Foto del docente

Luca Fanelli

Full Professor

Department of Economics

Academic discipline: ECON-05/A Econometrics

Director of Organisational Unit (UOS) Rimini of Department of Economics

Curriculum vitae

Download Curriculum Vitae (.pdf 77KB )

CURRICULUM VITAE of Luca Fanelli (October 2025)

See the enclosed pdf file for a complete overview

CONTACT INFORMATION

University of Bologna

Department of Economics

Piazza Scaravilli 2, I-40126 Bologna, Italy

email: luca.fanelli@unibo.it

Campus of Rimini, University of Bologna

Complesso Alberti 2.6

Via Carlo Cattaneo, I-47921 Rimini, Italy

 

Researcher unique identifiers: ORCID 0000-0001-5351-2876 – Scopus ID 26645338000

REpEC Profile: http://ideas.repec.org/e/pfa33.html

Web sites: https://www.unibo.it/sitoweb/luca.fanelli/en

https://sites.google.com/site/lucafanelliunibo/home

PERSONAL INFORMATION

Born July 22, 1970 (Teramo); married, one son (born 2009).

Citizenship: Italian

 

EDUCATION

PhD in Statistical Sciences, Dissertation in Econometrics, University of Bologna, 1998.

B.S. in Statistics and Economics, University of Bologna, 1993.

Main research interests

Macroeconometrics: structural shocks identification in SVARs, identification through external instruments and heteroscedasticity;

Identification, estimation issue and misspecification in DSGE models;

Time Series Econometrics: bootstrap inference.

Empirical Macroeconomics: uncertainty shocks, impact and efficacy of monetary and fiscal policy, inflation dynamics in the NKPC, empirical evaluation of small-scale DSGE models, regional and international risk sharing, exchange rate international parities.

Current and previous positions

2018– present: Professor of Econometrics, Department of Economics, U-Bologna

2014 –2018: Professor of Econometrics, Department of Statistical Sciences, U-Bologna

2010–2013: Associate Professor of Econometrics, Department of Statistical Sciences, U-Bologna

2001–2009: Assistant Professor of Econometrics, Department of Statistical Sciences, U-Bologna.

2024-present: President of Società Italiana di Econometria (SIdE);

Working Papers

- Bootstrap Diagnostic Tests (joint with Giuseppe Cavaliere and Iliyan Georgiev) arXiv:2509.01351
(submitted)

- Enhancing Meteorological Drought Risk Management in Regional Italy. A Strategic Approach through SPI Forecasting (joint with G.Cavaliere and E. D’Innocenzo) (submitted)

- Invalid Proxies and Volatility Changes (joint with Giovanni Angelini and Luca Neri) arXiv:2403.08753
(submitted)


Work in Progress

- A Test of Exogeneity in Structural Vector Autoregressions and Local Projections with External Instruments (joint with Giovanni Angelini and Giuseppe Cavaliere);

- The Size and Uncertainty of Government Spending Multipliers in Italian Regions (joint with Giuseppe
Cavaliere and Marco Mazzali).

 

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