Luca Fanelli

Universita di Bologna

Bologna, 40126

Italy

SCHOLARLY PAPERS

15

DOWNLOADS

489

SSRN CITATIONS
Rank 10,003

SSRN RANKINGS

Top 10,003

in Total Papers Citations

100

CROSSREF CITATIONS

24

Scholarly Papers (15)

1.
Downloads 78 (412,712)
Citation 39

Uncertainty Across Volatility Regimes

Bank of Finland Research Discussion Paper No. 35/2017
Number of pages: 78 Posted: 05 Dec 2017
University of Bologna - School of Economics, Management, and Statistics, Università degli Studi di Milano, Department of Economics, Monash University and Universita di Bologna
Downloads 47 (537,192)
Citation 32

Abstract:

Loading...

heteroskedasticity, identification, non-recursive SVAR, uncertainty shocks, volatility regime

Uncertainty Across Volatility Regimes

CESifo Working Paper Series No. 6799
Number of pages: 75 Posted: 16 Feb 2018
University of Bologna - School of Economics, Management, and Statistics, Università degli Studi di Milano, Department of Economics, Monash University and Universita di Bologna
Downloads 31 (625,883)

Abstract:

Loading...

heteroscedasticity, identification, non-recursive SVAR, uncertainty shocks, volatility regime

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

Quaderni - Working Paper DSE N° 1151, 2020
Number of pages: 47 Posted: 12 Aug 2020
University of Bologna - School of Economics, Management, and Statistics, Department of Economics, Monash University, University of Padua - Department of Economics and Universita di Bologna
Downloads 21 (699,743)

Abstract:

Loading...

fiscal multipliers, fiscal policy, identification, instruments, structural vector auto-regressions

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

Bank of Finland Research Discussion Paper No. 13/2020
Number of pages: 45 Posted: 14 Jan 2021
University of Bologna - School of Economics, Management, and Statistics, Department of Economics, Monash University, University of Padua - Department of Economics and Universita di Bologna
Downloads 17 (733,196)

Abstract:

Loading...

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

CAMA Working Paper No. 69/2020
Number of pages: 41 Posted: 21 Jul 2020
University of Bologna - School of Economics, Management, and Statistics, Department of Economics, Monash University, University of Padua - Department of Economics and Universita di Bologna
Downloads 12 (778,427)

Abstract:

Loading...

Fiscal multipliers, fiscal policy, identification, instruments, structural vector autoregressions

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

CESifo Working Paper No. 8438
Number of pages: 40 Posted: 28 Jul 2020
University of Bologna - School of Economics, Management, and Statistics, Department of Economics, Monash University, University of Padua - Department of Economics and Universita di Bologna
Downloads 11 (787,840)
Citation 2

Abstract:

Loading...

3.

Bootstrapping DSGE Models

Quaderni di Dipartimento, Serie Ricerche, 2016, n. 3
Number of pages: 68 Posted: 19 Oct 2016
University of Bologna - School of Economics, Management, and Statistics, University of Bologna - Department of Economics and Universita di Bologna
Downloads 58 (481,249)
Citation 1

Abstract:

Loading...

Bootstrap, Cross-equation restrictions, DSGE, QLR test, State space model, Weak identification

4.

Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S.

Melbourne Institute Working Paper No. 31/16
Number of pages: 45 Posted: 12 Oct 2016
Università degli Studi di Milano, University of Padua - Department of Economics and Universita di Bologna
Downloads 54 (497,070)
Citation 5

Abstract:

Loading...

structural break, recursive and non-recursive VARs, identification, monetary policy shocks, impulse responses

5.

Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks

Quaderni - Working Paper DSE N° 1164
Number of pages: 48 Posted: 20 Sep 2021
Luca Fanelli and Antonio Marsi
Universita di Bologna and University of Bologna
Downloads 50 (513,788)

Abstract:

Loading...

European Central Bank, Monetary Policy Shock, Proxy-SVAR, Spread Shock

6.

