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 4 42 1 14 27 68
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 1 15 1 8 16 46
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 11 1 12 19 47
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 13 0 3 4 45
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 7 2 6 7 25
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 6 1 6 14 51
Are fiscal multipliers estimated with proxy-SVARs robust? 0 0 0 14 0 5 13 63
Back to the future? Habits and rational addiction in UK tobacco and alcohol demand 0 0 1 15 1 5 9 78
Bootstrap Diagnostic Tests 3 8 35 35 4 20 38 38
Bootstrapping DSGE models 0 0 1 195 0 4 6 307
Co-integration rank determination in partial systems using information criteria 0 0 0 33 0 4 6 46
Consumption risk sharing and adjustment costs 0 0 0 44 0 3 4 186
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 3 1 4 12 48
Determining the number of cointegrating relations under rank constraints 0 0 0 100 0 5 8 410
Estimation of quasi-rational DSGE monetary models 0 0 0 8 0 5 14 54
Evaluating the New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 100 0 3 7 264
Evaluating the New Keynesian Phillips Curve under VAR-based learning 0 0 0 109 0 5 11 345
Exchange rates, prices and their speed of adjustment 0 0 0 121 0 3 7 423
Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments 0 0 2 55 0 5 13 135
Frequentist evaluation of small DSGE models 0 0 0 75 0 2 6 173
Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S 0 0 0 38 1 3 7 56
Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S 0 0 1 91 2 6 10 172
Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango 0 0 0 69 0 4 5 189
Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements? 0 0 0 33 0 6 7 72
Identification and estimation issues in Structural Vector Autoregressions with external instruments 0 0 0 64 5 13 16 130
Identification in structural vector autoregressive models with structural changes 1 1 2 75 1 7 9 206
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 3 4 26
Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy? 0 0 0 62 0 5 8 190
International dynamic risk sharing 0 0 0 7 1 3 5 89
Invalid proxies and volatility changes 0 0 1 21 0 8 12 30
Invalid proxies and volatility changes 0 0 2 14 0 5 14 32
Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models 0 0 1 29 0 0 3 35
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 38 4 12 14 81
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 19 0 10 13 51
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 86 0 5 10 83
Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test 0 0 0 7 0 3 4 47
Monetary policy indeterminacy in the U.S.: results from a classical test 0 0 0 2 0 4 6 24
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 0 251 2 6 7 1,088
Present value relations, Granger non-causality and VAR stability 0 0 0 114 6 26 26 440
Rational Addiction, Cointegration and Tobacco and Alcohol Demand 0 0 0 10 3 5 7 56
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 0 3 1 14 17 59
Robust identification conditions for determinate and indeterminate linear rational expectations models 0 0 0 6 0 2 6 43
Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics 0 0 0 139 1 5 8 552
Speed of Adjustment in Cointegrated Systems 0 0 0 202 2 8 11 655
Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area 0 0 0 8 0 8 12 85
Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area 0 0 0 129 1 7 8 311
The Size and Uncertainty of Government Spending Multipliers in Italian Regions 0 5 8 8 1 17 25 25
Uncertainty Across Volatility Regimes 0 0 0 83 1 6 8 167
Uncertainty across volatility regimes 0 0 0 49 0 5 9 91
Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks 0 0 2 28 2 138 147 201
Total Working Papers 4 14 61 2,686 47 466 679 8,138
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 1 1 2 218 1 4 8 637
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 8 8 168
An identification and testing strategy for proxy-SVARs with weak proxies 0 1 10 27 4 13 37 77
Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?* 0 1 7 19 2 63 81 111
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 1 1 3 19 5 12 18 67
Consumption risk sharing and adjustment costs 0 0 0 39 0 6 6 117
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 1 5 6 14
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 32 0 0 3 218
Dynamic adjustment cost models with forward-looking behaviour 0 0 0 49 2 8 11 229
Evaluating New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 109 0 5 9 369
Exogenous uncertainty and the identification of structural vector autoregressions with external instruments 0 2 7 50 0 6 24 149
Frequentist Evaluation of Small DSGE Models 0 0 1 7 1 6 9 55
GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES 1 4 6 18 1 8 12 44
Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy 0 0 1 37 2 3 7 120
Indeterminate forecast accuracy under indeterminacy 0 0 0 2 0 1 4 67
International dynamic risk sharing 0 0 0 116 0 4 6 355
Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models 0 0 0 0 1 13 17 17
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 7 2 10 17 68
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test 0 0 0 8 0 4 6 54
Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration 0 0 0 31 2 7 10 154
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY 0 0 0 55 0 11 11 164
Regional consumption dynamics and risk sharing in Italy 0 0 0 39 1 3 5 251
Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 1 4 0 20 24 96
Simulation‐based tests of forward‐looking models under VAR learning dynamics 0 0 0 0 1 4 6 78
Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks 2 4 8 33 6 18 28 96
Speed of adjustment in cointegrated systems 0 1 3 78 1 7 16 298
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area* 0 0 1 143 0 5 10 439
Testing the purchasing power parity through I(2) cointegration techniques 0 0 0 141 0 5 9 393
Tests for cointegration rank and choice of the alternative 0 0 0 38 0 5 8 110
Uncertainty across volatility regimes 1 3 7 27 2 15 26 112
Total Journal Articles 6 18 57 1,385 35 279 442 5,127

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