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Uncertainty across volatility regimes
Angelini, Giovanni; Bacchiocchi, Emanuele; Caggiano, … - In: Journal of Applied Econometrics 34 (2018) 3, pp. 437-455
Persistent link: https://www.econbiz.de/10012082820
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Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments
Angelini, Giovanni; Fanelli, Luca - In: Journal of Applied Econometrics (2019)
Persistent link: https://www.econbiz.de/10012082870
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Bootstrap inference and diagnostics in state space models : With applications to dynamic macro models
Angelini, Giovanni; Cavaliere, Giuseppe; Fanelli, Luca - In: Journal of Applied Econometrics 37 (2021) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10012632824
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Monetary policy indeterminacy and identification failures in the U.S. : results from a robust test
Castelnuovo, Efrem; Fanelli, Luca - In: Journal of applied econometrics 30 (2015) 6, pp. 924-947
Persistent link: https://www.econbiz.de/10011431667
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Bootstrap inference and diagnostics in state space models : with applications to dynamic macro models
Angelini, Giovanni; Cavaliere, Giuseppe; Fanelli, Luca - In: Journal of applied econometrics 37 (2022) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10013165161
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Misspecification and expectations correction in New Keynesian DSGE models
Angelini, Giovanni; Fanelli, Luca - In: Oxford bulletin of economics and statistics 78 (2016) 5, pp. 623-649
Persistent link: https://www.econbiz.de/10011579078
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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
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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
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Indeterminate forecast accuracy under indeterminacy
Fanelli, Luca; Sorge, Marco M. - In: Journal of macroeconomics 53 (2017), pp. 57-70
Persistent link: https://www.econbiz.de/10011753427
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Regional consumption dynamics and risk sharing in Italy
Cavaliere, Giuseppe; Fanelli, Luca; Gardini, Attilio - In: International Review of Economics & Finance 15 (2006) 4, pp. 525-542
Persistent link: https://www.econbiz.de/10005205504