EconPapers    
Economics at your fingertips  
 

Details about Fabio Canova

E-mail:
Homepage:http://www.eui.eu/Personal/Canova/
Phone:+39 055 4685952
Postal address:European University Institute Via della Piazzuola 43 50133 Firenze Italia
Workplace:Department of Economics, European University Institute, (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Fabio Canova.

Last updated 2014-03-29. Update your information in the RePEc Author Service.

Short-id: pca50


Jump to Journal Articles Chapters Editor

Working Papers

2013

  1. Bridging DSGE Models and the raw data
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012) Downloads
    Working Papers, Barcelona Graduate School of Economics (2012) Downloads
  2. Choosing the variables to estimate singular DSGE models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Working papers, Banque de France (2013) Downloads View citations (1)
  3. Do Institutions and Culture Matter for Business Cycles?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, Barcelona Graduate School of Economics (2012) Downloads View citations (6)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2012) Downloads View citations (6)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012) Downloads View citations (7)
  4. How important is tourism for the international transmission of cyclical fluctuations? Evidence from the Mediterranean
    Working Paper Series, European Central Bank Downloads
  5. Panel Vector Autoregressive Models: A Survey
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Working Paper Series, European Central Bank (2013) Downloads View citations (7)

2012

  1. ClubMed? Cyclical fluctuations in the Mediterranean basin
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (2)
    Also in Working Papers, Barcelona Graduate School of Economics (2011) Downloads

    See also Journal Article in Journal of International Economics (2012)
  2. Do institutional changes affect business cycles? Evidence from Europe
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (7)
    Also in Banco de España Working Papers, Banco de España (2009) Downloads View citations (9)

    See also Journal Article in Journal of Economic Dynamics and Control (2012)
  3. Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs
    Working Papers, Barcelona Graduate School of Economics Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012) Downloads View citations (2)
  4. Has the Euro-Mediterranean Partnership Affected Mediterranean Business Cycles?
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (1)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012) Downloads View citations (1)
  5. The ins and outs of unemployment: An analysis conditional on technology shocks
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads

2011

  1. Business cycle measurement with some theory
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (13)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (13)

    See also Journal Article in Journal of Monetary Economics (2011)
  2. Cyclical fluctuations in the Mediterranean basin
    Working Paper Series, European Central Bank Downloads
  3. Fiscal Policy, Pricing Frictions and Monetary Accommodation
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (5)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2011) Downloads View citations (10)

    See also Journal Article in Economic Policy (2011)

2010

  1. Does Money Matter in Shaping Domestic Business Cycles? An International Investigation (with appendices)
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (1)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2010) Downloads View citations (1)
  2. Does money matter in shaping domestic business cycles? An international investigation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Journal of Money, Credit and Banking (2011)
  3. Measurement with Some Theory: a New Approach to Evaluate Business Cycle Models (with appendices)
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (2)
  4. Multiple Filtering Devices for the Estimation of Cyclical DSGE Models
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (8)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2010) Downloads View citations (7)

    See also Journal Article in Quantitative Economics (2011)
  5. The Dynamics of US Inflation: Can Monetary Policy Explain the Changes?
    Working Papers, Barcelona Graduate School of Economics Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2010) Downloads View citations (5)

    See also Journal Article in Journal of Econometrics (2012)

2009

  1. Back to square one: identification issues in DSGE models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (82)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2006) Downloads View citations (23)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2006) Downloads View citations (43)
    Working Paper Series, European Central Bank (2006) Downloads View citations (36)
    Computing in Economics and Finance 2006, Society for Computational Economics (2006) Downloads View citations (35)
    Banco de España Working Papers, Banco de España (2007) Downloads View citations (3)

    See also Journal Article in Journal of Monetary Economics (2009)
  2. Comment to "Weak instruments robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (4)
  3. Do expectations matter? The Great Moderation revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2009) Downloads View citations (4)

    See also Journal Article in American Economic Journal: Macroeconomics (2010)
  4. Japan's Lost Decade: Does Money have a Role?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2009) Downloads

