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Details about Luca Gambetti

E-mail:
Homepage:http://pareto.uab.es/lgambetti/
Phone:+34935814569
Workplace:Departament d'Economia i Història Econòmica (Department of Economics and Economic History), Universitat Autònoma de Barcelona (Autonomous University of Barcelona), Barcelona School of Economics (BSE), (more information at EDIRC)

Access statistics for papers by Luca Gambetti.

Last updated 2022-01-10. Update your information in the RePEc Author Service.

Short-id: pga472


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Working Papers

2021

  1. Downside and Upside Uncertainty Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
  2. Life-Cycle inequality: blacks and whites differentials in life expectancy, savings, income, and consumption
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads
  3. Macroeconomic Uncertainty and Vector Autoregressions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2020) Downloads

2020

  1. Asymmetric Effects of Monetary Policy Easing and Tightening
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (1)
    Also in Working Papers, Barcelona Graduate School of Economics (2020) Downloads View citations (1)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2020) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (1)
  2. Common Component Structural VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2020) Downloads

2019

  1. Has the U.S. Wage Phillips Curve Flattened? A Semi-Structural Exploration
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (9)
    NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (9)
  2. On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2019) Downloads View citations (19)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (10)
    Working Papers, Barcelona Graduate School of Economics (2018) Downloads View citations (10)

    See also Chapter (2019)
    Journal Article in NBER Macroeconomics Annual (2020)
  3. The Effect of News Shocks and Monetary Policy
    Discussion Papers, Department of Economics, University of Birmingham Downloads View citations (8)
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2017) Downloads View citations (5)
    Economics Series Working Papers, University of Oxford, Department of Economics (2017) Downloads View citations (2)
    BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2017) Downloads View citations (4)
    CESifo Working Paper Series, CESifo (2019) Downloads View citations (6)
    Essex Finance Centre Working Papers, University of Essex, Essex Business School (2017) Downloads View citations (2)
    Working Paper series, Rimini Centre for Economic Analysis (2018) Downloads
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017) Downloads View citations (7)
    Working Papers, Business School - Economics, University of Glasgow (2017) Downloads View citations (2)

2018

  1. Fundamentalness, Granger Causality and Aggregation
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads
  2. Noisy Monetary Policy
    Staff Working Papers, Bank of Canada Downloads

2017

  1. Evolving Wage Cyclicality in Latin America
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (1)
    Also in Policy Research Working Paper Series, The World Bank (2014) Downloads
    IDB Publications (Working Papers), Inter-American Development Bank (2016) Downloads

    See also Journal Article in World Bank Economic Review (2018)
  2. News, Noise and Oil Price Swings
    Research Technical Papers, Central Bank of Ireland Downloads View citations (5)
  3. News, Uncertainty and Economic Fluctuations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
  4. News, Uncertainty and Economic Fluctuations (No News is Good News)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (6)
  5. The macroeconomic impact of the ECB's expanded asset purchase programme (APP)
    Working Paper Series, European Central Bank Downloads View citations (19)

2016

  1. VAR Information and the Empirical Validation of DSGE Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads View citations (4)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2016) Downloads View citations (8)

2015

  1. Business cycle fluctuations and the distribution of consumption
    Staff Reports, Federal Reserve Bank of New York Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads

    See also Journal Article in Review of Economic Dynamics (2017)

2014

  1. Government Spending Shocks in Open Economy VARs
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (6)

    See also Journal Article in Journal of International Economics (2016)
  2. Noise Bubbles
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (5)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2014) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (3)

    See also Journal Article in Economic Journal (2017)
  3. Noisy News in Business Cycles
    2014 Meeting Papers, Society for Economic Dynamics Downloads View citations (47)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2014) Downloads View citations (61)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2014) Downloads View citations (59)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (11)

    See also Journal Article in American Economic Journal: Macroeconomics (2017)
  4. Reduced-rank time-varying vector autoregressions
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis Downloads View citations (2)
  5. The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Working Papers, Barcelona Graduate School of Economics (2013) Downloads View citations (3)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2013) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (6)

    See also Chapter (2013)
    Journal Article in American Economic Journal: Macroeconomics (2015)

2013

  1. No News in Business Cycles
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (1)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2011) Downloads View citations (10)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2011) Downloads View citations (3)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2011) Downloads View citations (2)
    Working Papers, Barcelona Graduate School of Economics (2011) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (9)

    See also Journal Article in Economic Journal (2014)

