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Luca Fanelli
Luca Fanelli
Professor of Econometrics, Department of Economics, University of Bologna
Verifisert e-postadresse på unibo.it - Startside
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Uncertainty across volatility regimes
G Angelini, E Bacchiocchi, G Caggiano, L Fanelli
Journal of Applied Econometrics 34 (3), 437-455, 2019
1072019
Testing the new Keynesian Phillips curve through vector autoregressive models: Results from the Euro area
L Fanelli
Oxford Bulletin of Economics and Statistics 70 (1), 53-66, 2008
712008
Identification in Structural Vector Autoregressive models with structural changes, with an application to US monetary policy
E Bacchiocchi, L Fanelli
Oxford bulletin of economics and statistics 77 (6), 761-779, 2015
672015
Exogenous uncertainty and the identification of structural vector autoregressions with external instruments
G Angelini, L Fanelli
Journal of Applied Econometrics 34 (6), 951-971, 2019
502019
Monetary policy indeterminacy and identification failures in the US: Results from a robust test
E Castelnuovo, L Fanelli
Journal of Applied Econometrics 30 (6), 924-947, 2015
362015
A cointegrated VECM demand system for meat in Italy
L Fanelli, M Mazzocchi
Applied Economics 34 (13), 1593-1605, 2002
332002
Gimme a break! identification and estimation of the macroeconomic effects of monetary policy shocks in the united states
E Bacchiocchi, E Castelnuovo, L Fanelli
Macroeconomic Dynamics 22 (6), 1613-1651, 2018
312018
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
L Fanelli
Journal of Econometrics 170 (1), 153-163, 2012
312012
Testing the purchasing power parity through I (2) cointegration techniques
E Bacchiocchi, L Fanelli
Journal of Applied Econometrics 20 (6), 749-770, 2005
262005
Speed of adjustment in cointegrated systems
L Fanelli, P Paruolo
Journal of Econometrics 158 (1), 130-141, 2010
222010
Frequentist evaluation of small DSGE models
G Bårdsen, L Fanelli
Journal of Business & Economic Statistics 33 (3), 307-322, 2015
192015
A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I (1) variables
L Fanelli
Journal of Economic Dynamics and Control 26 (1), 117-139, 2002
192002
New evidence on the transmission mechanisms of monetary policy in Italy before Stage III of European Monetary Union
L Fanelli, P Paruolo
9th Sadiba Conference “Ricerche Quantitative per la Politica Economica …, 1999
181999
Identification in structural vector autoregressive models with structural changes
E Bacchiocchi, L Fanelli
Department of Economics, Business and Statistics, 2012
162012
Evaluating the new Keynesian Phillips Curve under VAR-based learning
L Fanelli
Economics 2 (1), 20080033, 2008
162008
Dynamic adjustment cost models with forward‐looking behaviour
L Fanelli
The Econometrics Journal 9 (1), 23-47, 2006
152006
Are fiscal multipliers estimated with proxy‐SVARs robust?
G Angelini, G Caggiano, E Castelnuovo, L Fanelli
Oxford Bulletin of Economics and Statistics 85 (1), 95-122, 2023
142023
Simulation‐based tests of forward‐looking models under VAR learning dynamics
L Fanelli, G Palomba
Journal of Applied Econometrics 26 (5), 762-782, 2011
142011
Regional consumption dynamics and risk sharing in Italy
G Cavaliere, L Fanelli, A Gardini
International Review of Economics & Finance 15 (4), 525-542, 2006
142006
Back to the future? Habits and forward-looking behaviour for UK alcohol and tobacco demand
L Fanelli, M Mazzocchi
MIMEO: Universita degli Studi Bologna, 2004
122004
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Artikler 1–20