    See also Journal Article in Journal of the Japanese and International Economies (2010)

2008

  1. Estimating multi-country VAR models
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (16)
    Working Paper Series, European Central Bank (2006) Downloads View citations (5)
    Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy (2007) Downloads

    See also Journal Article in International Economic Review (2009)
  2. How much structure in empirical models?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2007) Downloads View citations (2)
  3. On the robust effects of technology shocks on hours worked and output
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (10)
  4. Structural changes in the US economy: is there a role for monetary policy?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (14)
    See also Journal Article in Journal of Economic Dynamics and Control (2009)
  5. The Effects of Technology Shocks on Hours and Output: A Robustness Analysis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
    See also Journal Article in Journal of Applied Econometrics (2010)

2007

  1. Schumpeterian technology shocks
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (9)
  2. The Labour Market Effects of Technology Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Banco de España Working Papers, Banco de España (2007) Downloads View citations (7)
  3. What explains the Great Moderation in the US? A structural analysis
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (1)
    See also Journal Article in Journal of the European Economic Association (2009)

2006

  1. Monetary Policy and the Evolution of the US Economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
  2. Structural Changes in the US Economy: Bad Luck or Bad Policy?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (34)
  3. The Structural Dynamics of Output Growth and Inflation: Some International Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2006) Downloads View citations (11)

    See also Journal Article in Economic Journal (2007)
  4. The Structural Dynamics of US Output and Inflation: What Explains the Changes?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (22)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) Downloads View citations (18)

    See also Journal Article in Journal of Money, Credit and Banking (2008)

2005

  1. Does it Cost to be Virtuous? The Macroeconomic Effects of Fiscal Constraints
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (3)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) Downloads View citations (2)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) Downloads

    See also Chapter (2006)
  2. Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  3. Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads
  4. Price differentials in monetary unions: The role of fiscal shocks
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (19)
    See also Journal Article in Economic Journal (2007)
  5. The Elusive Costs and the Immaterial Gains of Fiscal Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) Downloads
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) Downloads
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2005) Downloads View citations (2)

    See also Journal Article in Journal of Public Economics (2006)

2004

  1. 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 Downloads View citations (8)
  2. Similarities and Convergence in G7 Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Working Paper Series, European Central Bank (2004) Downloads View citations (9)
    Banco de España Working Papers, Banco de España (2004) Downloads View citations (4)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) Downloads View citations (10)

    See also Journal Article in Journal of Monetary Economics (2007)
  3. The transmission of US shocks to Latin America
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (33)

    See also Journal Article in Journal of Applied Econometrics (2005)

2003

  1. Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2002) Downloads View citations (4)
  2. Price Dispersions in Monetary Unions: The Role of Fiscal Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (30)
  3. Regional Policies and EU Enlargement
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (19)

2002

  1. G-7 Inflation Forecasts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (16)
    Also in Working Paper Series, European Central Bank (2002) Downloads View citations (7)
  2. Validating Monetary DSGE Models through VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)

2001

  1. Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2000) Downloads View citations (7)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) Downloads View citations (7)

    See also Journal Article in Journal of Econometrics (2004)
  2. Testing for convergence clubs in income per-capita: a predictive density approach
    HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA) Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (16)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) Downloads View citations (16)

    See also Journal Article in International Economic Review (2004)

2000

  1. Monetary disturbances matter for business fluctuations in the G-7
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)
    See also Journal Article in Journal of Monetary Economics (2002)
  2. On the sources of business cycles in the G-7
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (20)
    See also Journal Article in Journal of International Economics (2003)
  3. The macroeconomic effects of German unification: Real adjustments and the welfare state
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (23)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) Downloads View citations (1)

    See also Journal Article in Review of Economic Dynamics (2000)

1999

  1. Monetary Policy Misspecification in VAR Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (28)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) Downloads View citations (57)
  2. The poor stay poor: Non-convergence across countries and regions
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (20)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) Downloads View citations (84)

1998

  1. Crossing the Rio Grande: Migrations, Business Cycles and the Welfare State
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1997) Downloads View citations (6)
  2. 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 Downloads

