Browsing Publikasjoner fra CRIStin - BI by Author "Canova, Fabio"
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Dealing with misspecification in structural macroeconometric models
Canova, Fabio; Matthes, Christian (Journal article; Peer reviewed, 2021)We consider a set of potentially misspecified structural models, geometrically combine their likelihood functions, and estimate the parameters using composite methods. In a Monte Carlo study, composite estimators dominate ... -
Mending the broken link: Heterogeneous bank lending rates and monetary policy pass-through
Altavilla, Carlo; Canova, Fabio; Ciccarelli, Matteo (Journal article; Peer reviewed, 2019)We analyse the pass-through of monetary policy measures to lending rates to households and firms in the euro area using novel bank-level datasets. Banks’ characteristics such as the capital ratio, exposure to domestic ...