Fabio Canova

Bi norwegian business school

Nydalsveien 37

Oslo, 0484

Norway

SCHOLARLY PAPERS

63

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284

Scholarly Papers (63)

Did Colonization Matter for Growth? An Empirical Exploration into the Historical Causes of Africa's Underdevelopment

Economics Working Paper 202
Number of pages: 25 Posted: 25 Oct 1997
Graziella Bertocchi and Fabio Canova
Università di Modena; Centre for Economic Policy Research (CEPR) and Bi norwegian business school
Downloads 714 (33,757)
Citation 68

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Did Colonization Matter for Growth? An Empirical Exploration into the Historical Causes of Africa's Underdevelopment

European Economic Review, Vol. 46, No. 10, December 2003
Posted: 03 Mar 2003
Graziella Bertocchi and Fabio Canova
Università di Modena; Centre for Economic Policy Research (CEPR) and Bi norwegian business school

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2.
Downloads 479 ( 57,704)
Citation 20

Panel Vector Autoregressive Models: A Survey

ECB Working Paper No. 1507
Number of pages: 55 Posted: 12 Feb 2013
Fabio Canova and Matteo Ciccarelli
Bi norwegian business school and European Central Bank (ECB)
Downloads 471 (58,301)
Citation 6

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Panel VAR, estimation, identification, inference

Panel Vector Autoregressive Models: A Survey

CEPR Discussion Paper No. DP9380
Number of pages: 53 Posted: 12 Mar 2013
Fabio Canova and Matteo Ciccarelli
Bi norwegian business school and European Central Bank (ECB)
Downloads 8 (611,989)
Citation 32
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Bayesian methods, dynamic models, Panel vector autoregression

Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model

UPF Economics and Business Working Paper No. 443
Number of pages: 31 Posted: 22 Nov 2000
Fabio Canova and Matteo Ciccarelli
Bi norwegian business school and European Central Bank (ECB)
Downloads 396 (71,990)
Citation 33

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Forecasting, Turning Points, Bayesian Methods, Panel VAR, Markov Chains Monte Carlo Methods.

Forecasting and Turning-Point Predictions in a Bayesian Panel VAR Model

CEPR Discussion Paper No. 2961
Number of pages: 38 Posted: 01 Oct 2001
Fabio Canova and Matteo Ciccarelli
Bi norwegian business school and European Central Bank (ECB)
Downloads 23 (513,582)
Citation 3
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Forecasting, turning points, Bayesian methods, panel VAR, Markov chains, Monte Carlo methods

4.

Monetary Policy Misspecification in VAR Models

Univ. Pompeu Fabra, Economics and Business Working Paper No. 420
Number of pages: 66 Posted: 09 Aug 2000
Fabio Canova and Joaquim Pires Pina
Bi norwegian business school and affiliation not provided to SSRN
Downloads 338 (87,287)
Citation 34

Abstract:

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general equilibrium, monetary policy, identification, structural VARs

5.

Estimating Multi-Country VAR Models

ECB Working Paper No. 603
Number of pages: 37 Posted: 24 Apr 2006
Fabio Canova and Matteo Ciccarelli
Bi norwegian business school and European Central Bank (ECB)
Downloads 207 (145,095)
Citation 27

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Multi country VAR, Markov Chain Monte Carlo methods, Flexible priors, International transmission

6.
Downloads 180 (165,064)

G-7 Inflation Forecasts

ECB Working Paper No. 151
Number of pages: 46 Posted: 17 Jan 2003
Fabio Canova
Bi norwegian business school
Downloads 163 (180,215)

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Forecasting, Inflation, Panel VAR models, Markov Chain Monte Carlo Methods

G-7 Inflation Forecasts

CEPR Discussion Paper No. 3283
Number of pages: 36 Posted: 23 Apr 2002
Fabio Canova
Bi norwegian business school
Downloads 17 (551,911)
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Forecasting, inflation, panel VAR models, Markov chain Monte Carlo methods

