Fabio Canova

On Time Series Properties of Time-Varying Risk Premium in the Yen-Dollar Exchange Market

Year: 1988
Journal: Journal of Applied Econometrics
Authors: Fabio Canova; Takatoshi Ito

Sources and Propagation of International Business Cycles: Common Shocks or Transmission

Year: 1993
Journal: No Journal Matched
Authors: Fabio Canova

International Consumption Risk Sharing

Year: 1994
Journal: No Journal Matched
Authors: Fabio Canova; Morten O. Ravn

Household Production and International Business Cycles

Year: 1995
Journal: No Journal Matched
Authors: Fabio Canova; Angel J. Ubide

The Equity Premium and the Risk Free Rate: A Cross Country Cross Maturity Examination

Year: 1995
Journal: No Journal Matched
Authors: Fabio Canova; Gianni De Nicolo

Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective

Year: 1997
Journal: No Journal Matched
Authors: Fabio Canova; Gianni De Nicolo

Did You Know That Monetary Disturbances Matter for Business Cycles Fluctuations? Evidence from the G7 Countries

Year: 1998
Journal: No Journal Matched
Authors: Fabio Canova; Gianni De Nicolò

The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State

Year: 1998
Journal: No Journal Matched
Authors: Fabio Canova; Morten O. Ravn

Testing for Convergence Clubs in Income per Capita: A Predictive Density Approach

Year: 1999
Journal: No Journal Matched
Authors: Fabio Canova

Monetary Policy Misspecification in VAR Models

Year: 1999
Journal: No Journal Matched
Authors: Fabio Canova; Joaquim Pires Pina

Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model

Year: 2001
Journal: Journal of Econometrics
Authors: Fabio Canova; Matteo Ciccarelli

G7 Inflation Forecasts

Year: 2002
Journal: No Journal Matched
Authors: Fabio Canova

Validating Monetary DSGE Models Through VARs

Year: 2002
Journal: No Journal Matched
Authors: Fabio Canova

Price Dispersions in Monetary Unions: The Role of Fiscal Shocks

Year: 2003
Journal: No Journal Matched
Authors: Fabio Canova; Evi Pappa

The Transmission of US Shocks to Latin America

Year: 2003
Journal: Journal of Applied Econometrics
Authors: Fabio Canova

Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators

Year: 2003
Journal: No Journal Matched
Authors: Fabio Canova; Matteo Ciccarelli

Regional Policies and EU Enlargement

Year: 2003
Journal: No Journal Matched
Authors: Michele Boldrin; Fabio Canova

Does It Cost to Be Virtuous? The Macroeconomic Effect of Fiscal Constraints

Year: 2004
Journal: No Journal Matched
Authors: Fabio Canova; Evi Pappa

Similarities and Convergence in G7 Cycles

Year: 2004
Journal: Journal of Monetary Economics
Authors: Fabio Canova; Matteo Ciccarelli; Eva Ortega

Does It Cost to Be Virtuous? The Macroeconomic Effects of Fiscal Constraints

Year: 2005
Journal: Journal of Public Economics
Authors: Fabio Canova; Evi Pappa

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

The Elusive Costs and the Immaterial Gains of Fiscal Constraints

Year: 2005
Journal: Journal of Public Economics
Authors: Fabio Canova; Evi Pappa

Structural Changes in the US Economy: Bad Luck or Bad Policy?

Year: 2006
Journal: No Journal Matched
Authors: Fabio Canova; Luca Gambetti

The Structural Dynamics of Output Growth and Inflation: Some International Evidence

Year: 2006
Journal: Economic Journal
Authors: Fabio Canova; Luca Gambetti; Evi Pappa

The Structural Dynamics of US Output and Inflation: What Explains the Changes?

