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Details about Luca Fanelli

E-mail:
Homepage:http://www.rimini.unibo.it/fanelli
Phone:+39 0541 434307 or +39 051 2098203
Postal address:Dipartimento di Scienze Statistiche, Universita' di Bologna, via Belle Arti 41, I-40126 Bologna, Italy
Workplace:Dipartimento di Scienze Statistiche "Paolo Fortunati" (Department of Statistical Sciences), Alma Mater Studiorum - Università di Bologna (University of Bologna), (more information at EDIRC)

Access statistics for papers by Luca Fanelli.

Last updated 2017-08-06. Update your information in the RePEc Author Service.

Short-id: pfa33


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Working Papers

2016

  1. Bootstrapping DSGE models
    Quaderni di Dipartimento, Department of Statistics, University of Bologna Downloads
  2. Co-integration rank determination in partial systems using information criteria
    Quaderni di Dipartimento, Department of Statistics, University of Bologna Downloads
  3. Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads View citations (1)
    Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2014) Downloads View citations (1)

2015

  1. Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements?
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads
  2. Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads
  3. Misspecification and Expectations Correction in New Keynesian DSGE Models
    Quaderni di Dipartimento, Department of Statistics, University of Bologna Downloads
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2016)

2014

  1. Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
  2. Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2014) Downloads View citations (7)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2013) Downloads View citations (2)

    See also Journal Article in Journal of Applied Econometrics (2015)

2013

  1. Frequentist evaluation of small DSGE models
    Working Paper Series, Department of Economics, Norwegian University of Science and Technology Downloads
    See also Journal Article in Journal of Business & Economic Statistics (2015)

2012

  1. Identification in structural vector autoregressive models with structural changes
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano Downloads View citations (8)

2011

  1. Monetary policy indeterminacy in the U.S.: results from a classical test
    Quaderni di Dipartimento, Department of Statistics, University of Bologna Downloads View citations (2)
  2. Robust identification conditions for determinate and indeterminate linear rational expectations models
    Quaderni di Dipartimento, Department of Statistics, University of Bologna Downloads View citations (2)

2010

  1. Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
    Quaderni di Dipartimento, Department of Statistics, University of Bologna Downloads
    See also Journal Article in Journal of Econometrics (2012)

2009

  1. Estimation of quasi-rational DSGE monetary models
    Quaderni di Dipartimento, Department of Statistics, University of Bologna Downloads

2008

  1. Evaluating the New Keynesian Phillips Curve under VAR-Based Learning
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2007) Downloads View citations (1)
  2. Rational Addiction, Cointegration and Tobacco and Alcohol Demand
    Quaderni di Dipartimento, Department of Statistics, University of Bologna Downloads

2007

  1. Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali Downloads View citations (8)
    See also Journal Article in Journal of Applied Econometrics (2011)
  2. Speed of Adjustment in Cointegrated Systems
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Econometrics (2010)
  3. Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
    Also in Quaderni di Dipartimento, Department of Statistics, University of Bologna (2006) Downloads View citations (1)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2008)

2006

  1. Consumption risk sharing and adjustment costs
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economics Bulletin (2009)
  2. Exchange rates, prices and their speed of adjustment
    Economics and Quantitative Methods, Department of Economics, University of Insubria Downloads
  3. International dynamic risk sharing
    Quaderni di Dipartimento, Department of Statistics, University of Bologna Downloads
    See also Journal Article in Journal of Applied Econometrics (2008)
  4. Present value relations, Granger non-causality and VAR stability
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Econometric Theory (2007)
  5. Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia
    Quaderni di Dipartimento, Department of Statistics, University of Bologna Downloads
    See also Journal Article in Rivista di Politica Economica (2005)

2004

  1. Back to the future? Habits and rational addiction in UK tobacco and alcohol demand
    Quaderni di Dipartimento, Department of Statistics, University of Bologna Downloads

