," Working Papers 195, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

Articles

  1. De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2013. "Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 377-404.
  2. Favero, Carlo A., 2013. "Modelling and forecasting government bond spreads in the euro area: A GVAR model," Journal of Econometrics, Elsevier, vol. 177(2), pages 343-356.
  3. Carlo Favero & Francesco Giavazzi, 2012. "Measuring Tax Multipliers: The Narrative Method in Fiscal VARs," American Economic Journal: Economic Policy, American Economic Association, vol. 4(2), pages 69-94, May.
  4. Carlo A. Favero & Linlin Niu & Luca Sala, 2012. "Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(2), pages 124-156, 03.
  5. Carlo Favero & Alessandro Missale, 2012. "Sovereign spreads in the eurozone: which prospects for a Eurobond?," Economic Policy, CEPR & CES & MSH, vol. 27(70), pages 231-273, 04.
  6. Li, Junye & Favero, Carlo & Ortu, Fulvio, 2012. "A spectral estimation of tempered stable stochastic volatility models and option pricing," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3645-3658.
  7. Carlo A. Favero & Andrea Tamoni, 2011. "Demographics and US Stock Market Fluctuations ," CESifo Economic Studies, CESifo, vol. 57(1), pages 25-43, March.
  8. Carlo Favero & Francesco Giavazzi & Jacopo Perego, 2011. "Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy," IMF Economic Review, Palgrave Macmillan, vol. 59(4), pages 652-682, November.
  9. Carlo Favero, 2011. "Comment," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 31 - 36.
  10. Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011. "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(05), pages 1493-1520, October.
  11. Favero, Carlo & Pagano, Marco & von Thadden, Ernst-Ludwig, 2010. "How Does Liquidity Affect Government Bond Yields?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(01), pages 107-134, February.
  12. Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009. "On the statistical identification of DSGE models," Journal of Econometrics, Elsevier, vol. 150(1), pages 99-115, May.
  13. Consolo, Agostino & Favero, Carlo A., 2009. "Monetary policy inertia: More a fiction than a fact?," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 900-906, September.
  14. Carlo Favero & Francesco Giavazzi, 2008. "Should the Euro Area Be Run as a Closed Economy?," American Economic Review, American Economic Association, vol. 98(2), pages 138-45, May.
  15. Favero, Carlo A., 2006. "Taylor rules and the term structure," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1377-1393, October.
  16. Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna, 2006. "Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 339-358.
  17. Diebold, F.X. & Engle, R.F. & Favero, C. & Gallo, G.M. & Schorfheide, F., 2006. "The econometrics of macroeconomics, finance, and the interface," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 1-2.
  18. Bonfiglioli, Alessandra & Favero, Carlo A., 2005. "Explaining co-movements between stock markets: The case of US and Germany," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1299-1316, December.
  19. Carlo A. Favero & Massimiliano Marcellino, 2005. "Modelling and Forecasting Fiscal Variables for the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 755-783, December.
  20. Massimiliano Marcellino & Carlo A. Favero & Francesca Neglia, 2005. "Principal components at work: the empirical analysis of monetary policy with large data sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 603-620.
