Carlo A. Favero

Monetary Policy Forward Rates and Long Rates: Does Germany Differ from the United States?

Year: 1996
Journal: No Journal Matched
Authors: Carlo A. Favero; Fabrizio Lacone; Marco Pifferi

High Yields: The Spread on German Interest Rates

Year: 1996
Journal: Economic Journal
Authors: Carlo A. Favero; Francesco Giavazzi; Luigi Spaventa

Extracting Information from Asset Prices: The Methodology of EMU Calculators

Year: 1997
Journal: No Journal Matched
Authors: Carlo A. Favero; Francesco Giavazzi; Fabrizio Lacone; Guido Tabellini

Measuring Monetary Policy with VAR Models: An Evaluation

Year: 1997
Journal: No Journal Matched
Authors: Fabio C. Bagliano; Carlo A. Favero

A Red Letter Day

Year: 1998
Journal: No Journal Matched
Authors: Rudiger Dornbusch; Carlo A. Favero; Francesco Giavazzi

The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets

Year: 1999
Journal: No Journal Matched
Authors: Carlo A. Favero; Francesco Giavazzi; Luca Flabbi

The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets

Year: 1999
Journal: No Journal Matched
Authors: Carlo A. Favero; Francesco Giavazzi; Luca Flabbi

Modelling and Identifying Central Banks Preferences

Year: 1999
Journal: No Journal Matched
Authors: Carlo A. Favero; Riccardo Rovelli

Measuring Monetary Policy in Open Economies

Year: 1999
Journal: No Journal Matched
Authors: Fabio C. Bagliano; Carlo A. Favero; Francesco Franco

Measuring Comovements Between US and European Stock Markets

Year: 2000
Journal: No Journal Matched
Authors: Alessandra Bonfiglioli; Carlo A. Favero

Looking for contagion: The evidence from the ERM

Year: 2000
Journal: No Journal Matched
Authors: Carlo A. Favero; Francesco Giavazzi

Large Datasets, Small Models and Monetary Policy in Europe

Year: 2001
Journal: No Journal Matched
Authors: Carlo A. Favero; Massimiliano Marcellino

Does Macroeconomics Help Us to Understand the Term Structure of Interest Rates?

Year: 2001
Journal: No Journal Matched
Authors: Carlo A. Favero

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

Year: 2001
Journal: Economics Letters
Authors: Carlo A. Favero; Federico Mosca

How Do European Monetary and Fiscal Authorities Behave?

Year: 2002
Journal: No Journal Matched
Authors: Carlo A. Favero

Monetary-Fiscal Mix and Inflation Performance: Evidence from the US

Year: 2003
Journal: No Journal Matched
Authors: Carlo A. Favero; Tommaso Monacelli

Model Uncertainty, Thick Modelling and the Predictability of Stock Returns

Year: 2003
Journal: No Journal Matched
Authors: Marco Aiolfi; Carlo A. Favero

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

Year: 2004
Journal: Journal of Econometrics
Authors: Andrea Carriero; Carlo A. Favero; Iryna Kaminska

Inflation Targeting and Debt: Lessons from Brazil

Year: 2004
Journal: No Journal Matched
Authors: Carlo A. Favero; Francesco Giavazzi

Inflation Targeting and Debt: Lessons from Brazil

Year: 2004
Journal: No Journal Matched
Authors: Carlo A. Favero; Francesco Giavazzi

Parameter Instability, Model Uncertainty, and the Choice of Monetary Policy

Year: 2005
Journal: B.E. Journal of Macroeconomics
Authors: Carlo A. Favero; Fabio Milani

The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation

Year: 2005
Journal: No Journal Matched
Authors: Carlo A. Favero; Iryna Kaminska; Ulf Sderstrm

Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey

Year: 2005
Journal: No Journal Matched
Authors: Fabio Canova; Carlo A. Favero

Modelling and Forecasting Fiscal Variables for the Euro Area

Year: 2005
Journal: Oxford Bulletin of Economics and Statistics
Authors: Carlo A. Favero; Massimiliano Marcellino

Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns

Year: 2005
Journal: No Journal Matched
Authors: Carlo A. Favero

Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods

Year: 2006
Journal: No Journal Matched
Authors: Carlo A. Favero; Stefano W. Giglio

The Performance of Italian Family Firms

Year: 2006
Journal: No Journal Matched
Authors: Carlo A. Favero; Stefano W. Giglio; Maddalena Honorati; Fausto Panunzi

Debt and the Effects of Fiscal Policy

Year: 2007
Journal: No Journal Matched
Authors: Carlo A. Favero; Francesco Giavazzi

Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set

Year: 2007
Journal: No Journal Matched
Authors: Carlo A. Favero; Linlin Niu; Luca Sala

How Does Liquidity Affect Government Bond Yields?

