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Carlo Favero

Personal Details

First Name:Carlo
Middle Name:
Last Name:Favero
Suffix:
RePEc Short-ID:pfa12
http://www.igier.unibocconi.it/favero
Terminal Degree:1989 Department of Economics; Oxford University (from RePEc Genealogy)

Affiliation

(85%) Dipartimento di Finanza
Università Commerciale Luigi Bocconi

Milano, Italy
http://www.unibocconi.it/wps/wcm/connect/Bocconi/SitoPubblico_IT/Albero+di+navigazione/Home/Docenti+e+Ricerca/Dipartimenti/Finanza/
RePEc:edi:iabocit (more details at EDIRC)

(8%) Innocenzo Gasparini Institute for Economic Research (IGIER)
Università Commerciale Luigi Bocconi

Milano, Italy
http://www.igier.unibocconi.it/
RePEc:edi:igierit (more details at EDIRC)

(5%) Centre for Economic Policy Research (CEPR)

London, United Kingdom
http://www.cepr.org/
RePEc:edi:cebruuk (more details at EDIRC)

(2%) Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy
http://www.csef.it/
RePEc:edi:cssalit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Favero, Carlo A. & Amato, Massimo & Belloni, Everardo & Gobbi, Lucio, 2022. "Creating a Safe Asset without Debt Mutualization: the Opportunity of a European Debt Agency," CEPR Discussion Papers 17217, C.E.P.R. Discussion Papers.
  2. Favero, Carlo A. & Tamoni, Andrea & Melone, Alessandro, 2021. "Monetary Policy and Bond Prices with Drifting Equilibrium Rates," CEPR Discussion Papers 16629, C.E.P.R. Discussion Papers.
  3. Ichino, Andrea & Favero, Carlo A. & Rustichini, Aldo, 2020. "Restarting the economy while saving lives under Covid-19," CEPR Discussion Papers 14664, C.E.P.R. Discussion Papers.
  4. Favero, Carlo A. & Melone, Alessandro, 2020. "Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models," CEPR Discussion Papers 14417, C.E.P.R. Discussion Papers.
  5. Carlo A. Favero & Alessandro Melone, 2019. "Asset Pricing vs Asset Expected Returning in Factor Models," Working Papers 651, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  6. Favero, Carlo A. & Ortu, Fulvio & Tamoni, Andrea & Yang, Haoxi, 2019. "Implications of return predictability for consumption dynamics and asset pricing," LSE Research Online Documents on Economics 90426, London School of Economics and Political Science, LSE Library.
  7. Favero, Carlo A. & ,, 2019. "Austerity and Public debt Dynamics," CEPR Discussion Papers 14072, C.E.P.R. Discussion Papers.
  8. Favero, Carlo A. & Giavazzi, Francesco & Alesina, Alberto, 2019. "Effects of Austerity: Expenditure- and Tax-based Approaches," CEPR Discussion Papers 13565, C.E.P.R. Discussion Papers.
  9. Favero, Carlo A. & Briganti, Edoardo & Karamysheva, Madina, 2018. "The Network Effects of Fiscal Adjustments," CEPR Discussion Papers 13017, C.E.P.R. Discussion Papers.
  10. Alberto F. Alesina & Carlo Favero & Francesco Giavazzi, 2018. "What do we know about the effects of Austerity?," NBER Working Papers 24246, National Bureau of Economic Research, Inc.
  11. Francesco C. Billari & Carlo A. Favero & Francesco Saita, 2017. "Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund," BAFFI CAREFIN Working Papers 1767, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  12. Alberto Alesina & Omar Barbiero & Carlo Favero & Francesco Giavazzi & Matteo Paradisi, 2017. "The Effects of Fiscal Consolidations: Theory and Evidence," NBER Working Papers 23385, National Bureau of Economic Research, Inc.
  13. Favero, Carlo A. & Tamoni, Andrea & Ortu, Fulvio & Yang, Haoxi, 2016. "Implications of Return Predictability across Horizons for Asset Pricing Models," CEPR Discussion Papers 11645, C.E.P.R. Discussion Papers.
  14. Alberto Alesina & Gualtiero Azzalini & Carlo Favero & Francesco Giavazzi & Armando Miano, 2016. "Is it the "How" or the "When" that Matters in Fiscal Adjustments?," NBER Working Papers 22863, National Bureau of Economic Research, Inc.
  15. Favero, Carlo A. & Galasso, Vincenzo, 2015. "Demographics and the Secular Stagnation Hypothesis in Europe," CEPR Discussion Papers 10887, C.E.P.R. Discussion Papers.
