Details about Fabio Canova

E-mail:
Homepage:	https://sites.google.com/view/fabio-canova-homepage/home
Phone:	+47 46410656
Postal address:	Norwegian Business School Nydalensveien 37 0402 Oslo Norway
Workplace:	Institutt for Samfunnsøkonomi (Department of Economics), BI Handelshøyskolen (BI Norwegian Business School), (more information at EDIRC) Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Fabio Canova.

Last updated 2021-01-12. Update your information in the RePEc Author Service.

Short-id: pca50

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Working Papers

2020

1. A hitchhiker guide to empirical macro models
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
2. FAQ: How do I extract the output gap?
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (6)
3. FAQ: How do I measure the Output gap?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
4. Should we trust cross sectional multiplier estimates?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)

2019

5. Dealing with misspecification in structural macroeconometric models
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
6. Mind the gap! Stylized dynamic facts and structural models
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (6)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (7)

2018

7. A Composite Likelihood Approach for Dynamic Structural Models
   Working Paper, Federal Reserve Bank of Richmond View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (2)

2016

8. Approximating time varying structural models with time invariant structures
   2016 Meeting Papers, Society for Economic Dynamics View citations (5)
   Also in Working Paper, Federal Reserve Bank of Richmond (2015) View citations (8)
   Working papers, Banque de France (2015) View citations (14)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (15)
9. Are small scale VARs useful for business cycle analysis? Revisiting Non-Fundamentalness
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
   See also Journal Article Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Nonfundamentalness, Journal of the European Economic Association, European Economic Association (2018) View citations (18) (2018)
10. Mending the broken link: heterogeneous bank lending and monetary policy pass-through
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (45)
    Also in Working Paper Series, European Central Bank (2016) View citations (44)

2015

11. Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (40)
    See also Journal Article Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures, International Journal of Central Banking, International Journal of Central Banking (2016) View citations (68) (2016)

2014

12. Estimating overidentified, non-recursive, time varying coefficients structural VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012) View citations (7)
    Working Papers, Barcelona School of Economics (2012) View citations (4)
13. Has the Euro-Mediterranean partnership affected Mediterranean business cycles?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Working Papers, Barcelona School of Economics (2012) View citations (3)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012) View citations (6)
    See also Journal Article Has the Euro‐Mediterranean Partnership Affected Mediterranean Business Cycles?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) View citations (4) (2015)

2013

14. Bridging DSGE Models and the raw data
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012) View citations (12)
    Working Papers, Barcelona School of Economics (2012) View citations (12)
    See also Journal Article Bridging DSGE models and the raw data, Journal of Monetary Economics, Elsevier (2014) View citations (57) (2014)
15. Choosing the variables to estimate singular DSGE models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    Also in Working papers, Banque de France (2013) View citations (16)
    See also Journal Article CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014) View citations (26) (2014)
16. Do Institutions and Culture Matter for Business Cycles?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2012) View citations (16)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012) View citations (16)
    Working Papers, Barcelona School of Economics (2012) View citations (16)
    See also Journal Article Do Institutions and Culture Matter for Business Cycles?, Open Economies Review, Springer (2014) View citations (7) (2014)
17. How important is tourism for the international transmission of cyclical fluctuations? Evidence from the Mediterranean
    Working Paper Series, European Central Bank View citations (4)
18. Panel Vector Autoregressive Models: A Survey
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (320)
    Also in Working Paper Series, European Central Bank (2013) View citations (307)

2012

19. ClubMed? Cyclical fluctuations in the Mediterranean basin
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (32)
    Also in Working Papers, Barcelona School of Economics (2011) View citations (2)
    See also Journal Article ClubMed? Cyclical fluctuations in the Mediterranean basin, Journal of International Economics, Elsevier (2012) View citations (28) (2012)
20. Do institutional changes affect business cycles? Evidence from Europe
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (52)
    Also in Working Papers, Banco de España (2009) View citations (17)
    See also Journal Article Do institutional changes affect business cycles? Evidence from Europe, Journal of Economic Dynamics and Control, Elsevier (2012) View citations (49) (2012)
21. The ins and outs of unemployment: An analysis conditional on technology shocks
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (12)

