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 2 42 1 6 29 74
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 1 1 1 8 1 4 11 29
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 13 0 1 5 46
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 11 0 5 24 52
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 1 15 0 3 19 49
Are fiscal multipliers estimated with proxy-SVARs robust? 0 0 0 14 1 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 1 4 39 39 5 13 51 51
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 3 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 1 5 17 53
Determining the number of cointegrating relations under rank constraints 0 0 0 100 1 3 11 413
Estimation of quasi-rational DSGE monetary models 0 0 0 8 1 3 8 57
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 2 7 16 352
Exchange rates, prices and their speed of adjustment 0 0 0 121 1 5 11 428
Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments 0 0 1 55 2 4 16 139
Frequentist evaluation of small DSGE models 0 0 0 75 1 3 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 1 1 1 92 3 5 13 177
Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango 0 0 0 69 0 2 7 191
Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements? 0 0 0 33 0 3 9 75
Identification and estimation issues in Structural Vector Autoregressions with external instruments 0 0 0 64 0 4 19 134
Identification in structural vector autoregressive models with structural changes 0 0 1 75 0 2 9 208
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 2 8 16 198
International dynamic risk sharing 0 0 0 7 1 3 7 92
Invalid proxies and volatility changes 0 0 0 21 1 1 11 31
Invalid proxies and volatility changes 0 1 2 15 1 6 18 38
Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models 0 0 0 29 1 4 6 39
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 38 0 2 15 83
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 19 2 9 22 60
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 86 1 2 12 85
Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test 0 0 0 7 0 3 7 50
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 3 10 1,091
Present value relations, Granger non-causality and VAR stability 0 0 0 114 0 2 28 442
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 1 1 1 7 1 3 9 46
Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics 0 0 0 139 0 4 12 556
Speed of Adjustment in Cointegrated Systems 0 0 0 202 0 6 15 661
Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area 0 0 0 8 0 3 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 4 29 29
Uncertainty Across Volatility Regimes 0 0 0 83 1 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 1 1 2 29 1 5 150 206
Total Working Papers 5 9 59 2,695 32 175 812 8,313
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 1 218 1 3 10 640
A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables 0 0 0 39 1 5 13 173
An identification and testing strategy for proxy-SVARs with weak proxies 1 1 7 28 5 15 46 92
Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?* 0 1 3 20 2 11 85 122
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 0 0 2 19 1 5 22 72
Consumption risk sharing and adjustment costs 0 0 0 39 0 3 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 3 6 221
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 1 7 14 376
Exogenous uncertainty and the identification of structural vector autoregressions with external instruments 0 1 5 51 0 2 20 151
Frequentist Evaluation of Small DSGE Models 0 0 1 7 1 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 1 1 2 38 1 5 12 125
Indeterminate forecast accuracy under indeterminacy 0 0 0 2 0 2 6 69
International dynamic risk sharing 0 0 0 116 0 4 10 359
Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models 0 0 0 0 1 7 21 24
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 7 1 8 25 76
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 3 3 14 167
Regional consumption dynamics and risk sharing in Italy 0 0 0 39 0 1 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 1 2 8 80
Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks 1 2 9 35 3 10 35 106
Speed of adjustment in cointegrated systems 0 0 2 78 0 0 14 298
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area* 0 0 0 143 1 4 13 443
Testing the purchasing power parity through I(2) cointegration techniques 0 0 0 141 1 2 11 395
Tests for cointegration rank and choice of the alternative 0 0 0 38 0 0 8 110
Uncertainty across volatility regimes 0 0 5 27 1 2 24 114
Total Journal Articles 3 6 43 1,391 25 119 522 5,246

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Statistics updated 2026-06-04