Details about Luca Fanelli

Access statistics for papers by Luca Fanelli.

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Short-id: pfa33

Working Papers

2016

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

2015

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

2014

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

2013

9. 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)

2012

10. 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 View citations (8)

2011

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

2010

13. 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

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

2008

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

2007

17. 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)
18. Speed of Adjustment in Cointegrated Systems
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Journal of Econometrics (2010)
19. 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

20. Consumption risk sharing and adjustment costs
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Economics Bulletin (2009)
21. Exchange rates, prices and their speed of adjustment
    Economics and Quantitative Methods, Department of Economics, University of Insubria
22. International dynamic risk sharing
    Quaderni di Dipartimento, Department of Statistics, University of Bologna
    See also Journal Article in Journal of Applied Econometrics (2008)
23. Present value relations, Granger non-causality and VAR stability
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Econometric Theory (2007)
24. 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

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

2002

26. 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
27. 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

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

Journal Articles

2017

1. Indeterminate forecast accuracy under indeterminacy
   Journal of Macroeconomics, 2017, 53, (C), 57-70

2016

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

2015

3. Frequentist Evaluation of Small DSGE Models
   Journal of Business & Economic Statistics, 2015, 33, (3), 307-322 View citations (1)
   See also Working Paper (2013)
4. 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 (7)
5. 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 (2)
   See also Working Paper (2014)

2012

6. Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
   Journal of Econometrics, 2012, 170, (1), 153-163 View citations (8)
   See also Working Paper (2010)

2011

7. 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

8. Speed of adjustment in cointegrated systems
   Journal of Econometrics, 2010, 158, (1), 130-141 View citations (11)
   See also Working Paper (2007)

2009

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

2008

11. Evaluating New Keynesian Phillips Curve under VAR-Based Learning
    Economics - The Open-Access, Open-Assessment E-Journal, 2008, 2, 1-24 View citations (3)
12. International dynamic risk sharing
    Journal of Applied Econometrics, 2008, 23, (1), 1-16 View citations (4)
    See also Working Paper (2006)
13. 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 (26)
    See also Working Paper (2007)

2007

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

2006

15. Dynamic adjustment cost models with forward-looking behaviour
    Econometrics Journal, 2006, 9, (1), 23-47 View citations (7)
16. 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 (3)
17. Regional consumption dynamics and risk sharing in Italy
    International Review of Economics & Finance, 2006, 15, (4), 525-542 View citations (7)

2005

18. 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)
19. Testing the purchasing power parity through I(2) cointegration techniques
    Journal of Applied Econometrics, 2005, 20, (6), 749-770 View citations (16)

2002

20. A cointegrated VECM demand system for meat in Italy
    Applied Economics, 2002, 34, (13), 1593-1605 View citations (10)
21. 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)