Carlo Favero

Institution: Università Commerciale Luigi Bocconi

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://mypage.unibocconi.eu/carloambrogiofavero/

First Publication: 1992

Most Recent: 2020

RePEc ID: pfa12 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	0.00	0.00	0.00	0.00	-
Last 10 Years	0.00	1.01	0.50	0.00	1.51	37%
All Time	4.04	22.00	12.85	2.02	40.90	97%

Publication Statistics

Raw Publications 30

Coauthorship-Adjusted Count 28.91

Publications (30)

Year	Article	Journal	Tier	Authors
2020	Implications of Return Predictability for Consumption Dynamics and Asset Pricing	Journal of Business & Economic Statistics	A	4
2017	A Multivariate Model of Strategic Asset Allocation with Longevity Risk	Journal of Financial and Quantitative Analysis	B	4
2015	The output effect of fiscal consolidation plans	Journal of International Economics	A	3
2015	Editor's Choice Austerity in 2009–13	Economic Policy	B	5
2013	Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability	Journal of International Money and Finance	B	3
2013	Modelling and forecasting government bond spreads in the euro area: A GVAR model	Journal of Econometrics	A	1
2012	Measuring Tax Multipliers: The Narrative Method in Fiscal VARs	American Economic Journal: Economic Policy	A	2
2012	‘A failsafe way to end the Eurozone crisis’	Economic Policy	B	2
2011	Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns	Journal of Financial and Quantitative Analysis	B	3
2010	How Does Liquidity Affect Government Bond Yields?	Journal of Financial and Quantitative Analysis	B	3
2009	On the statistical identification of DSGE models	Journal of Econometrics	A	3
2009	Monetary policy inertia: More a fiction than a fact?	Journal of Monetary Economics	A	2
2008	Should the Euro Area Be Run as a Closed Economy?	American Economic Review	S	2
2006	Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates	Journal of Econometrics	A	3
2006	The econometrics of macroeconomics, finance, and the interface	Journal of Econometrics	A	5
2006	Taylor rules and the term structure	Journal of Monetary Economics	A	1
2005	Explaining co-movements between stock markets: The case of US and Germany	Journal of International Money and Finance	B	2
2005	Modelling and Forecasting Fiscal Variables for the Euro Area*	Oxford Bulletin of Economics and Statistics	B	2
2005	Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003).	Journal of International Economics	A	2
2003	‘Does market transparency matter?’	Economic Policy	B	3
2002	Is the international propagation of financial shocks non-linear?: Evidence from the ERM	Journal of International Economics	A	2
2001	Uncertainty on monetary policy and the expectations model of the term structure of interest rates	Economics Letters	C	2
2000	Extracting information from asset prices: The methodology of EMU calculators	European Economic Review	B	4
1999	Information from financial markets and VAR measures of monetary policy	European Economic Review	B	2
1998	Measuring monetary policy with VAR models: An evaluation	European Economic Review	B	2
1998	Immediate challenges for the European Central Bank	Economic Policy	B	3
1994	Oil investment in the North Sea	Economic Modeling	C	2
1993	Error Correction and Forward Looking Models for UK Consumers' Expenditure.	Oxford Bulletin of Economics and Statistics	B	1
1992	Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986	Journal of Banking & Finance	B	2
1992	Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf.	Oxford Economic Papers	C	1