Carlo A. Favero

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Implications of Return Predictability for Consumption Dynamics and Asset Pricing Journal of Business and Economic Statistics	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 North American Actuarial Journal	2019-05-15	Paper
Term structure forecasting: no-arbitrage restrictions versus large information set Journal of Forecasting	2018-10-11	Paper
On the statistical identification of DSGE models Journal of Econometrics	2016-07-04	Paper
Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates Journal of Econometrics	2016-06-10	Paper
Modelling and forecasting government bond spreads in the euro area: a GVAR model Journal of Econometrics	2014-06-06	Paper
A spectral estimation of tempered stable stochastic volatility models and option pricing Computational Statistics and Data Analysis	2012-12-30	Paper
Uncertainty on monetary policy and the expectations model of the term structure of interest rates Economics Letters	2001-08-20	Paper

Research outcomes over time

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