7.
Downloads 144 (199,549)
Citation 28

Similarities and Convergence in G-7 Cycles

ECB Working Paper No. 312
Number of pages: 47 Posted: 18 May 2004
Fabio Canova, Eva Ortega and Matteo Ciccarelli
Bi norwegian business school, Bank of Spain, Research Department and European Central Bank (ECB)
Downloads 126 (222,716)

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Business cycle, indicators, Panel Data, Bayesian methods

Similarities and Convergence in G-7 Cycles

CEPR Discussion Paper No. 4534
Number of pages: 39 Posted: 30 Sep 2004
Fabio Canova, Matteo Ciccarelli and Eva Ortega
Bi norwegian business school, European Central Bank (ECB) and Bank of Spain, Research Department
Downloads 18 (545,460)
Citation 70
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Business cycle, G-7, indicators, panel data, Bayesian methods

8.

Monetary Disturbances Matter for Business Fluctuations in the G-7

International Finance Working Paper No. 660
Number of pages: 38 Posted: 01 Nov 2000
Fabio Canova and Gianni De Nicolo
Bi norwegian business school and Johns Hopkins University - Carey Business School
Downloads 142 (201,847)
Citation 158

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structural shocks, business cycles, monetary disturbances, dynamic correlations

International Business Cycles, Financial Markets and Household Production

Universitat Pompeu Fabra Economics WP #204
Number of pages: 29 Posted: 15 Sep 1997
Fabio Canova and Angel J. Ubide
Bi norwegian business school and Tudor Investment Corporation
Downloads 142 (202,376)
Citation 8

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International Business Cycles, Financial Markets and Household Production

JOURNAL OF ECONOMIC DYNAMICS AND CONTROL
Posted: 09 Jun 1997
Angel J. Ubide and Fabio Canova
Tudor Investment Corporation and Bi norwegian business school

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10.

On the Sources of Business Cycles in the G-7

Universitat Pompeu Fabra Working Paper No. 459
Number of pages: 30 Posted: 06 Nov 2000
Fabio Canova and Gianni De Nicolo
Bi norwegian business school and Johns Hopkins University - Carey Business School
Downloads 119 (231,553)
Citation 50

Abstract:

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structural shocks, business cycles, demand disturbances, dynamic correlations, impulse responses

11.

Labor Market Effects of Technology Shocks

Banco de España Research Paper No. WP-0719
Number of pages: 68 Posted: 03 Jul 2007
Bi norwegian business school, Board of Governors of the Federal Reserve System and Centre for Monetary and Financial Studies (CEMFI)
Downloads 113 (240,484)
Citation 40

Abstract:

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search frictions, technological progress, creative

Back to Square One: Identification Issues in DSGE Models

ECB Working Paper No. 583, IGIER Working Paper No. 303, Banco de España Research Paper No. WP-0715
Number of pages: 48 Posted: 03 Feb 2006
Fabio Canova and Luca Sala
Bi norwegian business school and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 104 (256,505)

Abstract:

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identification, DSGE models

Back to Square One: Identification Issues in DSGE Models

CEPR Discussion Paper No. DP7234
Number of pages: 47 Posted: 07 Apr 2009
Fabio Canova and Luca Sala
Bi norwegian business school and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 1 (675,327)
Citation 145
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DSGE models, Identification, Impulse Responses, small samples

13.
Downloads 81 (299,056)
Citation 4

How Much Structure in Empirical Models?

Number of pages: 37 Posted: 23 Oct 2007
Fabio Canova
Bi norwegian business school
Downloads 78 (308,834)
Citation 2

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DSGE models, SVAR models, Identification, Invertibility, Misspecification, Small Samples

How Much Structure in Empirical Models?

CEPR Discussion Paper No. DP6791
Number of pages: 39 Posted: 12 Jun 2008
Fabio Canova
Bi norwegian business school
Downloads 3 (649,546)
Citation 6
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DSGE models, Identification, Invertibility, SVAR models

14.

Mending the Broken Link: Heterogeneous Bank Lending and Monetary Policy Pass-Through

ECB Working Paper No. 1978
Number of pages: 54 Posted: 03 Feb 2017
European Central Bank (ECB), Bi norwegian business school and European Central Bank (ECB)
Downloads 77 (308,131)
Citation 9

Abstract:

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monetary policy pass-through, bank balance sheet characteristics

15.

