Access Statistics for Luca Fanelli

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An identification and testing strategy for proxy-SVARs with weak proxies 0 1 4 42 3 15 27 67
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 13 2 3 4 45
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 6 4 8 13 50
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 7 4 5 6 23
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 1 15 7 10 16 45
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 11 7 14 18 46
Are fiscal multipliers estimated with proxy-SVARs robust? 0 0 0 14 2 8 13 63
Back to the future? Habits and rational addiction in UK tobacco and alcohol demand 0 0 1 15 3 5 12 77
Bootstrap Diagnostic Tests 4 9 32 32 8 22 34 34
Bootstrapping DSGE models 0 0 1 195 2 4 6 307
Co-integration rank determination in partial systems using information criteria 0 0 0 33 3 5 6 46
Consumption risk sharing and adjustment costs 0 0 0 44 3 3 4 186
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 3 1 11 14 47
Determining the number of cointegrating relations under rank constraints 0 0 0 100 4 6 8 410
Estimation of quasi-rational DSGE monetary models 0 0 0 8 4 5 15 54
Evaluating the New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 100 2 5 7 264
Evaluating the New Keynesian Phillips Curve under VAR-based learning 0 0 0 109 1 7 11 345
Exchange rates, prices and their speed of adjustment 0 0 0 121 2 4 7 423
Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments 0 0 3 55 3 8 15 135
Frequentist evaluation of small DSGE models 0 0 0 75 1 2 6 173
Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S 0 0 0 38 2 5 6 55
Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S 0 0 1 91 4 4 8 170
Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango 0 0 0 69 1 5 6 189
Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements? 0 0 0 33 4 6 7 72
Identification and estimation issues in Structural Vector Autoregressions with external instruments 0 0 0 64 2 9 11 125
Identification in structural vector autoregressive models with structural changes 0 0 1 74 3 6 10 205
Incentivi o infrastrutture? Un'analisi dell'impatto delle politiche territoriali sull'economie delle regioni meridionali tramite un approccio VAR strutturale 0 0 0 0 0 3 5 25
Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy? 0 0 0 62 4 6 8 190
International dynamic risk sharing 0 0 0 7 1 2 4 88
Invalid proxies and volatility changes 0 1 2 14 4 8 14 32
Invalid proxies and volatility changes 0 0 1 21 6 10 12 30
Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models 0 0 1 29 0 0 3 35
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 38 8 9 16 77
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 86 4 6 10 83
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 19 7 13 13 51
Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test 0 0 0 7 3 4 4 47
Monetary policy indeterminacy in the U.S.: results from a classical test 0 0 0 2 1 5 7 24
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 0 251 2 5 6 1,086
Present value relations, Granger non-causality and VAR stability 0 0 0 114 18 20 20 434
Rational Addiction, Cointegration and Tobacco and Alcohol Demand 0 0 0 10 2 3 4 53
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 0 3 13 13 16 58
Robust identification conditions for determinate and indeterminate linear rational expectations models 0 0 0 6 2 3 7 43
Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics 0 0 0 139 2 6 8 551
Speed of Adjustment in Cointegrated Systems 0 0 0 202 4 7 9 653
Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area 0 0 0 8 7 10 12 85
Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area 0 0 1 129 4 6 8 310
The Size and Uncertainty of Government Spending Multipliers in Italian Regions 1 8 8 8 9 24 24 24
Uncertainty Across Volatility Regimes 0 0 0 83 3 6 7 166
Uncertainty across volatility regimes 0 0 0 49 3 6 9 91
Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks 0 0 2 28 73 142 147 199
Total Working Papers 5 19 59 2,682 262 502 663 8,091
6 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A cointegrated VECM demand system for meat in Italy 0 0 1 217 3 3 7 636
A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables 0 0 0 39 6 8 8 168
An identification and testing strategy for proxy-SVARs with weak proxies 1 1 10 27 4 12 34 73
Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?* 1 1 7 19 24 64 82 109
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 0 0 3 18 2 9 15 62
Consumption risk sharing and adjustment costs 0 0 0 39 6 6 6 117
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 3 5 5 13
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 32 0 1 5 218
Dynamic adjustment cost models with forward-looking behaviour 0 0 0 49 5 9 10 227
Evaluating New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 109 5 5 9 369
Exogenous uncertainty and the identification of structural vector autoregressions with external instruments 1 3 10 50 3 9 28 149
Frequentist Evaluation of Small DSGE Models 0 0 1 7 4 7 8 54
GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES 2 3 6 17 5 7 12 43
Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy 0 0 2 37 1 2 6 118
Indeterminate forecast accuracy under indeterminacy 0 0 0 2 0 1 4 67
International dynamic risk sharing 0 0 0 116 3 5 6 355
Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models 0 0 0 0 2 12 16 16
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 7 5 10 17 66
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test 0 0 0 8 1 5 6 54
Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration 0 0 0 31 4 5 8 152
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY 0 0 0 55 9 11 11 164
Regional consumption dynamics and risk sharing in Italy 0 0 0 39 2 3 5 250
Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 1 4 20 22 25 96
Simulation‐based tests of forward‐looking models under VAR learning dynamics 0 0 0 0 3 4 5 77
Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks 1 2 7 31 8 12 34 90
Speed of adjustment in cointegrated systems 1 2 3 78 6 9 15 297
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area* 0 0 1 143 3 6 10 439
Testing the purchasing power parity through I(2) cointegration techniques 0 0 0 141 4 7 10 393
Tests for cointegration rank and choice of the alternative 0 0 0 38 2 6 8 110
Uncertainty across volatility regimes 1 2 6 26 8 14 24 110
Total Journal Articles 8 14 58 1,379 151 279 439 5,092

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Statistics updated 2026-02-12