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Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
Fanelli, Luca - In: Journal of econometrics 170 (2012) 1, pp. 153-163
Persistent link: https://www.econbiz.de/10009673122
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Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
Fanelli, Luca - In: Journal of econometrics 170 (2012) 1, pp. 153-164
Persistent link: https://www.econbiz.de/10009996209
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Speed of adjustment in cointegrated systems
Fanelli, Luca; Paruolo, Paolo - In: Journal of econometrics 158 (2010) 1, pp. 130-141
Persistent link: https://www.econbiz.de/10008826868
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An identification and testing strategy for proxy-SVARs with weak proxies
Angelini, Giovanni; Cavaliere, Giuseppe; Fanelli, Luca - In: Journal of econometrics 238 (2024) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10015073908