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Castelnuovo, Efrem
16
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10
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3
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3
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1
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Journal of economic dynamics & control
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration
Fanelli, Luca
- In:
Journal of economic dynamics & control
30
(
2006
)
3
,
pp. 445-456
Persistent link: https://www.econbiz.de/10006748150
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2
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area
Fanelli, Luca
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10007898241
Saved in:
3
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY
Fanelli, Luca
;
Baillie, R.T.
;
Bekaert, G.
;
Hodrick, R.
; …
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1254
Persistent link: https://www.econbiz.de/10007869208
Saved in:
4
International dynamic risk sharing
Cavaliere, Giuseppe
;
Fanelli, Luca
;
Gardini, Attilio
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10007915190
Saved in:
5
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
Saved in:
6
Regional consumption dynamics and risk sharing in Italy
Cavaliere, Giuseppe
;
Fanelli, Luca
;
Gardini, Attilio
- In:
International review of economics & finance : IREF
15
(
2006
)
4
,
pp. 525-542
Persistent link: https://www.econbiz.de/10007630417
Saved in:
7
SAGGI - Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia
Gardini, Attilio
;
Cavaliere, Giuseppe
;
Fanelli, Luca
- In:
Rivista di politica economica
95
(
2005
)
5-6
,
pp. 219-266
Persistent link: https://www.econbiz.de/10007637027
Saved in:
8
A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
Fanelli, Luca
- In:
Journal of economic dynamics & control
26
(
2002
)
1
,
pp. 117-140
Persistent link: https://www.econbiz.de/10006770351
Saved in:
9
Testing the purchasing power parity through I(2) cointegration techniques
Bacchiocchi, Emanuele
;
Fanelli, Luca
- In:
Journal of applied econometrics
20
(
2005
)
6
,
pp. 749-770
Persistent link: https://www.econbiz.de/10006957876
Saved in:
10
Dynamic adjustment cost models with forward-looking behaviour
Fanelli, Luca
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10007424199
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