10
H index
11
i10 index
390
Citations
Luca Fanelli : Citation Profile
Alma Mater Studiorum - Università di Bologna | RESEARCH PRODUCTION: 29 Articles 48 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (2001 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Fanelli. | Is cited by:
| Cites to:
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Main data
Where Luca Fanelli has published?
| Journals with more than one article published | # docs |
|---|---|
| Oxford Bulletin of Economics and Statistics | 5 |
| Journal of Applied Econometrics | 5 |
| Journal of Econometrics | 3 |
| Journal of Economic Dynamics and Control | 2 |
| Journal of Applied Econometrics | 2 |
Recent works citing Luca Fanelli (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper |
| 2024 | Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper |
| 2024 | Partially identified heteroskedastic SVARs. (2024). Mirto, Elisabetta ; Kitagawa, Toru ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2403.06879. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1. Full description at Econpapers || Download paper |
| 2025 | Under the null of valid specification, pre-tests cannot make post-test inference liberal. (2025). Dhaultfoeuille, Xavier ; de Chaisemartin, Clment. In: Working Papers. RePEc:crs:wpaper:2025-03. Full description at Econpapers || Download paper |
| 2024 | Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2103. Full description at Econpapers || Download paper |
| 2025 | Comparing External and Internal Instruments for Vector Autoregressions. (2025). Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2108. Full description at Econpapers || Download paper |
| 2024 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063. Full description at Econpapers || Download paper |
| 2024 | Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies. (2024). Lutkepohl, Helmut ; Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290. Full description at Econpapers || Download paper |
| 2024 | Fiscal policy reactions and impact over the labor income distribution. (2024). Murray, James. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:701-718. Full description at Econpapers || Download paper |
| 2024 | The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x. Full description at Econpapers || Download paper |
| 2024 | Exploring the relationship between Chinas economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?. (2024). Ming, Che ; Zixiang, Zhu ; Yujia, LI. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s156601412300095x. Full description at Econpapers || Download paper |
| 2024 | Inflationary oil shocks, fiscal policy, and debt dynamics: New evidence from oil-importing OECD economies. (2024). Banerjee, Joshua J. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007478. Full description at Econpapers || Download paper |
| 2024 | Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Zou, Yang ; Xiang, Yitian ; Zhang, Jiaming ; Guo, Songlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684. Full description at Econpapers || Download paper |
| 2024 | Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x. Full description at Econpapers || Download paper |
| 2024 | ‘Making text talk’: The minutes of the Central Bank of Brazil and the real economy. (2024). MORENO PÉREZ, CARLOS ; Minozzo, Marco ; Moreno-Perez, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001207. Full description at Econpapers || Download paper |
| 2024 | Real estate uncertainty and financial conditions over the business cycle. (2024). Noh, Sanha ; Liu, Jia ; Baek, Ingul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:656-675. Full description at Econpapers || Download paper |
| 2024 | Volatility forecasts by clustering: Applications for VaR estimation. (2024). Wang, Zijin ; Liu, Peng ; Chen, Peimin ; Wu, Chunchi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003320. Full description at Econpapers || Download paper |
| 2024 | Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-06. Full description at Econpapers || Download paper |
| 2025 | Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2025-01. Full description at Econpapers || Download paper |
Works by Luca Fanelli:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2011 | Simulation‐based tests of forward‐looking models under VAR learning dynamics.(2011) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2023 | An identification and testing strategy for proxy-SVARs with weak proxies In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2024 | An identification and testing strategy for proxy-SVARs with weak proxies.(2024) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2024 | Invalid proxies and volatility changes In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Invalid proxies and volatility changes.(2024) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 39 |
| 2006 | Testing the New Keynesian Phillips Curve through Vector Autoregressive models : Results from the Euro area..(2006) In: Quaderni di Dipartimento. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2007 | Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2015 | Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 49 |
| 2016 | Misspecification and Expectations Correction in New Keynesian DSGE Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Misspecification and Expectations Correction in New Keynesian DSGE Models.(2015) In: Quaderni di Dipartimento. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | Co€ integration Rank Determination in Partial Systems Using Information Criteria In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2023 | Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2020 | Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Are fiscal multipliers estimated with proxy-SVARs robust?.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2021 | Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2021) In: Monash Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | ||
| 2015 | Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Identification and estimation issues in Structural Vector Autoregressions with external instruments In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | International dynamic risk sharing In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 8 |
| 2008 | International dynamic risk sharing.(2008) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2004 | Back to the future? Habits and rational addiction in UK tobacco and alcohol demand. In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 15 |
| 2012 | Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2011 | Robust identification conditions for determinate and indeterminate linear rational expectations models In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Monetary policy indeterminacy in the U.S.: results from a classical test In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Bootstrapping DSGE models In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Co-integration rank determination in partial systems using information criteria In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia. In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 3 |
| 2005 | Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia.(2005) In: Rivista di Politica Economica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2002 | Incentivi o infrastrutture? Unanalisi dellimpatto delle politiche territoriali sulleconomie delle regioni meridionali tramite un approccio VAR strutturale In: Quaderni di Dipartimento. [Citation analysis] | paper | 0 |
| 2008 | Rational Addiction, Cointegration and Tobacco and Alcohol Demand In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Estimation of quasi-rational DSGE monetary models In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Uncertainty Across Volatility Regimes In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 77 |
| 2019 | Uncertainty across volatility regimes.(2019) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | article | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | ||
| 2007 | PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2006 | Present value relations, Granger non-causality and VAR stability.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 4 |
| 2009 | Consumption risk sharing and adjustment costs In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2006 | Consumption risk sharing and adjustment costs.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Dynamic adjustment cost models with forward-looking behaviour In: Econometrics Journal. [Full Text][Citation analysis] | article | 4 |
| 2002 | A 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. [Full Text][Citation analysis] | article | 3 |
| 2006 | Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
| 2010 | Speed of adjustment in cointegrated systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2007 | Speed of Adjustment in Cointegrated Systems.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2022 | Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks In: European Economic Review. [Full Text][Citation analysis] | article | 6 |
| 2017 | Indeterminate forecast accuracy under indeterminacy In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 5 |
| 2006 | Regional consumption dynamics and risk sharing in Italy In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2014 | Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
| 2013 | Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test.(2013) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2014 | Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test.(2014) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2015 | Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 2016 | Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S. In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S..(2014) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2001 | Determining the number of cointegrating relations under rank constraints In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 1 |
| 2002 | On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Exchange rates, prices and their speed of adjustment In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Testing the purchasing power parity through I(2) cointegration techniques In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 18 |
| 2012 | Identification in structural vector autoregressive models with structural changes In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2013 | Frequentist evaluation of small DSGE models In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Frequentist Evaluation of Small DSGE Models.(2015) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2007 | Evaluating the New Keynesian Phillips Curve under VAR-based learning In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2008 | Evaluating the New Keynesian Phillips Curve under VAR-Based Learning.(2008) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2008 | Evaluating New Keynesian Phillips Curve under VAR-Based Learning.(2008) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2019 | Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments In: MPRA Paper. [Full Text][Citation analysis] | paper | 45 |
| 2019 | Exogenous uncertainty and the identification of structural vector autoregressions with external instruments.(2019) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
| 2014 | Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy? In: CSEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models In: CSEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Tests for cointegration rank and choice of the alternative In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 2002 | A cointegrated VECM demand system for meat in Italy In: Applied Economics. [Full Text][Citation analysis] | article | 12 |
| 2022 | Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team