  21. Giavazzi, Francesco & Favero, Carlo A., 2005. "Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003)," Journal of International Economics, Elsevier, vol. 67(2), pages 524-528, December.
  22. Favero Carlo A. & Milani Fabio, 2005. "Parameter Instability, Model Uncertainty and the Choice of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-33, February.
  23. Favero, Carlo A., 2004. "Comments on "Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model"," Journal of Macroeconomics, Elsevier, vol. 26(2), pages 281-285, June.
  24. Scott, Alasdair, 2003. "APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001," Macroeconomic Dynamics, Cambridge University Press, vol. 7(02), pages 313-315, April.
  25. Favero, Carlo A & Rovelli, Riccardo, 2003. " Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(4), pages 545-56, August.
  26. Lorenzo Codogno & Carlo Favero & Alessandro Missale, 2003. "Yield spreads on EMU government bonds," Economic Policy, CEPR & CES & MSH, vol. 18(37), pages 503-532, October.
  27. Favero, Carlo A. & Giavazzi, Francesco, 2002. "Is the international propagation of financial shocks non-linear?: Evidence from the ERM," Journal of International Economics, Elsevier, vol. 57(1), pages 231-246, June.
  28. Favero, Carlo A. & Mosca, Federico, 2001. "Uncertainty on monetary policy and the expectations model of the term structure of interest rates," Economics Letters, Elsevier, vol. 71(3), pages 369-375, June.
  29. Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Guido Tabellini, 2000. "Extracting information from asset prices: The methodology of EMU calculators," European Economic Review, Elsevier, vol. 44(9), pages 1607-1632, October.
  30. Bagliano, Fabio C. & Favero, Carlo A., 1999. "Information from financial markets and VAR measures of monetary policy," European Economic Review, Elsevier, vol. 43(4-6), pages 825-837, April.
  31. Favero, Carlo A., 1999. "Financial markets' assessments of EMU : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 51(1), pages 271-280, December.
  32. Bagliano, Fabio C. & Favero, Carlo A., 1998. "Measuring monetary policy with VAR models: An evaluation," European Economic Review, Elsevier, vol. 42(6), pages 1069-1112, June.
  33. Rudi Dornbusch & Carlo Favero & Francesco Giavazzi, 1998. "Immediate challenges for the European Central Bank," Economic Policy, CEPR & CES & MSH, vol. 13(26), pages 15-64, 04.
  34. Favero, Carlo A & Giavazzi, Francesco & Spaventa, Luigi, 1997. "High Yields: The Spread on German Interest Rates," Economic Journal, Royal Economic Society, vol. 107(443), pages 956-85, July.
  35. Favero, Carlo A & Pesaran, M Hashem & Sharma, Sunil, 1994. "A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(S), pages S95-112, Suppl. De.
  36. Favero, Carlo A. & Pesaran, M. Hashem, 1994. "Oil investment in the North Sea," Economic Modelling, Elsevier, vol. 11(3), pages 308-329, July.
  37. Favero, Carlo A, 1993. "Error Correction and Forward Looking Models for UK Consumers' Expenditure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(4), pages 453-72, November.
  38. Bagliano, Fabio-Cesare & Favero, Carlo A., 1992. "Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986," Journal of Banking & Finance, Elsevier, vol. 16(2), pages 331-349, April.
  39. Favero, Carlo A, 1992. "Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf," Oxford Economic Papers, Oxford University Press, vol. 44(2), pages 187-208, April.

