CARLO AMBROGIO FAVERO

Journal Articles

European Sovereign Debt Risk Management: the Role of a European Debt Agency (16/09/2024)


M. Amato,E. Belloni, C. A. Favero,L. Gobbi, L. Priviero
Elsevier, Journal of Government Economics

paper is OPEN ACCESS to download it use the following link https://doi.org/10.1016/j.jge.2024.100118 



Modificato il 19/09/2024

Online financial and demographic education for workers: Experimental evidence from an Italian Pension Fund (01/06/2023)


BILLARI F., FAVERO C.A., F.SAITA
Journal of Banking & Finance, 151, 106849. https://doi.org/10.1016/j.jbankfin.2023.106849



Modificato il 20/07/2023

ITFIN, A Stock-Flow Consistent Model for the Italian Economy (01/02/2023)


Barbieri Hermitte R., A Cagnazzo, C. A. Favero, F. Felici, V. Macauda, F. Nucci and C. Tegami
Economic Modelling, 119, 106113. https://doi.org/10.1016/j.econmod.2022.106113

 



Modificato il 20/07/2023

Monetary Policy and Bond Prices with Drifting Equilibrium Rates (05/01/2023)


FAVERO CARLO AMBROGIO, ALESSANDRO MELONE and ANDREA TAMONI
Journal of Financial and Quantitative Analysis, 1-26. doi:10.1017/S0022109022001557



Modificato il 19/05/2023

Why is COVID-19 Mortality in Lombardy so High? Evidence from the Simulation of a SEIHCR Model (10/04/2020)


FAVERO CARLO AMBROGIO
Covid Economics



Modificato il 15/04/2020

Effects of Austerity: Expenditure- and Tax-based Approaches (03/05/2019)


ALESINA A., FAVERO CA, GIAVAZZI F.
Journal of Economic Perspectives Vol. 33, Issue 2 -- Spring 2019,33(2):141-162



Modificato il 04/05/2019

Implications of Returns Predictability for Consumption Dynamics and Asset Pricing (01/01/2019)


Carlo A. FAVERO, Fulvio ORTU, Andrea TAMONI & Haoxi YANG
Journal of Business & Economic Statistics DOI: 10.1080/07350015.2018.1527702



Modificato il 13/02/2019

What do we know about the effects of austerity? (2018)


ALESINA A., FAVERO CA, F.GIAVAZZI
American Economic Association Paper and Proceedings, 108, May 2018, pp. 524-530

AEA Papers and Proceedings

ISSN 2574-0768 (Print) | ISSN 2574-0776 (Online)

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Modificato il 29/08/2018

Is it the How or the When that Matters in Fiscal Adjustments? (2017)


ALESINA A., AZZALINI G., FAVERO C.A., GIAVAZZI F., MIANO A.
IMF Economic Review



Modificato il 07/12/2017

A Multivariate Model of Strategic Asset Allocation with Longevity Risk (2017)


BISETTI E:, FAVERO C.A., NOCERA G., C.TEBALDI
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS



Modificato il 25/05/2017

Demographics and the Behaviour of Interest Rates (2016)


FAVERO CARLO AMBROGIO, ARIE GOZLUKLU, HAOXI YANG
IMF Economic Review, 64, 4, 732-776



Modificato il 24/03/2017

Austerity in 2009-2013 (31/07/2015)


ALESINA A., BARBIERO O.,FAVERO CA, F.GIAVAZZI and M.PARADISI
ECONOMIC POLICY, OXFORD UNIVERSITY PRESS,July 2015 pp. 383–437

 



Modificato il 18/09/2015

The Output Effect of Fiscal Consolidation Plans (01/07/2015)


ALESINA A., FAVERO CA and F.GIAVAZZI
Journal of International Economics, 96, 1, S19-S42,Elsevier



Modificato il 20/11/2018

Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy. (01/04/2014)


FAVERO CARLO AMBROGIO, EMILIO BISETTI
North American Actuarial Journal



Modificato il 04/11/2014

How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison (12/01/2014)


FAVERO CA. F.NUCERA
Economic Notes



Modificato il 15/12/2017

Modelling and forecasting government bond spreads in the euro area: a GVAR model (2013)


FAVERO CARLO AMBROGIO
Journal of Econometrics, 177, 2, 343-356



Modificato il 04/11/2014

Euro Area Money Demand and International Portfolio Allocation (2013)


FAVERO C.A., DE SANTIS R., ROFFIA B.
Journal of International Money and Finance 32, 377-404



Modificato il 11/02/2013

Sovereign spreads in the Euro Area: Which Prospects for a Eurobond? (2012)


FAVERO CARLO AMBROGIO, MISSALE ALESSANDRO
Economic Policy, 70, 231-273, Blackwell



