Luca Fanelli

Tesi di Laurea Magistrale

• Do we Reject too Often? Assessing the Expectations Hypothesis of the Term Structure of Interest Rates through Bootstrap Procedures
• Evaluating Independent Component Analysis (ICA) as a Data Driven Approach for Conventional Monetary Policy Analysis: Evidence from the European Area
• Exogeneity and High-Frequency Monetary Policy Surprises
• Fiscal Policy effectiveness after the Great Financial Crisis - A Comparative SVAR analysis of US Government Spending Multipliers
• High-Frequency Identification of Monetary Policy Shocks and Monetary Spillovers
• Is Uncertainty Exogenous or Endogenous? New Evidence From Changes in Volatility and External Instruments
• When Climate Turns Extreme: Assessing the Impact of Climate Shocks on the Macroeconomy and Uncertainty