2011

22. Business cycle measurement with some theory
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (193)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2011) View citations (195)
    See also Journal Article Business cycle measurement with some theory, Journal of Monetary Economics, Elsevier (2011) View citations (188) (2011)
23. Cyclical fluctuations in the Mediterranean basin
    Working Paper Series, European Central Bank View citations (4)
24. Fiscal policy, pricing frictions and monetary accommodation
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (64)
    Also in Working Papers, Barcelona School of Economics View citations (41)
    See also Journal Article Fiscal policy, pricing frictions and monetary accommodation, Economic Policy, CEPR (2011) View citations (18) (2011)

2010

25. Does Money Matter in Shaping Domestic Business Cycles? An International Investigation (with appendices)
    Working Papers, Barcelona School of Economics View citations (3)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2010) View citations (3)
26. Does money matter in shaping domestic business cycles? An international investigation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    See also Journal Article Does Money Matter in Shaping Domestic Business Cycles? An International Investigation, Journal of Money, Credit and Banking, Blackwell Publishing (2011) View citations (38) (2011)
27. Measurement with Some Theory: a New Approach to Evaluate Business Cycle Models (with appendices)
    Working Papers, Barcelona School of Economics View citations (14)
28. Multiple Filtering Devices for the Estimation of Cyclical DSGE Models
    Working Papers, Barcelona School of Economics View citations (24)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2010) View citations (9)
    See also Journal Article Multiple filtering devices for the estimation of cyclical DSGE models, Quantitative Economics, Econometric Society (2011) View citations (53) (2011)
29. The dynamics of US inflation: Can monetary policy explain the changes?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (5)
    Also in Working Papers, Barcelona School of Economics View citations (30)
    See also Journal Article The dynamics of US inflation: Can monetary policy explain the changes?, Journal of Econometrics, Elsevier (2012) View citations (31) (2012)

2009

30. Back to square one: identification issues in DSGE models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (352)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2006) View citations (74)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2006) View citations (77)
    Working Papers, Banco de España (2007) View citations (9)
    Working Paper Series, European Central Bank (2006) View citations (74)
    Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (68)
    See also Journal Article Back to square one: Identification issues in DSGE models, Journal of Monetary Economics, Elsevier (2009) View citations (364) (2009)
31. 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 View citations (4)
32. Do expectations matter? The Great Moderation revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2009) View citations (8)
    See also Journal Article Do Expectations Matter? The Great Moderation Revisited, American Economic Journal: Macroeconomics, American Economic Association (2010) View citations (54) (2010)
33. Japan's Lost Decade: Does Money have a Role?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2009)
    See also Chapter Japan's Lost Decade: Does Money Have a Role?, NBER Chapters, National Bureau of Economic Research, Inc (2010) (2010)
    Journal Article Japan's Lost decade: Does money have a role?, Journal of the Japanese and International Economies, Elsevier (2010) View citations (5) (2010)

2008

34. Estimating multi-country VAR models
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (22)
    Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy (2007) View citations (2)
    Working Paper Series, European Central Bank (2006) View citations (13)
    See also Journal Article ESTIMATING MULTICOUNTRY VAR MODELS, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2009) View citations (216) (2009)
35. How much structure in empirical models?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2007) View citations (6)
36. On the robust effects of technology shocks on hours worked and output
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (9)
37. Structural changes in the US economy: is there a role for monetary policy?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (23)
    See also Journal Article Structural changes in the US economy: Is there a role for monetary policy?, Journal of Economic Dynamics and Control, Elsevier (2009) View citations (178) (2009)
38. The Effects of Technology Shocks on Hours and Output: A Robustness Analysis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
    See also Journal Article The effects of technology shocks on hours and output: a robustness analysis, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010) View citations (64) (2010)

2007

39. Schumpeterian technology shocks
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (10)
40. The Labour Market Effects of Technology Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    Also in Working Papers, Banco de España (2007) View citations (10)
41. What explains the Great Moderation in the US? A structural analysis
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (3)
    See also Journal Article What Explains The Great Moderation in the U.S.? A Structural Analysis, Journal of the European Economic Association, MIT Press (2009) View citations (89) (2009)

