Search Results

Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area*,
Luca Fanelli, in Oxford Bulletin of Economics and Statistics (2008)

Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area,
Luca Fanelli, from Department of Statistics, University of Bologna (2006)
Keywords: Inflation dynamics, New Keynesian Phillips Curve, Forwardlooking behavior, VEqCM.

Estimation of quasi-rational DSGE monetary models,
Luca Fanelli, from Department of Statistics, University of Bologna (2009)
Keywords: Dynamic stochastic general equilibrium model, Maximum Likelihood estimation, Quasi-Rational Expectations, VAR. Modelli DSGE, Stima di massima verosimiglianza, Aspettative Quasi-Razionali, Modelli VAR.

Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models,
Luca Fanelli, from Department of Statistics, University of Bologna (2010)
Keywords: Determinatezza, Indeterminatezza, Massima verosimiglianza, Metodo generalizzato dei momenti, Modello lineare con aspettative, Identificazione, Variabili Strumentali, VAR,VARMA Determinacy, Generalized method of moments, Indeterminacy, LRE model, Identification, Instrumental Variables, Maximum Likelihood, VAR, VARMA

Robust identification conditions for determinate and indeterminate linear rational expectations models,
Luca Fanelli, from Department of Statistics, University of Bologna (2011)
Keywords: Determinacy, Identification, Indeterminacy, Linear Rational Expectations model

Registered author: Luca Fanelli

The Concept of Sem Terra and the Peasantry in Brazil,
Luca Fanelli and Sarah Sarzynski, in Journal of Developing Societies (2003)

Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks,
Luca Fanelli and Antonio Marsi, in European Economic Review (2022)
Keywords: European central bank; Monetary policy shock; Proxy-SVAR; Spread shock;

Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments,
Giovanni Angelini and Luca Fanelli, from University Library of Munich, Germany (2019)
Keywords: Exogenous Uncertainty, External Instruments, Identification, proxy-SVAR, SVAR.

Exogenous uncertainty and the identification of structural vector autoregressions with external instruments,
Giovanni Angelini and Luca Fanelli, in Journal of Applied Econometrics (2019)

Frequentist Evaluation of Small DSGE Models,
Gunnar Bårdsen and Luca Fanelli, in Journal of Business & Economic Statistics (2015)

A cointegrated VECM demand system for meat in Italy,
Luca Fanelli and Mario Mazzocchi, in Applied Economics (2002)

Misspecification and Expectations Correction in New Keynesian DSGE Models,
Giovanni Angelini and Luca Fanelli, in Oxford Bulletin of Economics and Statistics (2016)

Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy,
Emanuele Bacchiocchi and Luca Fanelli, in Oxford Bulletin of Economics and Statistics (2015)

Simulation‐based tests of forward‐looking models under VAR learning dynamics,
Luca Fanelli and Giulio Palomba, in Journal of Applied Econometrics (2011)

Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test,
Efrem Castelnuovo and Luca Fanelli, from Dipartimento di Scienze Economiche "Marco Fanno" (2013)
Keywords: Confidence set, Determinacy, Identification failures, Indeterminacy, Misspecification, New-Keynesian Business Cycle Model, VAR System.

Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test,
Efrem Castelnuovo and Luca Fanelli, from Dipartimento di Scienze Economiche "Marco Fanno" (2014)
Keywords: Confidence set, Determinacy, Identification failures, Indeterminacy, Misspecification, new-Keynesian business cycle model, VAR system.

Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test,
Efrem Castelnuovo and Luca Fanelli, in Journal of Applied Econometrics (2015)

Indeterminate forecast accuracy under indeterminacy,
Luca Fanelli and Marco Sorge, in Journal of Macroeconomics (2017)
Keywords: DSGE; Forecasting; Indeterminacy; VAR system;

Testing the purchasing power parity through I(2) cointegration techniques,
Luca Fanelli and Emanuele Bacchiocchi, in Journal of Applied Econometrics (2005)

Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test,
Efrem Castelnuovo and Luca Fanelli, from Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2014)
Keywords: Confidence set, determinacy, identification failures, indeterminacy, misspecification, new-Keynesian business cycle model, VAR system

Exchange rates, prices and their speed of adjustment,
Luca Fanelli and Paolo Paruolo, from Department of Economics, University of Insubria (2006)
Keywords: Invariance, Half-life, purchasing power parity, impact factors, speed of adjustment, vector equilibrium correction, upcrossing and downcrossing.

Speed of Adjustment in Cointegrated Systems,
Luca Fanelli and Paolo Paruolo, from University Library of Munich, Germany (2007)
Keywords: p-life, speed of adjustment, impact factors, vector equilibrium correction, shock absorption

Speed of adjustment in cointegrated systems,
Luca Fanelli and Paolo Paruolo, in Journal of Econometrics (2010)
Keywords: Half-life [pi]-life Speed of adjustment Impact factors Vector equilibrium correction Interim and total multipliers

Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?,
Luca Fanelli and Marco Sorge, from Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2015)
Keywords: DSGE, Forecasting, Indeterminacy, Misspecification, VAR system

Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics,
Luca Fanelli and Giulio Palomba, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2007)
Keywords: Monte Carlo test, VAR, adaptive learning, cross-equation restrictions, forward-looking model, new Keynesian Phillips curve, simulation techniques

Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks,
Luca Fanelli and Antonio Marsi, from Dipartimento Scienze Economiche, Universita' di Bologna (2021)

Identification and estimation issues in Structural Vector Autoregressions with external instruments,
Giovanni Angelini and Luca Fanelli, from Dipartimento Scienze Economiche, Universita' di Bologna (2018)

Back to the future? Habits and rational addiction in UK tobacco and alcohol demand,
Luca Fanelli and Mario Mazzocchi, from Department of Statistics, University of Bologna (2004)

Rational Addiction, Cointegration and Tobacco and Alcohol Demand,
Luca Fanelli and Mario Mazzocchi, from Department of Statistics, University of Bologna (2008)
Keywords: Cointegration, Forward-looking behaviour, Rational Addiction, VAR model Cointegrazione, Comportamento forward-looking, Dipendenza Razionale, Modelli VAR

Monetary policy indeterminacy in the U.S.: results from a classical test,
Efrem Castelnuovo and Luca Fanelli, from Department of Statistics, University of Bologna (2011)
Keywords: GMM, Indeterminatezza, Massima Verosimiglianza, Errata specificazione, modello neo-Keynesiano per il ciclo economico, VAR, Identificazione debole GMM, Indeterminacy, Maximum Likelihood, Misspecification, new-Keynesian business cycle model, VAR, Weak identification.

Misspecification and Expectations Correction in New Keynesian DSGE Models,
Giovanni Angelini and Luca Fanelli, from Department of Statistics, University of Bologna (2015)
Keywords: Dynamic stochastic general equilibrium model, Expectations, Kalman filter, New Keynesian models, State space model.

Identification in structural vector autoregressive models with structural changes,
Emanuele Bacchiocchi and Luca Fanelli, from Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2012)
Keywords: Heteroskedasticity, Identi.cation, Monetary policy, Structural VAR,

Frequentist evaluation of small DSGE models,
Gunnar Bårdsen and Luca Fanelli, from Department of Economics, Norwegian University of Science and Technology (2013)
Keywords: DSGE models, LR test, Maximum Likelihood, New-Keynesian model, VAR

Invalid proxies and volatility changes,
Giovanni Angelini, Luca Fanelli and Luca Neri, from arXiv.org (2024)

Invalid proxies and volatility changes,
Giovanni Angelini, Luca Fanelli and Luca Neri, from Dipartimento Scienze Economiche, Universita' di Bologna (2024)

