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Information about:
Luca Fanelli

Personal Details | Affiliation | Works
This is information that was supplied by Luca Fanelli in registering through RePEc. If you are Luca Fanelli , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

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 434303 or +39 051 2098227

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna. [Downloadable!]

  2. Fanelli Luca & Mario Mazzocchi, 2008. "Rational Addiction, Cointegration and Tobacco and Alcohol Demand," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna. [Downloadable!]

  3. Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany. [Downloadable!]
    Other versions:

  4. Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany. [Downloadable!]

  5. 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 Economia. [Downloadable!]

  6. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2006. "International dynamic risk sharing," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna. [Downloadable!]
    Published as:

  7. Fanelli Luca & Paruolo Paolo, 2006. "Exchange rates, prices and their speed of adjustment," Economics and Quantitative Methods qf0606, Department of Economics, University of Insubria. [Downloadable!]

  8. 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. [Downloadable!]

  9. Fanelli, Luca, 2006. "Present value relations, Granger non-causality and VAR stability," MPRA Paper 1642, University Library of Munich, Germany. [Downloadable!]
    Published as:

  10. 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. [Downloadable!]
    Other versions:
    Published as:

  11. 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. [Downloadable!]

  12. Fanelli, Luca & Cavaliere, Giuseppe & Gardini, Attilio, 2004. "Consumption risk sharing and adjustment costs," MPRA Paper 1641, University Library of Munich, Germany, revised Nov 2006. [Downloadable!]

  13. 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. [Downloadable!]

  14. 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.

  15. 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. [Downloadable!]

  16. Luca Fanelli, . "Estimating Multi-Equational LQAC Models with I(1) Variables: a VAR Approach," Economics Working Papers 1997-7, School of Economics and Management, University of Aarhus. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)

  2. 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. [Downloadable!]

  3. 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. [Downloadable!] (restricted)
    Other versions:

  4. 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. [Downloadable!]
    Other versions:

  5. Fanelli, Luca, 2007. "Present Value Relations, Granger Noncausality, And Var Stability," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1254-1260, December. [Downloadable!]
    Other versions:

  6. 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. [Downloadable!] (restricted)

  7. 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. [Downloadable!] (restricted)

  8. Luca Fanelli, 2006. "Dynamic adjustment cost models with forward-looking behaviour," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 23-47, 03. [Downloadable!] (restricted)

  9. 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. [Downloadable!]

  10. Fanelli, L & Mazzocchi, M, 2002. "A Cointegrated VECM Demand System for Meat in Italy," Applied Economics, Taylor and Francis Journals, vol. 34(13), pages 1593-1605, September. [Downloadable!] (restricted)

  11. 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. [Downloadable!] (restricted)

  12. RePEc:cup:etheor:v:23:y:2007:i:06:p:1254-1260 is not listed on IDEAS

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (4) 2007-01-23 2007-09-30 2008-05-10 2009-10-17 Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (1) 2009-10-17
  3. NEP-ECM: Econometrics (5) 2007-02-10 2007-09-30 2008-05-10 2008-06-21 2009-10-17 Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2008-06-21
  5. NEP-EXP: Experimental Economics (1) 2003-05-15
  6. NEP-FOR: Forecasting (2) 2007-01-23 2007-02-10
  7. NEP-IFN: International Finance (2) 2007-01-23 2007-02-10
  8. NEP-MAC: Macroeconomics (7) 2003-05-15 2007-02-10 2007-02-10 2007-02-10 2007-09-30 2008-05-10 2009-10-17 Author is listed
  9. NEP-MON: Monetary Economics (1) 2009-10-17
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This page was last updated on 2009-11-21.

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