  16. Favero, Carlo A. & Karamysheva, Madina, 2015. "What Do We Know About Fiscal Multipliers?," CEPR Discussion Papers 10986, C.E.P.R. Discussion Papers.
  17. Alberto Alesina & Omar Barbiero & Carlo Favero & Francesco Giavazzi & Matteo Paradisi, 2015. "Austerity in 2009-2013," NBER Working Papers 20827, National Bureau of Economic Research, Inc.
  18. Alesina, Alberto & Favero, Carlo & Giavazzi, Francesco, 2014. "The output effect of fiscal consolidation plans," SAFE Working Paper Series 76, Leibniz Institute for Financial Research SAFE.
  19. Carlo A. Favero & Linlin Niu & Luca Sala, 2013. "Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  20. 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.
  21. 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.
  22. Roberto A. De Santis & Carlo A. Favero & Barbara Roffia, 2012. "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," Working Papers 432, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  23. Alberto Alesina & Carlo Favero & Francesco Giavazzi, 2012. "The Output Effect of Fiscal Consolidations," NBER Working Papers 18336, National Bureau of Economic Research, Inc.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. Favero, Carlo A. & Consolo, Agostino, 2009. "Monetary Policy Inertia: More a Fiction than a fact?," CEPR Discussion Papers 7341, C.E.P.R. Discussion Papers.
  35. Carlo Favero & Francesco Giavazzi, 2009. "How large are the effects of tax changes?," NBER Working Papers 15303, National Bureau of Economic Research, Inc.
  36. 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.
  37. Carlo Favero & Francesco Giavazzi, 2008. "The ECB and the bond market," European Economy - Economic Papers 2008 - 2015 314, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  38. 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.
  39. 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.
  40. Favero, Carlo A. & Sala, Luca & Niu, Linlin, 2007. "Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set," CEPR Discussion Papers 6206, C.E.P.R. Discussion Papers.
  41. Carlo A. Favero, 2007. "The Econometrics of Monetary Policy: an Overview," Working Papers 329, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  42. Carlo Favero & Francesco Giavazzi, 2007. "Debt and the Effects of Fiscal Policy," NBER Working Papers 12822, National Bureau of Economic Research, Inc.
  43. 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.
  44. 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.
  45. Favero, Carlo A. & Panunzi, Fausto & Giglio, Stefano & Honorati, Maddalena, 2006. "The Performance of Italian Family Firms," CEPR Discussion Papers 5786, C.E.P.R. Discussion Papers.
  46. 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.
  47. 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.
  48. 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.
  49. 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.
  50. 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.
  51. 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.
  52. Favero, Carlo A. & Söderström, Ulf & Kaminska, Iryna, 2005. "The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation," CEPR Discussion Papers 4910, C.E.P.R. Discussion Papers.
  53. 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.
  54. Favero, Carlo A. & Canova, Fabio, 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.
  55. 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.
  56. Carlo A. Favero & Francesco Giavazzi, 2004. "Inflation Targeting and Debt: Lessons from Brazil," NBER Working Papers 10390, National Bureau of Economic Research, Inc.
  57. 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.
  58. 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.
  59. Favero, Carlo A., 2002. "How do European Monetary and Fiscal Authorities Behave?," CEPR Discussion Papers 3426, C.E.P.R. Discussion Papers.
  60. 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.
  61. 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.
  62. 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.