2006

42. Monetary Policy and the Evolution of the US Economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (26)
43. Structural Changes in the US Economy: Bad Luck or Bad Policy?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (37)
44. The Structural Dynamics of Output Growth and Inflation: Some International Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2006) View citations (12)
    See also Journal Article The Structural Dynamics of Output Growth and Inflation: Some International Evidence, Economic Journal, Royal Economic Society (2007) View citations (56) (2007)
45. The Structural Dynamics of US Output and Inflation: What Explains the Changes?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (28)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) View citations (27)
    See also Journal Article The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?, Journal of Money, Credit and Banking, Blackwell Publishing (2008) View citations (69) (2008)

2005

46. Does it Cost to be Virtuous? The Macroeconomic Effects of Fiscal Constraints
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) View citations (9)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) View citations (11)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (12)
    See also Chapter Does It Cost to Be Virtuous? The Macroeconomic Effects of Fiscal Constraints, NBER Chapters, National Bureau of Economic Research, Inc (2006) View citations (6) (2006)
47. 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
48. 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
49. Price differentials in monetary unions: The role of fiscal shocks
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (21)
    See also Journal Article Price Differentials in Monetary Unions: The Role of Fiscal Shocks, Economic Journal, Royal Economic Society (2007) View citations (146) (2007)
50. The Elusive Costs and the Immaterial Gains of Fiscal Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2005) View citations (2)
    See also Journal Article The elusive costs and the immaterial gains of fiscal constraints, Journal of Public Economics, Elsevier (2006) View citations (26) (2006)

2004

51. 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 (10)
52. Similarities and Convergence in G7 Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    Also in Working Papers, Banco de España (2004) View citations (17)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) View citations (20)
    Working Paper Series, European Central Bank (2004) View citations (21)
    See also Journal Article Similarities and convergence in G-7 cycles, Journal of Monetary Economics, Elsevier (2007) View citations (185) (2007)
53. The transmission of US shocks to Latin America
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (36)
    See also Journal Article The transmission of US shocks to Latin America, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2005) View citations (384) (2005)

2003

54. Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2002) View citations (4)
55. Price Dispersions in Monetary Unions: The Role of Fiscal Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (32)
56. Regional Policies and EU Enlargement
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (31)

2002

57. G-7 Inflation Forecasts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (26)
    Also in Working Paper Series, European Central Bank (2002) View citations (21)
58. Validating Monetary DSGE Models through VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (29)

2001

59. Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) View citations (7)
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2000) View citations (8)
    See also Journal Article Forecasting and turning point predictions in a Bayesian panel VAR model, Journal of Econometrics, Elsevier (2004) View citations (131) (2004)
60. Testing for Convergence Clubs in Income Per-Capita: A Predictive Density Approach
    Discussion Paper Series, Hamburg Institute of International Economics View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (32)
    HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA) (2001) View citations (6)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) View citations (32)
    See also Journal Article Testing for Convergence Clubs in Income Per Capita: A Predictive Density Approach, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2004) View citations (196) (2004)

2000

61. 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 (4)
    See also Journal Article Monetary disturbances matter for business fluctuations in the G-7, Journal of Monetary Economics, Elsevier (2002) View citations (600) (2002)
62. On the sources of business cycles in the G-7
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (19)
    See also Journal Article On the sources of business cycles in the G-7, Journal of International Economics, Elsevier (2003) View citations (102) (2003)
63. 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 (57)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) View citations (1)
    See also Journal Article The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2000) View citations (54) (2000)

1999

64. Monetary Policy Misspecification in VAR Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (42)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) View citations (81)
65. The poor stay poor: Non-convergence across countries and regions
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (26)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) View citations (167)

1998

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

1997

68. International business cycles, financial markets and household production
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (4)
    See also Journal Article International business cycles, financial markets and household production, Journal of Economic Dynamics and Control, Elsevier (1998) View citations (32) (1998)
69. Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (20)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1997) View citations (12)
    See also Journal Article STOCK RETURNS, TERM STRUCTURE, INFLATION, AND REAL ACTIVITY: AN INTERNATIONAL PERSPECTIVE, Macroeconomic Dynamics, Cambridge University Press (2000) View citations (30) (2000)

1996

70. 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 (52)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1996) View citations (7)
    See also Journal Article Did colonization matter for growth?: An empirical exploration into the historical causes of Africa's underdevelopment, European Economic Review, Elsevier (2002) View citations (181) (2002)
71. Sources and propagation of international cycles: Common shocks or transmission?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (6)
72. Testing calibrated general equilibrium models
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (17)

