Carlo A. Favero

Q: What Schools Are Affiliated With Carlo A. Favero

Carlo A. Favero is affiliated with the following schools: University of Oxford, University of California, San Diego, Bocconi University, University of Brescia

Carlo A. Favero's AcademicInfluence.com Rankings

Carlo A. Favero

Economics

#2819

World Rank

#3207

Historical Rank

Financial Economics

#76

World Rank

#76

Historical Rank

Monetary Economics

#142

World Rank

#150

Historical Rank

Macroeconomics

#309

World Rank

#326

Historical Rank

economics Degrees

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Economics

Carlo A. Favero's Degrees

PhD Economics University of California, San Diego

Why Is Carlo A. Favero Influential?

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According to Wikipedia, Carlo Ambrogio Favero is an Italian economist who is Deutsche Bank Professor of Asset Pricing and Quantitative Finance at Bocconi University Biography Favero graduated in Economics from Bocconi in 1984, obtained an MSc in economics from the LSE and a DPhil in Economics from Oxford University under the supervision of David Hendry and John Muellbauer. He has been Lecturer in Economics at Queen Mary College University of London before joining Bocconi in 1994. He is a research fellow of CEPR in the International Macroeconomics programme and a fellow of the Innocenzo Gasparini Institute for the Economic Research at Bocconi University . He has been advisor to the Italian Ministry of Economics and Finance and he has been consulting the European Commission, the World Bank and the European Central Bank.

