Carlo Favero

Libri

• “The Econometrics of Monetary Policy. An overview”, T.C. Mills and K. Patterson Palgrave Handbook of Econometrics: Volume 2 Applied Econometrics (2010)
• “Monetary Policy, Fiscal Policies and Labour Markets : Macroeconomic Policy Making in the EMU” with R. Beetsma, A. Missale, A. Muscatelli, P. Natale and P. Tirelli, Cambridge University Press (2003)
• “Applied Macroeconometrics”, Oxford University Press, (2001)

Articoli

• ALESINA A., BARBIERO O.,FAVERO CA, F.GIAVAZZI and M.PARADISI (forthcoming) Austerity in 2009-2013, ECONOMIC POLICY, OXFORD UNIVERSITY PRESS
• ALESINA A., FAVERO C.A. and F.GIAVAZZI (forthcoming)  The Output Effect of Fiscal Stabilization Plans Journal of International Economics  
• FAVERO C.A. and E.BISETTI(forthcoming) The Impact of Longevity Risk On Pensions Systems. The Case of Italy, North American Actuarial Journal
• FAVERO C.A.( 2013) Modelling and forecasting government bond spreads in the euro area: a GVAR model, Journal of Econometrics, vol. 177, issue 2, pages 343-356 
• DE SANTIS R., FAVERO C.A. and B. ROFFIA (2013) Euro Area Money Demand and International Portfolio Allocation (2013)  Journal of International Money and Finance 32, 377-404
• FAVERO C.A., A.MISSALE (2012) Sovereign spreads in the Euro Area: Which Prospects for a Eurobond? Economic Policy, 70, 231-273, Blackwell
• FAVERO C.A., J. LI and F.ORTU (2012) A Spectral Estimation of Tempered Stochastic Volatility Models and Option Pricing, Computational Statistics and Data Analysis, Vol 56, Issue 11, Pages 3645–3658
• FAVERO C.A. and F.GIAVAZZI (2012) Reconciling VAR based and Narrative Measures of the Tax Multiplier, American Economic Journal: Economic Policy 4(2): 1–28, http://dx.doi.org/10.1257/pol.4.2.1
• FAVERO C.A., N.LIU and L.SALA (2012) Term Structure Forecasting: No-Arbitrage Restrictions vs. Large Information Set,  JOURNAL OF FORECASTING vol. 31(2), pages 124-156, J.Wiley and Sons
• C.A. Favero, A.E. Gozluklu, A. Tamoni, (2011) Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns, Vol. 46, Issue 5, pp. 1493-1520
• C.A. Favero, M.Pagano, E.L. Von Thadden (2010), How Does Liquidity Affect Government Bond Yields?, Journal of Financial and Quantitative Analysis, Vol. 45, No. 1, pp. 107-134
• Consolo A., Favero C.A. (2009), Monetary Policy Inertia, More a fiction than a Fact?, Journal of Monetary Economics, 56, 900-906;
• Consolo A., Favero C.A., Paccagnini A. (2009). The Statistical Identification of DSGE Models. JOURNAL OF ECONOMETRICS pp.99- 115;
• C.A. Favero, F.Giavazzi (2008). Should the euro area be run as a closed economy? THE AMERICAN ECONOMIC REVIEW, pp.1- 8 Vol.98
• C. FAVERO (2007). Valuing Ecosystem Services as Productive Inputs: Discussion. ECONOMIC POLICY, pp.213- 215 Vol.49
• DIEBOLD F.X.; ENGLE R.F.; C. FAVERO; GALLO G.M (2006). "The econometrics of macroeconomics, finance, and the interface,". JOURNAL OF ECONOMETRICS, pp.1- 2 Vol.127
• CARRIERO A; C. FAVERO; I.KAMINSKA (2006). Financial Factors Macroeconomic Information and the Expectations Theory of the Term Strucutre of Interest Rates. JOURNAL OF ECONOMETRICS, pp.339- 358 Vol.127
• C. FAVERO (2006). Improving Fiscal Policy in the EU: The Case for Independent Forecasts: Discussion. ECONOMIC POLICY, pp.529- 531 Vol.47
• C. FAVERO (2006). International Competition in Corporate Taxation: Evidence from OECD Time-Series. Discussion. ECONOMIC POLICY, pp.197- 199 Vol.45
• C. FAVERO (2006). Taylor Rules and the Term Structure. JOURNAL OF MONETARY ECONOMICS, pp.1377- 1393 Vol.53
• C. FAVERO (2005). Deflation and Monetary Policy in a Historical Perspective: remembering the past or being condemned to repeat it? Discussion. ECONOMIC POLICY, pp.838- 839 Vol.44
• BONFIGLIOLI A., C. FAVERO (2005). Explaining Co-movements Between Stock Markets: the case of US and Germany. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, pp.1299- 1316 Vol.78
• AIOLFI M., C. FAVERO (2005). Model Uncertainty, Thick Modelling and the Predictability of Stock Returns. JOURNAL OF FORECASTING, pp.233- 254 Vol.24
• FAVERO C., MARCELLINO M.2005).Modelling and Forecasting Fiscal Variables for the Euro Area. OXFORD BULLETIN OF ECONOMICS AND STATISTICS, pp.755- 783 Vol.67
• C. FAVERO; MILANI F. (2005). Parameter Instability, Model Uncertainty and the Choice of Monetary Policy. TOPICS IN MACROECONOMICS, Vol.5
• FAVERO C.; MARCELLINO M., NEGLIA F. (2005). Principal components at work: the empirical analysis of monetary policy with large datasets. JOURNAL OF APPLIED ECONOMETRICS, pp.603- 620 Vol.20
• C. FAVERO (2004). Comments on ‘‘Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model’’. JOURNAL OF MACROECONOMICS, pp.2001- 2005 Vol.26
• C. FAVERO; GIAVAZZI F. (2003). Is the International propagation of financial shocks non-linear?: Evidence from the ERM Crisis. JOURNAL OF INTERNATIONAL ECONOMICS, pp.231- 247 Vol.57
• C. FAVERO; ROVELLI R (2003). Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98. JOURNAL OF MONEY, CREDIT, AND BANKING, pp.545- 557 Vol.35
• CODOGNO L.; C. FAVERO; A.MISSALE (2003). Yield Spreads on EMU government Bonds. ECONOMIC POLICY, pp.503- 533 Vol.37
• FAVERO C.A.; F. GIAVAZZI (2002). Is the International propagation of financial shocks non-linear?: Evidence from the ERM Crisis. JOURNAL OF INTERNATIONAL ECONOMICS, pp.231- 246 Vol.57
• C. FAVERO; MOSCA F. (2001). Uncertainty on monetary policy and the expectations model of the term structure of interes rates. ECONOMICS LETTERS, pp.369- 375 Vol.71