Annual food waste per capita as influenced by geographical variations,
Rosa Maria Fanelli and Luca Romagnoli, in RIVISTA DI STUDI SULLA SOSTENIBILITA' (2019)

Stackelberg strategies for network design games,
Michele Flammini, Luca Moscardelli and Angelo Fanelli, from HAL (2013)
Keywords: network design,Stackelberg strategies,price of anarchy

The spatial agglomeration of Italian agritourism farms,
Rosa Maria Fanelli and Luca Romagnoli, in Regional Studies (2022)

On lookahead equilibria in congestion games,
Vittorio Bilò, Angelo Fanelli and Luca Moscardelli, from HAL (2013)
Keywords: congestion games

Opinion formation games with dynamic social influences,
Vittorio Bilò, Angelo Fanelli and Luca Moscardelli, from HAL (2018)
Keywords: Opinion formation,Social networks,Pure Nash equilibria,Price of Anarchy,Price of Stability

On lookahead equilibria in congestion games,
Vittorio Bilò, Angelo Fanelli and Luca Moscardelli, from HAL (2017)

Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango,
Massimiliano Castellani, Luca Fanelli and Marco Savioli, from Rimini Centre for Economic Analysis (2014)
Keywords: Fiscal efforts, strikes, policy game, VEqC, speed of adjustment

The speed of convergence in congestion games under best-response dynamics,
Angelo Fanelli, Michele Flammini and Luca Moscardelli, from HAL (2012)

Regional consumption dynamics and risk sharing in Italy,
Giuseppe Cavaliere, Luca Fanelli and Attilio Gardini, in International Review of Economics & Finance (2006)

Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia,
Attilio Gardini, Giuseppe Cavaliere and Luca Fanelli, in Rivista di Politica Economica (2005)

Consumption risk sharing and adjustment costs,
Giuseppe Cavaliere, Luca Fanelli and Attilio Gardini, in Economics Bulletin (2009)
Keywords: Consumption risk sharing, Adjustment costs, Forward-looking behavior

An identification and testing strategy for proxy-SVARs with weak proxies,
Giovanni Angelini, Giuseppe Cavaliere and Luca Fanelli, in Journal of Econometrics (2024)
Keywords: Proxy-SVAR; Bootstrap inference; External instruments; Identification; Oil supply shock;

Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S,
Emanuele Bacchiocchi, Efrem Castelnuovo and Luca Fanelli, from Dipartimento di Scienze Economiche "Marco Fanno" (2014)
Keywords: structural break, recursive and non-recursive VARs, identification, monetary policy shocks, impulse responses.

GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES,
Emanuele Bacchiocchi, Efrem Castelnuovo and Luca Fanelli, in Macroeconomic Dynamics (2018)

An identification and testing strategy for proxy-SVARs with weak proxies,
Giovanni Angelini, Giuseppe Cavaliere and Luca Fanelli, from arXiv.org (2023)

Customer Satisfaction with Farmhouse Facilities and Its Implications for the Promotion of Agritourism Resources in Italian Municipalities,
Rosa Maria Fanelli and Luca Romagnoli, in Sustainability (2020)
Keywords: farmhouse; resources; Hierarchical Cluster Analysis; Italian municipalities; online review; Principal Component Analysis; visitor satisfaction

Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models,
Giovanni Angelini, Giuseppe Cavaliere and Luca Fanelli, in Journal of Applied Econometrics (2022)

Consumption risk sharing and adjustment costs,
Luca Fanelli, Giuseppe Cavaliere and Attilio Gardini, from University Library of Munich, Germany (2006)
Keywords: Consumption risk sharing; Adjustment costs; Forward-looking behavior

International dynamic risk sharing,
Giuseppe Cavaliere, Luca Fanelli and Attilio Gardini, in Journal of Applied Econometrics (2008)

Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S,
Emanuele Bacchiocchi, Efrem Castelnuovo and Luca Fanelli, from Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2016)
Keywords: Structural break, recursive and non-recursive VARs, identification, monetary policy shocks, impulse responses

On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union,
Giancarlo Bertocco, Luca Fanelli and Paolo Paruolo, from Department of Economics, University of Insubria (2002)
Keywords: Inflation dynamics, mark-up model, monetary policy,Phillips curve, cointegration, equilibrium correction model.

