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Do Institutional Changes Affect Business Cycles? Evidence from Europe

Canova, Fabio - 2014

of European business cycles using a panel VAR and data from ten European countries - seven from the Euro area and three …We study the effects that the Maastricht treaty, the creation of the ECB, and the Euro changeover had on the dynamics … outside of it. There are slow changes in the features of business cycles and in the transmission of shocks. Time variations …

Persistent link: https://www.econbiz.de/10013070959

Mind the gap! : stylized dynamic facts and structural models

Canova, Fabio; Ferroni, Filippo - 2019

We study what happens to identified shocks and to dynamic responses when the data generating process features q disturbances but less than q variables are used in the empirical model. Identified shocks are mongrels: they are linear combinations of current and past values of all structural...

Persistent link: https://www.econbiz.de/10012098530

Do institutional changes affect business cycles? : evidence from Europe

Canova, Fabio; Ciccarelli, Matteo; Ortega, Eva - 2009

Persistent link: https://www.econbiz.de/10008664762

Do institutional changes affect business cycles? : evidence from Europe

Canova, Fabio; Ciccarelli, Matteo; Ortega, Eva - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1520-1533

Persistent link: https://www.econbiz.de/10009701973

Multiple filtering devices for the estimation of cyclical DSGE model

Canova, Fabio; Ferroni, Filippo - In: Quantitative economics : QE ; journal of the … 2 (2011) 1, pp. 73-98

when just one filter is used. We revisit the role of money in the transmission of monetary business cycles. …

Persistent link: https://www.econbiz.de/10011755937

Cyclical Fluctuations in the Mediterranean Basin

Canova, Fabio - 2011

We investigate the similarities of macroeconomic fluctuations in the Mediterranean basin and their convergence. A model with three indicators, covering the West, the East and the MENA portions of the Mediterranean, characterizes well the historical experience since the early 1980. Convergence...

Persistent link: https://www.econbiz.de/10013121520

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

Canova, Fabio - 2013

We quantify the importance of the tourism channel for the international transmission of cyclical fluctuations to the Mediterranean basin. We use five destination countries and a number of source countries to provide broad evidence on the link. Source country output shocks produce important...

Persistent link: https://www.econbiz.de/10013081634