1997

  1. International business cycles, financial markets and household production
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (1998)
  2. Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1997) Downloads View citations (6)

    See also Journal Article in Macroeconomic Dynamics (2000)

1996

  1. 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 Downloads View citations (45)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1996) Downloads View citations (2)

    See also Journal Article in European Economic Review (2002)
  2. Sources and propagation of international cycles: Common shocks or transmission?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (2)
  3. Testing calibrated general equilibrium models
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (13)

1995

  1. 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 Downloads View citations (3)
    See also Journal Article in Economic Journal (1999)
  2. Household Production and International Business Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
  3. International consumption risk sharing
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1994) Downloads

    See also Journal Article in International Economic Review (1996)
  4. The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1995) Downloads View citations (3)

1993

  1. Detrending and Business Cycle Facts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
    See also Journal Article in Journal of Monetary Economics (1998)
  2. Sources and Propagation of International Business Cycles: Common Shocks or Transmission?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)

1992

  1. Changes in Seasonal Patters: Are They Cyclical
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (1)

    See also Journal Article in Journal of Economic Dynamics and Control (1994)

1989

  1. SEASONALITIES IN FOREIGN EXCHANGE MARKETS
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1989) Downloads

1988

  1. On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

Journal Articles

2013

  1. The Ins and Outs of Unemployment: An Analysis Conditional on Technology Shocks-super-
    Economic Journal, 2013, 123, 515-539 Downloads

2012

  1. ClubMed? Cyclical fluctuations in the Mediterranean basin
    Journal of International Economics, 2012, 88, (1), 162-175 Downloads View citations (2)
    See also Working Paper (2012)
  2. Do institutional changes affect business cycles? Evidence from Europe
    Journal of Economic Dynamics and Control, 2012, 36, (10), 1520-1533 Downloads View citations (6)
    See also Working Paper (2012)
  3. Interview with Fabio Canova
    MNB Bulletin, 2012, 7, (3), 73-78 Downloads
  4. The dynamics of US inflation: Can monetary policy explain the changes?
    Journal of Econometrics, 2012, 167, (1), 47-60 Downloads View citations (2)
    See also Working Paper (2010)

2011

  1. Business cycle measurement with some theory
    Journal of Monetary Economics, 2011, 58, (4), 345-361 Downloads View citations (13)
    See also Working Paper (2011)
  2. Does Money Matter in Shaping Domestic Business Cycles? An International Investigation
    Journal of Money, Credit and Banking, 2011, 43, (4), 577-607 View citations (8)
    See also Working Paper (2010)
  3. Fiscal policy, pricing frictions and monetary accommodation
    Economic Policy, 2011, 26, (68), 555-598 Downloads View citations (6)
    See also Working Paper (2011)
  4. Letter from the Editors of JEEA
    Journal of the European Economic Association, 2011, 9, (1), 1-2 Downloads
  5. Multiple filtering devices for the estimation of cyclical DSGE models
    Quantitative Economics, 2011, 2, (1), 73-98 View citations (10)
    See also Working Paper (2010)

2010

  1. Do Expectations Matter? The Great Moderation Revisited
    American Economic Journal: Macroeconomics, 2010, 2, (3), 183-205 Downloads View citations (5)
    See also Working Paper (2009)
  2. EconomicDynamics Interviews Fabio Canova on the Estimation of Business Cycle Models
    EconomicDynamics Newsletter, 2010, 11, (2) Downloads
  3. Japan's Lost decade: Does money have a role?
    Journal of the Japanese and International Economies, 2010, 24, (2), 178-195 Downloads View citations (1)
    See also Working Paper (2009)
  4. The effects of technology shocks on hours and output: a robustness analysis
    Journal of Applied Econometrics, 2010, 25, (5), 755-773 Downloads View citations (5)
    See also Working Paper (2008)

