Luca Fanelli

Luca Fanelli

Università di Bologna - Bologna / Italy
Economics & Econometrics / Economics
AD Scientific Index ID: 1796815
University of Bologna
person_outline Luca Fanelli's MOST POPULAR ARTICLES
1-) Uncertainty across volatility regimesG Angelini, E Bacchiocchi, G Caggiano, L FanelliJournal of Applied Econometrics 34 (3), 437-455, 2019762019
2-) Testing the new Keynesian Phillips curve through vector autoregressive models: Results from the Euro areaL FanelliOxford Bulletin of Economics and Statistics 70 (1), 53-66, 2008682008
3-) Identification in Structural Vector Autoregressive models with structural changes, with an application to US monetary policyE Bacchiocchi, L FanelliOxford Bulletin of Economics and Statistics 77 (6), 761-779, 2015502015
4-) Exogenous uncertainty and the identification of structural vector autoregressions with external instrumentsG Angelini, L FanelliJournal of Applied Econometrics 34 (6), 951-971, 2019552019
5-) Monetary policy indeterminacy and identification failures in the US: Results from a robust testE Castelnuovo, L FanelliJournal of Applied Econometrics 30 (6), 924-947, 2015362015