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Luca Fanelli

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Personal Details

First Name: Luca
Middle Name:
Last Name: Fanelli
Suffix:

RePEc Short-ID: pfa33

Email:
Homepage: http://www.rimini.unibo.it/fanelli
Postal Address: Dipartimento di Scienze Statistiche, Universita' di Bologna, via Belle Arti 41, I-40126 Bologna, Italy
Phone: +39 0541 434307 or +39 051 2098203

Affiliation

Dipartimento di Scienze Statistiche "Paolo Fortunati"
Alma Mater Studiorum - Università di Bologna
Location: Bologna, Italy
Homepage: http://www.stat.unibo.it/
Email:
Phone: +39 0 51 209.82.01
Fax: +39 0 51 23.21.53
Postal: Via Belle Arti, 41 - Bologna
Handle: RePEc:edi:dsbolit (more details at EDIRC)

Works

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Working papers

  1. Massimiliano Castellani & Luca Fanelli & Marco Savioli, 2013. "Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango," Working Paper Series 33_13, The Rimini Centre for Economic Analysis, revised Jan 2014.
  2. Gunnar Bårdsen & Luca Fanelli, 2013. "Frequentist evaluation of small DSGE models," Working Paper Series 14113, Department of Economics, Norwegian University of Science and Technology.
  3. Emanuele BACCHIOCCHI & Luca FANELLI, 2012. "Identification in structural vector autoregressive models with structural changes," Departmental Working Papers 2012-16, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  4. Luca Fanelli, 2011. "Robust identification conditions for determinate and indeterminate linear rational expectations models," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  5. Efrem Castelnuovo & Luca Fanelli, 2011. "Monetary policy indeterminacy in the U.S.: results from a classical test," Quaderni di Dipartimento 8, Department of Statistics, University of Bologna.
  6. Luca Fanelli, 2010. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  7. Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
  8. Fanelli Luca & Mario Mazzocchi, 2008. "Rational Addiction, Cointegration and Tobacco and Alcohol Demand," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  9. Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany.
  10. Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany.
  11. Luca FANELLI & Giulio PALOMBA, 2007. "Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics," Working Papers 298, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  12. Fanelli, Luca, 2006. "Present value relations, Granger non-causality and VAR stability," MPRA Paper 1642, University Library of Munich, Germany.
  13. Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli, 2006. "Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
  14. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2006. "International dynamic risk sharing," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  15. Paruolo Paolo, 2006. "Finite sample comparison of alternative tests on the rank of a cointegration submatrix," Economics and Quantitative Methods qf0606, Department of Economics, University of Insubria.
  16. Fanelli Luca & Paruolo Paolo, 2006. "Exchange rates, prices and their speed of adjustment," Economics and Quantitative Methods qf0607, Department of Economics, University of Insubria.
  17. Fanelli, Luca, 2005. "Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area," MPRA Paper 1617, University Library of Munich, Germany, revised Jan 2007.
  18. L. Fanelli & M. Mazzocchi, 2004. "Back to the future? Habits and rational addiction in UK tobacco and alcohol demand," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
  19. Fanelli, Luca & Cavaliere, Giuseppe & Gardini, Attilio, 2004. "Consumption risk sharing and adjustment costs," MPRA Paper 1641, University Library of Munich, Germany, revised Nov 2006.
  20. Bertocco Giancarlo & Fanelli Luca & Paruolo Paolo, 2002. "On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union," Economics and Quantitative Methods qf0223, Department of Economics, University of Insubria.
  21. G. Capuano & Luca Fanelli & Guido Pellegrini, 2002. "Incentivi o infrastrutture? Un'analisi dell'impatto delle politiche territoriali sull'economie delle regioni meridionali tramite un approccio VAR strutturale," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
  22. Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo, 2001. "Determining the number of cointegrating relations under rank constraints," Economics and Quantitative Methods qf0109, Department of Economics, University of Insubria.

