Luca Fanelli : Citation Profile

Alma Mater Studiorum - Università di Bologna

11

H index

11

i10 index

413

Citations

RESEARCH PRODUCTION:

30

Articles

50

Papers

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 17
   Journals where Luca Fanelli has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 45 (9.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa33
   Updated: 2025-12-13    RAS profile: 2025-11-11    
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Relations with other researchers

Works with:

Castelnuovo, Efrem (7)

Angelini, Giovanni (6)

Caggiano, Giovanni (5)

Cavaliere, Giuseppe (4)

Sorge, Marco (2)

Marsi, Antonio (2)

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

Is cited by:

Castelnuovo, Efrem (39)

Lütkepohl, Helmut (29)

Bacchiocchi, Emanuele (18)

Sorge, Marco (16)

Angelini, Giovanni (16)

Netšunajev, Aleksei (11)

Bruns, Martin (11)

Caggiano, Giovanni (11)

juselius, katarina (10)

Paruolo, Paolo (8)

Aristei, David (7)

Cites to:

Schorfheide, Frank (36)

Pesaran, Mohammad (30)

Watson, Mark (30)

Canova, Fabio (23)

Mertens, Karel (23)

Ravn, Morten (23)

Gertler, Mark (23)

Smets, Frank (22)

Paruolo, Paolo (22)

Wouters, Raf (22)

Johansen, Soren (22)

Main data

Where Luca Fanelli has published?

Journals with more than one article published# docs
Journal of Applied Econometrics5
Oxford Bulletin of Economics and Statistics5
Journal of Econometrics3
Journal of Applied Econometrics2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Quaderni di Dipartimento / Department of Statistics, University of Bologna13
Working Papers / Dipartimento Scienze Economiche, Universita' di Bologna6
MPRA Paper / University Library of Munich, Germany6
"Marco Fanno" Working Papers / Dipartimento di Scienze Economiche "Marco Fanno"4
Papers / arXiv.org3
Bank of Finland Research Discussion Papers / Bank of Finland2
CESifo Working Paper Series / CESifo2

Recent works citing Luca Fanelli (2025 and 2024)

YearTitle of citing document
2025Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

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2024Time-Varying Identification of Monetary Policy Shocks. (2024). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2024Partially identified heteroskedastic SVARs. (2024). Bastianin, Andrea ; Bacchiocchi, Emanuele ; Kitagawa, Toru ; Mirto, Elisabetta. In: Papers. RePEc:arx:papers:2403.06879.

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2024Efficient two-sample instrumental variable estimators with change points and near-weak identification. (2024). Boldea, Otilia ; Antoine, Bertille ; Zaccaria, Niccolo. In: Papers. RePEc:arx:papers:2406.17056.

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2024Non-Linearities in International Spillovers of the ECB$^\prime$s Monetary Policy. The Case of Non-ERM II Countries and Anti-Fragmentation Policy. (2024). Holban, Iones Kelanemer. In: Papers. RePEc:arx:papers:2406.19938.

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2025Shocking concerns: public perception about climate change and the macroeconomy. (2025). Sorge, Marco ; Bontempi, Maria ; de Angelis, Luca ; Neri, Paolo ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2505.04669.

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2025Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

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2024Identification based on higher moments. (2024). Lewis, Daniel. In: CeMMAP working papers. RePEc:azt:cemmap:03/24.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Herwartz, Helmut ; Lange, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024EU Cohesion Policy and Inter‐regional Risk‐sharing: First Evidence and Lessons Learned. (2024). Pericoli, Filippo Maria ; Pierucci, Eleonora ; Giua, Mara. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:62:y:2024:i:1:p:142-167.

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2025Re-visiting the Relationship Between Oil Prices and Monetary Policy. (2025). Bjørnland, Hilde ; Haolz, Jonas ; Cross, Jamie L ; Bjaornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0139.

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2024Estimating 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.

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2025Under the null of valid specification, pre-tests cannot make post-test inference liberal. (2025). de Chaisemartin, Clément ; Dhaultfoeuille, Xavier. In: Working Papers. RePEc:crs:wpaper:2025-03.

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2024Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2095.

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2024Heteroskedastic 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.

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2025Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2108.

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2024A statistical approach to identifying ECB monetary policy. (2024). Fonseca, Luís ; Brand, Claus ; Bitter, Lea ; Akkaya, Yildiz. In: Working Paper Series. RePEc:ecb:ecbwps:20242994.

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2025Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market. (2025). Yi, Heling ; Lyu, Yongjian ; Qin, Zhilong ; Li, Ding ; Zou, Yihan ; Yang, MO. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000418.

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2024Non-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.

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2024Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies. (2024). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290.

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2024Fiscal 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.

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2025Integrating policy design with agricultural emissions reduction in China: A multi-sector DSGE Approach. (2025). Zhang, Xiaodi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2019-2048.

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2025Adaptive local VAR for dynamic economic policy uncertainty spillover. (2025). Gillmann, Niels ; Okhrin, Ostap. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000744.

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2024Testing for strong exogeneity in Proxy-VARs. (2024). Keweloh, Sascha A ; Bruns, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002215.

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2024The 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.

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2024Exploring the relationship between Chinas economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?. (2024). Zixiang, Zhu ; Jia, Liyu ; Ming, Che. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s156601412300095x.

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2024Inflationary 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.

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2024Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Xiang, Yitian ; Zou, Yang ; Guo, Songlin ; Zhang, Jiaming. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684.

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2024Uncertainty 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.

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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.

