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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/10003289314
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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/10003320192
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A new approach for estimating and testing the linear quadratic adjustment cost model under rational expextations and I(1) variables
Fanelli, Luca - In: Journal of economic dynamics & control 26 (2002) 1, pp. 117-139
Persistent link: https://www.econbiz.de/10001617129
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A cointegrated VECM demand system for meat in Italy
Fanelli, Luca; Mazzocchi, Mario - In: Applied economics 34 (2002) 13, pp. 1593-1605
Persistent link: https://www.econbiz.de/10001692497
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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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Tests for cointegration rank and choice of the alternative
Cavaliere, Giuseppe; Fanelli, Luca; Paruolo, Paolo - In: Statistical methods & applications : SMA ; journal of … 18 (2009) 2, pp. 169-191
Persistent link: https://www.econbiz.de/10003858175
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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/10003168891
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Co-integration rank determination in partial systems using information criteria
Cavaliere, Giuseppe; De Angelis, Luca; Fanelli, Luca - In: Oxford bulletin of economics and statistics 80 (2018) 1, pp. 65-89
Persistent link: https://www.econbiz.de/10011969541