Modificato il 24/12/2012

Measuring Tax Multipliers. The Narrative method in Fiscal VARs (2012)


FAVERO C. A., GIAVAZZI F.
American Economic Journal. Economic Policy 4(2): 128, http://dx.doi.org/10.1257/pol.4.2.1



Modificato il 16/07/2014

A Spectral Estimation of Tempered Stochastic Volatility Models and Option Pricing (2012)


FAVERO C.A., J. LI and F.ORTU
Computational Statistics and Data Analysis, Vol 56, Issue 11, Pages 3645–3658



Modificato il 24/12/2012

Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set (2012)


FAVERO CARLO AMBROGIO, LINLIN NIU, LUCA SALA
JOURNAL OF FORECASTING, vol. 31(2), pages 124-156, J.Wiley and Sons



Modificato il 24/12/2012

Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns (2011)


FAVERO CARLO AMBROGIO, ARIE GOZLUKLU, ANDREA TAMONI
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, Vol. 46, No. 5, Oct. 2011, pp. 1493–1520



Modificato il 24/12/2012

Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy (2011)


FAVERO CARLO AMBROGIO, FRANCESCO GIAVAZZI and JACOPO PEREGO
IMF Economic Review, 59,4, 652-682



Modificato il 24/12/2012

Demographics and Stock Market Fluctuations (11/07/2010)


FAVERO CARLO AMBROGIO, ANDREA TAMONI
CESifo Economic Stuides


Modificato il 25/11/2010

How Does Liquidity Affect Bond Yields? (02/2010)


Carlo A. Favero with M.Pagano and Elu Von Thadden
Journal of Financial and Quantitative Analysis



Modificato il 23/11/2010

Monetary Policy Inertia. More a Fiction than a Fact? (2009)


A. CONSOLO, FAVERO CARLO AMBROGIO
JOURNAL OF MONETARY ECONOMICS, Elsevier pp.900- 906 Vol.56,


Modificato il 25/11/2010

On the Statistical Identification of DSGE Models (2009)


CONSOLO A., C.A. FAVERO and A.PACCAGNINI
Journal of Econometrics 150, pp. 99-115, Elsevier


Modificato il 25/11/2010

Should the Euro area be run as a closed economy? (2008)


Carlo A. Favero and Francesco Giavazzi
American Economic Review Paper and Proceedings, 98:2 138-145



Modificato il 25/11/2010

Taylor Rules and the Term Structure (2006)


Carlo A. Favero
Journal Of Monetary Economics



Modificato il 25/11/2010

The econometrics of macroeconomics, finance, and the interface (2006)


Diebold, F.X. & Engle, R.F. & Favero, C. & Gallo, G.M. & Schorfheide, F.
Journal of Econometrics, Elsevier, vol. 127(1-2), pages 1-2
Journal of Econometrics



Modificato il 25/11/2010

Modelling and forecasting fiscal variables for the euro area (2005)


Carlo A. Favero and M.Marcellino
Oxford Bulletin of Economics and Statistics, Blackwell Publishing, vol. 67(s1), pages 755-783, Decem

Oxford Bulletin of Economics and Statistics



Modificato il 16/01/2009

Parameter Instability, Model Uncertainty and the Choice of Monetary Policy (2005)


Carlo A. Favero and Fabio Milani
Topics in Macroeconomics: Vol. 5: No. 1, Article 4
http://www.bepress.com/bejm/topics/vol5/iss1/art4




Modificato il 05/12/2008

Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (2006)


Carlo A. Favero with A. Carriero and I.Kaminska
Journal of Econometrics, Elsevier, vol. 127(1-2), pages 339-358


Modificato il 13/12/2010

Model Uncertainty, Thick Modelling and the Predictability of Stock Returns (2005)


M.Aiolfi and Carlo A. Favero
Journal of Forecasting


Modificato il 16/01/2009

Explaining Co-movements Between Stock Markets: The Case of US and Germany (2005)


A. Bonfiglioli and Carlo A. Favero
Journal of International Money and Finance Elsevier, vol. 24(8), pages 1299-1316, 12


Modificato il 16/01/2009

Principal components at work: The empirical analysis of monetary policy with large datasets (2005)


Carlo A. Favero, M.Marcellino and F.Neglia
Journal of Applied Econometrics, 20:603-620
 Journal of Applied Econometrics



Modificato il 16/01/2009

Comments on Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model (2004)


Carlo A. Favero
Journal of Macroeconomics, 26, 2001-2005


Modificato il 05/02/2009

Yield Spreads on EMU Government Bonds (2003)


Codogno L., Carlo A. Favero and A.Missale
Economic Policy

Journal of Money, Credit and Banking

 