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2025The macroeconomic impact of asymmetric uncertainty shocks. (2025). Jentsch, Carsten ; Rieger, Jonas ; Schmidt, Torsten ; Blagov, Boris ; Mller, Henrik. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000106.

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2024Uncertainty and entrepreneurship in oil-rich developing countries: Does institution matter?. (2024). Jafari, Mahboubeh. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s0301420724007529.

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2024Real 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.

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2024Volatility 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.

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2024Partially identified heteroskedastic SVARs. (2024). Bastianin, Andrea ; Bacchiocchi, Emanuele ; Kitagawa, Toru ; Mirto, Elisabetta. In: Working Papers. RePEc:fem:femwpa:2024.15.

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2024Bayesian Local Likelihood Estimation of Time-Varying DSGE Models: Allowing for Indeterminacy. (2024). Wu, Jinshun. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10478-0.

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2025A Smooth Transition Autoregressive Model for Matrix-Variate Time Series. (2025). Bucci, Andrea. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10568-7.

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2025Uncertainty and inflation: The role of COVID-19 stabilisation policies-Evidence from OECD countries. (2025). Apergis, Nicholas. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00650-8.

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2024Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:119971.

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2024Dynamic modelling of consumption patterns using LA-AIDS: a comparative study of developed versus developing countries. (2024). Rathnayaka, Shashika ; Jayasinghe, Maneka ; Selvanathan, Eliyathamby A. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:1:d:10.1007_s00181-023-02465-z.

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2025Modelling Spatio-Temporal Dynamics in Multi-Output Stochastic Frontiers for the European Agribusiness Industry. (2025). Galli, Federica ; Emili, Silvia. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:30:y:2025:i:2:d:10.1007_s13253-025-00680-y.

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2025Analyzing Inflation Dynamics in Pakistan: The New Keynesian Phillips Curve Perspective. (2025). Saqib, Muhammad. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:3:d:10.1007_s13132-024-02380-3.

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2024Identification of one independent shock in structural VARs. (2024). Moneta, Alessio ; Fiorentini, Gabriele ; Papagni, Francesca. In: LEM Papers Series. RePEc:ssa:lemwps:2024/28.

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2024An Empirical Inquiry into the Distributional Consequences of Energy Price Shocks. (2024). Fierro, Luca ; Martinoli, Mario. In: LEM Papers Series. RePEc:ssa:lemwps:2024/30.

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2024Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-05.

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-06.

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2025Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2025-01.

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2025Achieving geoeconomic goals by boosting the economy without raising the public debt ratio? New evidence on the effects of public investment in the European Union. (2025). Heimberger, Philipp ; Dabrowski, Cara. In: wiiw Policy Notes. RePEc:wii:pnotes:pn:99.

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2024US fiscal policy shocks: Proxy‐SVAR overidentification via GMM. (2024). Smith, Gregor ; McNeil, James ; Gregory, Allan W. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:4:p:607-619.

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2025Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens. (2025). Castelnuovo, Efrem ; Mori, Lorenzo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:89-107.

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2025Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings. (2025). Richter, Alexander ; Plante, Michael ; Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:4:p:395-410.

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2025The Global Transmission of Real Economic Uncertainty. (2025). Londono, Juan M ; Ma, Sai ; Wilson, Beth Anne. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:5:p:1103-1133.

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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 nother version. Agregated cites: 11		article
2023An identification and testing strategy for proxy-SVARs with weak proxies In: Papers.
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2024An identification and testing strategy for proxy-SVARs with weak proxies.(2024) In: Journal of Econometrics.
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2025Invalid proxies and volatility changes In: Papers.
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2024Invalid proxies and volatility changes.(2024) In: Working Papers.
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2025Bootstrap Diagnostic Tests In: Papers.
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2008Testing 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]		article40
2006Testing the New Keynesian Phillips Curve through Vector Autoregressive models : Results from the Euro area..(2006) In: Quaderni di Dipartimento.
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2007Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area.(2007) In: MPRA Paper.
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2015Identification 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]		article50
2016Misspecification and Expectations Correction in New Keynesian DSGE Models In: Oxford Bulletin of Economics and Statistics.
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2015Misspecification and Expectations Correction in New Keynesian DSGE Models.(2015) In: Quaderni di Dipartimento.
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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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2023Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?* In: Oxford Bulletin of Economics and Statistics.
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2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: Working Papers.
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2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: CESifo Working Paper Series.
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2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: CAMA Working Papers.
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2021Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2021) In: Monash Economics Working Papers.
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2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: Marco Fanno Working Papers.
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2020Are fiscal multipliers estimated with proxy-SVARs robust?.(2020) In: Bank of Finland Research Discussion Papers.
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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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2021Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks In: Working Papers.
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2025The Size and Uncertainty of Government Spending Multipliers in Italian Regions 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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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.
[Full Text][Citation analysis]		paper1
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.
[Citation analysis]		paper0
2008Rational Addiction, Cointegration and Tobacco and Alcohol Demand In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper1
2009Estimation of quasi-rational DSGE monetary models In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper1
2017Uncertainty Across Volatility Regimes In: CESifo Working Paper Series.
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2019Uncertainty across volatility regimes.(2019) In: Journal of Applied Econometrics.
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2017Uncertainty across volatility regimes.(2017) In: Bank of Finland Research Discussion Papers.
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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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2022Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks In: European Economic Review.
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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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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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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 (2007-2020).
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2019Exogenous uncertainty and the identification of structural vector autoregressions with external instruments.(2019) In: Journal of Applied Econometrics.
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2015Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy? In: CSEF Working Papers.
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