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Details about Carlo Favero

E-mail:
Homepage:http://www.igier.unibocconi.it/favero
Workplace:Dipartimento di Finanza (Department of Finance), Università Commerciale Luigi Bocconi (Bocconi University), (more information at EDIRC)
Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi (Bocconi University), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)
Centro Studi di Economia e Finanza (CSEF) (Centre for Studies in Economics and Finance), (more information at EDIRC)

Access statistics for papers by Carlo Favero.

Last updated 2014-04-05. Update your information in the RePEc Author Service.

Short-id: pfa12


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Working Papers

2013

  1. A Multivariate Model of Strategic Asset Allocation with Longevity Risk
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads
  2. Demographics and The Behavior of Interest Rates
    Working Papers, Warwick Business School, Finance Group Downloads View citations (1)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2011) Downloads
  3. The output effect of fiscal consolidations
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (23)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (17)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2012) Downloads View citations (17)

2012

  1. Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2012) Downloads View citations (1)
    Working Paper Series, European Central Bank (2008) Downloads View citations (9)

    See also Journal Article in Journal of International Money and Finance (2013)
  2. Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads
  3. Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads

2011

  1. Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2011) Downloads View citations (9)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (10)

    See also Journal Article in IMF Economic Review (2011)
  2. Insider Trading, Traded Volume and Returns
    Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino Downloads View citations (3)
  3. Progress in Medicine, Limits to Life and Forecasting Mortality
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads
  4. Sovereign spreads in the Euro Area. Which prospects for a Eurobond?
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (16)

2010

  1. A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2012)
  2. Demograhic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns
    Working Papers, Warwick Business School, Finance Group Downloads
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2010) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads

    See also Journal Article in Journal of Financial and Quantitative Analysis (2011)
  3. Demographics and the Econometrics of the Term Structure of Stock Market Risk
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (1)
  4. Reconciling VAR-based and Narrative Measures of the Tax-Multiplier
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (5)

2009

  1. How Large Are the Effects of Tax Changes?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2009) Downloads View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (11)
  2. Long-Run Factors and Fluctuations in Dividend/Price
    Working Papers, Warwick Business School, Finance Group Downloads
  3. Monetary Policy Inertia: More a Fiction than a fact?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    See also Journal Article in Journal of Monetary Economics (2009)
  4. On the Statistical Identification of DSGE Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2007) Downloads View citations (4)

    See also Journal Article in Journal of Econometrics (2009)

2008

  1. Demographics and fluctuations in Dividend/Price
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads
  2. How Does Liquidity Affect Government Bond Yields?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2007) Downloads View citations (3)

    See also Journal Article in Journal of Financial and Quantitative Analysis (2010)
  3. Should the Euro Area be Run as a Closed Economy?
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (7)

    See also Journal Article in American Economic Review (2008)
  4. The ECB and the bond market
    European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission Downloads

2007

  1. Debt and the Effects of Fiscal Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (45)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2007) Downloads View citations (40)
    Working Papers, Federal Reserve Bank of Boston (2007) Downloads View citations (45)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (57)
  2. Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (3)
  3. Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2007) Downloads View citations (9)
  4. The Econometrics of Monetary Policy: an Overview
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads

2006

  1. Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (3)
  2. The Performance of Italian Family Firms
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)

2005

  1. Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (7)
  2. Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (27)
  3. Modelling and Forecasting Fiscal Variables for the Euro Area
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (16)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2005)
  4. 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
  5. 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
  6. Parameter Instability, Model Uncertainty and the Choice of Monetary Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    See also Journal Article in The B.E. Journal of Macroeconomics (2005)
  7. The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2005) Downloads View citations (7)
  8. Valutation, Liquidity and Risk in Government Bond Markets
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (7)

2004

  1. Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads View citations (3)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (9)

    See also Journal Article in Journal of Econometrics (2006)
  2. Forecasting Italian inflation with large datasets and many models
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads
  3. Inflation Targeting and Debt: Lessons from Brazil
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (39)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (37)

2003

  1. Model Uncertainty, Thick Modelling and the Predictability of Stock Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (7)
  2. Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (12)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (21)

2002

  1. How do European Monetary and Fiscal Authorities Behave?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (55)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (1)

2001

  1. Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
  2. Large Datasets, Small Models and Monetary Policy in Europe
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (19)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads
  3. Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (2)

    See also Journal Article in Economics Letters (2001)

2000

  1. Looking for Contagion: Evidence from the ERM
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
  2. Looking for Contagion: the Evidence from the ERM
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
  3. Measuring Co-Movements Between US and European Stock Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads

1999

  1. Measuring Monetary Policy in Open Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (2)
  2. Modelling and Identifying Central Banks' Preferences
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (6)
  3. The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (37)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (54)

1998

  1. A Red Letter Day?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (22)
  2. The Immediate Challenges for the European Central Bank
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (116)

1997

  1. Extracting Information from Asset Prices: The Methodology of EMU Calculators
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (5)

    See also Journal Article in European Economic Review (2000)
  2. Measuring Monetary Policy with VAR Models: An Evaluation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (13)

    See also Journal Article in European Economic Review (1998)

1996

  1. High Yields: The Spread on German Interest Rates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1996) Downloads
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University

    See also Journal Article in Economic Journal (1997)
  2. Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)

1993

  1. Ottimizzazione intertemporale e metodi econometrici in economia
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali Downloads
  2. Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali Downloads

1992

  1. Oil Investment in the North Sea
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
    See also Journal Article in Economic Modelling (1994)
  2. Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (4)

1990

  1. TESTING THE LUCAS CRITIQUE: A REVIEW
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (48)
  2. THE ROLE OF TAXATION IN AN INTERTEMPORAL OPTIMIZATION MODEL OF EXPLORATION AND PRODUCTION OF OIL IN THE NORTH SEA: AN EVALUATION
    Working Papers, California Los Angeles - Applied Econometrics

1989

  1. THE LUCAS' CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY
    Economics Series Working Papers, University of Oxford, Department of Economics

Undated

  1. Does Macroeconomics Help Understand the Term Structure of Interest Rates?
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (2)
  2. Information from financial markets and VAR measures of monetary policy
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (8)
    See also Journal Article in European Economic Review (1999)
  3. Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads
    See also Journal Article in Journal of Money, Credit and Banking (2003)
  4. Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (4)
  5. Principal components at work: The empirical analysis of monetary policy with large datasets
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (12)
    See also Journal Article in Journal of Applied Econometrics (2005)
  6. Recursive `thick´ modeling of excess returns and portfolio allocation
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (9)
  7. Why are Brazil´s Interest Rates so High?
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (17)

Journal Articles

2013

  1. Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability
    Journal of International Money and Finance, 2013, 32, (C), 377-404 Downloads View citations (2)
    See also Working Paper (2012)
  2. Modelling and forecasting government bond spreads in the euro area: A GVAR model
    Journal of Econometrics, 2013, 177, (2), 343-356 Downloads View citations (2)

2012

  1. A spectral estimation of tempered stable stochastic volatility models and option pricing
    Computational Statistics & Data Analysis, 2012, 56, (11), 3645-3658 Downloads View citations (2)
    See also Working Paper (2010)
  2. Measuring Tax Multipliers: The Narrative Method in Fiscal VARs
    American Economic Journal: Economic Policy, 2012, 4, (2), 69-94 Downloads View citations (18)
  3. Sovereign spreads in the eurozone: which prospects for a Eurobond?
    Economic Policy, 2012, 27, (70), 231-273 Downloads View citations (17)
  4. Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set
    Journal of Forecasting, 2012, 31, (2), 124-156 View citations (5)

2011

  1. Comment
    NBER International Seminar on Macroeconomics, 2011, 7, (1), 31 - 36 Downloads
  2. Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy
    IMF Economic Review, 2011, 59, (4), 652-682 Downloads View citations (11)
    See also Working Paper (2011)
  3. Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns
    Journal of Financial and Quantitative Analysis, 2011, 46, (05), 1493-1520 Downloads View citations (5)
    See also Working Paper (2010)
  4. Demographics and US Stock Market Fluctuations*
    CESifo Economic Studies, 2011, 57, (1), 25-43 Downloads

2010

  1. How Does Liquidity Affect Government Bond Yields?
    Journal of Financial and Quantitative Analysis, 2010, 45, (01), 107-134 Downloads View citations (35)
    See also Working Paper (2008)

2009

  1. Monetary policy inertia: More a fiction than a fact?
    Journal of Monetary Economics, 2009, 56, (6), 900-906 Downloads View citations (5)
    See also Working Paper (2009)
  2. On the statistical identification of DSGE models
    Journal of Econometrics, 2009, 150, (1), 99-115 Downloads View citations (9)
    See also Working Paper (2009)

2008

  1. Should the Euro Area Be Run as a Closed Economy?
    American Economic Review, 2008, 98, (2), 138-45 Downloads View citations (7)
    See also Working Paper (2008)