Year: 2006
Journal: Journal of Money, Credit and Banking
Authors: Luca Gambetti; Evi Pappa; Fabio Canova

Monetary Policy and the Evolution of the US Economy

Year: 2006
Journal: No Journal Matched
Authors: Fabio Canova

The Labour Market Effects of Technology Shocks

Year: 2007
Journal: No Journal Matched
Authors: Fabio Canova; Jose David Lopez-Salido; Claudio Michelacci

The Effects of Technology Shocks on Hours and Output: A Robustness Analysis

Year: 2008
Journal: Journal of Applied Econometrics
Authors: Fabio Canova; J David López-Salido; Claudio Michelacci

How Much Structure in Empirical Models

Year: 2008
Journal: No Journal Matched
Authors: Fabio Canova

Back to Square One: Identification Issues in DSGE Models

Year: 2009
Journal: Journal of Monetary Economics
Authors: Fabio Canova; Luca Sala

Do Expectations Matter? The Great Moderation Revisited

Year: 2009
Journal: American Economic Journal: Macroeconomics
Authors: Fabio Canova; Luca Gambetti

Japan's Lost Decade: Does Money Have a Role?

Year: 2009
Journal: Journal of the Japanese and International Economies
Authors: Fabio Canova; Tobias Menz

Does Money Matter in Shaping Domestic Business Cycles? An International Investigation

Year: 2010
Journal: Journal of Money, Credit and Banking
Authors: Fabio Canova; Tobias Menz

Business Cycle Measurement with Some Theory

Year: 2011
Journal: Journal of Monetary Economics
Authors: Fabio Canova; Matthias Paustian

Bridging DSGE Models and the Raw Data

Year: 2013
Journal: No Journal Matched
Authors: Fabio Canova

Panel Vector Autoregressive Models: A Survey

Year: 2013
Journal: Econometrics
Authors: Fabio Canova; Matteo Ciccarelli

Do Institutions and Culture Matter for Business Cycles?

Year: 2013
Journal: No Journal Matched
Authors: Sumru Altug; Fabio Canova

Choosing the Variables to Estimate Singular DSGE Models

Year: 2013
Journal: No Journal Matched
Authors: Fabio Canova; Filippo Ferroni; Christian Matthes

Estimating Overidentified Nonrecursive Time Varying Coefficients Structural VARs

Year: 2014
Journal: No Journal Matched
Authors: Fabio Canova; Fernando J. Pérez Forero

Has the Euromediterranean Partnership Affected Mediterranean Business Cycles?

Year: 2014
Journal: No Journal Matched
Authors: Fabio Canova; Alan Schlaepfer

Approximating Time Varying Structural Models with Time Invariant Structures

Year: 2015
Journal: No Journal Matched
Authors: Fabio Canova; Filippo Ferroni; Christian Matthes

Beggar-Thy-Neighbor: The International Effects of ECB Unconventional Monetary Policy Measures

Year: 2015
Journal: No Journal Matched
Authors: Kristina Bluwstein; Fabio Canova

Are Small Scale VARs Useful for Business Cycle Analysis? Revisiting Nonfundamentalness

Year: 2016
Journal: No Journal Matched
Authors: Fabio Canova; Mehdi Hamidi Sahneh

A Composite Likelihood Approach for Dynamic Structural Models

Year: 2018
Journal: No Journal Matched
Authors: Fabio Canova; Christian Matthes

Mind the Gap: Stylized Dynamic Facts and Structural Models

Year: 2019
Journal: No Journal Matched
Authors: Fabio Canova; Filippo Ferroni

Dealing with Misspecification in Structural Macroeconometric Models

Year: 2019
Journal: No Journal Matched
Authors: Fabio Canova; Christian Matthes

How Do I Measure the Output Gap?

Year: 2020
Journal: No Journal Matched
Authors: Fabio Canova

Should We Trust Cross-Sectional Multiplier Estimates?

Year: 2020
Journal: No Journal Matched
Authors: Fabio Canova

A Hitchhiker Guide to Empirical Macro Models

Year: 2020
Journal: No Journal Matched
Authors: Fabio Canova; Filippo Ferroni

What are the likely macroeconomic effects of the EU recovery plan

Year: 2021
Journal: No Journal Matched
Authors: Evi Pappa; Fabio Canova

Costly Disasters, Energy Consumption, and the Role of Fiscal Policy

Year: 2022
Journal: No Journal Matched
Authors: Fabio Canova; Evi Pappa