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Luca Fanelli

Global rank #3728 95%

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 = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.67 2.18 0.00 3.52
Last 10 Years 0.00 0.67 5.36 0.00 6.70
All Time 0.00 4.69 16.42 0.00 26.31

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