Year: 2008
Journal: Journal of Financial and Quantitative Analysis
Authors: Carlo A. Favero; Marco Pagano; Ernst-Ludwig von Thadden

Should the Euro Area Be Run as a Closed Economy?

Year: 2008
Journal: American Economic Review
Authors: Carlo A. Favero; Francesco Giavazzi

On the Statistical Identification of DSGE Models

Year: 2009
Journal: Journal of Econometrics
Authors: Agostino Consolo; Carlo A. Favero; Alessia Paccagnini

How Large Are the Effects of Tax Changes?

Year: 2009
Journal: No Journal Matched
Authors: Carlo A. Favero; Francesco Giavazzi

Monetary Policy Inertia: More a Fiction than a Fact

Year: 2009
Journal: Journal of Monetary Economics
Authors: Agostino Consolo; Carlo A. Favero

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

Year: 2010
Journal: Journal of Financial and Quantitative Analysis
Authors: Carlo A. Favero; Arie Gozluklu; Andrea Tamoni

Reconciling VAR-based and Narrative Measures of the Tax Multiplier

Year: 2010
Journal: No Journal Matched
Authors: Carlo A. Favero; Francesco Giavazzi

Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy

Year: 2011
Journal: IMF Economic Review
Authors: Carlo A. Favero; Francesco Giavazzi; Jacopo Perego

Sovereign Spreads in the Euro Area: Which Prospects for a Eurobond?

Year: 2011
Journal: No Journal Matched
Authors: Carlo A. Favero; Alessandro Missale

Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability

Year: 2012
Journal: Journal of International Money and Finance
Authors: Roberto A. De Santis; Carlo A. Favero; Barbara Roffia

The Output Effect of Fiscal Consolidations

Year: 2012
Journal: No Journal Matched
Authors: Alberto F. Alesina; Carlo A. Favero; Francesco Giavazzi

Austerity in 2009-2013

Year: 2015
Journal: No Journal Matched
Authors: Alberto F. Alesina; Omar Barbiero; Carlo A. Favero; Francesco Giavazzi; Matteo Paradisi

What Do We Know About Fiscal Multipliers

Year: 2015
Journal: No Journal Matched
Authors: Carlo A. Favero; Madina Karamysheva

A Multivariate Model of Strategic Asset Allocation with Longevity Risk

Year: 2015
Journal: Journal of Financial and Quantitative Analysis
Authors: Emilio Bisetti; Carlo A. Favero; Giacomo Nocera; Claudio Tebaldi

Demographics and the Secular Stagnation Hypothesis in Europe

Year: 2015
Journal: No Journal Matched
Authors: Carlo A. Favero; Vincenzo Galasso

What Do We Know About the Effects of Austerity

Year: 2018
Journal: No Journal Matched
Authors: Alberto Alesina; Carlo A. Favero; Francesco Giavazzi

The Network Effects of Fiscal Adjustments

Year: 2018
Journal: No Journal Matched
Authors: Edoardo Briganti; Carlo A. Favero; Madina Karamysheva

Effects of Austerity: Expenditure and Tax-Based Approaches

Year: 2019
Journal: No Journal Matched
Authors: Carlo A. Favero; Francesco Giavazzi; Alberto F. Alesina

Austerity and Public Debt Dynamics

Year: 2019
Journal: No Journal Matched
Authors: Carlo A. Favero; Pierfrancesco Mei

Asset Pricing vs Asset Expected Returning in Factor Portfolio Models

Year: 2020
Journal: No Journal Matched
Authors: Carlo A. Favero; Alessandro Melone

Restarting the Economy While Saving Lives Under COVID-19

Year: 2020
Journal: No Journal Matched
Authors: Andrea Ichino; Carlo A. Favero; Aldo Rustichini

Monetary Policy and Bond Prices with Drifting Equilibrium Rates

Year: 2021
Journal: Journal of Financial and Quantitative Analysis
Authors: Carlo A. Favero; Andrea Tamoni; Alessandro Melone

Creating a Safe Asset Without Debt Mutualization: The Opportunity of a European Debt Agency

Year: 2022
Journal: No Journal Matched
Authors: Massimo Amato; Everardo Belloni; Carlo A. Favero; Lucio Gobbi

Online Financial and Demographic Education for Workers: Experimental Evidence from an Italian Pension Fund

Year: 2022
Journal: No Journal Matched
Authors: Francesco Billari; Carlo A. Favero; Francesco Saita

Modelling the Term Structure with Trends in Yields and Cycles in Excess Returns

Year: 2023
Journal: No Journal Matched
Authors: Carlo A. Favero; Ruben Fernandez-Fuertes