Monetary Policy and the Evolution of US economy

Number of pages: 25 Posted: 20 Jul 2007
Fabio Canova
Bi norwegian business school
Downloads 76 (310,506)
Citation 23

Abstract:

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New Keynesian model, Bayesian methods, Monetary policy, Great Inflation

16.

Regional Policies and EU Enlargement

CEPR Discussion Paper No. 3744
Number of pages: 64 Posted: 05 Mar 2003
Michele Boldrin and Fabio Canova
University of Minnesota - Twin Cities - Department of Economics and Bi norwegian business school
Downloads 76 (310,506)
Citation 9
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Convergence, regional policies, structural funds, labour and capital mobility

17.
Downloads 54 (370,495)
Citation 11

Do Expectations Matter? The Great Moderation Revisited

Number of pages: 43 Posted: 10 Jun 2008
Fabio Canova and Luca Gambetti
Bi norwegian business school and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 49 (393,328)
Citation 7

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Indeterminacy, Expectations, Term structure, Structural VARs, Sunspot

Do Expectations Matter? The Great Moderation Revisited

CEPR Discussion Paper No. DP7597
Number of pages: 33 Posted: 11 Jan 2010
Fabio Canova and Luca Gambetti
Bi norwegian business school and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 5 (633,146)
Citation 21
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Expectations, Indeterminacy, Term structure, VARs

18.

The Poor Stay Poor: Non-Convergence Across Countries and Regions

CEPR Discussion Paper No. 1265
Number of pages: 50 Posted: 08 Nov 2001
Fabio Canova and Albert Marcet
Bi norwegian business school and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 54 (370,495)
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Convergence, income inequalities, panel data, persistence, prior distribution

19.

On the Robust Effects of Technology Shocks on Hours Worked and Output

Number of pages: 29 Posted: 25 Jul 2007
Bi norwegian business school, Board of Governors of the Federal Reserve System and Centre for Monetary and Financial Studies (CEMFI)
Downloads 52 (376,768)
Citation 8

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Technology disturbances, structural VARs, low frequency movements, news shocks

Does it Cost to Be Virtuous? The Macroeconomic Effects of Fiscal Constraints

NBER Working Paper No. w11065
Number of pages: 34 Posted: 15 Feb 2005 Last Revised: 27 Sep 2010
Fabio Canova and Evi Pappa
Bi norwegian business school and London School of Economics & Political Science (LSE)
Downloads 28 (483,995)

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Does it Cost to Be Virtuous? The Macroeconomic Effects of Fiscal Constraints

CEPR Discussion Paper No. 4747
Number of pages: 35 Posted: 08 Feb 2005
Fabio Canova and Evi Pappa
Bi norwegian business school and London School of Economics & Political Science (LSE)
Downloads 21 (526,282)
Citation 6
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Budget restrictions, fiscal policy transmission, policy rules, dynamic panels

The Elusive Costs and the Immaterial Gains of Fiscal Constraints

IGIER Working Paper No. 295
Number of pages: 30 Posted: 18 Dec 2005
Fabio Canova and Evi Pappa
Bi norwegian business school and London School of Economics & Political Science (LSE)
Downloads 34 (453,823)
Citation 2

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Fiscal restrictions, Excessive Debt, Business cycles, US states

The Elusive Costs and the Immaterial Gains of Fiscal Constraints

CEPR Discussion Paper No. 5406
Number of pages: 35 Posted: 22 Mar 2006
Fabio Canova and Evi Pappa
Bi norwegian business school and London School of Economics & Political Science (LSE)
Downloads 12 (584,762)
Citation 12
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Fiscal restrictions, excessive debt, business cycles, US states

22.

The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination

CEPR Discussion Paper No. 1119
Number of pages: 52 Posted: 11 Oct 2001
Fabio Canova and Gianni De Nicolo
Bi norwegian business school and Johns Hopkins University - Carey Business School
Downloads 44 (404,115)
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Calibration, consumption based CAPM, equity premium, model evaluation, risk free rate, term structure

23.

