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

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]

L. Fanelli, Testing the New Keynesian Phillips Curve through Vector Autoregressive Models: Results from the Euro Area, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2008, 70, pp. 53 - 66 [Scientific article]

L. Fanelli, PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY, «ECONOMETRIC THEORY», 2007, 23 (6), pp. 1254 - 1260 [Scientific article]

L. Fanelli, Dynamic adjustment cost models with forward-looking behaviour, «ECONOMETRICS JOURNAL», 2006, 9, pp. 23 - 47 [Scientific article]

L. FANELLI, Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2006, 30, pp. 445 - 456 [Scientific article]

A. Gardini; G. Cavaliere; L. Fanelli, Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia, «RIVISTA DI POLITICA ECONOMICA», 2005, maggio-giugno, pp. 3 - 50 [Scientific article]

L. Fanelli; E. Bacchiocchi, Testing the purchasing power parity through I(2) cointegration techniques, «JOURNAL OF APPLIED ECONOMETRICS», 2005, 20 (6), pp. 749 - 770 [Scientific article]

Fanelli L.; Mazzocchi M., A cointegrated VECM demand system for meat in Italy, «APPLIED ECONOMICS», 2002, 34, pp. 1593 - 1605 [Scientific article]

Fanelli L., A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2002, 26, pp. 117 - 139 [Scientific article]

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