Foto del docente

Luca Fanelli

Full Professor

Department of Economics

Academic discipline: ECON-05/A Econometrics

Director of Organisational Unit (UOS) Rimini of Department of Economics

Publications

L. Fanelli, Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models, «JOURNAL OF ECONOMETRICS», 2012, 170, pp. 153 - 163 [Scientific article]

L. Fanelli; G. Palomba, Simulation-based tests of forward-looking models under VAR learning dynamics, «JOURNAL OF APPLIED ECONOMETRICS», 2011, 26, pp. 762 - 782 [Scientific article]

L. Fanelli; P. Paruolo, Speed of adjustment in cointegrated systems, «JOURNAL OF ECONOMETRICS», 2010, 158, pp. 130 - 141 [Scientific article]

G. Cavaliere; L. Fanelli; A. Gardini, Consumption Risk Sharing and Adjustment Costs, «ECONOMICS BULLETIN», 2009, 29(2), pp. 1128 - 1137 [Scientific article]

Cavaliere G; Fanelli L; Gardini A, International dynamic risk sharing, «JOURNAL OF APPLIED ECONOMETRICS», 2008, 23, pp. 1 - 16 [Scientific article]

L. Fanelli, Testing the New Keynesian Phillips Curve through Vector Autoregressive Models: Results from the Euro Area, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2008, 70, pp. 53 - 66 [Scientific article]

L. Fanelli, PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY, «ECONOMETRIC THEORY», 2007, 23 (6), pp. 1254 - 1260 [Scientific article]

L. Fanelli, Dynamic adjustment cost models with forward-looking behaviour, «ECONOMETRICS JOURNAL», 2006, 9, pp. 23 - 47 [Scientific article]

L. FANELLI, Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2006, 30, pp. 445 - 456 [Scientific article]

A. Gardini; G. Cavaliere; L. Fanelli, Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia, «RIVISTA DI POLITICA ECONOMICA», 2005, maggio-giugno, pp. 3 - 50 [Scientific article]

L. Fanelli; E. Bacchiocchi, Testing the purchasing power parity through I(2) cointegration techniques, «JOURNAL OF APPLIED ECONOMETRICS», 2005, 20 (6), pp. 749 - 770 [Scientific article]

Fanelli L.; Mazzocchi M., A cointegrated VECM demand system for meat in Italy, «APPLIED ECONOMICS», 2002, 34, pp. 1593 - 1605 [Scientific article]

Fanelli L., A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2002, 26, pp. 117 - 139 [Scientific article]

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