Do Institutional Changes Affect Business Cycles? Evidence from Europe

Banco de Espana Working Paper No. 0921
Number of pages: 40 Posted: 21 Jul 2009
Fabio Canova, Matteo Ciccarelli and Eva Ortega
Bi norwegian business school, European Central Bank (ECB) and Bank of Spain, Research Department
Downloads 41 (415,121)
Citation 62

Abstract:

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business cycles, European Monetary Union, Panel VAR, structural changes

The Structural Dynamics of Output Growth and Inflation: Some International Evidence

CEPR Discussion Paper No. 5878
Number of pages: 36 Posted: 27 Dec 2006
Fabio Canova, Luca Gambetti and Evi Pappa
Bi norwegian business school, Universitat Pompeu Fabra - Department of Economics and Business (DEB) and London School of Economics & Political Science (LSE)
Downloads 23 (513,582)
Citation 25
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Variability, persistence, transmission, structural time varying VARs

The Structural Dynamics of Output Growth and Inflation: Some International Evidence

Economic Journal, Vol. 117, No. 519, pp. C167-C191, March 2007
Number of pages: 25 Posted: 02 May 2007
Fabio Canova, Luca Gambetti and Evi Pappa
Bi norwegian business school, Universitat Pompeu Fabra - Department of Economics and Business (DEB) and London School of Economics & Political Science (LSE)
Downloads 17 (551,911)
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25.

Multiple Filtering Devices for the Estimation of Cyclical DSGE Models

Number of pages: 32 Posted: 08 Apr 2009
Fabio Canova
Bi norwegian business school
Downloads 34 (443,335)
Citation 19

Abstract:

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DSGE models, Filters, Structural estimation, Business cycles

26.

Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators

CEPR Discussion Paper No. 4033
Number of pages: 28 Posted: 15 Oct 2003
Fabio Canova and Matteo Ciccarelli
Bi norwegian business school and European Central Bank (ECB)
Downloads 34 (443,335)
Citation 12
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Panel VAR, Bayesian methods, leading indicators, Markov Chain Monte Carlo methods

27.

Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey

CEPR Discussion Paper No. 5101
Number of pages: 49 Posted: 08 Aug 2005
Fabio Canova and Carlo A. Favero
Bi norwegian business school and Bocconi University - Department of Finance
Downloads 32 (451,959)
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Pillars, communication, transmission, EU newcomers

28.

The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?

CEPR Discussion Paper No. 5879
Number of pages: 63 Posted: 28 Dec 2006
Fabio Canova, Luca Gambetti and Evi Pappa
Bi norwegian business school, Universitat Pompeu Fabra - Department of Economics and Business (DEB) and London School of Economics & Political Science (LSE)
Downloads 31 (456,654)
Citation 24
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Variability, persistence, transmission, structural time varying VARs

29.

How Important is Tourism for the International Transmission of Cyclical Fluctuations? Evidence from the Mediterranean

ECB Working Paper No. 1553
Number of pages: 38 Posted: 19 Jul 2013
Fabio Canova and Pietro Dallari
Bi norwegian business school and International Monetary Fund (IMF)
Downloads 28 (471,028)

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International business cycles, Tourism flows, Mediterranean basin, Bayesian random coefficient VARs

30.

Monetary Policy and the Evolution of the Us Economy

CEPR Discussion Paper No. 5467
Number of pages: 27 Posted: 03 May 2006
Fabio Canova
Bi norwegian business school
Downloads 28 (471,028)
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New Keynesian model, Bayesian methods, monetary policy, great inflation

31.
Downloads 27 (476,133)
Citation 1

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Identification, DSGE models, New Keynesian Phillips curve, Identification robust estimation methods

32.

On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market

NBER Working Paper No. w2678
Number of pages: 32 Posted: 19 Jun 2004 Last Revised: 01 Sep 2008
Fabio Canova and Takatoshi Ito
Bi norwegian business school and University of Tokyo - Faculty of Economics
Downloads 27 (476,133)
Citation 8

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33.