2006

  1. Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates
    Journal of Econometrics, 2006, 131, (1-2), 339-358 Downloads View citations (13)
    See also Working Paper (2004)
  2. Taylor rules and the term structure
    Journal of Monetary Economics, 2006, 53, (7), 1377-1393 Downloads View citations (14)
  3. The econometrics of macroeconomics, finance, and the interface
    Journal of Econometrics, 2006, 131, (1-2), 1-2 Downloads

2005

  1. Explaining co-movements between stock markets: The case of US and Germany
    Journal of International Money and Finance, 2005, 24, (8), 1299-1316 Downloads View citations (15)
  2. Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003)
    Journal of International Economics, 2005, 67, (2), 524-528 Downloads
  3. Modelling and Forecasting Fiscal Variables for the Euro Area
    Oxford Bulletin of Economics and Statistics, 2005, 67, (s1), 755-783 Downloads View citations (15)
    See also Working Paper (2005)
  4. Parameter Instability, Model Uncertainty and the Choice of Monetary Policy
    The B.E. Journal of Macroeconomics, 2005, 5, (1), 1-33 Downloads View citations (6)
    See also Working Paper (2005)
  5. Principal components at work: the empirical analysis of monetary policy with large data sets
    Journal of Applied Econometrics, 2005, 20, (5), 603-620 Downloads View citations (49)
    See also Working Paper

2004

  1. Comments on "Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model"
    Journal of Macroeconomics, 2004, 26, (2), 281-285 Downloads

2003

  1. APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001
    Macroeconomic Dynamics, 2003, 7, (02), 313-315 Downloads View citations (43)
  2. Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98
    Journal of Money, Credit and Banking, 2003, 35, (4), 545-56 View citations (59)
    See also Working Paper
  3. Yield spreads on EMU government bonds
    Economic Policy, 2003, 18, (37), 503-532 Downloads View citations (139)

2002

  1. Is the international propagation of financial shocks non-linear?: Evidence from the ERM
    Journal of International Economics, 2002, 57, (1), 231-246 Downloads View citations (73)

2001

  1. Uncertainty on monetary policy and the expectations model of the term structure of interest rates
    Economics Letters, 2001, 71, (3), 369-375 Downloads View citations (5)
    See also Working Paper (2001)

2000

  1. Extracting information from asset prices: The methodology of EMU calculators
    European Economic Review, 2000, 44, (9), 1607-1632 Downloads View citations (12)
    See also Working Paper (1997)

1999

  1. Financial markets' assessments of EMU: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1999, 51, (1), 271-280 Downloads View citations (1)
  2. Information from financial markets and VAR measures of monetary policy
    European Economic Review, 1999, 43, (4-6), 825-837 Downloads View citations (22)
    See also Working Paper

1998

  1. Immediate challenges for the European Central Bank
    Economic Policy, 1998, 13, (26), 15-64 Downloads View citations (130)
  2. Measuring monetary policy with VAR models: An evaluation
    European Economic Review, 1998, 42, (6), 1069-1112 Downloads View citations (89)
    See also Working Paper (1997)

1997

  1. High Yields: The Spread on German Interest Rates
    Economic Journal, 1997, 107, (443), 956-85 Downloads View citations (51)
    See also Working Paper (1996)

1994

  1. A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence
    Journal of Applied Econometrics, 1994, 9, (S), S95-112 Downloads View citations (18)
  2. Oil investment in the North Sea
    Economic Modelling, 1994, 11, (3), 308-329 Downloads View citations (12)
    See also Working Paper (1992)

1993

  1. Error Correction and Forward Looking Models for UK Consumers' Expenditure
    Oxford Bulletin of Economics and Statistics, 1993, 55, (4), 453-72 View citations (1)

1992

  1. Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986
    Journal of Banking & Finance, 1992, 16, (2), 331-349 Downloads View citations (3)
  2. Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf
    Oxford Economic Papers, 1992, 44, (2), 187-208 Downloads View citations (4)

Books

2001

  1. Applied Macroeconometrics
    OUP Catalogue, Oxford University Press View citations (70)

Edited books

2007

  1. Monetary Policy, Fiscal Policies and Labour Markets
    Cambridge Books, Cambridge University Press

2004

  1. Monetary Policy, Fiscal Policies and Labour Markets
    Cambridge Books, Cambridge University Press View citations (2)

Chapters

2010

  1. Comment on "Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model"
    A chapter in Europe and the Euro, 2010, pp 440-445 Downloads
  2. Comment on "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk"
    A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 31-35 Downloads
 
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