Luca Fanelli : Citation Profile


Are you Luca Fanelli?

Alma Mater Studiorum - Università di Bologna

6

H index

5

i10 index

148

Citations

RESEARCH PRODUCTION:

24

Articles

36

Papers

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 8
   Journals where Luca Fanelli has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 30 (16.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfa33
   Updated: 2019-11-10    RAS profile: 2019-11-09    
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Relations with other researchers


Works with:

Angelini, Giovanni (8)

Bacchiocchi, Emanuele (7)

Castelnuovo, Efrem (6)

Cavaliere, Giuseppe (3)

Caggiano, Giovanni (3)

Savioli, Marco (2)

Sorge, Marco (2)

De Angelis, Luca (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Fanelli.

Is cited by:

juselius, katarina (10)

Castelnuovo, Efrem (10)

Pieroni, Luca (7)

Aristei, David (7)

Nymoen, Ragnar (6)

Podstawski, Maximilian (5)

Khramov, Vadim (5)

Farmer, Roger (5)

Paruolo, Paolo (5)

Netšunajev, Aleksei (4)

Johansen, Soren (4)

Cites to:

Schorfheide, Frank (25)

Paruolo, Paolo (21)

Johansen, Soren (21)

Pesaran, M (19)

Gertler, Mark (17)

Smets, Frank (16)

Wouters, Raf (16)

Sargent, Thomas (15)

Canova, Fabio (14)

Castelnuovo, Efrem (14)

Dufour, Jean-Marie (13)

Main data


Where Luca Fanelli has published?


Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics4
Journal of Applied Econometrics3
Journal of Econometrics2
Journal of Economic Dynamics and Control2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Quaderni di Dipartimento / Department of Statistics, University of Bologna13
MPRA Paper / University Library of Munich, Germany6
"Marco Fanno" Working Papers / Dipartimento di Scienze Economiche "Marco Fanno"3
Working Papers / Dipartimento Scienze Economiche, Universita' di Bologna2

Recent works citing Luca Fanelli (2019 and 2018)


YearTitle of citing document
2018Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows. (2018). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:1802.00793.

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2019Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes. (2019). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19118.

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2017On the Identification of Interdependence and Contagion of Financial Crises. (2017). Bacchiocchi, Emanuele. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:1148-1175.

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2018On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy. (2018). Conti, Antonio ; Barigozzi, Matteo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:4:p:755-787.

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2018Uncertainty and spillover effects across the Euro area. (2018). Costantini, Mauro ; Angelini, Giovanni ; Easaw, Joshy. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/15.

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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7697.

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2018Nonlinear Intermediary Pricing in the Oil Futures Market. (2018). Rieth, Malte ; Velinov, Anton ; Bierbaumer, Daniel. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1722.

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2018Monetary Policy, External Instruments and Heteroskedasticity. (2018). Schlaak, Thore ; Rieth, Malte ; Podstawski, Maximilian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1749.

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2018Walk on the wild side: Multiplicative sunspots and temporarily unstable paths. (2018). Bonomolo, Paolo ; Ascari, Guido ; Lopes, Hedibert. In: DNB Working Papers. RePEc:dnb:dnbwpp:597.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2017Structural vector autoregressions with smooth transition in variances. (2017). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:84:y:2017:i:c:p:43-57.

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2018Does uncertainty affect real activity? Evidence from state-level data. (2018). mumtaz, haroon. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:127-130.

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2018Comparing hybrid time-varying parameter VARs. (2018). Chan, Joshua ; Eisenstat, Eric. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:1-5.

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2018DSGE Models with observation-driven time-varying volatility. (2018). Angelini, Giovanni ; Gorgi, Paolo. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:169-171.

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2018Risk management-driven policy rate gap. (2018). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:235-238.

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2017Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18.

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2018The state dependent impact of bank exposure on sovereign risk. (2018). Podstawski, Maximilian ; Velinov, Anton. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:63-75.

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2018Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:93-105.

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2019Bayesian forecast combination in VAR-DSGE models. (2019). Li, Xue ; Chin, Kuo-Hsuan. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:278-298.

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2017Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina. In: Globalization Institute Working Papers. RePEc:fip:feddgw:314.

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2019Is inflation driven by survey-based, VAR-based or myopic expectations?. (2019). Bec, Frédérique ; Kanda, Patrick. In: Working Papers. RePEc:hal:wpaper:hal-02175836.

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2018New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR. (2018). Pericoli, Filippo Maria ; Kim, Soyoung ; Asdrubali, Pierfederico ; Poncela, Pilar. In: Working Papers. RePEc:jrs:wpaper:201813.

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2019Uncertainty shocks in emerging economies. (2019). Miescu, Mirela. In: Working Papers. RePEc:lan:wpaper:277077821.

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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0234.

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2017Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914.

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2018Unemployment and Inflation: Evidence of a Nonlinear Phillips Curve in the Eurozone. (2018). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: MPRA Paper. RePEc:pra:mprapa:87122.

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2018A new Keynesian framework and wage and price dynamics in the USA. (2018). Kivedal, Bjornar Karlsen . In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:3:d:10.1007_s00181-017-1320-8.

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2018DSGE Models with Observation-Driven Time-Varying parameters. (2018). Gorgi, Paolo ; Angelini, Giovanni. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180030.

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2018To sign or not to sign? On the response of prices to financial and uncertainty shocks. (2018). Röhe, Oke ; Rohe, Oke ; Meinen, Philipp. In: Discussion Papers. RePEc:zbw:bubdps:332018.