Evaluating New Keynesian Phillips Curve Under Var-Based Learning

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 2, 2008-33
Number of pages: 24 Posted: 18 Dec 2010
Luca Fanelli
Universita di Bologna
Downloads 41 (555,853)

Abstract:

Loading...

Adaptive learning, cointegration, cross-equation restrictions, forward-looking model, New Keynesian Phillips Curve, VAR, VEqC

7.

Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test

Melbourne Institute Working Paper No. 18/14
Number of pages: 60 Posted: 09 Aug 2014
Efrem Castelnuovo and Luca Fanelli
University of Padua - Department of Economics and Universita di Bologna
Downloads 34 (592,715)
Citation 4

Abstract:

Loading...

Confidence set, determinacy, identification failures, indeterminacy, misspecification, new-Keynesian business cycle model, VAR system

8.

Evaluating the New Keynesian Phillips Curve Under Var-Based Learning

Economics Discussion Paper No. 2008-15
Number of pages: 28 Posted: 13 Dec 2010
Luca Fanelli
Universita di Bologna
Downloads 34 (592,715)

Abstract:

Loading...

Adaptive learning, cointegration, cross-equation restrictions, forward-looking model of inflation dynamics, New Keynesian Phillips Curve

9.

Identification and Estimation Issues in Structural Vector Autoregressions with External Instruments

Quaderni - Working Paper DSE N° 1122
Number of pages: 36 Posted: 05 Jun 2018
Giovanni Angelini and Luca Fanelli
University of Bologna - School of Economics, Management, and Statistics and Universita di Bologna
Downloads 27 (635,331)
Citation 4

Abstract:

Loading...

External Instruments, Identification, Maximum Likelihood, SVARs, Uncertainty

10.

Government Fiscal Efforts vs. Labour Union Strikes. Strategic Substitutes or Complements?

Quaderni - Working Paper DSE N° 1013
Number of pages: 22 Posted: 24 Jun 2015
University of Bologna - Department of Economics, Universita di Bologna and Department of Economics, University of BolognaUniversity of Salento - Department of Economics and Mathematics and Statistics
Downloads 23 (663,383)

Abstract:

Loading...

Fiscal efforts, strikes, strategic substitutes, policy-game, speed of adjustment

11.

Sovereign Spreads and Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks

Number of pages: 48 Posted: 05 Mar 2022
Luca Fanelli and Antonio Marsi
Universita di Bologna and University of Bologna
Downloads 19 (693,139)

Abstract:

Loading...

European Central Bank, Local Projections, Monetary Policy Shock, proxy-SVAR, Spread Shock

12.

Testing the New Keynesian Phillips Curve through Vector Autoregressive Models: Results from the Euro Area

Oxford Bulletin of Economics and Statistics, Vol. 70, Issue 1, pp. 53-66, February 2008
Number of pages: 14 Posted: 18 Jan 2008
Luca Fanelli
Universita di Bologna
Downloads 8 (786,334)
Citation 1

Abstract:

Loading...

13.

Misspecification and Expectations Correction in New Keynesian DSGE Models

Oxford Bulletin of Economics and Statistics, Vol. 78, Issue 5, pp. 623-649, 2016
Number of pages: 27 Posted: 06 Sep 2016
Giovanni Angelini and Luca Fanelli
University of Bologna - School of Economics, Management, and Statistics and Universita di Bologna
Downloads 1 (859,084)

Abstract:

Loading...

14.

Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy

Oxford Bulletin of Economics and Statistics, Vol. 77, Issue 6, pp. 761-779, 2015
Number of pages: 19 Posted: 27 Oct 2015
Emanuele Bacchiocchi and Luca Fanelli
Università degli Studi di Milano and Universita di Bologna
Downloads 1 (859,084)
Citation 4

Abstract:

Loading...

15.

Estimating Multi-Equational Lqac Models with I(1) Variables: A VAR Approach

Working Paper 1997-7
Posted: 02 Sep 1997
Luca Fanelli
Universita di Bologna

Abstract:

Loading...