Fabio Canova

Professor of Econometrics (Part-time) (starts January 2012)

Personal Home page 

Email: fabio.canova@eui.eu 

Tel. [+39]055 4685 952
Fax [+39]055 4685 902

Secretary: lucia.vigna@eui.eu 

Postal Address:
Department of Economics
Villa San Paolo
Via della Piazzuola 43
50133 Florence - Italy

Short Biographical Sketch

Joins the department as a part-time professor in September 2011, coming from Universitat Pompeu Fabra. Has has taught in numerous universities around the world and given professional courses at central banks, as well as holding consultancy positions with the Bank of England, the ECB, the Bank of Italy, the Bank of Spain and the IMF. His research interests are in quantitative macroeconomics; monetary economics, time series econometrics and forecasting, international business cycles; growth policies. He has held editorial positions with the European Economic Review and the Journal of Applied Econometrics, he is currently co-editor of the Journal of the European Economic Association and he has participated in a number of international conferences. He has published over 70 articles in international journals and his graduate textbook, Methods for Applied Macroeconomic Research, was published in 2007 by Princeton University Press.

Research Interests

• Quantitative Macroeconomics

• Monetary Economics

• Time Series Econometrics and Forecasting

• International Business Cycles

• Growth policies

Languages

• Italian
• Spanish
• English

Current Publications

• Fiscal Policy, Pricing Frictions and Monetary Accommodation  (with E. Pappa) Forthcoming in Economic Policy 
• Does Money Matter in Shaping Domestic Business Cycles? An International Investigation  (with T. Menz) Published in Journal of Money, Credit and Banking, 43 (4), 2011, 577-609
• Multiple Filtering Devices for the Estimation of Cyclical DSGE Models  (with F. Ferroni) Appendix  Journal of Quantitative Economics, 2 (1), 2011, 73-98 
• Do Expectations Matter? The Great Moderation Revisited  (with L. Gambetti) American Economic Journal, 2 (3), 2010, 183-205 
• The Effects of Technology Shocks on Hours and Output: A Robustness Analysis  (with D. López-Salido and C. Michelacci) Journal of Applied Econometrics, 25 (5), 2010, 755-773 WP version (extended)  November 2006, revised February 2008 
• Japan’s Lost Decade: Does Money have a Role?  (with T. Menz) Journal of the Japanese and International Economies, 24 (2), 2010, 178-195 
• Comment to "Weak Instruments Robust Tests in GMM and the New Keynesian Phillips Curve"  F. Kleibergen and S. Mavroeidis, Journal of Business and Economic Statistics 27 (3), 2009, 311-315
• How Much Structure in Empirical Models?  In Palgrave Handbook of Applied Econometrics, 2009, edited by T. Mills and K. Patterson , vol. 2, pp. 68-97. 
• Estimating Multi-country VAR Models  (with M. Ciccarelli) International Economic Review 50 (3), 2009, 929-961
• Back to Square One: Identification Issues in DSGE Models  (with L. Sala) Journal of Monetary Economics, 56 (4), 2009, 431-449WP version (extended) May 2005, revised February 200