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 6 38 2 5 15 40
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 0 6 0 1 2 37
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 2 2 7 1 3 4 17
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 1 1 2 14 1 1 3 29
Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? 0 0 1 11 0 1 2 28
Are fiscal multipliers estimated with proxy-SVARs robust? 0 0 2 14 0 0 2 50
Are fiscal multipliers estimated with proxy-SVARs robust? 0 1 2 13 0 3 4 41
Back to the future? Habits and rational addiction in UK tobacco and alcohol demand 0 1 1 14 1 2 3 65
Bootstrapping DSGE models 0 0 1 194 2 2 7 301
Co-integration rank determination in partial systems using information criteria 0 0 0 33 0 0 1 40
Consumption risk sharing and adjustment costs 0 0 0 44 0 0 0 182
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 3 0 0 1 33
Determining the number of cointegrating relations under rank constraints 0 0 0 100 0 0 1 402
Estimation of quasi-rational DSGE monetary models 0 0 0 8 1 1 1 39
Evaluating the New Keynesian Phillips Curve under VAR-Based Learning 0 0 1 100 0 0 1 257
Evaluating the New Keynesian Phillips Curve under VAR-based learning 0 0 1 109 0 1 2 334
Exchange rates, prices and their speed of adjustment 0 0 0 121 0 0 1 416
Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments 0 0 1 52 1 2 3 120
Frequentist evaluation of small DSGE models 0 0 0 75 0 0 0 167
Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S 0 0 1 38 0 0 1 49
Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S 0 0 0 90 0 0 3 162
Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango 0 0 0 69 0 0 2 183
Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements? 0 0 0 33 1 2 3 65
Identification and estimation issues in Structural Vector Autoregressions with external instruments 0 0 1 64 0 1 3 114
Identification in structural vector autoregressive models with structural changes 0 0 1 73 0 0 4 195
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 0 20
Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy? 0 0 0 62 0 1 2 182
International dynamic risk sharing 0 0 0 7 1 1 1 84
Invalid proxies and volatility changes 0 0 12 12 1 2 18 18
Invalid proxies and volatility changes 0 1 20 20 0 2 18 18
Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models 1 1 4 28 1 2 6 32
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 38 0 1 1 61
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 86 0 0 0 73
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test 0 0 0 19 1 1 1 38
Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test 0 0 0 7 0 0 0 43
Monetary policy indeterminacy in the U.S.: results from a classical test 0 0 0 2 1 1 2 17
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 1 251 0 1 3 1,080
Present value relations, Granger non-causality and VAR stability 0 0 0 114 0 1 3 414
Rational Addiction, Cointegration and Tobacco and Alcohol Demand 0 0 0 10 0 0 1 49
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 0 3 0 0 1 42
Robust identification conditions for determinate and indeterminate linear rational expectations models 0 0 0 6 0 0 2 36
Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics 0 0 2 139 1 1 5 543
Speed of Adjustment in Cointegrated Systems 0 0 0 202 0 0 0 644
Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area 0 0 1 8 0 1 5 73
Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area 0 0 0 128 0 0 1 302
Uncertainty Across Volatility Regimes 0 0 2 83 0 0 3 159
Uncertainty across volatility regimes 0 0 0 49 0 0 0 82
Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks 0 0 1 26 1 1 3 52
Total Working Papers 2 8 66 2,623 17 41 145 7,428
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 0 216 0 0 1 629
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 1 160
An identification and testing strategy for proxy-SVARs with weak proxies 2 7 17 17 4 10 39 39
Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?* 3 4 9 12 6 9 20 27
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 0 0 3 15 1 2 12 47
Consumption risk sharing and adjustment costs 1 1 1 39 1 1 1 111
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 0 0 0 8
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models 0 0 0 32 0 0 2 213
Dynamic adjustment cost models with forward-looking behaviour 0 0 0 49 0 0 4 217
Evaluating New Keynesian Phillips Curve under VAR-Based Learning 0 0 0 109 0 0 1 360
Exogenous uncertainty and the identification of structural vector autoregressions with external instruments 3 6 11 40 6 10 26 121
Frequentist Evaluation of Small DSGE Models 0 0 0 6 0 0 2 46
GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES 0 1 2 11 1 3 9 31
Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy 1 1 3 35 2 2 4 112
Indeterminate forecast accuracy under indeterminacy 0 0 0 2 0 0 1 63
International dynamic risk sharing 0 0 0 116 0 1 4 349
Misspecification and Expectations Correction in New Keynesian DSGE Models 0 0 0 7 1 2 3 49
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test 0 0 1 8 0 0 2 48
Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration 0 0 0 31 0 0 2 144
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY 0 0 0 55 0 1 1 153
Regional consumption dynamics and risk sharing in Italy 0 0 2 39 0 0 2 245
Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 0 0 0 3 0 0 0 71
Simulation‐based tests of forward‐looking models under VAR learning dynamics 0 0 0 0 0 0 2 72
Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks 0 3 10 24 0 6 21 56
Speed of adjustment in cointegrated systems 0 0 0 75 0 0 5 282
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area* 0 0 1 142 0 0 3 429
Testing the purchasing power parity through I(2) cointegration techniques 0 0 0 141 0 0 0 383
Tests for cointegration rank and choice of the alternative 0 0 0 38 0 0 0 102
Uncertainty across volatility regimes 1 2 3 20 2 5 13 86
Total Journal Articles 11 25 63 1,321 24 52 181 4,653


Statistics updated 2025-02-05