Determining the number of cointegrating relations under rank constraints,
Giuseppe Cavaliere, Luca Fanelli and Paolo Paruolo, from Department of Economics, University of Insubria (2001)
Keywords: Cointegration rank, Likelihood ratio, Trace test, Asymptotic power

Tests for cointegration rank and choice of the alternative,
Giuseppe Cavaliere, Luca Fanelli and Paolo Paruolo, in Statistical Methods & Applications (2009)
Keywords: Cointegration rank, Likelihood ratio, Asymptotic power, Unit roots, Brownian motion,

Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models,
Giovanni Angelini, Luca Fanelli and Marco Sorge, from Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2022)
Keywords: DSGE models; Timing restrictions; Transmission delays.

Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements?,
M. Castellani, Luca Fanelli and Marco Savioli, from Dipartimento Scienze Economiche, Universita' di Bologna (2015)

International dynamic risk sharing,
Giuseppe Cavaliere, Luca Fanelli and Attilio Gardini, from Department of Statistics, University of Bologna (2006)
Keywords: Adjustment costs, Consumption risk sharing, Cointegrated,VAR models, Financial market integration, Market frictions.

Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia,
Attilio Gardini, Giuseppe Cavaliere and Luca Fanelli, from Department of Statistics, University of Bologna (2006)

Incentivi o infrastrutture? Un'analisi dell'impatto delle politiche territoriali sull'economie delle regioni meridionali tramite un approccio VAR strutturale,
G. Capuano, Luca Fanelli and Guido Pellegrini, from Department of Statistics, University of Bologna (2002)

Bootstrapping DSGE models,
Giovanni Angelini, Giuseppe Cavaliere and Luca Fanelli, from Department of Statistics, University of Bologna (2016)
Keywords: Bootstrap, Cross-equation restrictions, DSGE, QLR test, State space model, Weak identification.

Co†integration Rank Determination in Partial Systems Using Information Criteria,
Giuseppe Cavaliere, Luca De Angelis and Luca Fanelli, in Oxford Bulletin of Economics and Statistics (2018)

Co-integration rank determination in partial systems using information criteria,
Giuseppe Cavaliere, Luca De Angelis and Luca Fanelli, from Department of Statistics, University of Bologna (2016)
Keywords: Information criteria, Co-integration, Partial system, Conditional model, VAR. Criteri di informazione, co-integrazione, modello condizionato, VAR

Uncertainty across volatility regimes,
Giovanni Angelini, Emanuele Bacchiocchi, Giovanni Caggiano and Luca Fanelli, from Bank of Finland (2017)

Uncertainty across volatility regimes,
Giovanni Angelini, Emanuele Bacchiocchi, Giovanni Caggiano and Luca Fanelli, in Journal of Applied Econometrics (2019)

Are fiscal multipliers estimated with proxy-SVARs robust?,
Giovanni Angelini, Giovanni Caggiano, Efrem Castelnuovo and Luca Fanelli, from Bank of Finland (2020)
Keywords: Fiscal multipliers, fiscal policy, identification, instruments, structural vector autoregressions

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?,
Giovanni Angelini, Giovanni Caggiano, Efrem Castelnuovo and Luca Fanelli, from Dipartimento di Scienze Economiche "Marco Fanno" (2020)
Keywords: Fiscal multipliers, fiscal policy, identification, instruments, structural vector autoregressions

Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?*,
Giovanni Angelini, Giovanni Caggiano, Efrem Castelnuovo and Luca Fanelli, in Oxford Bulletin of Economics and Statistics (2023)