2009

  1. Back to square one: Identification issues in DSGE models
    Journal of Monetary Economics, 2009, 56, (4), 431-449 Downloads View citations (49)
    See also Working Paper (2009)
  2. Comment
    Journal of Business & Economic Statistics, 2009, 27, (3), 311-315 Downloads
  3. ESTIMATING MULTICOUNTRY VAR MODELS
    International Economic Review, 2009, 50, (3), 929-959 Downloads View citations (41)
    See also Working Paper (2008)
  4. Structural changes in the US economy: Is there a role for monetary policy?
    Journal of Economic Dynamics and Control, 2009, 33, (2), 477-490 Downloads View citations (53)
    See also Working Paper (2008)
  5. What Explains The Great Moderation in the U.S.? A Structural Analysis
    Journal of the European Economic Association, 2009, 7, (4), 697-721 Downloads View citations (13)
    See also Working Paper (2007)

2008

  1. The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?
    Journal of Money, Credit and Banking, 2008, 40, (2-3), 369-388 Downloads View citations (21)
    See also Working Paper (2006)

2007

  1. Bayesian Analysis of DSGE Models by S. An and F. Schorfheide
    Econometric Reviews, 2007, 26, (2-4), 187-192 Downloads View citations (1)
  2. G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE?
    Macroeconomic Dynamics, 2007, 11, (01), 1-30 Downloads View citations (12)
  3. Price Differentials in Monetary Unions: The Role of Fiscal Shocks
    Economic Journal, 2007, 117, (520), 713-737 Downloads View citations (29)
    See also Working Paper (2005)
  4. Similarities and convergence in G-7 cycles
    Journal of Monetary Economics, 2007, 54, (3), 850-878 Downloads View citations (103)
    See also Working Paper (2004)
  5. The Structural Dynamics of Output Growth and Inflation: Some International Evidence
    Economic Journal, 2007, 117, (519), C167-C191 Downloads View citations (20)
    See also Working Paper (2006)

2006

  1. The elusive costs and the immaterial gains of fiscal constraints
    Journal of Public Economics, 2006, 90, (8-9), 1391-1414 Downloads View citations (10)
    See also Working Paper (2005)

2005

  1. The transmission of US shocks to Latin America
    Journal of Applied Econometrics, 2005, 20, (2), 229-251 Downloads View citations (102)
    See also Working Paper (2004)

2004

  1. Forecasting and turning point predictions in a Bayesian panel VAR model
    Journal of Econometrics, 2004, 120, (2), 327-359 Downloads View citations (42)
    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 Downloads View citations (106)
    See also Working Paper (2001)

2003

  1. On the sources of business cycles in the G-7
    Journal of International Economics, 2003, 59, (1), 77-100 Downloads View citations (30)
    See also Working Paper (2000)
  2. The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries
    IMF Staff Papers, 2003, 50, (2), 4 Downloads View citations (2)

2002

  1. Did colonization matter for growth?: An empirical exploration into the historical causes of Africa's underdevelopment
    European Economic Review, 2002, 46, (10), 1851-1871 Downloads View citations (43)
    See also Working Paper (1996)
  2. Monetary disturbances matter for business fluctuations in the G-7
    Journal of Monetary Economics, 2002, 49, (6), 1131-1159 Downloads View citations (152)
    See also Working Paper (2000)

2001

  1. Inequality and convergence in Europe's regions: reconsidering European regional policies
    Economic Policy, 2001, 16, (32), 205-253 Downloads View citations (162)

2000

  1. STOCK RETURNS, TERM STRUCTURE, INFLATION, AND REAL ACTIVITY: AN INTERNATIONAL PERSPECTIVE
    Macroeconomic Dynamics, 2000, 4, (03), 343-372 Downloads View citations (16)
    See also Working Paper (1997)
  2. The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State
    Review of Economic Dynamics, 2000, 3, (3), 423-460 Downloads View citations (17)
    See also Working Paper (2000)

1999

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

1998

  1. Detrending and business cycle facts
    Journal of Monetary Economics, 1998, 41, (3), 475-512 Downloads View citations (338)
    See also Working Paper (1993)
  2. Detrending and business cycle facts: A user's guide
    Journal of Monetary Economics, 1998, 41, (3), 533-540 Downloads View citations (152)
  3. International business cycles, financial markets and household production
    Journal of Economic Dynamics and Control, 1998, 22, (4), 545-572 Downloads View citations (18)
    See also Working Paper (1997)
  4. Sources and propagation of international output cycles: Common shocks or transmission?
    Journal of International Economics, 1998, 46, (1), 133-166 Downloads View citations (75)

