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 3 10 10 0 4 13 13
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 1 2 10 10 2 4 8 8
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 1 5 5 3 9 16 16
Are fiscal multipliers estimated with proxy-SVARs robust? 0 3 8 8 5 15 26 26
Are fiscal multipliers estimated with proxy-SVARs robust? 0 0 11 11 1 5 21 21
Back to the future? Habits and rational addiction in UK tobacco and alcohol demand 0 0 0 8 0 3 5 49
Bootstrapping DSGE models 2 3 13 177 2 8 41 238
Co-integration rank determination in partial systems using information criteria 0 0 0 32 0 3 4 35
Consumption risk sharing and adjustment costs 0 0 0 44 2 9 16 134
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 3 0 2 4 29
Determining the number of cointegrating relations under rank constraints 0 0 0 100 0 1 4 396
Estimation of quasi-rational DSGE monetary models 0 0 1 6 0 2 5 29
Evaluating the New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 96 0 1 4 240
Evaluating the New Keynesian Phillips Curve under VAR-based learning 0 0 1 104 0 0 6 322
Exchange rates, prices and their speed of adjustment 0 0 0 121 1 1 3 409
Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments 0 0 5 42 0 4 38 88
Frequentist evaluation of small DSGE models 0 0 1 73 0 1 2 158
Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S 0 0 0 35 0 0 2 40
Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S 2 2 2 76 2 3 11 122
Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango 0 0 0 66 0 0 4 171
Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements? 0 0 0 33 0 1 10 47
Identification and estimation issues in Structural Vector Autoregressions with external instruments 2 2 5 61 4 8 22 97
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 2 2 9 172
International dynamic risk sharing 0 0 1 6 1 5 13 38
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 37 0 1 2 54
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 17 1 1 3 32
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 2 86 0 0 4 73
Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test 0 1 2 7 0 1 5 40
Monetary policy indeterminacy in the U.S.: results from a classical test 0 0 0 2 0 0 3 11
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 1 249 4 11 22 1,057
Present value relations, Granger non-causality and VAR stability 0 0 1 114 0 0 4 408
Rational Addiction, Cointegration and Tobacco and Alcohol Demand 0 0 1 9 0 1 7 41
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 0 3 0 3 7 32
Robust identification conditions for determinate and indeterminate linear rational expectations models 0 0 0 6 0 0 5 28
Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics 0 0 0 133 0 1 15 527
Speed of Adjustment in Cointegrated Systems 0 0 0 199 0 1 6 633
Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area 0 0 0 2 1 3 8 41
Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area 0 0 0 127 1 3 12 294
Uncertainty Across Volatility Regimes 0 0 9 76 0 2 23 137
Uncertainty across volatility regimes 0 0 3 46 1 2 15 73
Total Working Papers 7 17 92 2,302 33 121 429 6,397


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 8 626
A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables 0 1 1 39 0 2 3 157
Consumption risk sharing and adjustment costs 1 1 1 36 2 2 6 104
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 1 2 14 205
Dynamic adjustment cost models with forward-looking behaviour 0 0 0 49 0 0 1 210
Evaluating New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 106 0 0 4 343
Exogenous uncertainty and the identification of structural vector autoregressions with external instruments 0 1 3 4 1 2 12 27
Frequentist Evaluation of Small DSGE Models 0 0 0 5 0 1 3 35
GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES 0 1 2 4 0 1 4 15
Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy 1 1 3 22 1 1 6 83
Indeterminate forecast accuracy under indeterminacy 0 0 1 2 0 0 8 51
International dynamic risk sharing 0 0 0 116 1 6 8 326
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 7 0 2 4 41
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test 0 1 1 7 0 2 4 43
Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration 0 0 0 29 0 0 4 136
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY 0 0 0 55 0 0 4 149
Regional consumption dynamics and risk sharing in Italy 0 0 0 36 2 5 9 151
Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 0 3 0 2 5 62
Simulation‐based tests of forward‐looking models under VAR learning dynamics 0 0 0 0 0 1 1 65
Speed of adjustment in cointegrated systems 0 0 2 72 1 1 11 249
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area* 0 0 0 138 1 2 8 411
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 0 1 6 98
Uncertainty across volatility regimes 1 1 2 6 1 3 14 37
Total Journal Articles 3 7 20 1,162 11 37 151 4,001


Statistics updated 2021-04-06