Fanelli, L. (with E. Bacchiocchi and E.
Castelnuovo), 2016, "Give me a break !
Identification and estimation of the macroeconomic effects of
monetary policy shocks in the U.S.", MACROECONOMIC DYNAMICS, forthcoming.
Fanelli, L. (with G.
Angelini), 2016, "Misspecification and expectations correction
in New-Keynesian DSGE models", OXFORD BULLETIN OF ECONOMICS
AND STATISTICS 78, 623-649.
Fanelli, L. (with E. Bacchiocchi), 2015, "Identification in Structural Vector
Autoregressive models with structural changes, with an
application to U.S. monetary policy", OXFORD BULLETIN OF
ECONOMICS AND STATISTICS 77, 761-779.
Fanelli, L. (with Efrem Castelnuovo), 2015, "Monetary policy indeterminacy and
identification failures in the U.S.: results from a robust
test", JOURNAL OF APPLIED
ECONOMETRICS 30, 857-1010.
Fanelli, L. (with Gunnar Bårdsen),2015,"Frequentist evaluation of
small DSGE models", JOURNAL OF BUSINESS AND ECONOMIC
STATISTICS 33, 307-322.
Fanelli, L., 2012, "Determinacy, indeterminacy and dynamic misspecification
in linear rational expectations models", JOURNAL OF ECONOMETRICS 170,
Fanelli, L. (with G. Palomba), 2011, "Simulation-based
tests of forward-looking models under VAR learning dynamics", JOURNAL OF APPLIED ECONOMETRICS 26,
Fanelli, L. (with P. Paruolo), 2010,
"Speed of adjustment in cointegrated systems" JOURNAL OF
ECONOMETRICS 158, 150-141.
Fanelli, L. (with Cavaliere, G. and Gardini, A.),
2009, "Consumption risk sharing under adjustment costs", ECONOMICS BULLETIN29(2),
Fanelli, L. (with Cavaliere, G. and Paruolo, P.),
2008, "Tests for cointegration rank and choice of the
alternative". STATISTICAL METHODS & APPLICATIONS 18,
Fanelli L., 2008, "Evaluating the New
Keynesian Phillips Curve under VAR-based Learning" ECONOMICS: THE OPEN-ACESS,
OPEN-ASSESSMENT E-JOURNAL Vol. 2, 2008-33.
Fanelli, L.(with Cavaliere, G. and
Gardini, A.), 2008, "International dynamic
risk sharing". JOURNAL OF
APPLIED ECONOMETRICS 23, 1-16.
Fanelli, L. (2008), "Testing the New Keynesian Phillips curve through Vector
Autoregressive models: results from the Euro area" OXFORD BULLETIN OF ECONOMICS
AND STATISTICS 70, 53-66.
Fanelli, L. (2007), "Present value
relations, Granger non-causality and VAR stability", ECONOMETRIC THEORY
L (2006), Multi-equational linear quadratic adjustment cost
models with rational expectations and cointegration". JOURNAL OF ECONOMIC DYNAMICS AND
CONTROL 30, 445-456.
(2006), "Dynamic adjustment cost models with forward-looking
JOURNAL 9, 23-47. DOWNLOAD
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.
L. (2005) (with Bacchiocchi, E.), "Testing the purchasing power
parity through I(2) cointegration techniques". JOURNAL OF APPLIED ECONOMETRICS
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,
Fanelli, L. (with Paruolo,
New evidence on the tramission
mechanisms of monetary policy in Italy
stage III of European Monetary Union.
Ricerche quantitative per la politica economica 1999. Perugia,
p. 603-653, ROMA: BANCA D’ITALIA.
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.
M.), "A cointegrated VECM demand system for meat in Italy", APPLIED ECONOMICS 34
(13), 1593-1605, DOWNLOAD.