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 3 6 32 80
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 13 5 5 9 51
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 15 2 3 19 52
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 1 2 9 0 1 12 30
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 11 1 2 25 54
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 6 0 0 12 52
Are fiscal multipliers estimated with proxy-SVARs robust? 0 0 0 14 0 0 11 65
Back to the future? Habits and rational addiction in UK tobacco and alcohol demand 0 0 0 15 0 0 8 79
Bootstrap Diagnostic Tests 2 3 42 42 4 8 59 59
Bootstrapping DSGE models 0 0 0 195 0 0 6 309
Co-integration rank determination in partial systems using information criteria 0 0 0 33 0 0 9 49
Consumption risk sharing and adjustment costs 0 0 0 44 0 0 4 187
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 3 0 0 17 53
Determining the number of cointegrating relations under rank constraints 0 0 0 100 0 0 11 413
Estimation of quasi-rational DSGE monetary models 0 0 0 8 0 3 11 60
Evaluating the New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 100 0 0 12 269
Evaluating the New Keynesian Phillips Curve under VAR-based learning 0 0 0 109 0 1 17 353
Exchange rates, prices and their speed of adjustment 0 0 0 121 3 3 14 431
Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments 0 0 1 55 1 1 16 140
Frequentist evaluation of small DSGE models 0 0 0 75 1 2 9 178
Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S 0 0 0 38 1 1 10 60
Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S 0 0 1 92 1 1 13 178
Global factors for local shocks in a data-scarce environment: with an application to regional fiscal multipliers in Italy 5 6 6 6 5 8 8 8
Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango 0 0 0 69 0 1 8 192
Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements? 0 0 0 33 0 0 9 75
Identification and estimation issues in Structural Vector Autoregressions with external instruments 0 0 0 64 0 1 20 135
Identification in structural vector autoregressive models with structural changes 0 1 2 76 0 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 1 8 30
Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy? 0 0 0 62 1 2 18 200
International dynamic risk sharing 0 0 0 7 0 1 7 93
Invalid proxies and volatility changes 0 0 2 15 1 1 18 39
Invalid proxies and volatility changes 0 0 0 21 1 1 12 32
Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models 0 0 0 29 0 0 6 39
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 38 0 1 16 84
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 86 1 1 13 86
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 19 2 2 24 62
Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test 0 0 0 7 1 4 11 54
Monetary policy indeterminacy in the U.S.: results from a classical test 0 0 0 2 0 0 7 25
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 0 251 0 0 10 1,091
Present value relations, Granger non-causality and VAR stability 0 0 0 114 0 1 29 443
Rational Addiction, Cointegration and Tobacco and Alcohol Demand 0 0 0 10 0 0 8 57
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 0 3 0 0 17 61
Robust identification conditions for determinate and indeterminate linear rational expectations models 0 0 1 7 0 0 8 46
Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics 0 0 0 139 1 3 14 559
Speed of Adjustment in Cointegrated Systems 0 0 0 202 0 1 16 662
Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area 0 0 0 8 1 2 16 90
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 0 29 29
Uncertainty Across Volatility Regimes 0 0 0 83 1 2 11 171
Uncertainty across volatility regimes 1 1 1 50 2 2 12 95
Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks 0 0 2 29 0 1 151 207
Total Working Papers 8 12 69 2,707 39 74 860 8,387
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 2 219 1 3 10 643
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 1 14 174
An identification and testing strategy for proxy-SVARs with weak proxies 1 2 7 30 3 11 49 103
Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?* 0 0 3 20 2 5 86 127
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 0 0 2 19 1 2 23 74
Consumption risk sharing and adjustment costs 0 0 0 39 0 0 9 120
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 0 0 7 15
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 32 1 1 6 222
Dynamic adjustment cost models with forward-looking behaviour 0 0 0 49 1 2 14 232
Evaluating New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 109 0 1 15 377
Exogenous uncertainty and the identification of structural vector autoregressions with external instruments 0 0 4 51 1 2 17 153
Frequentist Evaluation of Small DSGE Models 0 0 1 7 0 1 15 61
GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES 0 0 5 18 1 2 13 47
Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy 0 0 2 38 1 3 15 128
Indeterminate forecast accuracy under indeterminacy 0 0 0 2 0 0 4 69
International dynamic risk sharing 0 0 0 116 0 0 10 359
Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models 0 0 0 0 0 0 20 24
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 7 0 1 23 77
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test 0 0 0 8 0 0 9 58
Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration 0 0 0 31 0 0 12 157
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY 0 0 0 55 0 0 14 167
Regional consumption dynamics and risk sharing in Italy 0 0 0 39 1 2 8 254
Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 0 4 1 1 24 97
Simulation‐based tests of forward‐looking models under VAR learning dynamics 0 0 0 0 1 2 10 82
Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks 0 1 8 36 1 4 35 110
Speed of adjustment in cointegrated systems 0 0 2 78 0 0 12 298
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area* 0 0 0 143 0 0 10 443
Testing the purchasing power parity through I(2) cointegration techniques 0 0 0 141 1 2 12 397
Tests for cointegration rank and choice of the alternative 0 0 0 38 0 1 9 111
Uncertainty across volatility regimes 0 0 4 27 2 3 25 117
Total Journal Articles 1 4 40 1,395 20 50 530 5,296

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