  63. Favero, Carlo A. & Bonfiglioli, Alessandra, 2000. "Measuring Co-Movements Between US and European Stock Markets," CEPR Discussion Papers 2517, C.E.P.R. Discussion Papers.
  64. Giavazzi, Francesco & Favero, Carlo A., 2000. "Looking for Contagion: the Evidence from the ERM," CEPR Discussion Papers 2591, C.E.P.R. Discussion Papers.
  65. 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.
  66. 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.
  67. Favero, Carlo A. & Rovelli, Riccardo, 1999. "Modelling and Identifying Central Banks' Preferences," CEPR Discussion Papers 2178, C.E.P.R. Discussion Papers.
  68. 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.
  69. Dornbusch, Rudiger & Favero, Carlo A. & Giavazzi, Francesco, 1998. "A Red Letter Day?," CEPR Discussion Papers 1804, C.E.P.R. Discussion Papers.
  70. 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.
  71. 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.
  72. 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.
  73. 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.
  74. 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.
  75. 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.
  76. C. Favero, 1992. "Error Correction and Forward-looking Models for the U.K. Consumers' Expenditure," Working Papers 270, Queen Mary University of London, School of Economics and Finance.
  77. 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.
  78. 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.
  79. C. Favero & F. Spinelli, 1992. "Deficits, Money Growth and Inflation in Italy 1865-1990," Working Papers 279, Queen Mary University of London, School of Economics and Finance.
  80. C. Favero, 1991. "Taxation and the Optimization of Oil Exploration and Production: The U.K. Continental Shelf," Working Papers 229, Queen Mary University of London, School of Economics and Finance.
  81. C.A. Favero, 1991. "Consumption and the Sale of the Crown's Land," Working Papers 230, Queen Mary University of London, School of Economics and Finance.
  82. C.A. Favero & F.C. Bagliano, 1990. "Stabilization Policy and the Real Effects of Nominal Shocks," Working Papers 224, Queen Mary University of London, School of Economics and Finance.
  83. 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.
  84. Favero, C. & Hendry, D., 1990. "Testing The Lucas Critique: A Review," Economics Series Working Papers 99101, University of Oxford, Department of Economics.
  85. 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.
  86. C.A. Favero & F.C. Bagliano, 1989. "Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86," Working Papers 197, Queen Mary University of London, School of Economics and Finance.
  87. Carlo A. Favero, "undated". "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.
  88. Fabio C. Bagliano & Carlo A. Favero, "undated". "Information from financial markets and VAR measures of monetary policy," Working Papers 135, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  89. Carlo A. Favero & Marco Aiolfi & Giorgio Primiceri, "undated". "Recursive `thick´ modeling of excess returns and portfolio allocation," Working Papers 197, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  90. Marco Aiolfi & Carlo Ambrogio Favero, "undated". "Model Uncertainty, Thick Modelling and the predictability of Stock Returns," Working Papers 221, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  91. Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia, "undated". "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.
  92. Carlo A. Favero, "undated". "Does Macroeconomics Help Understand the Term Structure of Interest Rates?," Working Papers 195, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  93. Carlo A. Favero, "undated". "Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy," Working Papers 196, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  94. Carlo Ambrogio Favero & Francesco Giavazzi, "undated". "Why are Brazil´s Interest Rates so High?," Working Papers 224, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

