Luca Fanelli

Tesi di Laurea Magistrale

• Assessing the effect of monetary policy shocks on financial uncertainty: Evidence from Proxy-SVAR
• Evaluating Independent Component Analysis (ICA) as a Data Driven Approach for Conventional Monetary Policy Analysis: Evidence from the European Area
• Exogeneity and High-Frequency Monetary Policy Surprises
• Financial stability and monetary policy: an empirical approach
• Fiscal Policy effectiveness after the Great Financial Crisis - A Comparative SVAR analysis of US Government Spending Multipliers
• High-Frequency Identification of Monetary Policy Shocks and Monetary Spillovers
• impatto degli shock di incertezza finanziaria: un’analisi attraverso i modelli svar
• Is Uncertainty Exogenous or Endogenous? New Evidence From Changes in Volatility and External Instruments
• Misure di incertezza macroeconomica e finanziaria: una proposta per il mercato italiano
• Non-Gaussian shocks and recursive monetary policy SVARs for the Euro Area
• The Economic Consequences of Climate Shocks: a Structural Macroeconometrics Approach with External Instruments
• The Macroeconomic Consequences of Geopolitical Risk
• When Climate Turns Extreme: Assessing the Impact of Climate Shocks on the Macroeconomy and Uncertainty
• Yet Another Try: Estimating Italian Labor Dynamic Response to a Technology Shock with a DSGE-Enhanced Proxy-SVAR