Luca Fanelli
Names
| first: |
Luca |
| last: |
Fanelli |
Identifer
Contact
| email: |
luca.fanelli at domain unibo.it
|
| homepage: |
https://www.unibo.it/sitoweb/luca.fanelli/en |
|
| phone: |
+39 0541 434253 or + |
| postal address: |
Dipartimento di Scienze Economiche, Universita' di Bologna, Piazza Scaravilli, 2, I-40126 Bologna, Italy |
Affiliations
-
Alma Mater Studiorum - Università di Bologna
/ Dipartimento di Scienze Economiche
Research profile
author of:
- Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics (RePEc:anc:wpaper:298)
by Luca FANELLI & Giulio PALOMBA - An identification and testing strategy for proxy-SVARs with weak proxies (RePEc:arx:papers:2210.04523)
by Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli - Invalid proxies and volatility changes (RePEc:arx:papers:2403.08753)
by Giovanni Angelini & Luca Fanelli & Luca Neri - Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area (RePEc:bla:obuest:v:70:y:2008:i:1:p:53-66)
by Luca Fanelli - Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy (RePEc:bla:obuest:v:77:y:2015:i:6:p:761-779)
by Emanuele Bacchiocchi & Luca Fanelli - Misspecification and Expectations Correction in New Keynesian DSGE Models (RePEc:bla:obuest:v:78:y:2016:i:5:p:623-649)
by Giovanni Angelini & Luca Fanelli - Co†integration Rank Determination in Partial Systems Using Information Criteria (RePEc:bla:obuest:v:80:y:2018:i:1:p:65-89)
by Giuseppe Cavaliere & Luca De Angelis & Luca Fanelli - Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust? (RePEc:bla:obuest:v:85:y:2023:i:1:p:95-122)
by Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli - Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements? (RePEc:bol:bodewp:wp1013)
by M. Castellani & L. Fanelli & M. Savioli - Identification and estimation issues in Structural Vector Autoregressions with external instruments (RePEc:bol:bodewp:wp1122)
by G. Angelini & L. Fanelli - Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? (RePEc:bol:bodewp:wp1151)
by Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli - Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks (RePEc:bol:bodewp:wp1164)
by Luca Fanelli & Antonio Marsi - Invalid proxies and volatility changes (RePEc:bol:bodewp:wp1193)
by Giovanni Angelini & Luca Fanelli & Luca Neri - International dynamic risk sharing (RePEc:bot:quadip:1)
by Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini - Back to the future? Habits and rational addiction in UK tobacco and alcohol demand (RePEc:bot:quadip:10)
by L. Fanelli & M. Mazzocchi - Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia (RePEc:bot:quadip:3)
by Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli - Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area (RePEc:bot:quadip:4)
by Luca Fanelli - Incentivi o infrastrutture? Un'analisi dell'impatto delle politiche territoriali sull'economie delle regioni meridionali tramite un approccio VAR strutturale (RePEc:bot:quadip:75)
by G. Capuano & Luca Fanelli & Guido Pellegrini - International dynamic risk sharing (RePEc:bot:quadip:wpaper:1)
by Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini - Back to the future? Habits and rational addiction in UK tobacco and alcohol demand (RePEc:bot:quadip:wpaper:10)
by L. Fanelli & M. Mazzocchi - Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models (RePEc:bot:quadip:wpaper:100)
by Luca Fanelli - Robust identification conditions for determinate and indeterminate linear rational expectations models (RePEc:bot:quadip:wpaper:105)
by Luca Fanelli - Monetary policy indeterminacy in the U.S.: results from a classical test (RePEc:bot:quadip:wpaper:112)
by Efrem Castelnuovo & Luca Fanelli - Misspecification and Expectations Correction in New Keynesian DSGE Models (RePEc:bot:quadip:wpaper:125)
by Giovanni Angelini & Luca Fanelli Fanelli - Bootstrapping DSGE models (RePEc:bot:quadip:wpaper:133)
by Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli - Co-integration rank determination in partial systems using information criteria (RePEc:bot:quadip:wpaper:135)
