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).
