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Publications by Luca Fanelli

Exogenous Uncertainty and the Identification of Structural Vector Autoregressions With External Instruments

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2019English

Human Papilloma Virus–Associated Lips Verrucous Carcinoma in HIV-Infected Male

Journal of the International Association of Providers of AIDS Care
DermatologyInfectious DiseasesImmunology
2017English

Related publications

A Topological View on the Identification of Structural Vector Autoregressions

Economics Letters
EconomicsFinanceEconometrics
2016English

Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference

SSRN Electronic Journal
2008English

Structural Approaches to Vector Autoregressions

1992English

Structural Interpretation of Vector Autoregressions With Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

American Economic Review
EconomicsEconometrics
2019English

Sign Restrictions in Structural Vector Autoregressions: A Critical Review

Journal of Economic Literature
EconomicsEconometrics
2011English

Estimating Overidentified, Nonrecursive, Time-Varying Coefficients Structural Vector Autoregressions

Quantitative Economics
EconomicsEconometrics
2015English

Spatial Vector Autoregressions

Spatial Economic Analysis
DevelopmentPlanetary SciencesFinanceProbabilityUncertaintyEconomicsPlanningStatisticsEarthEconometricsGeography
2007English

Implementing Bayesian Vector Autoregressions

1988English

Structural Vector Autoregressions With Smooth Transition in Variances: The Interaction Between U.S. Monetary Policy and the Stock Market

SSRN Electronic Journal
2014English

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