Luca Fanelli

Institution: Alma Mater Studiorum - Università di Bologna

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://www.unibo.it/sitoweb/luca.fanelli/en

First Publication: 2002

Most Recent: 2024

RePEc ID: pfa33 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	1.35	2.19	0.00	3.53	72%
Last 10 Years	1.35	5.38	0.00	6.73	80%
All Time	9.42	16.48	0.50	26.41	95%

Publication Statistics

Raw Publications 19

Coauthorship-Adjusted Count 22.21

Publications (19)

Year	Article	Journal	Tier	Authors
2024	An identification and testing strategy for proxy-SVARs with weak proxies	Journal of Econometrics	A	3
2023	Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?*	Oxford Bulletin of Economics and Statistics	B	4
2022	Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models	Journal of Applied Econometrics	B	3
2022	Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks	European Economic Review	B	2
2019	Uncertainty across volatility regimes	Journal of Applied Econometrics	B	4
2019	Exogenous uncertainty and the identification of structural vector autoregressions with external instruments	Journal of Applied Econometrics	B	2
2018	Co‐integration Rank Determination in Partial Systems Using Information Criteria	Oxford Bulletin of Economics and Statistics	B	3
2016	Misspecification and Expectations Correction in New Keynesian DSGE Models	Oxford Bulletin of Economics and Statistics	B	2
2015	Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy	Oxford Bulletin of Economics and Statistics	B	2
2015	Frequentist Evaluation of Small DSGE Models	Journal of Business & Economic Statistics	A	2
2015	Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test	Journal of Applied Econometrics	B	2
2012	Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models	Journal of Econometrics	A	1
2011	Simulation‐based tests of forward‐looking models under VAR learning dynamics	Journal of Applied Econometrics	B	2
2010	Speed of adjustment in cointegrated systems	Journal of Econometrics	A	2
2008	Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area*	Oxford Bulletin of Economics and Statistics	B	1
2007	PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY	Econometric Theory	B	1
2006	Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration	Journal of Economic Dynamics and Control	B	1
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	B	1
2002	A cointegrated VECM demand system for meat in Italy	Applied Economics	C	2