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List of works by Fabio Canova

Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability

Back to square one: Identification issues in DSGE models

Bayesian Analysis of DSGE Models by S. An and F. Schorfheide

Bridging DSGE models and the raw data

Business cycle measurement with some theory

CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS

article

Changes in seasonal patterns

article published in 1994

ClubMed? Cyclical fluctuations in the Mediterranean basin

Detrending and business cycle facts

article published in 1998

Detrending and business cycle facts: A user’s guide

Detrending and turning points

Did colonization matter for growth?

Do Expectations Matter? The Great Moderation Revisited

Do Institutions and Culture Matter for Business Cycles?

article

Do institutional changes affect business cycles? Evidence from Europe

article

Does Detrending Matter For the Determination of the Reference Cycle and the Selection of Turning Points?

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

Fiscal policy, pricing frictions and monetary accommodation

Forecasting and turning point predictions in a Bayesian panel VAR model

article

Has the Euro-Mediterranean Partnership Affected Mediterranean Business Cycles?

INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS

International Consumption Risk Sharing

International business cycles, financial markets and household production

article

Japan’s Lost decade: Does money have a role?

article by Fabio Canova & Tobias Menz published June 2010 in Journal of the Japanese and International Economies

Monetary disturbances matter for business fluctuations in the G-7

Multiple filtering devices for the estimation of cyclical DSGE models

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

scientific article published in August 1988

On the sources of business cycles in the G-7

Predicting excess returns in financial markets

Price Differentials in Monetary Unions: The Role of Fiscal Shocks

Reconciling the term structure of interest rates with the consumption-based ICAP model

STOCK RETURNS, TERM STRUCTURE, INFLATION, AND REAL ACTIVITY: AN INTERNATIONAL PERSPECTIVE

Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies

article

Similarities and convergence in G-7 cycles

Sources and propagation of international output cycles: Common shocks or transmission?

Statistical inference in calibrated models

Stock returns and real activity: A structural approach

article published in 1995

Structural changes in the US economy: Is there a role for monetary policy?

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

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

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

article

The dynamics of US inflation: Can monetary policy explain the changes?

article

The effects of technology shocks on hours and output: a robustness analysis

The elusive costs and the immaterial gains of fiscal constraints

The transmission of US shocks to Latin America

article

Were Financial Crises Predictable?