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2017Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2017). Podstawski, Maximilian ; Grosse Steffen, Christoph. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168101.

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Works by Luca Fanelli:


YearTitleTypeCited
2007Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics In: Working Papers.
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2011Simulation‐based tests of forward‐looking models under VAR learning dynamics.(2011) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 4
article
2008Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area In: Oxford Bulletin of Economics and Statistics.
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2006Testing the New Keynesian Phillips Curve through Vector Autoregressive models : Results from the Euro area..(2006) In: Quaderni di Dipartimento.
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paper
2007Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area.(2007) In: MPRA Paper.
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paper
2015Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy In: Oxford Bulletin of Economics and Statistics.
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article16
2016Misspecification and Expectations Correction in New Keynesian DSGE Models In: Oxford Bulletin of Economics and Statistics.
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article1
2015Misspecification and Expectations Correction in New Keynesian DSGE Models.(2015) In: Quaderni di Dipartimento.
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This paper has another version. Agregated cites: 1
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2018Co†integration Rank Determination in Partial Systems Using Information Criteria In: Oxford Bulletin of Economics and Statistics.
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2017Uncertainty across volatility regimes In: Research Discussion Papers.
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2019Uncertainty across volatility regimes.(2019) In: Journal of Applied Econometrics.
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article
2015Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements? In: Working Papers.
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2018Identification and estimation issues in Structural Vector Autoregressions with external instruments In: Working Papers.
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2006International dynamic risk sharing In: Quaderni di Dipartimento.
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2008International dynamic risk sharing.(2008) In: Journal of Applied Econometrics.
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2004Back to the future? Habits and rational addiction in UK tobacco and alcohol demand. In: Quaderni di Dipartimento.
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2010Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models In: Quaderni di Dipartimento.
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2012Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models.(2012) In: Journal of Econometrics.
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2011Robust identification conditions for determinate and indeterminate linear rational expectations models In: Quaderni di Dipartimento.
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paper1
2011Monetary policy indeterminacy in the U.S.: results from a classical test In: Quaderni di Dipartimento.
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2016Bootstrapping DSGE models In: Quaderni di Dipartimento.
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2016Co-integration rank determination in partial systems using information criteria In: Quaderni di Dipartimento.
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2006Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia. In: Quaderni di Dipartimento.
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2005Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia.(2005) In: Rivista di Politica Economica.
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2002Incentivi o infrastrutture? Unanalisi dellimpatto delle politiche territoriali sulleconomie delle regioni meridionali tramite un approccio VAR strutturale In: Quaderni di Dipartimento.
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2008Rational Addiction, Cointegration and Tobacco and Alcohol Demand In: Quaderni di Dipartimento.
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2009Estimation of quasi-rational DSGE monetary models In: Quaderni di Dipartimento.
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2017Uncertainty Across Volatility Regimes In: CESifo Working Paper Series.
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2007PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY In: Econometric Theory.
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2006Present value relations, Granger non-causality and VAR stability.(2006) In: MPRA Paper.
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2018GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES In: Macroeconomic Dynamics.
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2009Consumption risk sharing and adjustment costs In: Economics Bulletin.
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2006Consumption risk sharing and adjustment costs.(2006) In: MPRA Paper.
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2006Dynamic adjustment cost models with forward-looking behaviour In: Econometrics Journal.
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2002A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables In: Journal of Economic Dynamics and Control.
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2006Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration In: Journal of Economic Dynamics and Control.
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2010Speed of adjustment in cointegrated systems In: Journal of Econometrics.
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2007Speed of Adjustment in Cointegrated Systems.(2007) In: MPRA Paper.
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2017Indeterminate forecast accuracy under indeterminacy In: Journal of Macroeconomics.
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2006Regional consumption dynamics and risk sharing in Italy In: International Review of Economics & Finance.
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2014Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test In: Melbourne Institute Working Paper Series.
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2013Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test.(2013) In: Marco Fanno Working Papers.
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2014Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test.(2014) In: Marco Fanno Working Papers.
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2015Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test.(2015) In: Journal of Applied Econometrics.
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2016Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S. In: Melbourne Institute Working Paper Series.
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2014Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S..(2014) In: Marco Fanno Working Papers.
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2001Determining the number of cointegrating relations under rank constraints In: Economics and Quantitative Methods.
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2002On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union In: Economics and Quantitative Methods.
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2006Exchange rates, prices and their speed of adjustment In: Economics and Quantitative Methods.
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2005Testing the purchasing power parity through I(2) cointegration techniques In: Journal of Applied Econometrics.
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2013Frequentist evaluation of small DSGE models In: Working Paper Series.
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2015Frequentist Evaluation of Small DSGE Models.(2015) In: Journal of Business & Economic Statistics.
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2007Evaluating the New Keynesian Phillips Curve under VAR-based learning In: MPRA Paper.
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2008Evaluating the New Keynesian Phillips Curve under VAR-Based Learning.(2008) In: Economics Discussion Papers.
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2008Evaluating New Keynesian Phillips Curve under VAR-Based Learning.(2008) In: Economics - The Open-Access, Open-Assessment E-Journal.
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2019Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments In: MPRA Paper.
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2014Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango In: Working Paper series.
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2015Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy? In: CSEF Working Papers.
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2009Tests for cointegration rank and choice of the alternative In: Statistical Methods & Applications.
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2002A cointegrated VECM demand system for meat in Italy In: Applied Economics.
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