1996

  1. International Consumption Risk Sharing
    International Economic Review, 1996, 37, (3), 573-601 View citations (55)
    See also Working Paper (1995)
  2. Reconciling the term structure of interest rates with the consumption-based ICAP model
    Journal of Economic Dynamics and Control, 1996, 20, (4), 709-750 Downloads View citations (8)
  3. Three tests for the existence of cycles in time series
    Ricerche Economiche, 1996, 50, (2), 135-162 Downloads View citations (4)

1995

  1. Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability
    Journal of Business & Economic Statistics, 1995, 13, (3), 237-52 View citations (75)
  2. Predicting excess returns in financial markets
    European Economic Review, 1995, 39, (1), 35-69 Downloads View citations (8)
  3. Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies
    International Economic Review, 1995, 36, (2), 477-501 Downloads View citations (24)
  4. Stock returns and real activity: A structural approach
    European Economic Review, 1995, 39, (5), 981-1015 Downloads View citations (30)

1994

  1. Changes in seasonal patterns: Are they cyclical?
    Journal of Economic Dynamics and Control, 1994, 18, (6), 1143-1171 Downloads View citations (38)
    See also Working Paper (1992)
  2. Detrending and turning points
    European Economic Review, 1994, 38, (3-4), 614-623 Downloads View citations (32)
  3. Statistical Inference in Calibrated Models
    Journal of Applied Econometrics, 1994, 9, (S), S123-44 Downloads View citations (53)
  4. Testing long-run neutrality: Empirical evidence for G7-countries with special emphasis on Germany A comment
    Carnegie-Rochester Conference Series on Public Policy, 1994, 41, (1), 119-125 Downloads View citations (5)
  5. Were Financial Crises Predictable?
    Journal of Money, Credit and Banking, 1994, 26, (1), 102-24 Downloads View citations (13)

1993

  1. Forecasting time series with common seasonal patterns
    Journal of Econometrics, 1993, 55, (1-2), 173-200 Downloads View citations (2)
  2. Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model
    Journal of Economic Dynamics and Control, 1993, 17, (1-2), 233-261 Downloads View citations (29)
  3. Profits, risk, and uncertainty in foreign exchange markets
    Journal of Monetary Economics, 1993, 32, (2), 259-286 Downloads View citations (16)
  4. Trade interdependence and the international business cycle
    Journal of International Economics, 1993, 34, (1-2), 23-47 Downloads View citations (110)

1992

  1. An Alternative Approach to Modeling and Forecasting Seasonal Time Series
    Journal of Business & Economic Statistics, 1992, 10, (1), 97-108 View citations (7)
  2. Price smoothing policies: A welfare analysis
    Journal of Monetary Economics, 1992, 30, (2), 255-275 Downloads

1991

  1. 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 Downloads View citations (3)
  2. The Sources of Financial Crisis: Pre- and Post-Fed Evidence
    International Economic Review, 1991, 32, (3), 689-713 Downloads View citations (12)
  3. The Time-Series Properties of the Risk Premium in the Yen/Dollar Exchange Market
    Journal of Applied Econometrics, 1991, 6, (2), 125-42 Downloads View citations (10)

Chapters

2007

  1. Bayesian Time Series and DSGE Models, from Methods for Applied Macroeconomic Research
    (Methods for Applied Macroeconomic Research)
    Princeton University Press Downloads View citations (13)
  2. DSGE Models, Solutions, and Approximations, from Methods for Applied Macroeconomic Research
    (Methods for Applied Macroeconomic Research)
    Princeton University Press Downloads View citations (13)

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 Downloads
    See also Working Paper (2005)

Editor

  1. Journal of the European Economic Association
    European Economic Association
  2. Journal of the European Economic Association
    MIT Press
 
Page updated 2014-10-20