Details about Luca Fanelli

Access statistics for papers by Luca Fanelli.

Last updated 2021-01-20. Update your information in the RePEc Author Service.

Short-id: pfa33

Working Papers

2020

1. Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?
   "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"
   Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2020)
   CESifo Working Paper Series, CESifo (2020)
   Research Discussion Papers, Bank of Finland (2020)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)

2019

2. Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments
   MPRA Paper, University Library of Munich, Germany View citations (6)
   See also Journal Article in Journal of Applied Econometrics (2019)

2018

3. Identification and estimation issues in Structural Vector Autoregressions with external instruments
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna

2017

4. Uncertainty Across Volatility Regimes
   CESifo Working Paper Series, CESifo View citations (13)
   Also in Research Discussion Papers, Bank of Finland (2017) View citations (1)
   See also Journal Article in Journal of Applied Econometrics (2019)

2016

5. Bootstrapping DSGE models
   Quaderni di Dipartimento, Department of Statistics, University of Bologna View citations (1)
6. Co-integration rank determination in partial systems using information criteria
   Quaderni di Dipartimento, Department of Statistics, University of Bologna View citations (1)
7. 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 View citations (1)
   Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2014) View citations (1)

2015

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

2014

11. Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango
    Working Paper series, Rimini Centre for Economic Analysis
12. 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"
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2014) View citations (7)
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2013) View citations (2)
    See also Journal Article in Journal of Applied Econometrics (2015)

2013

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

2011

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

2010

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

2009

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

2008

18. Evaluating the New Keynesian Phillips Curve under VAR-Based Learning
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) View citations (7)
    Also in MPRA Paper, University Library of Munich, Germany (2007) View citations (1)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2008)
19. Rational Addiction, Cointegration and Tobacco and Alcohol Demand
    Quaderni di Dipartimento, Department of Statistics, University of Bologna View citations (1)

2007

20. Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (8)
    See also Journal Article in Journal of Applied Econometrics (2011)
21. Speed of Adjustment in Cointegrated Systems
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article in Journal of Econometrics (2010)
22. Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area
    MPRA Paper, University Library of Munich, Germany View citations (9)
    Also in Quaderni di Dipartimento, Department of Statistics, University of Bologna (2006) View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2008)

2006

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

2004

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

2002

29. 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
30. 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 (1)

2001

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

Journal Articles

2019

1. Exogenous uncertainty and the identification of structural vector autoregressions with external instruments
   Journal of Applied Econometrics, 2019, 34, (6), 951-971 View citations (7)
   See also Working Paper (2019)
2. Uncertainty across volatility regimes
   Journal of Applied Econometrics, 2019, 34, (3), 437-455 View citations (13)
   See also Working Paper (2017)

2018

3. Co†integration Rank Determination in Partial Systems Using Information Criteria
   Oxford Bulletin of Economics and Statistics, 2018, 80, (1), 65-89 View citations (1)
4. GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES
   Macroeconomic Dynamics, 2018, 22, (6), 1613-1651 View citations (1)

2017

5. Indeterminate forecast accuracy under indeterminacy
   Journal of Macroeconomics, 2017, 53, (C), 57-70 View citations (2)

2016

6. Misspecification and Expectations Correction in New Keynesian DSGE Models
   Oxford Bulletin of Economics and Statistics, 2016, 78, (5), 623-649 View citations (2)
   See also Working Paper (2015)

2015

7. Frequentist Evaluation of Small DSGE Models
   Journal of Business & Economic Statistics, 2015, 33, (3), 307-322 View citations (3)
   See also Working Paper (2013)
8. 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 View citations (26)
9. Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test
   Journal of Applied Econometrics, 2015, 30, (6), 924-947 View citations (14)
   See also Working Paper (2014)

2012

10. Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
    Journal of Econometrics, 2012, 170, (1), 153-163 View citations (14)
    See also Working Paper (2010)

2011

11. Simulation‐based tests of forward‐looking models under VAR learning dynamics
    Journal of Applied Econometrics, 2011, 26, (5), 762-782 View citations (7)
    See also Working Paper (2007)

2010

12. Speed of adjustment in cointegrated systems
    Journal of Econometrics, 2010, 158, (1), 130-141 View citations (17)
    See also Working Paper (2007)

2009

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

2008

15. Evaluating New Keynesian Phillips Curve under VAR-Based Learning
    Economics - The Open-Access, Open-Assessment E-Journal, 2008, 2, 1-24 View citations (6)
    See also Working Paper (2008)
16. International dynamic risk sharing
    Journal of Applied Econometrics, 2008, 23, (1), 1-16 View citations (7)
    See also Working Paper (2006)
17. 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 (31)
    See also Working Paper (2007)

2007

18. PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY
    Econometric Theory, 2007, 23, (6), 1254-1260 View citations (1)
    See also Working Paper (2006)

2006

19. Dynamic adjustment cost models with forward-looking behaviour
    Econometrics Journal, 2006, 9, (1), 23-47 View citations (9)
20. 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 (4)
21. Regional consumption dynamics and risk sharing in Italy
    International Review of Economics & Finance, 2006, 15, (4), 525-542 View citations (8)

2005

22. Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia
    Rivista di Politica Economica, 2005, 95, (3), 219-266 View citations (2)
    See also Working Paper (2006)
23. Testing the purchasing power parity through I(2) cointegration techniques
    Journal of Applied Econometrics, 2005, 20, (6), 749-770 View citations (18)

2002

24. A cointegrated VECM demand system for meat in Italy
    Applied Economics, 2002, 34, (13), 1593-1605 View citations (12)
25. 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 (8)