Citation: Bacchiocchi, Emanuele et Fanelli, Luca, Testing the purchasing power parity through I(2) cointegration techniques, Journal of applied econometrics , 20(6), 2005, pp. 749-770
Citation: Fanelli, Luca et Palomba, Giulio, Simulation-based tests of forward-looking models under VAR learning dynamics, Journal of applied econometrics , 26(5), 2011, pp. 762-782
Citation: Castelnuovo, Efrem et Fanelli, Luca, Monetary policy indeterminacy and identification failures in the U.S.: results from a robust test, Journal of applied econometrics , 30(6), 2015, pp. 924-947
Citation: Luca Fanelli, Estimating intertemporal quadratic adjustment cost models with integrated processes: a var approach, Statistica, 58(3), 1998, pp. 523-545