1995

73. 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 (3)
    See also Journal Article Does Detrending Matter for the Determination of the Reference Cycle and the Selection of Turning Points?, Economic Journal, Royal Economic Society (1999) View citations (80) (1999)
74. Household Production and International Business Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
75. International consumption risk sharing
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1994) View citations (3)
    See also Journal Article International Consumption Risk Sharing, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1996) View citations (103) (1996)
76. The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1995) View citations (5)

1993

77. Detrending and Business Cycle Facts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (27)
    See also Journal Article Detrending and business cycle facts, Journal of Monetary Economics, Elsevier (1998) View citations (658) (1998)
78. Sources and Propagation of International Business Cycles: Common Shocks or Transmission?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)

1992

79. Changes in Seasonal Patters: Are They Cyclical
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (1)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992)
    See also Journal Article Changes in seasonal patterns: Are they cyclical?, Journal of Economic Dynamics and Control, Elsevier (1994) View citations (51) (1994)

1989

80. SEASONALITIES IN FOREIGN EXCHANGE MARKETS
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1989)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1989)

1988

81. Nominal Profits, Risk and Uncertainty in Foreign Exchange Markets
    Boston College Working Papers in Economics, Boston College Department of Economics
82. On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

Journal Articles

2020

1. DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS
   International Economic Review, 2020, 61, (1), 105-125 View citations (12)
2. Mending the broken link: Heterogeneous bank lending rates and monetary policy pass-through
   Journal of Monetary Economics, 2020, 110, (C), 81-98 View citations (53)

2018

3. Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Nonfundamentalness
   Journal of the European Economic Association, 2018, 16, (4), 1069-1093 View citations (18)
   See also Working Paper Are small scale VARs useful for business cycle analysis? Revisiting Non-Fundamentalness, CEPR Discussion Papers (2016) View citations (6) (2016)

2016

4. Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures
   International Journal of Central Banking, 2016, 12, (3), 69-120 View citations (68)
   See also Working Paper Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures, CEPR Discussion Papers (2015) View citations (40) (2015)

2015

5. Estimating overidentified, nonrecursive, time‐varying coefficients structural vector autoregressions
   Quantitative Economics, 2015, 6, (2), 359-384 View citations (18)
6. Has the Euro‐Mediterranean Partnership Affected Mediterranean Business Cycles?
   Journal of Applied Econometrics, 2015, 30, (2), 241-262 View citations (4)
   See also Working Paper Has the Euro-Mediterranean partnership affected Mediterranean business cycles?, CEPR Discussion Papers (2014) (2014)

2014

7. Bridging DSGE models and the raw data
   Journal of Monetary Economics, 2014, 67, (C), 1-15 View citations (57)
   See also Working Paper Bridging DSGE Models and the raw data, CEPR Discussion Papers (2013) View citations (1) (2013)
8. CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS
   Journal of Applied Econometrics, 2014, 29, (7), 1099-1117 View citations (26)
   See also Working Paper Choosing the variables to estimate singular DSGE models, CEPR Discussion Papers (2013) View citations (5) (2013)
9. Do Institutions and Culture Matter for Business Cycles?
   Open Economies Review, 2014, 25, (1), 93-122 View citations (7)
   See also Working Paper Do Institutions and Culture Matter for Business Cycles?, CEPR Discussion Papers (2013) View citations (1) (2013)
10. INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS
    Journal of Applied Econometrics, 2014, 29, (7), 1029-1030

2013

11. The Ins and Outs of Unemployment: An Analysis Conditional on Technology Shocks-super-
    Economic Journal, 2013, 123, 515-539 View citations (27)

2012

12. ClubMed? Cyclical fluctuations in the Mediterranean basin
    Journal of International Economics, 2012, 88, (1), 162-175 View citations (28)
    See also Working Paper ClubMed? Cyclical fluctuations in the Mediterranean basin, Economics Working Papers (2012) View citations (32) (2012)
13. Do institutional changes affect business cycles? Evidence from Europe
    Journal of Economic Dynamics and Control, 2012, 36, (10), 1520-1533 View citations (49)
    See also Working Paper Do institutional changes affect business cycles? Evidence from Europe, Economics Working Papers (2012) View citations (52) (2012)
14. Interview with Fabio Canova
    MNB Bulletin (discontinued), 2012, 7, (3), 73-78
15. The dynamics of US inflation: Can monetary policy explain the changes?
    Journal of Econometrics, 2012, 167, (1), 47-60 View citations (31)
    See also Working Paper The dynamics of US inflation: Can monetary policy explain the changes?, Economics Working Papers (2010) View citations (5) (2010)

