Zobrazeno 1 - 10
of 11
pro vyhledávání: '"CANOVA, FABIO"'
Autor:
CANOVA, Fabio, PAUSTIAN, Matthias
Received 14 February 2010 Received in revised form 21 July 2011 Accepted 27 July 2011 Available online 6 August 2011 A method to evaluate cyclical models not requiring knowledge of the DGP and the exact speci?cation of the aggregate decision rules is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::ed62afe530c1c62bc4a7889642579485
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=8364
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=8364
Autor:
Canova, Fabio, Schlaepfer, Alan
We date turning points of the reference cycle for 19 countries in the Mediterranean, for selected regions, and for the area. Cycles phases are asymmetric, with expansions lasting, on average, much longer than recessions. Cyclical fluctuations are vol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4cf0faa6dcd226491b1528ca478562de
https://econ-papers.upf.edu/papers/1267.pdf
https://econ-papers.upf.edu/papers/1267.pdf
Autor:
Canova, Fabio, Ferroni, Filippo
We propose a method to estimate time invariant cyclical dynamic stochastic gen eral equilibrium models using the information provided by a variety of filters. We treat data filtered with alternative procedures as contaminated proxies of the relevant
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::f77d356ff21add3e9ed674e57f856260
https://hdl.handle.net/1814/29199
https://hdl.handle.net/1814/29199
Autor:
Canova, Fabio
Publikováno v:
SSRN Electronic Journal.
This chapter highlights the problems that structural methods and SVAR approaches have when estimating DSGE models and examining their ability to capture important features of the data. We show that structural methods are subject to severe identificat
Autor:
Canova, Fabio, Favero, Carlo A.
We examine monetary policy in the euro area from both theoretical and empirical perspectives. We discuss what theory tells us the strategy of Central banks should be and contrasts it with the one employed by the ECB. We review accomplishments (and fa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::276080dc1b831e9a7a9b751b0bfefafd
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=5101
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=5101
Publikováno v:
Recercat. Dipósit de la Recerca de Catalunya
instname
Repositorio Digital de la UPF
Universitat Pompeu Fabra
instname
Repositorio Digital de la UPF
Universitat Pompeu Fabra
We examine the dynamics of US output and inflation using a structural time varying coefficient VAR. We show that there are changes in the volatility of both variables and in the persistence of inflation. Technology shocks explain changes in output vo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::ce0bf5eeaa21e3cf9f3c43d555dd5705
http://hdl.handle.net/10230/820
http://hdl.handle.net/10230/820
Autor:
Canova, Fabio, Pina, Joaquim Pivis
We examine the effects of extracting monetary policy disturbances with semi-structural and structural VARs, using data generated by a limited participation model under partial accommodative and feedback rules. We find that, in general, misspecificati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::be8ab28ce1c8dce40a712dc5894a193f
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=2333
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=2333
Autor:
Canova, Fabio, Ravn, Morten O
This paper studies the macroeconomic effects of an inflow of low-skilled workers into an economy where there is capital accumulation, endogenous labour supply and heterogeneous workers. We find substantial dynamic effects, with adjustments that resem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::131905dc0f4c28e995b88142856bf523
https://econ-papers.upf.edu/papers/248.pdf
https://econ-papers.upf.edu/papers/248.pdf
Autor:
Canova, Fabio, Ubide, Angel J
This paper investigates the effects of introducing household production in an international real business cycle model. We show how a model driven by disturbances to the household production can account for some features of international cycles. A ver
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::ddad483b08a7651daf01beba7a4c33e4
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=1113
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=1113
Autor:
Canova, Fabio
This paper examines the business cycle properties of a small set of real US macroeconomic time series using a variety of detrending methods. It is shown: (i) that both quantitatively and qualitatively `stylized facts' of US business cycles vary widel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::d66ea704c19a31bb29b7c7a8a558829f
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=782
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=782