Details about Fabio Canova

Access statistics for papers by Fabio Canova.

Last updated 2008-09-28. Update your information in the RePEc Author Service.

Short-id: pca50

Working Papers

2005

1. Does it Cost to be Virtuous? The Macroeconomic Effects of Fiscal Constraints
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Chapter (2006)

2004

2. On the Time Variations of US Monetary Policy: Who is right?
   Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group View citations

2003

3. Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
4. Price Dispersions in Monetary Unions: The Role of Fiscal Shocks
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
5. Regional Policies and EU Enlargement
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
6. The Transmission of US Shocks to Latin America
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

2002

7. G-7 Inflation Forecasts
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
8. Validating Monetary DSGE Models through VARs
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

2001

9. Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) View citations
   See also Journal Article in Journal of Econometrics (2004)

2000

10. Monetary disturbances matter for business fluctuations in the G-7
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
    See also Journal Article in Journal of Monetary Economics (2002)
11. On the Sources of Business Cycles in the G-7
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations
    See also Journal Article in Journal of International Economics (2003)
12. The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) View citations
    See also Journal Article in Review of Economic Dynamics (2000)

1999

13. Monetary Policy Misspecification in VAR Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) View citations
14. Testing for Convergence Clubs in Income per-capita: A Predictive Density Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) View citations
    See also Journal Article in International Economic Review (2004)
15. The Poor Stay Poor: Non-Convergence across Countries and Regions
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) View citations

1998

16. Crossing the Rio Grande: Migrations, Business Cycles and the Welfare State
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1997) View citations
17. Did You Know that Monetary Disturbances Matter for Business Cycles Fluctuations? Evidence from the G-7 Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

1997

18. International Business Cycles, Financial Markets and Household Production
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
    See also Journal Article in Journal of Economic Dynamics and Control (1998)
19. Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) View citations

1996

20. Did Colonization Matter for Growth? An Empirical Exploration into the Historical Causes of Africa's Underdevelopment
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1996) View citations
    See also Journal Article in European Economic Review (2002)
21. Sources and Propagation of International Cycles: Common Shocks or Transmission?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations
22. Testing Calibrated General Equilibrium Models
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations

1995

23. Does Detrending Matter for the Determination of the Reference Cycle and the Selection of Turning Points?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations
    See also Journal Article in Economic Journal (1999)
24. Household Production and International Business Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
25. International Consumption Risk Sharing
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1994)
    See also Journal Article in International Economic Review (1996)
26. The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) View citations

1993

27. Detrending and Business Cycle Facts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in Journal of Monetary Economics (1998)
28. Sources and Propagation of International Business Cycles: Common Shocks or Transmission?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

1992

29. Changes in Seasonal Patters: Are They Cyclical
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    See also Journal Article in Journal of Economic Dynamics and Control (1994)

1991

30. On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market
    NBER Working Papers, National Bureau of Economic Research, Inc

1989

31. SEASONALITIES IN FOREIGN EXCHANGE MARKETS
    Working Papers, Tilburg - Center for Economic Research

Journal Articles

2004

1. Forecasting and turning point predictions in a Bayesian panel VAR model
   Journal of Econometrics, 2004, 120, (2), 327-359 View citations
   See also Working Paper (2001)
2. Testing for Convergence Clubs in Income Per Capita: A Predictive Density Approach
   International Economic Review, 2004, 45, (1), 49-77 View citations
   See also Working Paper (1999)

2003

3. On the sources of business cycles in the G-7
   Journal of International Economics, 2003, 59, (1), 77-100 View citations
   See also Working Paper (2000)

2002

4. Did colonization matter for growth?: An empirical exploration into the historical causes of Africa's underdevelopment
   European Economic Review, 2002, 46, (10), 1851-1871 View citations
   See also Working Paper (1996)
5. Monetary disturbances matter for business fluctuations in the G-7
   Journal of Monetary Economics, 2002, 49, (6), 1131-1159 View citations
   See also Working Paper (2000)

