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
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 7 7 0 1 9 9
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 4 4 1 1 7 7
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 8 8 0 1 4 4
Are fiscal multipliers estimated with proxy-SVARs robust? 0 0 5 5 0 5 11 11
Are fiscal multipliers estimated with proxy-SVARs robust? 1 1 11 11 2 4 16 16
Back to the future? Habits and rational addiction in UK tobacco and alcohol demand 0 0 0 8 0 2 2 46
Bootstrapping DSGE models 3 4 13 174 6 13 42 230
Co-integration rank determination in partial systems using information criteria 0 0 0 32 0 0 1 32
Consumption risk sharing and adjustment costs 0 0 0 44 1 3 7 125
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 3 0 0 4 27
Determining the number of cointegrating relations under rank constraints 0 0 0 100 1 1 6 395
Estimation of quasi-rational DSGE monetary models 1 1 1 6 1 2 3 27
Evaluating the New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 96 0 0 4 239
Evaluating the New Keynesian Phillips Curve under VAR-based learning 0 0 2 104 1 1 7 322
Exchange rates, prices and their speed of adjustment 0 0 0 121 0 0 2 408
Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments 0 1 9 42 3 17 45 84
Frequentist evaluation of small DSGE models 0 0 2 73 0 0 4 157
Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S 0 0 1 35 0 1 7 40
Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S 0 0 2 74 2 3 14 119
Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango 0 0 2 66 1 2 11 171
Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements? 0 0 1 33 2 3 12 46
Identification and estimation issues in Structural Vector Autoregressions with external instruments 1 2 5 59 2 7 25 89
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 1 18
Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy? 0 0 0 62 3 5 7 170
International dynamic risk sharing 0 0 2 6 0 5 9 33
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 37 0 1 1 53
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 17 1 1 2 31
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 1 1 2 86 1 1 4 73
Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test 1 1 1 6 1 2 5 39
Monetary policy indeterminacy in the U.S.: results from a classical test 0 0 0 2 0 3 3 11
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 2 249 3 5 18 1,046
Present value relations, Granger non-causality and VAR stability 0 0 1 114 0 1 6 408
Rational Addiction, Cointegration and Tobacco and Alcohol Demand 0 0 2 9 0 3 11 40
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 1 3 1 1 7 29
Robust identification conditions for determinate and indeterminate linear rational expectations models 0 0 1 6 0 2 10 28
Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics 0 0 0 133 0 4 16 526
Speed of Adjustment in Cointegrated Systems 0 0 1 199 0 0 10 632
Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area 0 0 0 2 0 0 6 38
Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area 0 0 0 127 0 3 14 291
Uncertainty Across Volatility Regimes 1 1 11 76 2 4 24 135
Uncertainty across volatility regimes 0 0 3 46 1 3 14 71
Total Working Papers 9 12 100 2,285 36 111 411 6,276


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 1 216 0 1 8 625
A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables 0 0 0 38 0 1 1 155
Consumption risk sharing and adjustment costs 0 0 0 35 2 2 4 102
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 0 0 1 8
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 3 32 0 3 14 203
Dynamic adjustment cost models with forward-looking behaviour 0 0 0 49 0 0 4 210
Evaluating New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 106 0 0 8 343
Exogenous uncertainty and the identification of structural vector autoregressions with external instruments 0 0 3 3 0 2 15 25
Frequentist Evaluation of Small DSGE Models 0 0 0 5 1 2 2 34
GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES 0 0 2 3 0 0 6 14
Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy 0 0 2 21 1 1 6 82
Indeterminate forecast accuracy under indeterminacy 0 0 1 2 0 2 11 51
International dynamic risk sharing 0 0 0 116 0 1 3 320
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 7 1 1 2 39
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test 0 0 0 6 0 0 2 41
Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration 0 0 0 29 1 2 4 136
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY 0 0 0 55 0 2 6 149
Regional consumption dynamics and risk sharing in Italy 0 0 1 36 1 2 8 146
Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 0 3 2 2 3 60
Simulation‐based tests of forward‐looking models under VAR learning dynamics 0 0 0 0 0 0 1 64
Speed of adjustment in cointegrated systems 0 0 2 72 0 1 12 248
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area* 0 0 0 138 0 0 7 409
Testing the purchasing power parity through I(2) cointegration techniques 0 0 0 140 0 0 3 369
Tests for cointegration rank and choice of the alternative 0 0 0 38 1 1 7 97
Uncertainty across volatility regimes 0 0 1 5 2 4 14 34
Total Journal Articles 0 0 16 1,155 12 30 152 3,964


Statistics updated 2021-01-03