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 1 4 42 10 15 26 64
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 7 0 1 3 19
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 13 1 1 2 43
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 2 15 0 5 10 38
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 6 1 6 9 46
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 11 4 9 11 39
Are fiscal multipliers estimated with proxy-SVARs robust? 0 0 0 14 3 7 11 61
Back to the future? Habits and rational addiction in UK tobacco and alcohol demand 0 0 1 15 1 3 10 74
Bootstrap Diagnostic Tests 1 14 28 28 8 24 26 26
Bootstrapping DSGE models 0 0 1 195 2 2 6 305
Co-integration rank determination in partial systems using information criteria 0 0 0 33 1 3 3 43
Consumption risk sharing and adjustment costs 0 0 0 44 0 0 1 183
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 3 2 10 13 46
Determining the number of cointegrating relations under rank constraints 0 0 0 100 1 3 4 406
Estimation of quasi-rational DSGE monetary models 0 0 0 8 1 1 12 50
Evaluating the New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 100 1 4 5 262
Evaluating the New Keynesian Phillips Curve under VAR-based learning 0 0 0 109 4 7 10 344
Exchange rates, prices and their speed of adjustment 0 0 0 121 1 4 5 421
Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments 0 1 3 55 2 8 13 132
Frequentist evaluation of small DSGE models 0 0 0 75 1 3 5 172
Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S 0 0 0 38 0 3 4 53
Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S 0 0 1 91 0 1 4 166
Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango 0 0 0 69 3 4 5 188
Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements? 0 0 0 33 2 2 4 68
Identification and estimation issues in Structural Vector Autoregressions with external instruments 0 0 0 64 6 8 9 123
Identification in structural vector autoregressive models with structural changes 0 0 1 74 3 3 7 202
Incentivi o infrastrutture? Un'analisi dell'impatto delle politiche territoriali sull'economie delle regioni meridionali tramite un approccio VAR strutturale 0 0 0 0 2 3 5 25
Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy? 0 0 0 62 1 4 4 186
International dynamic risk sharing 0 0 0 7 1 1 4 87
Invalid proxies and volatility changes 0 1 2 14 1 5 11 28
Invalid proxies and volatility changes 0 0 1 21 2 4 6 24
Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models 0 0 2 29 0 2 4 35
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 38 0 1 8 69
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 86 1 5 6 79
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 19 3 6 7 44
Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test 0 0 0 7 0 1 1 44
Monetary policy indeterminacy in the U.S.: results from a classical test 0 0 0 2 3 5 7 23
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 0 251 2 3 4 1,084
Present value relations, Granger non-causality and VAR stability 0 0 0 114 2 2 2 416
Rational Addiction, Cointegration and Tobacco and Alcohol Demand 0 0 0 10 0 2 2 51
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 0 3 0 1 3 45
Robust identification conditions for determinate and indeterminate linear rational expectations models 0 0 0 6 0 3 5 41
Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics 0 0 0 139 2 4 7 549
Speed of Adjustment in Cointegrated Systems 0 0 0 202 2 3 5 649
Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area 0 0 0 8 1 4 5 78
Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area 0 0 1 129 2 2 4 306
The Size and Uncertainty of Government Spending Multipliers in Italian Regions 4 7 7 7 7 15 15 15
Uncertainty Across Volatility Regimes 0 0 0 83 2 3 4 163
Uncertainty across volatility regimes 0 0 0 49 2 5 6 88
Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks 0 1 2 28 63 70 75 126
Total Working Papers 5 25 56 2,677 157 291 418 7,829
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 1 217 0 0 4 633
A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables 0 0 0 39 2 2 2 162
An identification and testing strategy for proxy-SVARs with weak proxies 0 2 11 26 5 13 34 69
Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?* 0 1 9 18 37 44 64 85
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 0 1 3 18 5 9 14 60
Consumption risk sharing and adjustment costs 0 0 1 39 0 0 1 111
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 1 2 2 10
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 32 0 2 5 218
Dynamic adjustment cost models with forward-looking behaviour 0 0 0 49 1 4 5 222
Evaluating New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 109 0 2 4 364
Exogenous uncertainty and the identification of structural vector autoregressions with external instruments 1 2 12 49 3 8 31 146
Frequentist Evaluation of Small DSGE Models 0 1 1 7 1 4 4 50
GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES 1 2 4 15 2 4 8 38
Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy 0 0 3 37 0 3 7 117
Indeterminate forecast accuracy under indeterminacy 0 0 0 2 1 2 4 67
International dynamic risk sharing 0 0 0 116 1 3 3 352
Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models 0 0 0 0 10 10 14 14
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 7 3 7 13 61
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test 0 0 0 8 3 4 5 53
Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration 0 0 0 31 1 3 4 148
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY 0 0 0 55 2 2 2 155
Regional consumption dynamics and risk sharing in Italy 0 0 0 39 0 2 3 248
Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 1 4 0 3 5 76
Simulation‐based tests of forward‐looking models under VAR learning dynamics 0 0 0 0 0 2 2 74
Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks 1 2 6 30 4 7 26 82
Speed of adjustment in cointegrated systems 0 1 2 77 0 4 9 291
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area* 0 0 1 143 2 3 7 436
Testing the purchasing power parity through I(2) cointegration techniques 0 0 0 141 1 4 6 389
Tests for cointegration rank and choice of the alternative 0 0 0 38 3 5 6 108
Uncertainty across volatility regimes 1 2 6 25 5 10 18 102
Total Journal Articles 4 14 61 1,371 93 168 312 4,941

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Statistics updated 2026-01-09