by Giuseppe Cavaliere & Luca De Angelis & Luca Fanelli - Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia (RePEc:bot:quadip:wpaper:3)
by Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli - Testing the New Keynesian Phillips Curve through Vector Autoregressive models : Results from the Euro area (RePEc:bot:quadip:wpaper:4)
by Luca Fanelli - Incentivi o infrastrutture? Un'analisi dell'impatto delle politiche territoriali sull'economie delle regioni meridionali tramite un approccio VAR strutturale (RePEc:bot:quadip:wpaper:75)
by G. Capuano & Luca Fanelli & Guido Pellegrini - Rational Addiction, Cointegration and Tobacco and Alcohol Demand (RePEc:bot:quadip:wpaper:84)
by Fanelli Luca & Mario Mazzocchi - Estimation of quasi-rational DSGE monetary models (RePEc:bot:quadip:wpaper:93)
by Luca Fanelli - Uncertainty Across Volatility Regimes (RePEc:ces:ceswps:_6799)
by Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli - Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? (RePEc:ces:ceswps:_8438)
by Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli - Present Value Relations, Granger Noncausality, And Var Stability (RePEc:cup:etheor:v:23:y:2007:i:06:p:1254-1260_07)
by Fanelli, Luca - Gimme A Break! Identification And Estimation Of The Macroeconomic Effects Of Monetary Policy Shocks In The United States (RePEc:cup:macdyn:v:22:y:2018:i:06:p:1613-1651_00)
by Bacchiocchi, Emanuele & Castelnuovo, Efrem & Fanelli, Luca - Consumption risk sharing and adjustment costs (RePEc:ebl:ecbull:eb-09-00172)
by Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini - Dynamic adjustment cost models with forward-looking behaviour (RePEc:ect:emjrnl:v:9:y:2006:i:1:p:23-47)
by Luca Fanelli - A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables (RePEc:eee:dyncon:v:26:y:2002:i:1:p:117-139)
by Fanelli, Luca - Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration (RePEc:eee:dyncon:v:30:y:2006:i:3:p:445-456)
by Fanelli, Luca - Speed of adjustment in cointegrated systems (RePEc:eee:econom:v:158:y:2010:i:1:p:130-141)
by Fanelli, Luca & Paruolo, Paolo - Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models (RePEc:eee:econom:v:170:y:2012:i:1:p:153-163)
by Fanelli, Luca - An identification and testing strategy for proxy-SVARs with weak proxies (RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003202)
by Angelini, Giovanni & Cavaliere, Giuseppe & Fanelli, Luca - Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks (RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001696)
by Fanelli, Luca & Marsi, Antonio - Indeterminate forecast accuracy under indeterminacy (RePEc:eee:jmacro:v:53:y:2017:i:c:p:57-70)
by Fanelli, Luca & Sorge, Marco M. - Regional consumption dynamics and risk sharing in Italy (RePEc:eee:reveco:v:15:y:2006:i:4:p:525-542)
by Cavaliere, Giuseppe & Fanelli, Luca & Gardini, Attilio - Are fiscal multipliers estimated with proxy-SVARs robust? (RePEc:een:camaaa:2020-69)
by Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli - Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test (RePEc:iae:iaewps:wp2014n18)
by Efrem Castelnuovo & Luca Fanelli - Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S (RePEc:iae:iaewps:wp2016n31)
by Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli - Determining the number of cointegrating relations under rank constraints (RePEc:ins:quaeco:qf0109)
by Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo - On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union (RePEc:ins:quaeco:qf0223)
by Bertocco Giancarlo & Fanelli Luca & Paruolo Paolo - Exchange rates, prices and their speed of adjustment (RePEc:ins:quaeco:qf0607)
by Fanelli Luca & Paruolo Paolo - Testing the purchasing power parity through I(2) cointegration techniques (RePEc:jae:japmet:v:20:y:2005:i:6:p:749-770)
by Luca Fanelli & Emanuele Bacchiocchi - International dynamic risk sharing (RePEc:jae:japmet:v:23:y:2008:i:1:p:1-16)
by Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini - Identification in structural vector autoregressive models with structural changes (RePEc:mil:wpdepa:2012-016)
by Emanuele BACCHIOCCHI & Luca FANELLI - Identification in structural vector autoregressive models with structural changes (RePEc:mil:wpdepa:2012-16)
by Emanuele BACCHIOCCHI & Luca FANELLI - Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? (RePEc:mos:moswps:2021-08)
by Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli - Frequentist evaluation of small DSGE models (RePEc:nst:samfok:14113)
by Gunnar Bårdsen & Luca Fanelli - Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test (RePEc:pad:wpaper:0163)
by Efrem Castelnuovo & Luca Fanelli - Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S (RePEc:pad:wpaper:0181)
by Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli - Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test (RePEc:pad:wpaper:0183)
by Efrem Castelnuovo & Luca Fanelli - Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? (RePEc:pad:wpaper:0257)
by Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli - Evaluating the New Keynesian Phillips Curve under VAR-based learning (RePEc:pra:mprapa:1616)
by Fanelli, Luca - Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area (RePEc:pra:mprapa:1617)
by Fanelli, Luca - Consumption risk sharing and adjustment costs (RePEc:pra:mprapa:1641)
by Fanelli, Luca & Cavaliere, Giuseppe & Gardini, Attilio - Present value relations, Granger non-causality and VAR stability (RePEc:pra:mprapa:1642)
by Fanelli, Luca - Speed of Adjustment in Cointegrated Systems (RePEc:pra:mprapa:9174)
by Fanelli, Luca & Paruolo, Paolo - Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments (RePEc:pra:mprapa:93864)
by Angelini, Giovanni & Fanelli, Luca - Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango (RePEc:rim:rimwps:33_13)
by Massimiliano Castellani & Luca Fanelli & Marco Savioli - Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia (RePEc:rpo:ripoec:v:95:y:2005:i:3:p:219-266)
by Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli - Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy? (RePEc:sef:csefwp:402)
by Luca Fanelli & Marco M. Sorge - Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models (RePEc:sef:csefwp:653)
by Giovanni Angelini & Luca Fanelli & Marco M. Sorge - Tests for cointegration rank and choice of the alternative (RePEc:spr:stmapp:v:18:y:2009:i:2:p:169-191)
by Giuseppe Cavaliere & Luca Fanelli & Paolo Paruolo - A cointegrated VECM demand system for meat in Italy (RePEc:taf:applec:v:34:y:2002:i:13:p:1593-1605)
by L. Fanelli & M. Mazzocchi - Frequentist Evaluation of Small DSGE Models (RePEc:taf:jnlbes:v:33:y:2015:i:3:p:307-322)
by Gunnar Bårdsen & Luca Fanelli - Simulation‐based tests of forward‐looking models under VAR learning dynamics (RePEc:wly:japmet:v:26:y:2011:i:5:p:762-782)
by Luca Fanelli & Giulio Palomba - Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test (RePEc:wly:japmet:v:30:y:2015:i:6:p:924-947)
by Efrem Castelnuovo & Luca Fanelli - Uncertainty across volatility regimes (RePEc:wly:japmet:v:34:y:2019:i:3:p:437-455)
by Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli - Exogenous uncertainty and the identification of structural vector autoregressions with external instruments (RePEc:wly:japmet:v:34:y:2019:i:6:p:951-971)
by Giovanni Angelini & Luca Fanelli - Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models (RePEc:wly:japmet:v:37:y:2022:i:1:p:3-22)
by Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli - Uncertainty across volatility regimes (RePEc:zbw:bofrdp:rdp2017_035)
by Angelini, Giovanni & Bacchiocchi, Emanuele & Caggiano, Giovanni & Fanelli, Luca - Are fiscal multipliers estimated with proxy-SVARs robust? (RePEc:zbw:bofrdp:rdp2020_013)
by Angelini, Giovanni & Caggiano, Giovanni & Castelnuovo, Efrem & Fanelli, Luca - Evaluating the New Keynesian Phillips Curve under VAR-Based Learning (RePEc:zbw:ifwedp:7257)
by Fanelli, Luca - Evaluating New Keynesian Phillips Curve under VAR-Based Learning (RePEc:zbw:ifweej:7400)
by Fanelli, Luca