Luca Fanelli

Uncertainty across volatility regimes

Giovanni Angelini, Emanuele Bacchiocchi, Giovanni Caggiano et al. · Journal of Applied Econometrics · 2018 · 99 citations · Full text

Volatility Modeling, Engineering, Economic Fluctuation +21

Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy

Emanuele Bacchiocchi, Luca Fanelli · Oxford Bulletin of Economics and Statistics · 2015 · 65 citations · Full text

Volatility Modeling, Engineering, Macroeconomic Forecasting +19

Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area*

Luca Fanelli · Oxford Bulletin of Economics and Statistics · 2007 · 56 citations

Inflation Rate, Monetary Policy, Economics +15

Exogenous uncertainty and the identification of structural vector autoregressions with external instruments

Giovanni Angelini, Luca Fanelli · Journal of Applied Econometrics · 2019 · 49 citations · Full text

Macroeconomic Forecasting, Economic Fluctuation, Panel Data +24

Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test

Efrem Castelnuovo, Luca Fanelli · Journal of Applied Econometrics · 2014 · 27 citations · Full text

Identification Failures, Applied Econometrics, Economic Fluctuation +21