Modificato il 16/01/2009

Macroeconomic stability and the preferences of the Fed. A formal analysis (2003)


Carlo A. Favero and Riccardo Rovelli
Macroeconomic stability and the preferences of the Fed. A formal analysis, 35,4, 545-556
Journal of Money, Credit and Banking



Modificato il 16/01/2009

Is the International propagation of financial shocks non-linear?: Evidence from the ERM Crisis (2002)


Carlo A. Favero and Francesco Giavazzi
Journal of International Economics, 57, 231-246

 Journal of International Economics

 



Modificato il 16/01/2009

Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates (2001)


Carlo A. Favero and Federico Mosca
Economics Letters, 71, 369-375
 Economics Letters



Modificato il 16/01/2009

Extracting Information from Asset Prices: the Methodology of EMU Calculators (2000)


Carlo A. Favero with Francesco Giavazzi, Fabrizio Iacone and Guido Tabellini
The European Economic Review, 44, 1607-1632
The European Economic Review



Modificato il 05/12/2008

Information from financial markets and VAR measures of monetary policy (1999)


Carlo A. Favero with Fabio C. Bagliano
The European Economic Review, 43, 825-837
The European Economic Review



Modificato il 05/12/2008

Financial Markets' assessment of EMU. A Comment (1999)


Carlo A. Favero
Carnegie-Rochester Conference Series on Public Policy, 51, 271-280

Carnegie-Rochester Conference Series on Public Policy

 



Modificato il 05/12/2008

Deficits, money growth and inflation in Italy: 1875-1994 (1999)


Carlo A. Favero and F.Spinelli
Economic Notes, Siena, 28,1, 43-71
Economic Notes, Siena



Modificato il 16/01/2009

Measuring Monetary Policy with VAR Models: an Evaluation (1998)


Fabio C. Bagliano and Carlo A. Favero
The European Economic Review, 42, 1069-1112
The European Economic Review




Modificato il 16/01/2009

The Immediate challenges for the European Central Bank (1998)


R.Dornbusch, Carlo A. Favero and F.Giavazzi
Economic Policy, 26, 17-64
Economic Policy



Modificato il 16/01/2009

High Yields: The spread on German Interest Rates (1997)


Carlo A. Favero, F. Giavazzi and L..Spaventa
The Economic Journal, 107, 443, pp. 956-985
The Economic Journal



Modificato il 16/01/2009

A Duration Model of Irreversible Oil Investment:Theory and Empirical Evidence (1994)


Carlo A. Favero, M.H.Pesaran and S. Sharma
Journal of Applied Econometrics, 9, S95-S113
Journal of Applied Econometrics



Modificato il 16/01/2009

Oil Investment in the North Sea (1994)


Carlo A. Favero and M.H.Pesaran
Economic Modelling, 11(3) 308-329
Economic Modelling



Modificato il 16/01/2009

Error Correction and Forward Looking Models For U.K. Consumers´ Expenditure and the Lucas Critique (1993)


Carlo A. Favero
Oxford Bulletin of Economics and Statistics, 55, 4, 453-473
Oxford Bulletin of Economics and Statistics



Modificato il 05/12/2008

Testing the Lucas Critique. A Review (1992)


Carlo A. Favero and D.F. Hendry
Econometric Reviews, vol. 2, pp.265-306
Econometric Reviews



Modificato il 16/01/2009

Testing the Lucas Critique. A Rewiev. Reply to comments (1992)


Carlo A. Favero and D.F. Hendry
Econometric Reviews, vol. 2, pp.317-318
Econometric Reviews



Modificato il 16/01/2009

Taxation and Optimization of Oil Exploration and Production : The U.K. Continental Shelf (1992)


Carlo A. Favero
Oxford Economic Papers, vol 44., pp.187-208
Oxford Economic Papers



Modificato il 05/12/2008

Money Demand Instability, Rational Expectations And Policy Regimes: The Case of Italy:1964-1986. (1992)


F.C. Bagliano and Carlo A. Favero
Journal of Banking and Finance, vol. 16 pp.331-349
Journal of Banking and Finance



Modificato il 16/01/2009

Efectos Macroeconomicos de la venta de empresas del estado (1992)


J.E.Driffill and Carlo A. Favero
Revista de Economia, Secretaria de Estado de comercio, 707,11-22
Revista de Economia, Secretaria de Estado de comercio



Modificato il 16/01/2009

Technical Efficiency and Scale Efficiency in the Italian Banking Sector. A non-parametric approach (1995)


Carlo A. Favero and L.Papi
Applied Economics

 Applied Economics (1995)

 



Modificato il 16/01/2009

Modificato il 28/10/2008