Carlo A. Favero

Available identifiers

Publication	Date of Publication	Type
Implications of Return Predictability for Consumption Dynamics and Asset Pricing	2024-10-28	Paper
Stochastic effects of the meander on the dispersion of pollutants in the planetary boundary layer under low wind conditions	2024-09-11	Paper
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy	2019-05-15	Paper
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set	2018-10-11	Paper
On the statistical identification of DSGE models	2016-07-04	Paper
Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates	2016-06-10	Paper
Modelling and forecasting government bond spreads in the euro area: a GVAR model	2014-06-06	Paper
A spectral estimation of tempered stable stochastic volatility models and option pricing	2012-12-30	Paper
Uncertainty on monetary policy and the expectations model of the term structure of interest rates	2001-08-20	Paper

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