Luca Fanelli

Universita di Bologna

Bologna, 40126

Italy

  • Universita di Bologna

SCHOLARLY PAPERS

13

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287

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15

CROSSREF CITATIONS

26

Scholarly Papers (13)

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1.

Uncertainty Across Volatility Regimes

Downloads 63 (355,649)
Citation 5

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 35 (465,214)
Citation 4

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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 28 (501,552)

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

2.

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 47 (407,094)
Citation 1

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

3.

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 Melbourne - Department of Economics and Universita di Bologna
Downloads 38 (441,846)
Citation 3

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

4.

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 Melbourne - Department of Economics and Universita di Bologna
Downloads 30 (477,540)
Citation 2

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

5.

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 28 (487,811)

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

6.

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 26 (498,511)

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

7.

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 and Marco Savioli
University of Bologna - Department of Economics, Universita di Bologna and University of Salento - Department of Economics and Mathematics and Statistics
Downloads 20 (533,068)

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

8.

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 17 (551,086)

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External Instruments, Identification, Maximum Likelihood, SVARs, Uncertainty

9.

Dynamic Adjustment Cost Models with Forward-Looking Behaviour

Econometrics Journal, Vol. 9, No. 1, pp. 23-47, March 2006
Number of pages: 25 Posted: 08 May 2006
Luca Fanelli
Universita di Bologna
Downloads 10 (595,068)
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10.

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 7 (614,752)
Citation 1
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11.

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 1 (664,060)
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12.

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 0 (680,924)
Citation 2
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13.

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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