The Transmission of Us Shocks to Latin America

CEPR Discussion Paper No. 3963
Number of pages: 31 Posted: 27 Aug 2003
Fabio Canova
Bi norwegian business school
Downloads 26 (481,373)
Citation 106
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Structural shocks, business cycles, exchange rate regimes, Bayesian methods

34.

Cyclical Fluctuations in the Mediterranean Basin

ECB Working Paper No. 1367
Number of pages: 42 Posted: 19 Aug 2011
Fabio Canova and Matteo Ciccarelli
Bi norwegian business school and European Central Bank (ECB)
Downloads 25 (486,855)
Citation 6

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Bayesian Methods, Business Cycles, Mediterranean Basin, Developing and Developed Countries

Approximating Time Varying Structural Models with Time Invariant Structures

Banque de France Working Paper No. 578
Number of pages: 45 Posted: 02 Dec 2015
Bi norwegian business school, Federal Reserve Bank of Chicago and Federal Reserve Bank of Richmond
Downloads 22 (519,909)
Citation 19

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Structural model, time varying coefficients, endogenous variations, misspecification

Approximating Time Varying Structural Models with Time Invariant Structures

CEPR Discussion Paper No. DP10803
Number of pages: 43 Posted: 08 Sep 2015
Bi norwegian business school, Federal Reserve Bank of Chicago and Federal Reserve Bank of Richmond
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endogenous variations, misspecification, Structural model, time varying coefficients

36.

Validating Monetary DSGE Models Through Vars

CEPR Discussion Paper No. 3442
Number of pages: 45 Posted: 27 Aug 2002
Fabio Canova
Bi norwegian business school
Downloads 22 (503,511)
Citation 4
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Dynamic general equilibrium models, VARs, sign restrictions, model evaluation

37.

Structural Changes in the Us Economy: Bad Luck or Bad Policy?

CEPR Discussion Paper No. 5457
Number of pages: 46 Posted: 27 Apr 2006
Fabio Canova and Luca Gambetti
Bi norwegian business school and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 21 (509,267)
Citation 2
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Monetary policy, inflation persistence, transmission of shocks, time varying coefficients, structural VARs

Testing for Convergence Clubs in Income Per Capita: A Predictive Density Approach

International Economic Review, Vol. 45, pp. 49-77, February 2004
Number of pages: 29 Posted: 02 Apr 2004
Fabio Canova
Bi norwegian business school
Downloads 19 (539,002)
Citation 41
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Testing for Convergence Clubs in Income Per-Capita: A Predictive Density Approach

CEPR Working Paper No. 2201
Posted: 15 Oct 1999
Fabio Canova
Bi norwegian business school

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39.

Price Differentials in Monetary Unions: The Role of Fiscal Shocks

Economic Journal, Vol. 117, No. 520, pp. 713-737, April 2007
Number of pages: 25 Posted: 01 Jun 2007
Fabio Canova and Evi Pappa
Bi norwegian business school and London School of Economics & Political Science (LSE)
Downloads 18 (526,610)
Citation 33
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40.

Price Dispersions in Monetary Unions: The Role of Fiscal Shocks

CEPR Discussion Paper No. 3746
Number of pages: 34 Posted: 07 Mar 2003
Fabio Canova and Evi Pappa
Bi norwegian business school and London School of Economics & Political Science (LSE)
Downloads 17 (532,363)
Citation 22
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Fiscal policy, price dispersions, Bayesian techniques, supply effects

A Composite Likelihood Approach for Dynamic Structural Models

FRB Richmond Working Paper No. 18-12
Number of pages: 41 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Fabio Canova and Christian Matthes
Bi norwegian business school and Federal Reserve Bank of Richmond
Downloads 10 (598,311)

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dynamic structural models, composite likelihood, identification, singularity, large scale models, panel data

A Composite Likelihood Approach for Dynamic Structural Models

CEPR Discussion Paper No. DP13245
Number of pages: 45 Posted: 22 Oct 2018
Fabio Canova and Christian Matthes
Bi norwegian business school and Federal Reserve Bank of Richmond
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composite likelihood, dynamic structural models, identification, large scale models, panel data, singularity

42.

