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 0 4 41 1 3 14 49
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 1 2 15 0 3 6 33
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 2 7 0 0 4 18
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 6 0 2 4 40
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 11 1 2 3 30
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 2 13 0 1 5 42
Are fiscal multipliers estimated with proxy-SVARs robust? 0 0 0 14 0 4 4 54
Back to the future? Habits and rational addiction in UK tobacco and alcohol demand 0 0 2 15 0 0 9 71
Bootstrap Diagnostic Tests 14 14 14 14 2 2 2 2
Bootstrapping DSGE models 0 0 1 195 0 0 4 303
Co-integration rank determination in partial systems using information criteria 0 0 0 33 0 0 1 40
Consumption risk sharing and adjustment costs 0 0 0 44 0 0 1 183
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 3 0 0 4 36
Determining the number of cointegrating relations under rank constraints 0 0 0 100 1 1 2 403
Estimation of quasi-rational DSGE monetary models 0 0 0 8 0 0 11 49
Evaluating the New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 100 1 1 1 258
Evaluating the New Keynesian Phillips Curve under VAR-based learning 0 0 0 109 1 1 4 337
Exchange rates, prices and their speed of adjustment 0 0 0 121 0 0 2 417
Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments 0 0 2 54 0 0 6 124
Frequentist evaluation of small DSGE models 0 0 0 75 0 1 2 169
Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S 0 0 0 38 0 1 1 50
Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S 0 0 1 91 0 1 3 165
Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango 0 0 0 69 0 0 1 184
Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements? 0 0 0 33 0 0 4 66
Identification and estimation issues in Structural Vector Autoregressions with external instruments 0 0 0 64 0 0 3 115
Identification in structural vector autoregressive models with structural changes 0 0 1 74 0 0 5 199
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 0 2 22
Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy? 0 0 0 62 0 0 1 182
International dynamic risk sharing 0 0 0 7 0 0 3 86
Invalid proxies and volatility changes 0 0 3 13 2 3 9 23
Invalid proxies and volatility changes 0 0 2 21 0 0 4 20
Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models 0 0 2 29 0 0 3 33
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 38 0 0 8 68
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 86 1 1 1 74
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 19 0 0 1 38
Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test 0 0 0 7 0 0 0 43
Monetary policy indeterminacy in the U.S.: results from a classical test 0 0 0 2 0 0 3 18
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 0 251 0 0 2 1,081
Present value relations, Granger non-causality and VAR stability 0 0 0 114 0 0 1 414
Rational Addiction, Cointegration and Tobacco and Alcohol Demand 0 0 0 10 0 0 1 49
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 0 3 0 2 2 44
Robust identification conditions for determinate and indeterminate linear rational expectations models 0 0 0 6 0 1 3 38
Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics 0 0 1 139 0 1 4 545
Speed of Adjustment in Cointegrated Systems 0 0 0 202 0 0 2 646
Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area 0 0 0 8 0 1 2 74
Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area 0 0 1 129 1 1 2 304
Uncertainty Across Volatility Regimes 0 0 0 83 0 1 1 160
Uncertainty across volatility regimes 0 0 0 49 0 0 1 83
Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks 0 0 1 27 0 0 5 56
Total Working Papers 14 15 41 2,652 11 34 167 7,538
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 0 3 4 633
A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables 0 0 0 39 0 0 1 160
An identification and testing strategy for proxy-SVARs with weak proxies 1 2 15 24 2 8 30 56
Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?* 0 0 10 17 0 2 24 41
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 0 0 2 17 0 0 8 51
Consumption risk sharing and adjustment costs 0 0 1 39 0 0 1 111
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 0 0 0 8
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 32 0 0 4 216
Dynamic adjustment cost models with forward-looking behaviour 0 0 0 49 0 0 3 218
Evaluating New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 109 0 0 3 362
Exogenous uncertainty and the identification of structural vector autoregressions with external instruments 0 0 15 47 2 5 30 138
Frequentist Evaluation of Small DSGE Models 0 0 0 6 0 0 0 46
GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES 0 0 3 13 0 1 6 34
Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy 1 1 3 37 1 1 4 114
Indeterminate forecast accuracy under indeterminacy 0 0 0 2 0 2 2 65
International dynamic risk sharing 0 0 0 116 0 0 1 349
Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models 0 0 0 0 0 1 4 4
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 7 0 2 7 54
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test 0 0 0 8 0 0 1 49
Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration 0 0 0 31 0 0 2 145
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY 0 0 0 55 0 0 1 153
Regional consumption dynamics and risk sharing in Italy 0 0 0 39 0 0 1 246
Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 1 1 4 0 1 2 73
Simulation‐based tests of forward‐looking models under VAR learning dynamics 0 0 0 0 0 0 1 72
Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks 0 2 7 28 0 4 25 75
Speed of adjustment in cointegrated systems 0 0 1 76 1 2 6 287
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area* 0 0 2 143 0 3 5 433
Testing the purchasing power parity through I(2) cointegration techniques 0 0 0 141 0 1 2 385
Tests for cointegration rank and choice of the alternative 0 0 0 38 1 1 1 103
Uncertainty across volatility regimes 0 0 5 23 0 1 11 92
Total Journal Articles 2 6 66 1,357 7 38 190 4,773

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Statistics updated 2025-10-06