Articles

  1. Fanelli, Luca, 2012. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Journal of Econometrics, Elsevier, vol. 170(1), pages 153-163.
  2. Luca Fanelli & Giulio Palomba, 2011. "Simulation‐based tests of forward‐looking models under VAR learning dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 762-782, 08.
  3. Fanelli, Luca & Paruolo, Paolo, 2010. "Speed of adjustment in cointegrated systems," Journal of Econometrics, Elsevier, vol. 158(1), pages 130-141, September.
  4. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2009. "Consumption risk sharing and adjustment costs," Economics Bulletin, AccessEcon, vol. 29(2), pages 1117-1126.
  5. Giuseppe Cavaliere & Luca Fanelli & Paolo Paruolo, 2009. "Tests for cointegration rank and choice of the alternative," Statistical Methods and Applications, Springer, vol. 18(2), pages 169-191, July.
  6. Fanelli, Luca, 2008. "Evaluating New Keynesian Phillips Curve under VAR-Based Learning," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(33), pages 1-24.
  7. Luca Fanelli, 2008. "Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 53-66, 02.
  8. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2008. "International dynamic risk sharing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 1-16.
  9. Fanelli, Luca, 2007. "Present Value Relations, Granger Noncausality, And Var Stability," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1254-1260, December.
  10. Luca Fanelli, 2006. "Dynamic adjustment cost models with forward-looking behaviour," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 23-47, 03.
  11. Fanelli, Luca, 2006. "Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration," Journal of Economic Dynamics and Control, Elsevier, vol. 30(3), pages 445-456, March.
  12. Cavaliere, Giuseppe & Fanelli, Luca & Gardini, Attilio, 2006. "Regional consumption dynamics and risk sharing in Italy," International Review of Economics & Finance, Elsevier, vol. 15(4), pages 525-542.
  13. Luca Fanelli & Emanuele Bacchiocchi, 2005. "Testing the purchasing power parity through I(2) cointegration techniques," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 749-770.
  14. Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli, 2005. "Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia," Rivista di Politica Economica, SIPI Spa, vol. 95(3), pages 219-266, May-June.
  15. Fanelli, Luca, 2002. "A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables," Journal of Economic Dynamics and Control, Elsevier, vol. 26(1), pages 117-139, January.
  16. L. Fanelli & M. Mazzocchi, 2002. "A cointegrated VECM demand system for meat in Italy," Applied Economics, Taylor & Francis Journals, vol. 34(13), pages 1593-1605.

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (7) 2007-01-23 2007-09-30 2008-05-10 2009-10-17 2010-12-18 2011-03-19 2011-10-15. Author is listed
  2. NEP-CBE: Cognitive & Behavioural Economics (1) 2007-01-23
  3. NEP-DGE: Dynamic General Equilibrium (2) 2009-10-17 2013-02-16
  4. NEP-ECM: Econometrics (9) 2007-02-10 2007-09-30 2008-05-10 2008-06-21 2009-10-17 2010-12-18 2011-03-19 2011-10-15 2013-02-16. Author is listed
  5. NEP-ETS: Econometric Time Series (1) 2008-06-21
  6. NEP-EXP: Experimental Economics (1) 2003-05-15
  7. NEP-FOR: Forecasting (2) 2007-01-23 2007-02-10
  8. NEP-GTH: Game Theory (1) 2013-07-05
  9. NEP-HPE: History & Philosophy of Economics (1) 2007-01-23
  10. NEP-IFN: International Finance (2) 2007-01-23 2007-02-10
  11. NEP-LAB: Labour Economics (1) 2013-07-05
  12. NEP-MAC: Macroeconomics (9) 2003-05-15 2007-02-10 2007-02-10 2007-02-10 2007-09-30 2008-05-10 2009-10-17 2011-10-15 2013-07-05. Author is listed
  13. NEP-MON: Monetary Economics (2) 2009-10-17 2011-10-15
  14. NEP-SOC: Social Norms & Social Capital (1) 2007-01-23

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