Details about Luca Fanelli

Access statistics for papers by Luca Fanelli.

Last updated 2009-10-14. Update your information in the RePEc Author Service.

Short-id: pfa33

Working Papers

2009

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

2008

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

2007

4. Simulation-Based Tests of;Forward-Looking Models Under VAR Learning Dynamics
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia View citations
5. Speed of Adjustment in Cointegrated Systems
   MPRA Paper, University Library of Munich, Germany
6. Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area
   MPRA Paper, University Library of Munich, Germany View citations
   Also in Quaderni di Dipartimento, Department of Statistics, University of Bologna (2006)
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2008)

2006

7. Consumption risk sharing and adjustment costs
   MPRA Paper, University Library of Munich, Germany
8. Exchange rates, prices and their speed of adjustment
   Economics and Quantitative Methods, Department of Economics, University of Insubria
9. International dynamic risk sharing
   Quaderni di Dipartimento, Department of Statistics, University of Bologna
   See also Journal Article in Journal of Applied Econometrics (2008)
10. Present value relations, Granger non-causality and VAR stability
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Econometric Theory (2007)
11. Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia
    Quaderni di Dipartimento, Department of Statistics, University of Bologna

2004

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

2002

13. 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
14. 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 View citations

2001

15. Determining the number of cointegrating relations under rank constraints
    Economics and Quantitative Methods, Department of Economics, University of Insubria

Undated

16. Estimating Multi-Equational LQAC Models with I(1) Variables: a VAR Approach
    Economics Working Papers, School of Economics and Management, University of Aarhus

Journal Articles

2009

1. Tests for cointegration rank and choice of the alternative
   Statistical Methods and Applications, 2009, 18, (2), 169-191

2008

2. Evaluating New Keynesian Phillips Curve under VAR-Based Learning
   Economics - The Open-Access, Open-Assessment E-Journal, 2008, 2, (33), 1-24 View citations
3. International dynamic risk sharing
   Journal of Applied Econometrics, 2008, 23, (1), 1-16 View citations
   See also Working Paper (2006)
4. 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 View citations
   See also Working Paper (2007)

2007

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

2006

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

2005

9. Testing the purchasing power parity through I(2) cointegration techniques
   Journal of Applied Econometrics, 2005, 20, (6), 749-770 View citations

2002

10. A Cointegrated VECM Demand System for Meat in Italy
    Applied Economics, 2002, 34, (13), 1593-1605 View citations
11. 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 View citations