Yeast doesn't really give you an alcoholic taste in bread. Little yeast activity doesn't give you much aroma, and high yeast activity gives you a bread-typical aroma based around thiols and even hints of ammonia. If you leave your dough to ferment until you can smell alcohol in it, it is no longer suitable for baking.
As to why you are sensing something alcohol-like, it is probable that it is the aromatics that were used have some alcoholic compound. Possible sources are
- the filling was soaked in alcohol (raisins are a candidate for that)
- the filling is orangeat or citronat, and was created either using alcohol or with added flavors that are reminiscent of alcohol-based flavors
- you are sensing the alcohol from the vanilla extract (which is very unlikely, unless you notice this effect in all baked goods made with vanilla extract)
- the producers used some aromas that imitate alcoholic beverages without actually containing alcohol. For example, there are additives that imitate rum, and these are frequently used in celebratory breads from different cultures. This can be combined with some of the factors above (e.g. raisins being soaked in a liquid using this kind of additive instead of real alcohol)
For all of these cases, it depends very strong on labeling laws whether the alcohol will be listed or not, so it is possible that real alcohol was used but not listed (e.g. if the labeling law doesn't require manufacturers to differentiated between "raisins" and "rum-soaked raisins").
How you repeat the exact taste depends on what the manufacturer actually used, but if you are just after some nice alcoholic taste that is frequently associated with pannetone, I would suggest buying a rum-tasting additive and using it in your dough.
The above assumes that the taste you call "alcoholic" is really due to alcohol. If for some reason you describe the taste of yeast fermentation as "alcoholic" (which I think is the low probability here, especially since you want to imitate store bought products), the solution is to use more yeast than the recipe calls for, and shorter fermentation times at higher temperature. This will give you the thiol-ammonia aroma mentioned above.