2000

6. The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State
   Review of Economic Dynamics, 2000, 3, (3), 423-460 View citations
   See also Working Paper (2000)

1999

7. Does Detrending Matter for the Determination of the Reference Cycle and the Selection of Turning Points?
   Economic Journal, 1999, 109, (452), 126-50 View citations
   See also Working Paper (1995)

1998

8. Detrending and business cycle facts
   Journal of Monetary Economics, 1998, 41, (3), 475-512 View citations
   See also Working Paper (1993)
9. Detrending and business cycle facts: A user's guide
   Journal of Monetary Economics, 1998, 41, (3), 533-540 View citations
10. International business cycles, financial markets and household production
    Journal of Economic Dynamics and Control, 1998, 22, (4), 545-572 View citations
    See also Working Paper (1997)
11. Sources and propagation of international output cycles: Common shocks or transmission?
    Journal of International Economics, 1998, 46, (1), 133-166 View citations

1996

12. International Consumption Risk Sharing
    International Economic Review, 1996, 37, (3), 573-601 View citations
    See also Working Paper (1995)
13. Reconciling the term structure of interest rates with the consumption-based ICAP model
    Journal of Economic Dynamics and Control, 1996, 20, (4), 709-750 View citations

1995

14. Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability
    Journal of Business & Economic Statistics, 1995, 13, (3), 237-52 View citations
15. Predicting excess returns in financial markets
    European Economic Review, 1995, 39, (1), 35-69 View citations
16. Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies
    International Economic Review, 1995, 36, (2), 477-501 View citations
17. Stock returns and real activity: A structural approach
    European Economic Review, 1995, 39, (5), 981-1015 View citations

1994

18. Changes in seasonal patterns: Are they cyclical?
    Journal of Economic Dynamics and Control, 1994, 18, (6), 1143-1171 View citations
    See also Working Paper (1992)
19. Detrending and turning points
    European Economic Review, 1994, 38, (3-4), 614-623 View citations
20. Statistical Inference in Calibrated Models
    Journal of Applied Econometrics, 1994, 9, (S), S123-44 View citations
21. Were Financial Crises Predictable?
    Journal of Money, Credit and Banking, 1994, 26, (1), 102-24 View citations

1993

22. Forecasting time series with common seasonal patterns
    Journal of Econometrics, 1993, 55, (1-2), 173-200 View citations
23. Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model
    Journal of Economic Dynamics and Control, 1993, 17, (1-2), 233-261 View citations
24. Profits, risk, and uncertainty in foreign exchange markets
    Journal of Monetary Economics, 1993, 32, (2), 259-286 View citations
25. Trade interdependence and the international business cycle
    Journal of International Economics, 1993, 34, (1-2), 23-47 View citations

1992

26. An Alternative Approach to Modeling and Forecasting Seasonal Time Series
    Journal of Business & Economic Statistics, 1992, 10, (1), 97-108 View citations
27. Price smoothing policies: A welfare analysis
    Journal of Monetary Economics, 1992, 30, (2), 255-275

1991

28. An Empirical Analysis of Ex Ante Profits from Forward Speculation in Foreign Exchange Markets
    The Review of Economics and Statistics, 1991, 73, (3), 489-96 View citations
29. The Sources of Financial Crisis: Pre- and Post-Fed Evidence
    International Economic Review, 1991, 32, (3), 689-713 View citations
30. The Time-Series Properties of the Risk Premium in the Yen/Dollar Exchange Market
    Journal of Applied Econometrics, 1991, 6, (2), 125-42 View citations

Chapters

2006

1. Does it Cost to be Virtuous? The Macroeconomic Effects of Fiscal Constraints
   A chapter in NBER International Seminar on Macroeconomics 2004, 2006, pp 327-370
   See also Working Paper (2005)