Angelini, G; Cavaliere, G; Fanelli, L, An identification and testing strategy for proxy-SVARs with weak proxies, «JOURNAL OF ECONOMETRICS», 2024, 238, pp. 1 - 18 [Scientific article]Open Access
Angelini, Giovanni; Fanelli, Luca; Sorge, Marco M., Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models, «COMPUTATIONAL ECONOMICS», 2024, online first, pp. 1 - 27 [Scientific article]Open Access
Angelini G.; Caggiano G.; Castelnuovo E.; Fanelli L., Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?*, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2023, 85, pp. 95 - 122 [Scientific article]Open Access
Angelini G.; Cavaliere G.; Fanelli L., Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models, «JOURNAL OF APPLIED ECONOMETRICS», 2022, 37, pp. 3 - 22 [Scientific article]Open Access
Fanelli L.; Marsi A., Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks, «EUROPEAN ECONOMIC REVIEW», 2022, 150, Article number: 104281 , pp. 1 - 22 [Scientific article]Open Access
Angelini, Giovanni; Fanelli, Luca, Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments, «JOURNAL OF APPLIED ECONOMETRICS», 2019, 34, Article number: ND , pp. 951 - 971 [Scientific article]Open Access
Angelini, Giovanni; Caggiano, Giovanni; Bacchiocchi, Emanuele; Fanelli, Luca, Uncertainty Across Volatility Regimes, «JOURNAL OF APPLIED ECONOMETRICS», 2019, 34, Article number: ND , pp. 437 - 455 [Scientific article]Open Access
Giuseppe Cavaliere; Luca De Angelis; Luca Fanelli, Co-integration rank determination in partial systems using information criteria, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2018, 80, pp. 65 - 89 [Scientific article]Open Access
E. Bacchiocchi; E. Castelnuovo; L. Fanelli, Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the United States, «MACROECONOMIC DYNAMICS», 2018, 22, pp. 1613 - 1651 [Scientific article]
Luca Fanelli, Heteroskedastic proxy-SVARs, in: 12th International Conference on Computational and Financial Econometrics (CFE 2018), ECOSTA ECONOMETRICS AND STATISTICS, 2018, pp. 144 - 144 (atti di: 12th International Conference on Computational and Financial Econometrics (CFE 2018), University of Pisa, Italy, 14-16 December 2018) [Contribution to conference proceedings]
Fanelli, Luca; Sorge, Marco M., Indeterminate forecast accuracy under indeterminacy, «JOURNAL OF MACROECONOMICS», 2017, 53, pp. 57 - 70 [Scientific article]Open Access
Angelini, Giovanni; Fanelli, Luca, Misspecification and Expectations Correction in New Keynesian DSGE Models, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2016, 78, pp. 623 - 649 [Scientific article]Open Access
Gunnar, Bårdsen; Luca, Fanelli, Frequentist Evaluation of Small DSGE Models, «JOURNAL OF BUSINESS & ECONOMIC STATISTICS», 2015, 33, pp. 307 - 322 [Scientific article]Open Access
Emanuele, Bacchiocchi; Luca, Fanelli, Identification in Structural Vector Autoregressive models with structural changes, with an application to U.S. monetary policy, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2015, 77, pp. 761 - 779 [Scientific article]Open Access
Castelnuovo, Efrem; Fanelli, Luca, MONETARY POLICY INDETERMINACY AND IDENTIFICATION FAILURES IN THE U.S.: RESULTS FROM A ROBUST TEST, «JOURNAL OF APPLIED ECONOMETRICS», 2015, 30, pp. 924 - 947 [Scientific article]Open Access
