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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

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/10003624796

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

Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S

Bacchiocchi, Emanuele - 2016

We employ a non-recursive identification scheme to identify the effects of a monetary policy shock in a Structural Vector Autoregressive (SVARs) model for the U.S. post-WWII quarterly data. The identification of the shock is achieved via heteroskedasticity, and different on-impact macroeconomic...

Persistent link: https://www.econbiz.de/10012981365

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/10003682767

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/10003392512

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

Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the United States

Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - In: Macroeconomic dynamics 22 (2018) 6, pp. 1613-1651

Persistent link: https://www.econbiz.de/10011916999

Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S.

Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - 2016

Persistent link: https://www.econbiz.de/10011698807