ProfessorsProfessors of Università degli Studi di BolognaLuca Fanelli

Luca Fanelli

Università degli Studi di Bologna

H-index: 16

Europe-Italy

About Luca Fanelli

Luca Fanelli, With an exceptional h-index of 16 and a recent h-index of 8 (since 2020), a distinguished researcher at Università degli Studi di Bologna, specializes in the field of Time Series Econometrics, Macroeconometrics, Empirical Macroeconomics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Invalid proxies and volatility changes

An identification and testing strategy for proxy-SVARs with weak proxies

Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?

Is Time an Illusion?: A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models

Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models

Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks

Luca Fanelli Information

University	Università degli Studi di Bologna
Position	Professor of Econometrics Department of Economics
Citations(all)	717
Citations(since 2020)	292
Cited By	553
hIndex(all)	16
hIndex(since 2020)	8
i10Index(all)	20
i10Index(since 2020)	6
Email	Access Email
University Profile Page	Università degli Studi di Bologna
Google Scholar	View Google Scholar Profile

Luca Fanelli Skills & Research Interests

Time Series Econometrics

Macroeconometrics

Empirical Macroeconomics

Top articles of Luca Fanelli

Title	Journal	Author(s)	Publication Date
Invalid proxies and volatility changes	arXiv preprint arXiv:2403.08753	Giovanni Angelini Luca Fanelli Luca Neri	2024/3/13
An identification and testing strategy for proxy-SVARs with weak proxies	Journal of Econometrics	Giovanni Angelini Giuseppe Cavaliere Luca Fanelli	2024/1/1
Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?	Oxford Bulletin of Economics and Statistics	Giovanni Angelini Giovanni Caggiano Efrem Castelnuovo Luca Fanelli	2023/2
Is Time an Illusion?: A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models		Giovanni Angelini Luca Fanelli Marco M Sorge	2022/9/22
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models	Journal of Applied Econometrics	Giovanni Angelini Giuseppe Cavaliere Luca Fanelli	2022/1
Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks		Luca Fanelli Antonio Marsi	2021/9/15