Are fiscal multipliers estimated with proxy-SVARs robust?,
Giovanni Angelini, Giovanni Caggiano, Efrem Castelnuovo and Luca Fanelli, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
Keywords: Fiscal multipliers, fiscal policy, identification, instruments, structural vector autoregressions

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?,
Giovanni Angelini, Giovanni Caggiano, Efrem Castelnuovo and Luca Fanelli, from CESifo (2020)
Keywords: fiscal multipliers, fiscal policy, identification, instruments, structural vector autoregressions

Uncertainty Across Volatility Regimes,
Giovanni Angelini, Emanuele Bacchiocchi, Giovanni Caggiano and Luca Fanelli, from CESifo (2017)
Keywords: heteroscedasticity, identification, non-recursive SVAR, uncertainty shocks, volatility regime

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?,
Giovanni Angelini, Giovanni Caggiano, Efrem Castelnuovo and Luca Fanelli, from Dipartimento Scienze Economiche, Universita' di Bologna (2020)

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?,
Giovanni Angelini, Giovanni Caggiano, Efrem Castelnuovo and Luca Fanelli, from Monash University, Department of Economics (2021)
Keywords: Fiscal multipliers, fiscal policy, identification, instruments, structural vector autoregressions

Experimental evaluations of algorithms for IP table minimization,
Angelo Fanelli, Michele Flammini, Domenico Mango, Giovanna Melideo and Luca Moscardelli, from HAL (2011)
Keywords: Routing,IP protocol,lookup times,optimal and approximation algorithms

Nash stability in fractional hedonic games,
Vittorio Bilò, Angelo Fanelli, Michele Flammini, Gianpiero Monaco and Luca Moscardelli, from HAL (2014)
Keywords: hedonic games,Nash stability

The price of envy-freeness in machine scheduling,
Vittorio Bilò, Angelo Fanelli, Michele Flammini, Gianpiero Monaco and Luca Moscardelli, from HAL (2014)
Keywords: envy-freeness,machine scheduling

The price of envy-freeness in machine scheduling,
Vittorio Bilò, Angelo Fanelli, Michele Flammini, Gianpiero Monaco and Luca Moscardelli, from HAL (2016)
Keywords: Envy-freeness,Machine scheduling

Nash Stable Outcomes in Fractional Hedonic Games: Existence, Efficiency and Computation,
Vittorio Bilò, Angelo Fanelli, Michele Flammini, Gianpiero Monaco and Luca Moscardelli, from HAL (2018)

“Positive” Results Increase Down the Hierarchy of the Sciences,
Daniele Fanelli, in PLOS ONE (2010)

Metascientific reproducibility patterns revealed by informatic measure of knowledge,
Daniele Fanelli, from Center for Open Science (2020)

The "Tau" of Science - How to Measure, Study, and Integrate Quantitative and Qualitative Knowledge,
Daniele Fanelli, from Center for Open Science (2022)

Registered author: Domenico Fanelli

A Two-Stage Duopoly Game with Ethical Labeling and Price Competition when Consumers differ in Preferences,
Domenico Fanelli, from University Library of Munich, Germany (2008)
Keywords: Social Responsibility; Ethical labeling; Price Competition; Duopoly

The Role of Socially Concerned Consumers in the Coexistence of Ethical and Standard Firms,
Domenico Fanelli, from University Library of Munich, Germany (2010)
Keywords: CSR; Price Competition; Duopoly, ESS, Replicator Dynamics

Implications of implicit credit spread volatilities on interest rate modelling,
Viviana Fanelli, in European Journal of Operational Research (2017)
Keywords: Finance; Arbitrage-free models; Libor; Term structure; Volatility modelling;

A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch,
Viviana Fanelli, in European Journal of Operational Research (2016)
Keywords: Basis swaps; HJM model; Credit crisis; Libor models; Multi-curve term structure modelling;