PUBLICATIONS            (update: July 2014)



1. Fanelli, L. (with Efrem Castelnuovo, E.), 2014, "Monetary policy indeterminacy and identification failures in the U.S.: results from a robust test", JOURNAL OF APPLIED ECONOMETRICS, forthcoming
 
2. Fanelli, L. (with Gunnar Bårdsen), 2014, "Frequentist evaluation of small DSGE models", JOURNAL OF BUSINESS AND ECONOMIC STATISTICS, forthcoming. DOWNLOAD PAPER  ;  DOWNLOAD SUPPLEMENTARY MATERIAL  

3.
Fanelli, L. (2012), "Determinacy, Indeterminacy and Dynamic Misspecification in Linear Rational Expectations Models", JOURNAL OF ECONOMETRICS 170,  153-163  DOWNLOAD

 4. Fanelli, L. (2011) (with G. Palomba), "Simulation-based tests of forward-looking models under VAR learning dynamics", JOURNAL OF APPLIED ECONOMETRICS 26, 762-782  DOWNLOAD

  5. Fanelli, L. (2010) (with P. Paruolo), "Speed of adjustment in cointegrated systems" JOURNAL OF ECONOMETRICS 158, 150-141. DOWNLOAD

  6. Fanelli, L. (2009) (with Cavaliere, G. and Gardini, A.), "Consumption risk sharing under adjustment costs", ECONOMICS BULLETIN 29(2), 1128-1137.  DOWNLOAD

  7. Fanelli, L. (2008) (with Cavaliere, G. and Paruolo, P.), "Tests for cointegration rank and choice of the alternative". STATISTICAL METHODS & APPLICATIONS  18, 169-191   DOWNLOAD

  8. Fanelli (2008), "Evaluating the New Keynesian Phillips Curve under VAR-based Learning" ECONOMICS: THE OPEN-ACESS, OPEN-ASSESSMENT E-JOURNAL Vol. 2, 2008-33.  DOWNLOAD

9. Fanelli, L (2008) (with Cavaliere, G. and Gardini, A.), "International dynamic risk sharing". JOURNAL OF APPLIED ECONOMETRICS 23, 1-16. DOWNLOAD

10. Fanelli, L (2008),  "Testing the New Keynesian Phillips curve through Vector Autoregressive models: results from the Euro areaOXFORD BULLETIN OF ECONOMICS AND STATISTICS 70, 53-66. DOWNLOAD.

11. Fanelli, L. (2007), "Present value relations, Granger non-causality and VAR stability", ECONOMETRIC THEORY (N&P) 23, 1254-1260. DOWNLOAD

12. Fanelli, L (2006), Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration". JOURNAL OF ECONOMIC DYNAMICS AND CONTROL 30, 445-456.  DOWNLOAD

13. Fanelli, L. (2006), "Dynamic adjustment cost models with forward-looking behaviour". ECONOMETRICS JOURNAL 9, 23-47.
  DOWNLOAD


14. Fanelli, L. (2006) (with Cavaliere, G. and Gardini, A.), “Regional consumption dynamics and risk sharing in Italy”. INTERNATIONAL REVIEW OF ECONOMIC AND FINANCE 15(4), 525-542  DOWNLOAD

 
15. Fanelli, L. (2005) (with Bacchiocchi, E.), "Testing the purchasing power parity through I(2) cointegration techniques".  JOURNAL OF APPLIED ECONOMETRICS 20, 749-770 DOWNLOAD

16. Fanelli, L. (2005) (with Gardini, A. and Cavaliere, G.), "Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia". RIVISTA DI POLITICA ECONOMICA, maggio-giugno 2005 DOWNLOAD.

17. Fanelli, L. (2002): "A new approach for estimating and testing the Linear Quadratic Adjustment Cost model under rational expectations and I(1) variables", JOURNAL OF ECONOMIC DYNAMICS AND CONTROL  26 (1), 117-139, DOWNLOAD.

18. Fanelli, L. (2002) (with Mazzocchi, M.), "A cointegrated VECM demand system for meat in Italy", APPLIED ECONOMICS  34 (13), 1593-1605, DOWNLOAD.