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 1 1 4 42 2 6 17 54
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 2 15 3 5 10 38
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 7 1 1 3 19
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 6 3 5 8 45
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 13 0 0 2 42
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 11 3 6 7 35
Are fiscal multipliers estimated with proxy-SVARs robust? 0 0 0 14 3 4 8 58
Back to the future? Habits and rational addiction in UK tobacco and alcohol demand 0 0 1 15 1 2 9 73
Bootstrap Diagnostic Tests 4 27 27 27 6 18 18 18
Bootstrapping DSGE models 0 0 1 195 0 0 4 303
Co-integration rank determination in partial systems using information criteria 0 0 0 33 1 2 2 42
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 8 8 11 44
Determining the number of cointegrating relations under rank constraints 0 0 0 100 1 3 3 405
Estimation of quasi-rational DSGE monetary models 0 0 0 8 0 0 11 49
Evaluating the New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 100 2 4 4 261
Evaluating the New Keynesian Phillips Curve under VAR-based learning 0 0 0 109 2 4 6 340
Exchange rates, prices and their speed of adjustment 0 0 0 121 1 3 4 420
Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments 0 1 3 55 3 6 11 130
Frequentist evaluation of small DSGE models 0 0 0 75 0 2 4 171
Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S 0 0 0 38 3 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 1 1 2 185
Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements? 0 0 0 33 0 0 3 66
Identification and estimation issues in Structural Vector Autoregressions with external instruments 0 0 0 64 1 2 3 117
Identification in structural vector autoregressive models with structural changes 0 0 1 74 0 0 4 199
Incentivi o infrastrutture? Un'analisi dell'impatto delle politiche territoriali sull'economie delle regioni meridionali tramite un approccio VAR strutturale 0 0 0 0 1 1 3 23
Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy? 0 0 0 62 1 3 3 185
International dynamic risk sharing 0 0 0 7 0 0 3 86
Invalid proxies and volatility changes 0 0 2 21 2 2 6 22
Invalid proxies and volatility changes 1 1 2 14 3 6 11 27
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 1 1 8 69
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 86 1 5 5 78
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 19 3 3 4 41
Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test 0 0 0 7 1 1 1 44
Monetary policy indeterminacy in the U.S.: results from a classical test 0 0 0 2 1 2 4 20
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 0 251 1 1 2 1,082
Present value relations, Granger non-causality and VAR stability 0 0 0 114 0 0 1 414
Rational Addiction, Cointegration and Tobacco and Alcohol Demand 0 0 0 10 1 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 1 3 5 41
Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics 0 0 0 139 2 2 5 547
Speed of Adjustment in Cointegrated Systems 0 0 0 202 1 1 3 647
Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area 0 0 0 8 2 3 4 77
Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area 0 0 1 129 0 1 2 304
The Size and Uncertainty of Government Spending Multipliers in Italian Regions 3 3 3 3 8 8 8 8
Uncertainty Across Volatility Regimes 0 0 0 83 1 1 2 161
Uncertainty across volatility regimes 0 0 0 49 1 3 4 86
Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks 0 1 2 28 6 7 12 63
Total Working Papers 9 34 52 2,672 83 145 268 7,672
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 0 0 0 160
An identification and testing strategy for proxy-SVARs with weak proxies 0 3 14 26 3 10 33 64
Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?* 0 1 9 18 3 7 27 48
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 0 1 3 18 2 4 9 55
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 1 1 9
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 32 1 2 5 218
Dynamic adjustment cost models with forward-looking behaviour 0 0 0 49 3 3 4 221
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 1 12 48 3 7 30 143
Frequentist Evaluation of Small DSGE Models 0 1 1 7 2 3 3 49
GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES 0 1 4 14 0 2 8 36
Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy 0 1 3 37 1 4 7 117
Indeterminate forecast accuracy under indeterminacy 0 0 0 2 0 1 3 66
International dynamic risk sharing 0 0 0 116 1 2 3 351
Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models 0 0 0 0 0 0 4 4
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 7 2 4 10 58
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test 0 0 0 8 1 1 2 50
Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration 0 0 0 31 0 2 3 147
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY 0 0 0 55 0 0 1 153
Regional consumption dynamics and risk sharing in Italy 0 0 0 39 1 2 3 248
Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 1 4 2 3 5 76
Simulation‐based tests of forward‐looking models under VAR learning dynamics 0 0 0 0 1 2 2 74
Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks 0 1 7 29 0 3 26 78
Speed of adjustment in cointegrated systems 1 1 2 77 3 5 9 291
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area* 0 0 1 143 1 1 5 434
Testing the purchasing power parity through I(2) cointegration techniques 0 0 0 141 2 3 5 388
Tests for cointegration rank and choice of the alternative 0 0 0 38 1 3 3 105
Uncertainty across volatility regimes 0 1 6 24 1 5 16 97
Total Journal Articles 2 12 65 1,367 35 82 236 4,848

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