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Carlo A. Favero's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Yield spreads on EMU government bonds (2003) (571)
Technical efficiency and scale efficiency in the Italian banking sector: A non-parametric approach (1995) (444)
The Immediate Challenges for the European Central Bank (1998) (353)
Measuring Monetary Policy with VAR Models: An Evaluation (1997) (322)
Is the international propagation of financial shocks non-linear?: Evidence from the ERM (2002) (289)
The output effect of fiscal consolidation plans (2015) (270)
Debt and the Effects of Fiscal Policy (2007) (256)
Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 (2001) (212)
Testing the lucas critique: A review (1992) (192)
Sovereign Spreads in the Eurozone: Which Prospects for a Eurobond? (2012) (189)
Measuring Tax Multipliers: The Narrative Method in Fiscal VARs † (2012) (186)
The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks&Apos; Balance Sheets (1999) (185)
How Does Liquidity Affect Government Bond Yields (2010) (179)
Principal components at work: the empirical analysis of monetary policy with large data sets (2005) (173)
The Output Effect of Fiscal Consolidations (2012) (168)
How Does Liquidity Affect Government Bond Yields? (2008) (166)
How Do European Monetary and Fiscal Authorities Behave? (2002) (155)
High Yields: The Spread on German Interest Rates (1996) (128)
Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S. (2005) (127)
Restarting the Economy While Saving Lives Under COVID-19 (2020) (121)
Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy (2011) (105)
Modelling and forecasting government bond spreads in the euro area: A GVAR model (2013) (104)
Austerity in 2009-2013 (2015) (97)
Model Uncertainty, Thick Modelling and the Predictability of Stock Returns (2003) (96)
Information from Financial Markets and VAR Measures of Monetary Policy (1998) (94)
Austerity: When It Works and When It Doesn't (2019) (92)
The Effects of Fiscal Consolidations: Theory and Evidence (2017) (83)
A duration model of irreversible oil investment: Theory and empirical evidence (1994) (80)
Explaining co-movements between stock markets: The case of US and Germany (2005) (75)
Effects of Austerity: Expenditure- and Tax-Based Approaches (2019) (71)
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns (2010) (70)
Sovereign Spreads in the Euro Area: Which Prospects for a Eurobond? (2011) (68)
Is it the “How” or the “When” that Matters in Fiscal Adjustments? (2016) (68)
Why are Brazil's Interest Rates so High? (2002) (63)
The Performance of Italian Family Firms (2006) (63)
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (2004) (62)
On the Statistical Identification of DSGE Models (2009) (60)
Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S. (2003) (60)
Term Structure Forecasting: No-Arbitrage Restrictions vs. Large Information Set (2007) (59)
Should the Euro Area Be Run as a Closed Economy? (2008) (57)
Valutation, Liquidity and Risk in Government Bond Markets (2005) (57)
Monetary Policy Inertia: More a Fiction than a Fact? (2009) (56)
Modelling and Forecasting Fiscal Variables for the Euro Area (2005) (55)
Looking for Contagion: Evidence from the Erm (2000) (49)
Large Datasets, Small Models and Monetary Policy in Europe (2001) (49)
Reconciling VAR-Based and Narrative Measures of the Tax-Multiplier (2010) (48)
Demographics and the Behavior of Interest Rates (2016) (47)
What Do We Know About the Effects of Austerity? (2018) (46)
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation (2004) (45)
Modeling and Identifying Central Banks' Preferences (1999) (36)
How Large are the Effects of Tax Changes? (2009) (36)
Demographics and the Secular Stagnation Hypothesis in Europe (2015) (35)
A Red Letter Day (1998) (35)
Extracting information from asset prices:the methodology of EMU calculators (1997) (33)
Taylor rules and the term structure (2006) (33)
Oil investment in the North Sea (1994) (33)
Deficits, Money Growth and Inflation in Italy: 1875–1994 (1999) (31)
Term Structure Forecasting: No-Arbitrage Restrictions versus Large Information Set (2009) (28)
Austerity in 2009 – 13 (2015) (27)
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns (2005) (26)
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy (2014) (24)
Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf (1992) (20)
Why Is COVID-19 Mortality in Lombardy so High? Evidence from the Simulation of a SEIHCR Model (2020) (20)
Measuring monetary policy in open economies (1999) (20)
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS (1992) (14)
A Multivariate Model of Strategic Asset Allocation with Longevity Risk (2014) (14)
Does Macroeconomics Help Us to Understand the Term Structure of Interest Rates? (2001) (14)
Comments on ‘‘Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model’’ (2004) (14)
Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models (2007) (13)
Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates (2000) (10)
Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? (1996) (9)
The output eect of …scal consolidation plans (2013) (8)
Measuring Co-Movements between Us and European Stock Markets (2000) (8)
Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model (2012) (7)
Implications of Return Predictability for Consumption Dynamics and Asset Pricing (2018) (7)
Factor Models with Drifting Prices (2019) (7)
The Network Effects of Fiscal Adjustments (2018) (7)
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the Emu Periods (2006) (6)
The ECB and the bond market (2008) (6)
Yield Spreads on Government Bonds Before and After EMU (2002) (6)
Implications of Return Predictability Across Horizons for Asset Pricing Models (2016) (5)
Demographics and the Behavior of Interest Rates (2015) (5)
Forecasting Italian Inflation with Large Datasets and Many Models (2004) (4)
Demographics and US Stock Market Fluctuations (2011) (4)
What Do We Know About Fiscal Multipliers? (2015) (4)
Demography, Technology and Fluctuations in Dividend/Price (2008) (4)
Policy Mix and Macroeconomic Stability : Evidence and Some Theory ∗ (2002) (3)
Demographics and The Behaviour of Interest Rates (2011) (3)
Is it the (2016) (3)
Austerity and Public Debt Dynamics (2019) (3)
Demographics and the Term Structure of Stock Market Risk (2010) (3)
Long-Run Factors and Fluctuations in Dividend/Price (2009) (3)
Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund (2017) (3)
The composition of fiscal adjustments:new evidence ∗ (2015) (2)
Demographics and the Econometrics of the Term Structure of Stock Market Risk (2010) (2)
Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey (2005) (2)
The output e ff ect of fi scal consolidation plans (2013) (2)
Monetary Policy and Bond Prices with Drifting Equilibrium Rates and Diagnostic Expectations (2020) (1)
Demographic Trends, Low Frequency Fluctuations in the Aggregate Dividend/Price Ratio and the Predictability of Long-Run Stock Market Returns ∗ (2009) (1)
The output e¤ects of scal adjustment plans: disaggregating taxes and spending (2015) (1)
Nudging Financial and Demographic Literacy: Experimental Evidence from an Italian Pension Fund (2017) (1)
Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment (2021) (1)
Model Evaluation in Macroeconometrics: from Cowles foundation to DSGE models (2006) (1)
How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross‐Country Comparison (2014) (1)
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models (2019) (1)
Macro Trends and Factor Timing (2021) (1)
Replication data for: Effects of Austerity: Expenditure- and Tax-Based Approaches (2019) (0)
Comments on "Fiscal Policy and Interest Rates: The Role of sovereign Default Risk" by Thomas (2010) (0)
Money, Output, Asset Prices and In‡ation: A Two-Country Portfolio Model with Heterogeneous Beliefs for the Euro Area and the United States (2010) (0)
Acknowledgments (1963) (0)
Stabilising Market Expectations through a Market Tool: a Proposal for An Enhanced TPI (2023) (0)
Is it the “How” or the “When” that Matters in Fiscal Adjustments? (2018) (0)
2 Statistical Identi fi cation : the original concept (2009) (0)
Long-Run Trends in Demographics, Income Inequality, and the Natural Rate of Interest: Further Evidence (2021) (0)
Expectations and Investment 1 (2015) (0)
Implications of Predictability across Horizons for Asset Pricing Models ∗ (2012) (0)
Thesis title : Three Essays in Tax Policy , Macroeconomics , and Corporate Policies by Ruhollah Eskandari (2015) (0)
Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003) (2005) (0)
Monetary Policy and Bond Prices with Drifting Equilibrium Rates (2023) (0)
ERROR CORRECTION AND FORWARD LOOKING MODELS FOR UK CONSUMERS’ EXPENDITURE† (2009) (0)
Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey (2007) (0)
Creating a Safe Asset without Debt Mutualization: the Opportunity of a European Debt Agency (2022) (0)
JFQ volume 50 issue 6 Cover and Back matter (2015) (0)
Internet Appendix for “ Implications of Return Predictability for Consumption Dynamics and Asset Pricing ” (2018) (0)
Demographics and fluctuations in Dividend/Price (2008) (0)
Demographic Literacy: Findings from a Randomized Experiment (2012) (0)
Demographics and Asset Prices (2021) (0)
Why Might Expenditure-and Tax-based Austerity Have Different Effects ? (2019) (0)
Online financial and demographic education for workers: Experimental evidence from an Italian Pension Fund (2023) (0)
Extracting Information from Asset Prices: The Methodology of Emu Calculators (1997) (0)

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Other Resources About Carlo A. Favero

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What Schools Are Affiliated With Carlo A. Favero?

Carlo A. Favero is affiliated with the following schools:

Carlo A. Favero's Academic­Influence.com Rankings

Carlo A. Favero's Degrees

Why Is Carlo A. Favero Influential?

Carlo A. Favero's Published Works

Published Works

Other Resources About Carlo A. Favero

What Schools Are Affiliated With Carlo A. Favero?

Carlo A. Favero's AcademicInfluence.com Rankings