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 1 42 2 7 30 76
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 1 15 1 2 20 50
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 13 0 1 5 46
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 6 0 1 14 52
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 11 0 4 24 52
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 1 2 2 9 1 3 12 30
Are fiscal multipliers estimated with proxy-SVARs robust? 0 0 0 14 0 2 15 65
Back to the future? Habits and rational addiction in UK tobacco and alcohol demand 0 0 0 15 0 1 8 79
Bootstrap Diagnostic Tests 0 4 39 39 3 16 54 54
Bootstrapping DSGE models 0 0 0 195 0 2 6 309
Co-integration rank determination in partial systems using information criteria 0 0 0 33 0 2 9 49
Consumption risk sharing and adjustment costs 0 0 0 44 0 1 4 187
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 3 0 5 17 53
Determining the number of cointegrating relations under rank constraints 0 0 0 100 0 3 11 413
Estimation of quasi-rational DSGE monetary models 0 0 0 8 2 5 10 59
Evaluating the New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 100 0 5 12 269
Evaluating the New Keynesian Phillips Curve under VAR-based learning 0 0 0 109 0 5 16 352
Exchange rates, prices and their speed of adjustment 0 0 0 121 0 5 11 428
Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments 0 0 1 55 0 4 15 139
Frequentist evaluation of small DSGE models 0 0 0 75 0 2 8 176
Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S 0 0 0 38 0 3 10 59
Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S 0 1 1 92 0 4 13 177
Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango 0 0 0 69 0 1 7 191
Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements? 0 0 0 33 0 2 9 75
Identification and estimation issues in Structural Vector Autoregressions with external instruments 0 0 0 64 0 1 19 134
Identification in structural vector autoregressive models with structural changes 1 1 2 76 1 1 10 209
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 7 29
Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy? 0 0 0 62 0 7 16 198
International dynamic risk sharing 0 0 0 7 1 4 7 93
Invalid proxies and volatility changes 0 1 2 15 0 4 18 38
Invalid proxies and volatility changes 0 0 0 21 0 1 11 31
Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models 0 0 0 29 0 4 6 39
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 38 1 3 16 84
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 19 0 5 22 60
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 86 0 2 12 85
Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test 0 0 0 7 2 3 9 52
Monetary policy indeterminacy in the U.S.: results from a classical test 0 0 0 2 0 1 7 25
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 0 251 0 1 10 1,091
Present value relations, Granger non-causality and VAR stability 0 0 0 114 1 3 29 443
Rational Addiction, Cointegration and Tobacco and Alcohol Demand 0 0 0 10 0 1 8 57
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 0 3 0 2 19 61
Robust identification conditions for determinate and indeterminate linear rational expectations models 0 1 1 7 0 2 9 46
Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics 0 0 0 139 1 4 13 557
Speed of Adjustment in Cointegrated Systems 0 0 0 202 1 5 16 662
Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area 0 0 0 8 0 2 15 88
Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area 0 0 0 129 0 0 8 311
The Size and Uncertainty of Government Spending Multipliers in Italian Regions 0 0 8 8 0 2 29 29
Uncertainty Across Volatility Regimes 0 0 0 83 0 2 10 169
Uncertainty across volatility regimes 0 0 0 49 0 2 10 93
Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks 0 1 2 29 1 4 151 207
Total Working Papers 2 11 60 2,697 18 155 827 8,331
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 1 1 2 219 1 2 11 641
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 5 13 173
An identification and testing strategy for proxy-SVARs with weak proxies 0 1 6 28 5 14 49 97
Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?* 0 0 3 20 2 11 85 124
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 0 0 2 19 0 4 21 72
Consumption risk sharing and adjustment costs 0 0 0 39 0 2 9 120
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 0 1 7 15
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 32 0 2 5 221
Dynamic adjustment cost models with forward-looking behaviour 0 0 0 49 0 1 12 230
Evaluating New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 109 0 5 14 376
Exogenous uncertainty and the identification of structural vector autoregressions with external instruments 0 0 4 51 0 1 18 151
Frequentist Evaluation of Small DSGE Models 0 0 1 7 0 5 14 60
GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES 0 0 5 18 0 1 12 45
Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy 0 1 2 38 1 5 13 126
Indeterminate forecast accuracy under indeterminacy 0 0 0 2 0 2 6 69
International dynamic risk sharing 0 0 0 116 0 2 10 359
Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models 0 0 0 0 0 5 21 24
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 7 1 8 25 77
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test 0 0 0 8 0 4 9 58
Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration 0 0 0 31 0 3 12 157
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY 0 0 0 55 0 3 14 167
Regional consumption dynamics and risk sharing in Italy 0 0 0 39 0 0 6 252
Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 1 4 0 0 24 96
Simulation‐based tests of forward‐looking models under VAR learning dynamics 0 0 0 0 0 2 8 80
Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks 1 2 10 36 1 7 36 107
Speed of adjustment in cointegrated systems 0 0 2 78 0 0 13 298
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area* 0 0 0 143 0 4 13 443
Testing the purchasing power parity through I(2) cointegration techniques 0 0 0 141 0 1 11 395
Tests for cointegration rank and choice of the alternative 0 0 0 38 1 1 9 111
Uncertainty across volatility regimes 0 0 4 27 0 2 23 114
Total Journal Articles 2 5 42 1,393 12 103 523 5,258

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10