Luca Fanelli

Universita di Bologna

Bologna, 40126

Italy

  • Universita di Bologna

SCHOLARLY PAPERS

15

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525

SSRN CITATIONS
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Top 10,008

in Total Papers Citations

100

CROSSREF CITATIONS

24

Scholarly Papers (15)

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1.

Uncertainty Across Volatility Regimes

Downloads 81 (411,896)
Citation 39

Uncertainty Across Volatility Regimes

Bank of Finland Research Discussion Paper No. 35/2017
Number of pages: 78 Posted: 05 Dec 2017
Giovanni Angelini, Emanuele Bacchiocchi, Giovanni Caggiano and Luca Fanelli
University of Bologna - School of Economics, Management, and Statistics, Università degli Studi di Milano, Department of Economics, Monash University and Universita di Bologna
Downloads 50 (533,299)
Citation 32

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heteroskedasticity, identification, non-recursive SVAR, uncertainty shocks, volatility regime

Uncertainty Across Volatility Regimes

CESifo Working Paper Series No. 6799
Number of pages: 75 Posted: 16 Feb 2018
Giovanni Angelini, Emanuele Bacchiocchi, Giovanni Caggiano and Luca Fanelli
University of Bologna - School of Economics, Management, and Statistics, Università degli Studi di Milano, Department of Economics, Monash University and Universita di Bologna
Downloads 31 (638,745)

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heteroscedasticity, identification, non-recursive SVAR, uncertainty shocks, volatility regime

2.

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

Downloads 69 (450,057)
Citation 2

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

Bank of Finland Research Discussion Paper No. 13/2020
Number of pages: 45 Posted: 14 Jan 2021
Giovanni Angelini, Giovanni Caggiano, Efrem Castelnuovo and Luca Fanelli
University of Bologna - School of Economics, Management, and Statistics, Department of Economics, Monash University, University of Padua - Department of Economics and Universita di Bologna
Downloads 24 (690,351)

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Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

Quaderni - Working Paper DSE N° 1151, 2020
Number of pages: 47 Posted: 12 Aug 2020
Giovanni Angelini, Giovanni Caggiano, Efrem Castelnuovo and Luca Fanelli
University of Bologna - School of Economics, Management, and Statistics, Department of Economics, Monash University, University of Padua - Department of Economics and Universita di Bologna
Downloads 22 (706,826)

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fiscal multipliers, fiscal policy, identification, instruments, structural vector auto-regressions

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

CAMA Working Paper No. 69/2020
Number of pages: 41 Posted: 21 Jul 2020
Giovanni Angelini, Giovanni Caggiano, Efrem Castelnuovo and Luca Fanelli
University of Bologna - School of Economics, Management, and Statistics, Department of Economics, Monash University, University of Padua - Department of Economics and Universita di Bologna
Downloads 12 (798,072)

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Fiscal multipliers, fiscal policy, identification, instruments, structural vector autoregressions

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

CESifo Working Paper No. 8438
Number of pages: 40 Posted: 28 Jul 2020
Giovanni Angelini, Giovanni Caggiano, Efrem Castelnuovo and Luca Fanelli
University of Bologna - School of Economics, Management, and Statistics, Department of Economics, Monash University, University of Padua - Department of Economics and Universita di Bologna
Downloads 11 (808,197)
Citation 2

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3.

Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks

Quaderni - Working Paper DSE N° 1164
Number of pages: 48 Posted: 20 Sep 2021
Luca Fanelli and Antonio Marsi
Universita di Bologna and University of Bologna
Downloads 58 (490,540)

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European Central Bank, Monetary Policy Shock, Proxy-SVAR, Spread Shock

4.

Bootstrapping DSGE Models

Quaderni di Dipartimento, Serie Ricerche, 2016, n. 3
Number of pages: 68 Posted: 19 Oct 2016
Giovanni Angelini, Giuseppe Cavaliere and Luca Fanelli
University of Bologna - School of Economics, Management, and Statistics, University of Bologna - Department of Economics and Universita di Bologna
Downloads 58 (490,540)
Citation 1

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Bootstrap, Cross-equation restrictions, DSGE, QLR test, State space model, Weak identification

5.

Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S.