Articles

  1. Carlo A. Favero & Fulvio Ortu & Andrea Tamoni & Haoxi Yang, 2020. "Implications of Return Predictability for Consumption Dynamics and Asset Pricing," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 527-541, July.
  2. Alberto Alesina & Carlo Favero & Francesco Giavazzi, 2019. "Effects of Austerity: Expenditure- and Tax-Based Approaches," Journal of Economic Perspectives, American Economic Association, vol. 33(2), pages 141-162, Spring.
  3. Alberto Alesina & Gualtiero Azzalini & Carlo Favero & Francesco Giavazzi & Armando Miano, 2018. "Is it the “How” or the “When” that Matters in Fiscal Adjustments?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 66(1), pages 144-188, March.
  4. Alberto Alesina & Carlo A. Favero & Francesco Giavazzi, 2018. "What Do We Know about the Effects of Austerity?," AEA Papers and Proceedings, American Economic Association, vol. 108, pages 524-530, May.
  5. Bisetti, Emilio & Favero, Carlo A. & Nocera, Giacomo & Tebaldi, Claudio, 2017. "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 2251-2275, October.
  6. Carlo A. Favero & Arie E. Gozluklu & Haoxi Yang, 2016. "Demographics and the Behavior of Interest Rates," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(4), pages 732-776, November.
  7. Favero Carlo A. & Missale Alessandro, 2016. "Contagion in the EMU – The Role of Eurobonds with OMTs," Review of Law & Economics, De Gruyter, vol. 12(3), pages 555-584, November.
  8. Alberto Alesina & Omar Barbiero & Carlo Favero & Francesco Giavazzi & Matteo Paradisi, 2015. "Editor's Choice Austerity in 2009–13," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 30(83), pages 383-437.
  9. Alesina, Alberto & Favero, Carlo & Giavazzi, Francesco, 2015. "The output effect of fiscal consolidation plans," Journal of International Economics, Elsevier, vol. 96(S1), pages 19-42.
  10. Emilio Bisetti & Carlo Favero, 2014. "Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy," North American Actuarial Journal, Taylor & Francis Journals, vol. 18(1), pages 87-103.
  11. Carlo A. Favero & Federico Nucera, 2014. "How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 43(1), pages 1-19, February.
  12. 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.
  13. 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.
  14. 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.
  15. Carlo Favero & Alessandro Missale, 2012. "Sovereign spreads in the eurozone: which prospects for a Eurobond? [Asset pricing with liquidity risk]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 27(70), pages 231-273.
  16. 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, March.
  17. Carlo Favero & Alessandro Missale, 2012. "Sovereign spreads in the eurozone: which prospects for a Eurobond? [Asset pricing with liquidity risk]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 27(70), pages 231-273.
  18. 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.
  19. Carlo Favero & Francesco Giavazzi & Jacopo Perego, 2011. "Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(4), pages 652-682, November.
  20. 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(5), pages 1493-1520, October.
  21. Carlo A. Favero & Andrea Tamoni, 2011. "Demographics and US Stock Market Fluctuations ," CESifo Economic Studies, CESifo Group, vol. 57(1), pages 25-43, March.
  22. Carlo Favero, 2011. "Comment," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 31-36.
  23. 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(1), pages 107-134, February.
  24. 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.
  25. 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.
  26. 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 138-145, May.
  27. Favero, Carlo A., 2006. "Taylor rules and the term structure," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1377-1393, October.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. Matthew B. Canzoneri & Robert E. Cumby & Behzad T. Diba & Gauti B. Eggertsson & Carlo A. Favero, 2004. "How Do Monetary and Fiscal Policy Interact in the European Monetary Union? [with Comments]," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 2004(1), pages 241-325.
  36. 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.
  37. Scott, Alasdair, 2003. "APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001," Macroeconomic Dynamics, Cambridge University Press, vol. 7(2), pages 313-315, April.
  38. Lorenzo Codogno & Carlo Favero & Alessandro Missale, 2003. "Yield spreads on EMU government bonds [‘Fiscal policy events and interest rate swap spreads: some evidence from the EU’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 18(37), pages 503-532.
  39. 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 545-556, August.
  40. 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.
  41. 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.
  42. 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.
  43. Carlo A. Favero & Franco Spinelli, 1999. "Deficits, Money Growth and Inflation in Italy: 1875–1994," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 28(1), pages 43-71, February.
  44. 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.
  45. 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.
  46. Rudi Dornbusch & Carlo Favero & Francesco Giavazzi, 1998. "Immediate challenges for the European Central Bank," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 13(26), pages 16-64.
  47. 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.
  48. 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 956-985, July.
  49. Favero, Carlo A. & Pesaran, M. Hashem, 1994. "Oil investment in the North Sea," Economic Modelling, Elsevier, vol. 11(3), pages 308-329, July.
  50. 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 95-112, Suppl. De.
  51. 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 453-472, November.
  52. 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.
  53. 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.
    RePEc:bla:ecpoli:v:18:y:2003:i:37:p:503-532 is not listed on IDEAS

Chapters

  1. Luca Maria Pesando & Francesco C. Billari & Carlo Favero & Francesco Saita, 2021. "Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment," Chapters, in: Riccardo Viale & Umberto Filotto & Barbara Alemanni & Shabnam Mousavi (ed.), Financial Education and Risk Literacy, chapter 5, pages 75-95, Edward Elgar Publishing.
  2. Alberto Alesina & Carlo Favero & Francesco Giavazzi, 2014. "The Output Effect of Fiscal Consolidation Plans," NBER Chapters, in: NBER International Seminar on Macroeconomics 2014, pages 19-42, National Bureau of Economic Research, Inc.
  3. 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.
  4. Carlo Favero & Francesco Giavazzi, 2010. "Measuring Tax Multipliers: The Narrative Method in Fiscal VARs," NBER Chapters, in: Fiscal Policy (Trans-Atlantic Public Economics Seminar, TAPES), pages 69-94, National Bureau of Economic Research, Inc.
  5. 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.
  6. Carlo A. Favero, 2009. "The Econometrics of Monetary Policy: An Overview," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 16, pages 821-850, Palgrave Macmillan.
  7. Fabio Canova & Carlo Favero, 2007. "Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey," Chapters, in: Erdem Başçı & Sübidey Togan & Jürgen von Hagen (ed.), Macroeconomic Policies for EU Accession, chapter 4, Edward Elgar Publishing.

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.
  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.
  3. Favero, Carlo A., 2001. "Applied Macroeconometrics," OUP Catalogue, Oxford University Press, number 9780198296850, Decembrie.

