Curriculum Vitae - Luca Fanelli

Professor of Econometrics Department of Economics University of Bologna Institutional Homepage (University of Bologna): https://www.unibo.it/sitoweb/luca.fanelli/en Personal Homepage: https://sites.google.com/site/lucafanelliunibo/home RePec Profile: http://ideas.repec.org/e/pfa33.html. EMPLOYMENT -Professor of Econometrics, Department of Economics, University of Bologna, 2018- -Professor of Econometrics, Department of Statistical Sciences, University of Bologna, 2014-2017 -Associate Professor of Econometrics, Department of Statistical Sciences , University of Bologna, 2010-August 2014. -Assistant Professor of Econometrics, Department of Statistical Sciences, University of Bologna, 2001-2009. EDUCATION -University of Bologna Ph.D, 1998. -University of Aarhus (Denmark), 1996, Ph.D Visiting, Department of Economics. RESEARCH INTERESTS -Macroeconometrics -Time Series Econometrics -Empirical Macroeconomics PUBLICATIONS - Fanelli, L. (with Angelini, G., Bacchiocchi, E., and Caggiano G.), Uncertainty across volatility regimes, JOURNAL OF APPLIED ECONOMETRICS, forthcoming - Fanelli, L. (with Bacchiocchi, E. and Castelnuovo, E.), 2018, Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S., MACROECONOMIC DYNAMICS 22(6), 1613-1651. - Fanelli, L. (with Cavaliere, G. and De Angelis, L.), 2018 Co-integration rank determination in partial systems using information criteria, OXFORD BULLETIN OF ECONOMICS AND STATISTICS 80, 65-89. -Fanelli, L. (with M. Sorge), 2017, Indeterminate forecast accuracy under indeterminacy, JOURNAL OF MACROECONOMICS, 53, 57-70. - Fanelli, L. (with G. Angelini), 2016, Misspecification and expectations correction in New Keynesian DSGE models, OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 78(5) 623-649. -Fanelli, L. (with Bacchiocchi, E.), 2015, Identification in Structural Vector Autoregressive Models with Structural Changes, with an application to U.S. monetary policy, OXFORD BULLETIN OF ECONOMICS AND STATISTICS 77, 761-779. - Fanelli, L. (with Castelnuovo, E.), 2015, Monetary policy indeterminacy and identification failure in the U.S.: results from a robust test, JOURNAL OF APPLIED ECONOMETRICS 30, 857-1010. - Fanelli, L. (with Bardsen, G.), 2015, Frequentist evaluation of small DSGE models, JOURNAL OF BUSINESS AND ECONOMIC STATISTICS 33, 3017-322. -Fanelli, L. (2012), Determinacy, indeterminacy and dynamic misspecification in Linear Rational Expectations models, JOURNAL OF ECONOMETRICS 170, 153-163. -Fanelli, L. (2011) (with Palomba, G.), Simulation-based tests of forward-looking models under VAR learning dynamics JOURNAL OF APPLIED ECONOMETRICS 26, 762-782. -Fanelli, L. (2010) (with Paruolo, P.), Speed of adjustment in cointegrated systems, JOURNAL OF ECONOMETRICS 158, 130-141. -Fanelli, L. (2009) (with Cavaliere, G. and Gardini, A.), Consumption risk sharing under adjustment costs, ECONOMICS BULLETIN 29, 1128-1137. -Fanelli, L (2008) (with Cavaliere, G. and Gardini, A.), International dynamic risk sharing, JOURNAL OF APPLIED ECONOMETRICS 23, 1-16. - Fanelli, L. (2008), Testing the New Keynesian Phillips curve through Vector Autoregressive models: results from the Euro area, OXFORD BULLETIN OF ECONOMICS AND STATISTICS 70, 53-66. - Fanelli, L. (2008) (with Cavaliere, G. and Paruolo, P.), Tests for cointegration rank and choice of the alternative, STATISTICAL METHODS & APPLICATIONS 18, 169-191. -Fanelli L. (2008), Evaluating the New Keynesian Phillips Curve under VAR-based learning, ECONOMICS: THE OPEN-ACESS, OPEN-ASSESSMENT E-JOURNAL Vol. 2, 2008-33. -Fanelli, L. (2007), Present value relations, Granger non-causality and VAR stability, ECONOMETRIC THEORY 23, 1254-1260. -Fanelli, L (2006), Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration, JOURNAL OF ECONOMIC DYNAMICS AND CONTROL 30, 445-456. -Fanelli, L. (2006), Dynamic adjustment cost models with forward-looking behaviour. ECONOMETRICS JOURNAL 9, 23-47. - Fanelli, L. (2005) (with Bacchiocchi, E.), Testing the purchasing power parity through I(2) cointegration techniques, JOURNAL OF APPLIED ECONOMETRICS 20, 749-770. -Fanelli, L. (2005) (with Gardini, A. and Cavaliere, G.), Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia. RIVISTA DI POLITICA ECONOMICA, maggio-giugno 2005. - Fanelli, L. (with Paruolo, P.) (2003), New evidence on the tramission mechanisms of monetary policy in Italy before stage III of European Monetary Union. In: Ricerche quantitative per la politica economica 1999. Perugia, 15-18 December, p. 603-653, ROMA: BANCA D’ITALIA. - Fanelli, L. (2002): A new approach for estimating and testing the Linear Quadratic Adjustment Cost model under rational expectations and I(1) variables, JOURNAL OF ECONOMIC DYNAMICS AND CONTROL 26, 117-139. - Fanelli, L. (2002) (with Mazzocchi, M.), A cointegrated VECM demand system for meat in Italy, APPLIED ECONOMICS 34, 1593-1605 REFEREEING FOR SCIENTIFIC JOURNALS Review of Economics and Statistics, Journal of Econometrics, Econometric Theory, Journal of Monetary Economics, Journal of Applied Econometrics, Journal of Economic Dynamics and Control, Oxford Bulletin of Economics and Statistics, Macroeconomic Dynamics, International Journal of Central Banking, Empirical Economics, Journal of Macroeconomics, Journal of Economic Surveys, Econometrics & Statistics, Journal of the Royal Statistical Society, Series-A, Computational Statistics & Data Analysis, Economic Modelling, Economic Inquiry, Economic Letters, Canadian Journal of Statistics, Rivista Italiana degli Economisti, Statistical Methods & Applications, Economics Bulletin, Statistica, Journal of African Business, Psychological Methods. AFFILIATIONS Member of the Econometric Society 1998- Member of the International Association of Applied Econometrics 2014- Member of the American Economonic Association 2017- Member of the European Economic Association 2002- Member of the Royal Economic Association 2017- Member of the Italian Econometric Association (SIdE) 2009- Member of Società Italiana degli Economisti 2007-