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Luca Fanelli

Personal Details

First Name:Luca
Middle Name:
Last Name:Fanelli
Suffix:
RePEc Short-ID:pfa33
http://www.rimini.unibo.it/fanelli
Dipartimento di Scienze Economiche, Universita' di Bologna, Piazza Scaravilli, 2, I-40126 Bologna, Italy
+39 0541 434307 or +39 051 2098203

Affiliation

Dipartimento di Scienze Economiche
Alma Mater Studiorum - Università di Bologna

Bologna, Italy
http://www.dse.unibo.it/

: +39 051 209 8019 and 2600
+39 051 209 8040 and 2664
Piazza Scaravilli, 2, and Strada Maggiore, 45, 40125 Bologna
RePEc:edi:sebolit (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Angelini, Giovanni & Bacchiocchi, Emanuele & Caggiano, Giovanni & Fanelli, Luca, 2017. "Uncertainty across volatility regimes," Research Discussion Papers 35/2017, Bank of Finland.
  2. Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2016. "Bootstrapping DSGE models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
  3. Giuseppe Cavaliere & Luca De Angelis & Luca Fanelli, 2016. "Co-integration rank determination in partial systems using information criteria," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  4. Giovanni Angelini & Luca Fanelli Fanelli, 2015. "Misspecification and Expectations Correction in New Keynesian DSGE Models," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  5. Luca Fanelli & Marco M. Sorge, 2015. "Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?," CSEF Working Papers 402, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  6. M. Castellani & L. Fanelli & M. Savioli, 2015. "Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements?," Working Papers wp1013, Dipartimento Scienze Economiche, Universita' di Bologna.
  7. Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli, 2014. "Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S," "Marco Fanno" Working Papers 0181, Dipartimento di Scienze Economiche "Marco Fanno".
  8. Efrem Castelnuovo & Luca Fanelli, 2014. "Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test," Melbourne Institute Working Paper Series wp2014n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  9. Gunnar Bårdsen & Luca Fanelli, 2013. "Frequentist evaluation of small DSGE models," Working Paper Series 14113, Department of Economics, Norwegian University of Science and Technology.
  10. Massimiliano Castellani & Luca Fanelli & Marco Savioli, 2013. "Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango," Working Paper series 33_13, Rimini Centre for Economic Analysis, revised Jan 2014.
  11. 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.
  12. 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.
  13. Luca Fanelli, 2011. "Robust identification conditions for determinate and indeterminate linear rational expectations models," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  14. Luca Fanelli, 2010. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  15. Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
  16. Fanelli Luca & Mario Mazzocchi, 2008. "Rational Addiction, Cointegration and Tobacco and Alcohol Demand," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  17. Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany.
  18. Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany.
  19. 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.
  20. Fanelli Luca & Paruolo Paolo, 2006. "Exchange rates, prices and their speed of adjustment," Economics and Quantitative Methods qf0607, Department of Economics, University of Insubria.
  21. 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.
  22. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2006. "International dynamic risk sharing," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  23. Fanelli, Luca, 2006. "Present value relations, Granger non-causality and VAR stability," MPRA Paper 1642, University Library of Munich, Germany.
  24. 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.
  25. Fanelli, Luca & Cavaliere, Giuseppe & Gardini, Attilio, 2004. "Consumption risk sharing and adjustment costs," MPRA Paper 1641, University Library of Munich, Germany, revised Nov 2006.
  26. 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.
  27. 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.
  28. 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.
  29. 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 & Sorge, Marco M., 2017. "Indeterminate forecast accuracy under indeterminacy," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 57-70.
  2. Giovanni Angelini & Luca Fanelli, 2016. "Misspecification and Expectations Correction in New Keynesian DSGE Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 623-649, October.
  3. Efrem Castelnuovo & Luca Fanelli, 2015. "Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 924-947, September.
  4. Emanuele Bacchiocchi & Luca Fanelli, 2015. "Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(6), pages 761-779, December.
  5. Gunnar BÃ¥rdsen & Luca Fanelli, 2015. "Frequentist Evaluation of Small DSGE Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 307-322, July.
  6. Fanelli, Luca, 2012. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Journal of Econometrics, Elsevier, vol. 170(1), pages 153-163.
  7. 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, August.
  8. Fanelli, Luca & Paruolo, Paolo, 2010. "Speed of adjustment in cointegrated systems," Journal of Econometrics, Elsevier, vol. 158(1), pages 130-141, September.
  9. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2009. "Consumption risk sharing and adjustment costs," Economics Bulletin, AccessEcon, vol. 29(2), pages 1117-1126.
  10. Giuseppe Cavaliere & Luca Fanelli & Paolo Paruolo, 2009. "Tests for cointegration rank and choice of the alternative," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(2), pages 169-191, July.
  11. 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 (IfW), vol. 2, pages 1-24.
  12. 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, February.
  13. 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.
  14. Fanelli, Luca, 2007. "Present Value Relations, Granger Noncausality, And Var Stability," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1254-1260, December.
  15. 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.
  16. Luca Fanelli, 2006. "Dynamic adjustment cost models with forward-looking behaviour," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 23-47, March.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (13) 2003-05-15 2007-02-10 2007-02-10 2007-02-10 2007-09-30 2008-05-10 2013-07-05 2014-08-16 2015-02-05 2015-02-11 2015-04-25 2016-10-16 2017-12-11. Author is listed
  2. NEP-ECM: Econometrics (11) 2007-02-10 2007-09-30 2008-05-10 2008-06-21 2013-02-16 2014-08-16 2015-02-05 2015-04-11 2016-10-02 2016-10-09 2017-12-11. Author is listed
  3. NEP-CBA: Central Banking (5) 2007-09-30 2008-05-10 2014-08-16 2015-02-11 2016-10-16. Author is listed
  4. NEP-MON: Monetary Economics (5) 2014-08-16 2015-02-05 2015-02-11 2015-04-25 2016-10-16. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (4) 2013-02-16 2015-04-11 2015-04-25 2016-10-02
  6. NEP-ETS: Econometric Time Series (3) 2008-06-21 2016-10-02 2016-10-09
  7. NEP-FOR: Forecasting (2) 2007-02-10 2015-04-25
  8. NEP-CBE: Cognitive & Behavioural Economics (1) 2007-01-23
  9. NEP-COM: Industrial Competition (1) 2015-06-20
  10. NEP-ENE: Energy Economics (1) 2015-06-20
  11. NEP-ENV: Environmental Economics (1) 2015-06-20
  12. NEP-EXP: Experimental Economics (1) 2003-05-15
  13. NEP-GTH: Game Theory (1) 2013-07-05
  14. NEP-HPE: History & Philosophy of Economics (1) 2007-01-23
  15. NEP-IFN: International Finance (1) 2007-02-10
  16. NEP-INO: Innovation (1) 2015-06-20
  17. NEP-LAB: Labour Economics (1) 2013-07-05
  18. NEP-SOC: Social Norms & Social Capital (1) 2007-01-23

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