2002

  1. Incentivi o infrastrutture? Un'analisi dell'impatto delle politiche territoriali sull'economie delle regioni meridionali tramite un approccio VAR strutturale
    Quaderni di Dipartimento, Department of Statistics, University of Bologna
  2. On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union
    Economics and Quantitative Methods, Department of Economics, University of Insubria Downloads View citations (1)

2001

  1. Determining the number of cointegrating relations under rank constraints
    Economics and Quantitative Methods, Department of Economics, University of Insubria Downloads View citations (1)

Journal Articles

2016

  1. Misspecification and Expectations Correction in New Keynesian DSGE Models
    Oxford Bulletin of Economics and Statistics, 2016, 78, (5), 623-649 Downloads
    See also Working Paper (2015)

2015

  1. Frequentist Evaluation of Small DSGE Models
    Journal of Business & Economic Statistics, 2015, 33, (3), 307-322 Downloads View citations (1)
    See also Working Paper (2013)
  2. Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy
    Oxford Bulletin of Economics and Statistics, 2015, 77, (6), 761-779 Downloads View citations (7)
  3. Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test
    Journal of Applied Econometrics, 2015, 30, (6), 924-947 Downloads View citations (1)
    See also Working Paper (2014)

2012

  1. Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
    Journal of Econometrics, 2012, 170, (1), 153-163 Downloads View citations (6)
    See also Working Paper (2010)

2011

  1. Simulation‐based tests of forward‐looking models under VAR learning dynamics
    Journal of Applied Econometrics, 2011, 26, (5), 762-782 View citations (4)
    See also Working Paper (2007)

2010

  1. Speed of adjustment in cointegrated systems
    Journal of Econometrics, 2010, 158, (1), 130-141 Downloads View citations (10)
    See also Working Paper (2007)

2009

  1. Consumption risk sharing and adjustment costs
    Economics Bulletin, 2009, 29, (2), 1117-1126 Downloads View citations (1)
    See also Working Paper (2006)
  2. Tests for cointegration rank and choice of the alternative
    Statistical Methods & Applications, 2009, 18, (2), 169-191 Downloads

2008

  1. Evaluating New Keynesian Phillips Curve under VAR-Based Learning
    Economics - The Open-Access, Open-Assessment E-Journal, 2008, 2, 1-24 Downloads View citations (3)
  2. International dynamic risk sharing
    Journal of Applied Econometrics, 2008, 23, (1), 1-16 Downloads View citations (4)
    See also Working Paper (2006)
  3. Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area
    Oxford Bulletin of Economics and Statistics, 2008, 70, (1), 53-66 Downloads View citations (26)
    See also Working Paper (2007)

2007

  1. PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY
    Econometric Theory, 2007, 23, (06), 1254-1260 Downloads View citations (1)
    See also Working Paper (2006)

2006

  1. Dynamic adjustment cost models with forward-looking behaviour
    Econometrics Journal, 2006, 9, (1), 23-47 Downloads View citations (7)
  2. Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration
    Journal of Economic Dynamics and Control, 2006, 30, (3), 445-456 Downloads View citations (3)
  3. Regional consumption dynamics and risk sharing in Italy
    International Review of Economics & Finance, 2006, 15, (4), 525-542 Downloads View citations (7)

2005

  1. Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia
    Rivista di Politica Economica, 2005, 95, (3), 219-266 Downloads View citations (2)
    See also Working Paper (2006)
  2. Testing the purchasing power parity through I(2) cointegration techniques
    Journal of Applied Econometrics, 2005, 20, (6), 749-770 Downloads View citations (16)

2002

  1. A cointegrated VECM demand system for meat in Italy
    Applied Economics, 2002, 34, (13), 1593-1605 Downloads View citations (10)
  2. A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
    Journal of Economic Dynamics and Control, 2002, 26, (1), 117-139 Downloads View citations (8)
 
Page updated 2017-08-17