Browsing ECO Articles by Author "CANOVA, Fabio"

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Browsing ECO Articles by Author "CANOVA, Fabio"

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    Title: Fiscal policy, Pricing Frictions and Monetary Accommodation  Author(s): CANOVA, Fabio; PAPPA, Evi Date: 2011 Type of Publication: Article Abstract: This paper empirically investigates whether the theoretical conditions for government expenditure expansions to be effective, hold for the data. We ask whether the necessary conditions for fiscal effectiveness are relevant ...
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    Title: International Consumption Risk Sharing  Author(s): CANOVA, Fabio; RAVN, Morten O. Date: 1996 Type of Publication: Article Abstract: This paper formally examines the implications of international consumption risk sharing for a panel of industrialized countries. We theoretically derive the international consumption insurance proposition in a simple setup ...
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    Title: Modeling and Forecasting Exchange-Rates With a Bayesian Time-Varying Coefficient Model  Author(s): CANOVA, Fabio Date: 1993 Type of Publication: Article Abstract: This paper employs a multivariate Bayesian time-varying coefficients (TVC) approach to model and forecast exchange rate data. It is shown that, if used as a data-generating mechanism, a TVC model induces nonlinearities in ...
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    Title: Trade Interdependence and the International-Business Cycle  Author(s): CANOVA, Fabio; DELLAS, H. Date: 1993 Type of Publication: Article Abstract: A stochastic general equilibrium model of the world economy is developed to analyze the contribution of trade interdependence to international business cycles. We test some of the implications of the model using data from ...
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    Title: Profits, Risk, and Uncertainty in Foreign-Exchange Markets  Author(s): CANOVA, Fabio; MARRINAN, Jane Date: 1993 Type of Publication: Article Abstract: This paper examines the properties of nominal profits from speculation in dollar-dominated forward contracts using a representative agent cash-in-advance model, modified to allow for heteroscedasticity in the exogenous ...
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    Title: Price Smoothing Policies - A Welfare Analysis  Author(s): CANOVA, Fabio Date: 1992 Type of Publication: Article Abstract: In post-WWII experience U.S. monetary authorities have attempted to eliminate seasonal fluctuations in prices and nominal interest rates. Developments in financial markets and recently discovered empirical regularities ...
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    Title: An Alternative Approach to Modeling and Forecasting Seasonal Time-Series  Author(s): CANOVA, Fabio Date: 1992 Type of Publication: Article Abstract: This article proposes an alternative methodology for modeling and forecasting seasonal series. The approach is in the Bayesian autoregression tradition pioneered by Doan, Litterman, and Sims and builds seasonality directly ...