← All authors Luca Fanelli University of the Basque Country (per OpenAlex) · ORCID · OpenAlex
33 papers in scope · 30 published · 4 on the econ.EM arXiv · 557 citations · h-index 14 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Giovanni Angelini Sascha A. Keweloh Niccolò Zaccaria Marco Mazzali Giuseppe Cavaliere Luca M. Neri Mathias Klein Bertille Antoine Paolo Neri Marco M. Sorge Otilia Boldea Maria Elena Bontempi Jiaming Huang Jan Prüser Luca De Angelis Neville Francis Iliyan Georgiev Peter Reinhard Hansen Chen Tong Tong Chen Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 33)
working paper 2026 · arXiv
working paper 2025 · arXiv
Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models
published 2024 · Computational Economics
working paper 2024 · arXiv · 2 citations
Recent Developments in Spectral Theory for Non-self-adjoint Hamiltonians
published 2024 · Springer proceedings in mathematics & statistics
with Lucrezia Cossetti, Nico Michele Schiavone
published 2023 · Journal of Econometrics · 7 citations · first circulated 2022
Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks
published 2022 · European Economic Review · 5 citations · first circulated 2021
with Antonio Marsi
Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?*
published 2022 · Oxford Bulletin of Economics and Statistics · 16 citations · first circulated 2020
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models
published 2021 · Journal of Applied Econometrics · 10 citations
Exogenous uncertainty and the identification of structural vector autoregressions with external instruments
published 2019 · Journal of Applied Econometrics · 50 citations
Uncertainty across volatility regimes
published 2018 · Journal of Applied Econometrics · 103 citations · first circulated 2017
GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES
published 2017 · Macroeconomic Dynamics · 21 citations · first circulated 2014
Co‐integration Rank Determination in Partial Systems Using Information Criteria
published 2017 · Oxford Bulletin of Economics and Statistics · 3 citations
Indeterminate forecast accuracy under indeterminacy
published 2017 · Journal of Macroeconomics · 6 citations
Misspecification and Expectations Correction in New Keynesian DSGE Models
published 2016 · Oxford Bulletin of Economics and Statistics · 3 citations · first circulated 2015
Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy
published 2015 · Oxford Bulletin of Economics and Statistics · 67 citations · first circulated 2012
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test
published 2014 · Journal of Applied Econometrics · 28 citations
with Efrem Castelnuovo
Frequentist Evaluation of Small DSGE Models
published 2014 · Journal of Business and Economic Statistics · 17 citations
with Gunnar Bårdsen
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
published 2012 · Journal of Econometrics · 24 citations · first circulated 2010
Speed of adjustment in cointegrated systems
published 2010 · Journal of Econometrics · 17 citations · first circulated 2009
Simulation-based tests of forward-looking models under VAR learning dynamics
published 2010 · Journal of Applied Econometrics · 16 citations · first circulated 2007
Evaluating the New Keynesian Phillips Curve under VAR-based Learning
published 2008 · Economics · 6 citations
International dynamic risk sharing
published 2008 · Journal of Applied Econometrics · 8 citations · first circulated 2006
Tests for cointegration rank and choice of the alternative
published 2007 · Statistical Methods & Applications
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area*
published 2007 · Oxford Bulletin of Economics and Statistics · 56 citations · first circulated 2006
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY
published 2007 · Econometric Theory
Dynamic adjustment cost models with forward‐looking behaviour
published 2006 · Econometrics Journal · 9 citations
Testing the purchasing power parity through I(2) cointegration techniques
published 2005 · Journal of Applied Econometrics · 27 citations
Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration
published 2005 · Journal of Economic Dynamics and Control · 6 citations
Regional consumption dynamics and risk sharing in Italy
published 2004 · International Review of Economics & Finance · 12 citations
A cointegrated VECM demand system for meat in Italy
published 2002 · Applied Economics · 22 citations
A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
published 2002 · Journal of Economic Dynamics and Control · 14 citations
Determining the number of cointegrating relations under rank constraints
published 2001 · Economics and Quantitative Methods · 2 citations
no link
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).