More information

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Statistics

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This author is among the top 5% authors according to these criteria:
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  2. Number of Works
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  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
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  10. Number of Citations, Discounted by Citation Age
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  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
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  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
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  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
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  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
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  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. Euclidian citation score
  35. Closeness measure in co-authorship network
  36. Betweenness measure in co-authorship network
  37. Breadth of citations across fields
  38. Wu-Index
  39. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 91 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (50) 2003-02-18 2003-04-13 2003-07-17 2004-01-25 2004-06-13 2004-10-18 2005-03-13 2005-06-14 2005-06-14 2005-08-13 2005-08-13 2005-10-15 2005-12-09 2006-01-29 2006-10-28 2007-01-13 2007-01-23 2007-02-24 2007-03-10 2007-03-31 2007-06-11 2007-06-30 2007-07-07 2008-04-12 2008-04-12 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 2014-05-09 2015-01-26 2015-01-26 2015-02-05 2015-12-20 2016-11-27 2017-05-21 2017-05-28 2018-02-26 2018-02-26 2018-07-16 2019-03-11 2020-08-24. Author is listed
  2. NEP-CBA: Central Banking (23) 2002-10-08 2002-10-08 2003-02-18 2003-04-13 2005-06-14 2005-08-13 2006-01-29 2007-02-24 2007-06-30 2008-04-12 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
  3. NEP-MON: Monetary Economics (20) 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 2005-02-13 2005-08-13 2006-01-29 2008-04-12 2009-07-11 2012-05-29. Author is listed
  4. NEP-EEC: European Economics (17) 1998-11-20 1999-07-28 2003-02-18 2005-02-13 2005-08-13 2005-10-15 2007-06-11 2007-07-07 2008-04-12 2011-11-14 2011-11-28 2012-04-17 2012-05-29 2013-05-22 2015-10-25 2016-11-27 2019-03-11. Author is listed
  5. NEP-FMK: Financial Markets (15) 2000-06-05 2002-10-08 2003-10-05 2005-02-13 2005-06-14 2005-08-13 2005-08-13 2006-01-29 2007-03-10 2007-03-31 2010-02-20 2011-11-14 2016-11-27 2019-07-22 2020-07-13. Author is listed
  6. NEP-FOR: Forecasting (12) 2005-10-15 2005-12-09 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 2014-05-09. Author is listed
  7. NEP-PBE: Public Economics (12) 2005-08-13 2005-10-15 2006-10-28 2007-01-13 2007-02-24 2009-11-27 2012-09-03 2013-05-22 2015-01-26 2017-05-21 2017-05-28 2018-02-26. Author is listed
  8. NEP-ECM: Econometrics (7) 2004-10-18 2005-06-14 2005-12-09 2007-03-31 2009-02-28 2010-12-04 2012-04-17. Author is listed
  9. NEP-AGE: Economics of Ageing (6) 2011-08-02 2012-06-25 2015-05-22 2015-10-25 2018-01-22 2018-06-18. Author is listed
  10. 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
  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-RMG: Risk Management (5) 2002-10-08 2003-10-05 2015-05-22 2018-01-22 2020-07-13. Author is listed
  13. NEP-CFN: Corporate Finance (4) 2003-10-05 2005-02-13 2006-10-28 2006-10-28
  14. NEP-ORE: Operations Research (3) 2010-12-04 2020-03-16 2020-07-13
  15. NEP-PUB: Public Finance (3) 2007-01-13 2010-02-20 2019-03-11
  16. NEP-ACC: Accounting and Auditing (2) 2013-05-22 2016-12-04
  17. NEP-BEC: Business Economics (2) 2005-06-14 2005-08-13
  18. NEP-DEM: Demographic Economics (2) 2011-08-02 2012-06-25
  19. NEP-DGE: Dynamic General Equilibrium (2) 2009-02-28 2017-05-21
  20. NEP-HEA: Health Economics (2) 2011-08-02 2020-06-29
  21. NEP-IFN: International Finance (2) 1998-11-20 1999-07-28
  22. NEP-MIC: Microeconomics (2) 2003-10-05 2012-05-08
  23. NEP-CWA: Central and Western Asia (1) 2006-01-29
  24. NEP-EFF: Efficiency and Productivity (1) 2006-10-28
  25. NEP-EUR: Microeconomic European Issues (1) 2012-06-25
  26. NEP-EXP: Experimental Economics (1) 2018-06-18
  27. NEP-FLE: Financial Literacy and Education (1) 2018-06-18
  28. NEP-LAB: Labour Economics (1) 2015-10-25
  29. NEP-LAM: Central and South America (1) 2002-09-21
  30. NEP-MST: Market Microstructure (1) 2011-10-15
  31. NEP-TID: Technology and Industrial Dynamics (1) 2006-10-28

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