2011

16. Business cycle measurement with some theory
    Journal of Monetary Economics, 2011, 58, (4), 345-361 View citations (188)
    See also Working Paper Business cycle measurement with some theory, CEPR Discussion Papers (2011) View citations (193) (2011)
17. Does Money Matter in Shaping Domestic Business Cycles? An International Investigation
    Journal of Money, Credit and Banking, 2011, 43, (4), 577-607 View citations (38)
    Also in Journal of Money, Credit and Banking, 2011, 43, (4), 577-607 (2011) View citations (5)
    See also Working Paper Does money matter in shaping domestic business cycles? An international investigation, CEPR Discussion Papers (2010) View citations (4) (2010)
18. Fiscal policy, pricing frictions and monetary accommodation
    Economic Policy, 2011, 26, (68), 555-598 View citations (18)
    Also in Economic Policy, 2011, 26, (68), 555-598 (2011) View citations (57)
    See also Working Paper Fiscal policy, pricing frictions and monetary accommodation, Economics Working Papers (2011) View citations (64) (2011)
19. Letter from the Editors of JEEA
    Journal of the European Economic Association, 2011, 9, (1), 1-2
20. Multiple filtering devices for the estimation of cyclical DSGE models
    Quantitative Economics, 2011, 2, (1), 73-98 View citations (53)
    See also Working Paper Multiple Filtering Devices for the Estimation of Cyclical DSGE Models, Working Papers (2010) View citations (24) (2010)

2010

21. Do Expectations Matter? The Great Moderation Revisited
    American Economic Journal: Macroeconomics, 2010, 2, (3), 183-205 View citations (54)
    See also Working Paper Do expectations matter? The Great Moderation revisited, CEPR Discussion Papers (2009) View citations (13) (2009)
22. EconomicDynamics Interviews Fabio Canova on the Estimation of Business Cycle Models
    EconomicDynamics Newsletter, 2010, 11, (2) View citations (1)
23. Japan's Lost decade: Does money have a role?
    Journal of the Japanese and International Economies, 2010, 24, (2), 178-195 View citations (5)
    See also Chapter Japan's Lost Decade: Does Money Have a Role?, NBER Chapters, 2010, 178-195 (2010) (2010)
    Working Paper Japan's Lost Decade: Does Money have a Role?, CEPR Discussion Papers (2009) (2009)
24. The effects of technology shocks on hours and output: a robustness analysis
    Journal of Applied Econometrics, 2010, 25, (5), 755-773 View citations (64)
    See also Working Paper The Effects of Technology Shocks on Hours and Output: A Robustness Analysis, CEPR Discussion Papers (2008) View citations (17) (2008)

2009

25. Back to square one: Identification issues in DSGE models
    Journal of Monetary Economics, 2009, 56, (4), 431-449 View citations (364)
    See also Working Paper Back to square one: identification issues in DSGE models, CEPR Discussion Papers (2009) View citations (352) (2009)
26. Comment
    Journal of Business & Economic Statistics, 2009, 27, (3), 311-315
27. ESTIMATING MULTICOUNTRY VAR MODELS
    International Economic Review, 2009, 50, (3), 929-959 View citations (216)
    See also Working Paper Estimating multi-country VAR models, Economics Working Papers (2008) (2008)
28. Structural changes in the US economy: Is there a role for monetary policy?
    Journal of Economic Dynamics and Control, 2009, 33, (2), 477-490 View citations (178)
    See also Working Paper Structural changes in the US economy: is there a role for monetary policy?, Economics Working Papers (2008) View citations (23) (2008)
29. What Explains The Great Moderation in the U.S.? A Structural Analysis
    Journal of the European Economic Association, 2009, 7, (4), 697-721 View citations (89)
    See also Working Paper What explains the Great Moderation in the US? A structural analysis, Economics Working Papers (2007) View citations (3) (2007)

