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 3 42 4 6 31 73
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 13 1 1 5 46
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 6 1 2 15 52
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 7 1 5 10 28
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 11 4 6 24 52
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 1 15 1 4 19 49
Are fiscal multipliers estimated with proxy-SVARs robust? 0 0 0 14 1 1 14 64
Back to the future? Habits and rational addiction in UK tobacco and alcohol demand 0 0 0 15 1 2 9 79
Bootstrap Diagnostic Tests 3 6 38 38 8 12 46 46
Bootstrapping DSGE models 0 0 1 195 2 2 8 309
Co-integration rank determination in partial systems using information criteria 0 0 0 33 2 3 9 49
Consumption risk sharing and adjustment costs 0 0 0 44 1 1 4 187
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 3 4 5 16 52
Determining the number of cointegrating relations under rank constraints 0 0 0 100 2 2 10 412
Estimation of quasi-rational DSGE monetary models 0 0 0 8 2 2 16 56
Evaluating the New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 100 5 5 12 269
Evaluating the New Keynesian Phillips Curve under VAR-based learning 0 0 0 109 3 5 14 350
Exchange rates, prices and their speed of adjustment 0 0 0 121 4 4 10 427
Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments 0 0 2 55 2 2 15 137
Frequentist evaluation of small DSGE models 0 0 0 75 1 2 8 175
Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S 0 0 0 38 3 4 10 59
Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S 0 0 1 91 1 4 11 174
Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango 0 0 0 69 1 2 7 191
Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements? 0 0 0 33 2 3 9 75
Identification and estimation issues in Structural Vector Autoregressions with external instruments 0 0 0 64 1 9 19 134
Identification in structural vector autoregressive models with structural changes 0 1 2 75 0 3 10 208
Incentivi o infrastrutture? Un'analisi dell'impatto delle politiche territoriali sull'economie delle regioni meridionali tramite un approccio VAR strutturale 0 0 0 0 3 4 7 29
Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy? 0 0 0 62 5 6 14 196
International dynamic risk sharing 0 0 0 7 2 3 6 91
Invalid proxies and volatility changes 0 0 1 21 0 0 11 30
Invalid proxies and volatility changes 1 1 3 15 3 5 18 37
Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models 0 0 1 29 3 3 6 38
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 38 2 6 15 83
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 86 1 1 11 84
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 19 3 7 20 58
Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test 0 0 0 7 1 3 7 50
Monetary policy indeterminacy in the U.S.: results from a classical test 0 0 0 2 1 1 7 25
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 0 251 1 5 10 1,091
Present value relations, Granger non-causality and VAR stability 0 0 0 114 2 8 28 442
Rational Addiction, Cointegration and Tobacco and Alcohol Demand 0 0 0 10 1 4 8 57
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 0 3 2 3 19 61
Robust identification conditions for determinate and indeterminate linear rational expectations models 0 0 0 6 1 2 8 45
Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics 0 0 0 139 3 5 12 556
Speed of Adjustment in Cointegrated Systems 0 0 0 202 4 8 15 661
Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area 0 0 0 8 2 3 15 88
Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area 0 0 0 129 0 1 8 311
The Size and Uncertainty of Government Spending Multipliers in Italian Regions 0 0 8 8 2 5 29 29
Uncertainty Across Volatility Regimes 0 0 0 83 1 2 9 168
Uncertainty across volatility regimes 0 0 0 49 2 2 10 93
Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks 0 0 2 28 2 6 150 205
Total Working Papers 4 8 63 2,690 105 190 804 8,281
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 1 1 218 0 3 9 639
A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables 0 0 0 39 4 4 12 172
An identification and testing strategy for proxy-SVARs with weak proxies 0 0 7 27 4 14 43 87
Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?* 0 1 5 20 7 11 85 120
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 0 1 3 19 3 9 22 71
Consumption risk sharing and adjustment costs 0 0 0 39 2 3 9 120
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 1 2 7 15
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 32 2 3 6 221
Dynamic adjustment cost models with forward-looking behaviour 0 0 0 49 1 3 12 230
Evaluating New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 109 4 6 15 375
Exogenous uncertainty and the identification of structural vector autoregressions with external instruments 0 1 5 51 1 2 20 151
Frequentist Evaluation of Small DSGE Models 0 0 1 7 4 5 13 59
GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES 0 1 5 18 1 2 12 45
Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy 0 0 1 37 3 6 11 124
Indeterminate forecast accuracy under indeterminacy 0 0 0 2 2 2 6 69
International dynamic risk sharing 0 0 0 116 2 4 10 359
Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models 0 0 0 0 4 7 23 23
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 7 6 9 24 75
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test 0 0 0 8 4 4 9 58
Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration 0 0 0 31 3 5 12 157
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY 0 0 0 55 0 0 11 164
Regional consumption dynamics and risk sharing in Italy 0 0 0 39 0 2 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 7 79
Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks 0 3 8 34 3 13 33 103
Speed of adjustment in cointegrated systems 0 0 3 78 0 1 15 298
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area* 0 0 0 143 3 3 12 442
Testing the purchasing power parity through I(2) cointegration techniques 0 0 0 141 0 1 10 394
Tests for cointegration rank and choice of the alternative 0 0 0 38 0 0 8 110
Uncertainty across volatility regimes 0 1 6 27 1 3 25 113
Total Journal Articles 0 9 46 1,388 66 129 511 5,221

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