Chapters

  1. Carlo A. Favero, 2010. "Comment on "Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model"," NBER Chapters, in: Europe and the Euro, pages 440-445 National Bureau of Economic Research, Inc.
  2. Carlo Favero, 2010. "Comment on "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 31-35 National Bureau of Economic Research, Inc.

Books

  1. Beetsma,R. & Favero,C. & Missale,A. & Muscatelli,V. A. & Natale,P. & Tirelli,P. (ed.), 2007. "Monetary Policy, Fiscal Policies and Labour Markets," Cambridge Books, Cambridge University Press, number 9780521041836, October.
  2. Beetsma,R. & Favero,C. & Missale,A. & Muscatelli,V. A. & Natale,P. & Tirelli,P. (ed.), 2004. "Monetary Policy, Fiscal Policies and Labour Markets," Cambridge Books, Cambridge University Press, number 9780521823081, October.
  3. Favero, Carlo A., 2001. "Applied Macroeconometrics," OUP Catalogue, Oxford University Press, number 9780198296850.

NEP Fields

69 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2013-05-22
  2. NEP-AGE: Economics of Ageing (2) 2011-08-02 2012-06-25
  3. NEP-BEC: Business Economics (2) 2005-06-15 2005-08-30
  4. NEP-CBA: Central Banking (24) 2002-10-08 2002-10-08 2003-02-18 2003-04-13 2005-07-08 2005-09-17 2006-03-12 2007-02-24 2007-06-30 2008-04-12 2008-08-31 2009-02-28 2009-07-11 2009-08-30 2009-10-10 2009-11-27 2010-02-20 2011-08-02 2011-08-15 2011-08-15 2011-11-14 2011-11-28 2012-04-17 2012-05-29. Author is listed
  5. NEP-CFN: Corporate Finance (2) 2003-10-05 2005-02-13
  6. NEP-CWA: Central & Western Asia (1) 2006-01-29
  7. NEP-DEM: Demographic Economics (2) 2011-08-02 2012-06-25
  8. NEP-DGE: Dynamic General Equilibrium (2) 2008-08-31 2009-02-28
  9. NEP-ECM: Econometrics (7) 2004-10-18 2005-06-21 2005-12-15 2007-03-31 2009-02-28 2010-12-04 2012-04-17. Author is listed
  10. NEP-EEC: European Economics (14) 1998-11-20 1999-07-28 2003-02-18 2005-02-13 2005-08-25 2005-10-17 2007-06-11 2008-04-12 2008-08-31 2011-11-14 2011-11-28 2012-04-17 2012-05-29 2013-05-22. Author is listed
  11. NEP-ETS: Econometric Time Series (5) 1998-11-20 2000-06-05 2002-10-08 2003-10-05 2004-10-18. Author is listed
  12. NEP-EUR: Microeconomic European Issues (1) 2012-06-25
  13. NEP-FIN: Finance (6) 2002-10-08 2002-10-08 2004-01-25 2005-02-13 2005-08-13 2006-10-28. Author is listed
  14. NEP-FMK: Financial Markets (12) 2000-06-05 2002-10-08 2003-10-05 2005-05-04 2005-08-17 2005-08-17 2005-10-15 2006-03-09 2007-03-10 2007-03-31 2010-02-20 2011-11-14. Author is listed
  15. NEP-FOR: Forecasting (11) 2005-10-16 2005-12-15 2007-03-10 2007-03-31 2009-02-28 2010-02-20 2010-10-30 2011-04-30 2011-08-02 2012-04-17 2012-05-29. Author is listed
  16. NEP-HEA: Health Economics (1) 2011-08-02
  17. NEP-IFN: International Finance (2) 1998-11-20 1999-07-28
  18. NEP-LAM: Central & South America (1) 2002-09-21
  19. NEP-MAC: Macroeconomics (36) 2003-02-18 2003-04-13 2003-07-17 2004-01-25 2004-06-13 2004-10-18 2005-03-14 2005-06-17 2005-06-17 2005-08-16 2005-08-16 2005-10-18 2005-12-16 2006-01-30 2007-01-13 2007-01-23 2007-02-24 2007-03-10 2007-03-31 2007-06-11 2007-06-30 2008-04-12 2008-04-12 2008-08-31 2009-07-11 2009-08-30 2009-10-10 2009-11-27 2010-02-20 2011-08-15 2011-08-15 2012-05-29 2012-09-03 2012-09-03 2012-09-03 2013-05-22. Author is listed
  20. NEP-MIC: Microeconomics (2) 2003-10-05 2012-05-08
  21. NEP-MON: Monetary Economics (21) 1998-11-20 1998-11-20 1998-11-20 1999-07-28 2000-11-29 2002-05-14 2002-05-14 2002-10-08 2003-02-18 2003-04-13 2003-07-13 2004-01-25 2004-06-07 2004-10-18 2005-02-22 2005-08-25 2006-01-30 2008-04-12 2008-08-31 2009-07-11 2012-05-29. Author is listed
  22. NEP-MST: Market Microstructure (1) 2011-10-15
  23. NEP-ORE: Operations Research (1) 2010-12-04
  24. NEP-PBE: Public Economics (7) 2005-10-10 2005-10-16 2007-01-13 2007-02-24 2009-11-27 2012-09-03 2013-05-22. Author is listed
  25. NEP-PUB: Public Finance (2) 2007-01-13 2010-02-20
  26. NEP-RMG: Risk Management (2) 2002-10-08 2003-10-05

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
  31. Number of Downloads through RePEc Services over the past 12 months
  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  34. Closeness measure in co-authorship network
  35. Betweenness measure in co-authorship network
  36. Breadth of citations across fields
  37. Wu-Index

Most cited item

Most downloaded item (past 12 months)

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Co-authorship network on CollEc

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