2008

30. 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 View citations (69)
    Also in Journal of Money, Credit and Banking, 2008, 40, (2‐3), 369-388 (2008) View citations (18)
    See also Working Paper The Structural Dynamics of US Output and Inflation: What Explains the Changes?, CEPR Discussion Papers (2006) View citations (28) (2006)

2007

31. Bayesian Analysis of DSGE Models by S. An and F. Schorfheide
    Econometric Reviews, 2007, 26, (2-4), 187-192 View citations (8)
32. G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE?
    Macroeconomic Dynamics, 2007, 11, (1), 1-30 View citations (78)
33. Price Differentials in Monetary Unions: The Role of Fiscal Shocks
    Economic Journal, 2007, 117, (520), 713-737 View citations (146)
    See also Working Paper Price differentials in monetary unions: The role of fiscal shocks, Economics Working Papers (2005) View citations (21) (2005)
34. Similarities and convergence in G-7 cycles
    Journal of Monetary Economics, 2007, 54, (3), 850-878 View citations (185)
    See also Working Paper Similarities and Convergence in G7 Cycles, CEPR Discussion Papers (2004) View citations (10) (2004)
35. The Structural Dynamics of Output Growth and Inflation: Some International Evidence
    Economic Journal, 2007, 117, (519), C167-C191 View citations (56)
    See also Working Paper The Structural Dynamics of Output Growth and Inflation: Some International Evidence, CEPR Discussion Papers (2006) View citations (10) (2006)

2006

36. The elusive costs and the immaterial gains of fiscal constraints
    Journal of Public Economics, 2006, 90, (8-9), 1391-1414 View citations (26)
    See also Working Paper The Elusive Costs and the Immaterial Gains of Fiscal Constraints, CEPR Discussion Papers (2005) View citations (1) (2005)

2005

37. The transmission of US shocks to Latin America
    Journal of Applied Econometrics, 2005, 20, (2), 229-251 View citations (384)
    See also Working Paper The transmission of US shocks to Latin America, Economics Working Papers (2004) View citations (1) (2004)

2004

38. Forecasting and turning point predictions in a Bayesian panel VAR model
    Journal of Econometrics, 2004, 120, (2), 327-359 View citations (131)
    See also Working Paper Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model, CEPR Discussion Papers (2001) View citations (1) (2001)
39. Testing for Convergence Clubs in Income Per Capita: A Predictive Density Approach
    International Economic Review, 2004, 45, (1), 49-77 View citations (196)
    See also Working Paper Testing for Convergence Clubs in Income Per-Capita: A Predictive Density Approach, Discussion Paper Series (2001) View citations (6) (2001)

2003

40. On the sources of business cycles in the G-7
    Journal of International Economics, 2003, 59, (1), 77-100 View citations (102)
    See also Working Paper On the sources of business cycles in the G-7, Economics Working Papers (2000) View citations (19) (2000)
41. The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries
    IMF Staff Papers, 2003, 50, (2), 4 View citations (4)

2002

42. 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 (181)
    See also Working Paper Did Colonization Matter for Growth? An Empirical Exploration into the Historical Causes of Africa's Underdevelopment, CEPR Discussion Papers (1996) View citations (52) (1996)
43. Monetary disturbances matter for business fluctuations in the G-7
    Journal of Monetary Economics, 2002, 49, (6), 1131-1159 View citations (600)
    See also Working Paper Monetary disturbances matter for business fluctuations in the G-7, International Finance Discussion Papers (2000) View citations (4) (2000)

2001

44. Inequality and convergence in Europe’s regions: reconsidering European regional policies
    Economic Policy, 2001, 16, (32), 206-253 View citations (47)

2000

45. STOCK RETURNS, TERM STRUCTURE, INFLATION, AND REAL ACTIVITY: AN INTERNATIONAL PERSPECTIVE
    Macroeconomic Dynamics, 2000, 4, (3), 343-372 View citations (30)
    See also Working Paper Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective, CEPR Discussion Papers (1997) View citations (20) (1997)
46. The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State
    Review of Economic Dynamics, 2000, 3, (3), 423-460 View citations (54)
    See also Working Paper The macroeconomic effects of German unification: Real adjustments and the welfare state, Economics Working Papers (2000) View citations (57) (2000)

1999

47. 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 (80)
    See also Working Paper Does detrending matter for the determination of the reference cycle and the selection of turning points?, Economics Working Papers (1995) View citations (3) (1995)

