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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
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A cointegrated VECM demand system for meat in Italy
Fanelli, L.; Mazzocchi, M. - In: Applied economics 34 (2002) 13, pp. 1593-1606
Persistent link: https://www.econbiz.de/10007661719
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THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL
Nielsen, Heino Bohn; Rahbek, Anders; Bacchiocchi, E.; … - In: Econometric theory 23 (2007) 4, pp. 615-637
Persistent link: https://www.econbiz.de/10007732418
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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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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
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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
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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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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
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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
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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