Foto del docente

Luca Fanelli

Full Professor

Department of Economics

Academic discipline: SECS-P/05 Econometrics

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

Publications

Angelini, Giovanni; Fanelli, Luca, Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments, «JOURNAL OF APPLIED ECONOMETRICS», 2019, 34, pp. 951 - 971 [Scientific article]

Angelini, Giovanni; Caggiano, Giovanni; Bacchiocchi, Emanuele; Fanelli, Luca, Uncertainty Across Volatility Regimes, «JOURNAL OF APPLIED ECONOMETRICS», 2019, 34, pp. 437 - 455 [Scientific article]

Giuseppe Cavaliere; Luca De Angelis; Luca Fanelli, Co-integration rank determination in partial systems using information criteria, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2018, 80, pp. 65 - 89 [Scientific article]Open Access

Emanuele, Bacchiocchi; Efrem, Castelnuovo; Luca, Fanelli, GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES, «MACROECONOMIC DYNAMICS», 2018, 22, pp. 1613 - 1651 [Scientific article]

Luca Fanelli, Heteroskedastic proxy-SVARs, in: 12th International Conference on Computational and Financial Econometrics (CFE 2018), ECOSTA ECONOMETRICS AND STATISTICS, 2018, pp. 144 - 144 (atti di: 12th International Conference on Computational and Financial Econometrics (CFE 2018), University of Pisa, Italy, 14-16 December 2018) [Contribution to conference proceedings]

Fanelli, Luca; Sorge, Marco M., Indeterminate forecast accuracy under indeterminacy, «JOURNAL OF MACROECONOMICS», 2017, 53, pp. 57 - 70 [Scientific article]

Angelini, Giovanni; Fanelli, Luca, Misspecification and Expectations Correction in New Keynesian DSGE Models, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2016, 78, pp. 623 - 649 [Scientific article]

Gunnar, Bårdsen; Luca, Fanelli, Frequentist Evaluation of Small DSGE Models, «JOURNAL OF BUSINESS & ECONOMIC STATISTICS», 2015, 33, pp. 307 - 322 [Scientific article]

Emanuele, Bacchiocchi; Luca, Fanelli, Identification in Structural Vector Autoregressive models with structural changes, with an application to U.S. monetary policy, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2015, 77, pp. 761 - 779 [Scientific article]

Castelnuovo, Efrem; Fanelli, Luca, MONETARY POLICY INDETERMINACY AND IDENTIFICATION FAILURES IN THE U.S.: RESULTS FROM A ROBUST TEST, «JOURNAL OF APPLIED ECONOMETRICS», 2015, 30, pp. 924 - 947 [Scientific article]

L. Fanelli, Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models, «JOURNAL OF ECONOMETRICS», 2012, 170, pp. 153 - 163 [Scientific article]

L. Fanelli; G. Palomba, Simulation-based tests of forward-looking models under VAR learning dynamics, «JOURNAL OF APPLIED ECONOMETRICS», 2011, 26, pp. 762 - 782 [Scientific article]

L. Fanelli; P. Paruolo, Speed of adjustment in cointegrated systems, «JOURNAL OF ECONOMETRICS», 2010, 158, pp. 130 - 141 [Scientific article]

G. Cavaliere; L. Fanelli; A. Gardini, Consumption Risk Sharing and Adjustment Costs, «ECONOMICS BULLETIN», 2009, 29(2), pp. 1128 - 1137 [Scientific article]

Cavaliere G; Fanelli L; Gardini A, International dynamic risk sharing, «JOURNAL OF APPLIED ECONOMETRICS», 2008, 23, pp. 1 - 16 [Scientific article]

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