1998

48. Detrending and business cycle facts
    Journal of Monetary Economics, 1998, 41, (3), 475-512 View citations (658)
    See also Working Paper Detrending and Business Cycle Facts, CEPR Discussion Papers (1993) View citations (27) (1993)
49. Detrending and business cycle facts: A user's guide
    Journal of Monetary Economics, 1998, 41, (3), 533-540 View citations (392)
50. International business cycles, financial markets and household production
    Journal of Economic Dynamics and Control, 1998, 22, (4), 545-572 View citations (32)
    See also Working Paper International business cycles, financial markets and household production, Economics Working Papers (1997) View citations (4) (1997)
51. Sources and propagation of international output cycles: Common shocks or transmission?
    Journal of International Economics, 1998, 46, (1), 133-166 View citations (124)

1996

52. International Consumption Risk Sharing
    International Economic Review, 1996, 37, (3), 573-601 View citations (103)
    See also Working Paper International consumption risk sharing, Economics Working Papers (1995) View citations (1) (1995)
53. 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 (10)
54. Three tests for the existence of cycles in time series
    Ricerche Economiche, 1996, 50, (2), 135-162 View citations (5)

1995

55. Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability
    Journal of Business & Economic Statistics, 1995, 13, (3), 237-52 View citations (148)
56. Predicting excess returns in financial markets
    European Economic Review, 1995, 39, (1), 35-69 View citations (10)
57. Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies
    International Economic Review, 1995, 36, (2), 477-501 View citations (53)
58. Stock returns and real activity: A structural approach
    European Economic Review, 1995, 39, (5), 981-1015 View citations (61)

1994

59. Changes in seasonal patterns: Are they cyclical?
    Journal of Economic Dynamics and Control, 1994, 18, (6), 1143-1171 View citations (51)
    See also Working Paper Changes in Seasonal Patters: Are They Cyclical, Cahiers de recherche (1992) View citations (1) (1992)
60. Detrending and turning points
    European Economic Review, 1994, 38, (3-4), 614-623 View citations (61)
61. Statistical Inference in Calibrated Models
    Journal of Applied Econometrics, 1994, 9, (S), S123-44 View citations (96)
62. 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 View citations (12)
63. Were Financial Crises Predictable?
    Journal of Money, Credit and Banking, 1994, 26, (1), 102-24 View citations (26)

1993

64. Forecasting time series with common seasonal patterns
    Journal of Econometrics, 1993, 55, (1-2), 173-200 View citations (7)
65. 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 (86)
66. Profits, risk, and uncertainty in foreign exchange markets
    Journal of Monetary Economics, 1993, 32, (2), 259-286 View citations (31)
67. Trade interdependence and the international business cycle
    Journal of International Economics, 1993, 34, (1-2), 23-47 View citations (173)

1992

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

1991

70. 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 (7)
71. The Sources of Financial Crisis: Pre- and Post-Fed Evidence
    International Economic Review, 1991, 32, (3), 689-713 View citations (29)
72. 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 (18)

Chapters

2010

1. Japan's Lost Decade: Does Money Have a Role?
   A chapter in Sticky Prices and Inflation Dynamics (NBER-TCER-CEPR), 2010, pp 178-195
   See also Working Paper Japan's Lost Decade: Does Money have a Role?, C.E.P.R. Discussion Papers (2009) (2009)
   Journal Article Japan's Lost decade: Does money have a role?, Elsevier (2010) View citations (5) (2010)

2007

2. Bayesian Time Series and DSGE Models, from Methods for Applied Macroeconomic Research
   A chapter in Methods for Applied Macroeconomic Research, 2007 View citations (21)
3. DSGE Models, Solutions, and Approximations, from Methods for Applied Macroeconomic Research
   A chapter in Methods for Applied Macroeconomic Research, 2007 View citations (14)
4. Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey
   Chapter 4 in Macroeconomic Policies for EU Accession, 2007 View citations (1)

2006

5. 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 View citations (6)
   See also Working Paper Does it Cost to be Virtuous? The Macroeconomic Effects of Fiscal Constraints, National Bureau of Economic Research, Inc (2005) View citations (14) (2005)

Editor

1. Journal of the European Economic Association
   MIT Press
2. Journal of the European Economic Association
   European Economic Association