Melbourne Institute Working Paper No. 31/16
Number of pages: 45 Posted: 12 Oct 2016
Emanuele Bacchiocchi, Efrem Castelnuovo and Luca Fanelli
Università degli Studi di Milano, University of Padua - Department of Economics and Universita di Bologna
Downloads 55 (502,461)
Citation 5

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structural break, recursive and non-recursive VARs, identification, monetary policy shocks, impulse responses

6.

Evaluating New Keynesian Phillips Curve Under Var-Based Learning

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 2, 2008-33
Number of pages: 24 Posted: 18 Dec 2010
Luca Fanelli
Universita di Bologna
Downloads 41 (566,783)

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Adaptive learning, cointegration, cross-equation restrictions, forward-looking model, New Keynesian Phillips Curve, VAR, VEqC

7.

Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test

Melbourne Institute Working Paper No. 18/14
Number of pages: 60 Posted: 09 Aug 2014
Efrem Castelnuovo and Luca Fanelli
University of Padua - Department of Economics and Universita di Bologna
Downloads 35 (599,016)
Citation 4

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Confidence set, determinacy, identification failures, indeterminacy, misspecification, new-Keynesian business cycle model, VAR system

8.

Evaluating the New Keynesian Phillips Curve Under Var-Based Learning

Economics Discussion Paper No. 2008-15
Number of pages: 28 Posted: 13 Dec 2010
Luca Fanelli
Universita di Bologna
Downloads 35 (599,016)

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Adaptive learning, cointegration, cross-equation restrictions, forward-looking model of inflation dynamics, New Keynesian Phillips Curve

9.

Sovereign Spreads and Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks

Number of pages: 48 Posted: 05 Mar 2022
Luca Fanelli and Antonio Marsi
Universita di Bologna and University of Bologna
Downloads 29 (635,375)

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European Central Bank, Local Projections, Monetary Policy Shock, proxy-SVAR, Spread Shock

10.

Identification and Estimation Issues in Structural Vector Autoregressions with External Instruments

Quaderni - Working Paper DSE N° 1122
Number of pages: 36 Posted: 05 Jun 2018
Giovanni Angelini and Luca Fanelli
University of Bologna - School of Economics, Management, and Statistics and Universita di Bologna
Downloads 27 (648,742)
Citation 4

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External Instruments, Identification, Maximum Likelihood, SVARs, Uncertainty

11.

Government Fiscal Efforts vs. Labour Union Strikes. Strategic Substitutes or Complements?

Quaderni - Working Paper DSE N° 1013
Number of pages: 22 Posted: 24 Jun 2015
Massimiliano Castellani, Luca Fanelli, Marco Savioli and Marco Savioli
University of Bologna - Department of Economics, Universita di Bologna and Department of Economics, University of BolognaUniversity of Salento - Department of Economics and Mathematics and Statistics
Downloads 23 (677,749)

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Fiscal efforts, strikes, strategic substitutes, policy-game, speed of adjustment

12.

Testing the New Keynesian Phillips Curve through Vector Autoregressive Models: Results from the Euro Area

Oxford Bulletin of Economics and Statistics, Vol. 70, Issue 1, pp. 53-66, February 2008
Number of pages: 14 Posted: 18 Jan 2008
Luca Fanelli
Universita di Bologna
Downloads 8 (808,426)
Citation 1

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13.

Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy

Oxford Bulletin of Economics and Statistics, Vol. 77, Issue 6, pp. 761-779, 2015
Number of pages: 19 Posted: 27 Oct 2015
Emanuele Bacchiocchi and Luca Fanelli
Università degli Studi di Milano and Universita di Bologna
Downloads 4 (850,182)
Citation 4

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14.

Misspecification and Expectations Correction in New Keynesian DSGE Models

Oxford Bulletin of Economics and Statistics, Vol. 78, Issue 5, pp. 623-649, 2016
Number of pages: 27 Posted: 06 Sep 2016
Giovanni Angelini and Luca Fanelli
University of Bologna - School of Economics, Management, and Statistics and Universita di Bologna
Downloads 2 (874,666)

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15.

Estimating Multi-Equational Lqac Models with I(1) Variables: A VAR Approach

Working Paper 1997-7
Posted: 02 Sep 1997
Luca Fanelli
Universita di Bologna

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