The Elusive Costs and the Immaterial Gains of Fiscal Contraints

CEPR Discussion Paper No. 5406
Number of pages: 35 Posted: 20 Jul 2007
Fabio Canova and Evi Pappa
Bi norwegian business school and London School of Economics & Political Science (LSE)
Downloads 10 (574,207)
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Business cycles, excessive debt, fiscal restrictions and US states

43.

Bridging DSGE Models and the Raw Data

CEPR Discussion Paper No. DP9379
Number of pages: 53 Posted: 12 Mar 2013
Fabio Canova
Bi norwegian business school
Downloads 6 (599,362)
Citation 20
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business cycles, DSGE models, filters, structural estimation

44.

Does Money Matter in Shaping Domestic Business Cycles? An International Investigation

CEPR Discussion Paper No. DP8107
Number of pages: 38 Posted: 29 Nov 2010
Fabio Canova and Tobias Menz
Bi norwegian business school and affiliation not provided to SSRN
Downloads 6 (599,362)
Citation 13
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business cycles, inflation dynamics, Money, shock transmission

45.

The Effects of Technology Shocks on Hours and Output: A Robustness Analysis

CEPR Discussion Paper No. DP6720
Number of pages: 32 Posted: 11 Jun 2008
Bi norwegian business school, Board of Governors of the Federal Reserve System and Centre for Monetary and Financial Studies (CEMFI)
Downloads 4 (612,793)
Citation 21
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Long cycles, News shocks, Structural VARs, Technology disturbances

46.

The Labour Market Effects of Technology Shocks

CEPR Discussion Paper No. DP6365
Number of pages: 64 Posted: 23 May 2008
Bi norwegian business school, Board of Governors of the Federal Reserve System and Centre for Monetary and Financial Studies (CEMFI)
Downloads 4 (612,793)
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Creative destruction, Search frictions, technological progress

47.

Fiscal Policy, Pricing Frictions and Monetary Accommodation

Economic Policy, Vol. 26, Issue 68, pp. 555-598, 2011
Number of pages: 44 Posted: 04 Oct 2011
Fabio Canova and Evi Pappa
Bi norwegian business school and London School of Economics & Political Science (LSE)
Downloads 3 (620,718)
Citation 10
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48.

Business Cycle Measurement with Some Theory

CEPR Discussion Paper No. DP8364
Number of pages: 44 Posted: 04 May 2011
Fabio Canova and Matthias Paustian
Bi norwegian business school and Bank of England
Downloads 3 (620,718)
Citation 34
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misspecification, model validation, shock identification, sign restrictions

49.

Do Institutions and Culture Matter for Business Cycles?

CEPR Discussion Paper No. DP9382
Number of pages: 36 Posted: 12 Mar 2013
Sumru Altug and Fabio Canova
American University of Beirut - Faculty of Arts & Sciences and Bi norwegian business school
Downloads 2 (630,635)
Citation 1
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Business cycles, institutions and culture, Mediterranean countries, synchronization.

50.

Choosing the Variables to Estimate Singular DSGE Models

CEPR Discussion Paper No. DP9381
Number of pages: 36 Posted: 12 Mar 2013
Bi norwegian business school, Federal Reserve Bank of Chicago and Federal Reserve Bank of Richmond
Downloads 2 (630,635)
Citation 9
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ABCD representation, Density ratio, DSGE models., Identification

51.

Japan's Lost Decade: Does Money Have a Role?

CEPR Discussion Paper No. DP7608
Number of pages: 35 Posted: 11 Jan 2010
Fabio Canova and Tobias Menz
Bi norwegian business school and affiliation not provided to SSRN
Downloads 2 (630,635)
Citation 2
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deflation, Japan's Lost decade, money, structural model

52.

Estimating Multicountry VAR Models

International Economic Review, Vol. 50, Issue 3, pp. 929-959, August 2009
Number of pages: 31 Posted: 09 Jul 2009
Fabio Canova and Matteo Ciccarelli
Bi norwegian business school and European Central Bank (ECB)
Downloads 2 (630,635)
Citation 43
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53.

Estimating Overidentified, Non-Recursive, Time Varying Coefficients Structural VARs

CEPR Discussion Paper No. DP10022
Number of pages: 32 Posted: 25 Sep 2014
Fabio Canova and Fernando J. Pérez Forero
Bi norwegian business school and Central Reserve Bank of Peru
Downloads 1 (643,301)
Citation 5
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Identification restrictions, Metropolis algorithm, Monetary transmission mechanism., Time-varying coefficient structural VAR models

54.

Dealing with Misspecification in Structural Macroeconometric Models

CEPR Discussion Paper No. DP13511
Number of pages: 51 Posted: 11 Feb 2019 Last Revised: 18 Feb 2019
Fabio Canova and Christian Matthes
Bi norwegian business school and Federal Reserve Bank of Richmond
Downloads 0 (661,445)
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Bayesian model averaging, composite likelihood, finite mixture, model misspecification

55.

Mending the Broken Link: Heterogeneous Bank Lending and Monetary Policy Pass-Through

CEPR Discussion Paper No. DP11584
Number of pages: 54 Posted: 24 Oct 2016
European Central Bank (ECB), Bi norwegian business school and European Central Bank (ECB)
Downloads 0 (661,445)
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European Banks, Heterogeneity, Monetary pass-through, VARs

56.

Are Small Scale Vars Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness

CEPR Discussion Paper No. DP11041
Number of pages: 37 Posted: 20 Jan 2016
Fabio Canova and Mehdi Hamidi Sahneh
Bi norwegian business school and University of Kent - School of Economics
Downloads 0 (661,445)
Citation 2
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aggregation, Granger causality, non-fundamentalness, small scale VARs

57.

Has the Euro-Mediterranean Partnership Affected Mediterranean Business Cycles?

CEPR Discussion Paper No. DP10023
Number of pages: 38 Posted: 25 Sep 2014
Fabio Canova and Alan Schlaepfer
Bi norwegian business school and Universitat Pompeu Fabra
Downloads 0 (661,445)
Citation 2
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Euro-Mediterranean partnership, financial interdependences, reference cycles, trade, turning points

58.

The Ins and Outs of Unemployment: An Analysis Conditional on Technology Shocks

The Economic Journal, Vol. 123, Issue 569, pp. 515-539, 2013
Number of pages: 25 Posted: 08 Jun 2013
Bi norwegian business school, Board of Governors of the Federal Reserve System and Centre for Monetary and Financial Studies (CEMFI)
Downloads 0 (661,445)
Citation 6
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59.

Did You Know that Monetary Disturbances Matter for Business Cycles Fluctuations? Evidence from the G-7 Countries

CEPR Discussion Paper Series No. 2028
Posted: 19 May 1999
Gianni De Nicolo and Fabio Canova
Johns Hopkins University - Carey Business School and Bi norwegian business school

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60.

The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State

CEPR Discussion Paper Series Number 2038
Posted: 26 Mar 1999
Fabio Canova and Morten O. Ravn
Bi norwegian business school and European University Institute - Economics Department (ECO)

Abstract:

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61.

Crossing the Rio Grande: Migrations, Business Cycles and the Welfare State

Universitat Pompeu Fabra Economics WP No. 248
Posted: 05 Jun 1998
Morten O. Ravn and Fabio Canova
European University Institute - Economics Department (ECO) and Bi norwegian business school

Abstract:

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62.

Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective

Universitat Pompeu Fabra Economics WP 203
Posted: 14 Apr 1997
Fabio Canova and Gianni De Nicolo
Bi norwegian business school and Johns Hopkins University - Carey Business School

Abstract:

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63.

Sources and Propagation of International Cycles: Common Shocks or Transmission?

Posted: 10 Mar 1997
Jane Marrinan and Fabio Canova
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Bi norwegian business school

Abstract:

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