2012

  1. Consumption Heterogeneity over the Business Cycle
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (2)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2012) Downloads View citations (1)
  2. Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (4)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2012) Downloads View citations (5)
  3. Loan supply shocks and the business cycle
    Working Paper Series, European Central Bank Downloads View citations (31)
    See also Journal Article in Journal of Applied Econometrics (2017)
  4. Shocking Policy Coefficients
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) Downloads
    Also in Working Papers, Barcelona Graduate School of Economics (2012) Downloads
  5. The Effects of Government Spending on the Distribution of Consumption
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) Downloads View citations (5)
    Also in Working Papers, Barcelona Graduate School of Economics (2012) Downloads View citations (9)

2011

  1. Sufficient information in structural VARs
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (5)
    See also Journal Article in Journal of Monetary Economics (2014)
  2. Testing for Sufficient Information in Structural VARs
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (15)
    Working Papers, Barcelona Graduate School of Economics (2011) Downloads View citations (7)

2010

  1. Fiscal Foresight and the Effects of Goverment Spending
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (22)
    Also in Working Papers, Barcelona Graduate School of Economics (2010) Downloads View citations (50)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2010) Downloads View citations (38)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2010) Downloads View citations (30)
  2. Fiscal Policy, Foresight and the Trade Balance in the U.S
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) Downloads View citations (2)
    Also in Working Papers, Barcelona Graduate School of Economics (2010) Downloads View citations (1)
  3. Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) Downloads View citations (11)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2010) Downloads View citations (14)
    Working Papers, Barcelona Graduate School of Economics (2010) Downloads View citations (13)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (14)
  4. Macroeconomic forecasting and structural change
    Working Paper Series, European Central Bank Downloads View citations (3)
    Also in Research Technical Papers, Central Bank of Ireland (2009) Downloads View citations (40)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2009) Downloads View citations (67)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (9)

    See also Journal Article in Journal of Applied Econometrics (2013)

2009

  1. Do expectations matter? The Great Moderation revisited
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (9)

    See also Journal Article in American Economic Journal: Macroeconomics (2010)
  2. Does inflation targeting matter for output and inflation volatility?
    Working Papers, Barcelona Graduate School of Economics Downloads

2008

  1. On the Sources of the Great Moderation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (29)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (30)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2007) Downloads View citations (17)

    See also Journal Article in American Economic Journal: Macroeconomics (2009)
  2. Structural changes in the US economy: is there a role for monetary policy?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (16)
    See also Journal Article in Journal of Economic Dynamics and Control (2009)
  3. The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2008) Downloads View citations (7)

    See also Journal Article in Journal of Monetary Economics (2010)

2006

  1. Structural Changes in the US Economy: Bad Luck or Bad Policy?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (32)
  2. The Structural Dynamics of Output Growth and Inflation: Some International Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2006) Downloads View citations (11)

    See also Journal Article in Economic Journal (2007)
  3. The Structural Dynamics of US Output and Inflation: What Explains the Changes?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (28)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) Downloads View citations (18)

    See also Journal Article in Journal of Money, Credit and Banking (2008)

2004

  1. On the Time Variations of US Monetary Policy: Who is right?
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group Downloads View citations (4)

Journal Articles

2021

  1. Policy and Business Cycle Shocks: A Structural Factor Model Representation of the US Economy
    JRFM, 2021, 14, (8), 1-21 Downloads

2020

  1. On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint
    NBER Macroeconomics Annual, 2020, 34, (1), 141 - 170 Downloads View citations (6)
    See also Working Paper (2019)
    Chapter (2019)
  2. The effects of the ECB’s expanded asset purchase programme
    European Economic Review, 2020, 130, (C) Downloads View citations (1)

2019

  1. Structural VARs and noninvertible macroeconomic models
    Journal of Applied Econometrics, 2019, 34, (2), 221-246 Downloads View citations (8)

2018

  1. Evolving Wage Cyclicality in Latin America
    World Bank Economic Review, 2018, 32, (3), 709-726 Downloads
    See also Working Paper (2017)

2017

  1. Business Cycle Fluctuations and the Distribution of Consumption
    Review of Economic Dynamics, 2017, 23, 19-41 Downloads View citations (10)
    See also Software Item (2016)
    Working Paper (2015)
  2. Loan Supply Shocks and the Business Cycle
    Journal of Applied Econometrics, 2017, 32, (4), 764-782 Downloads View citations (51)
    See also Working Paper (2012)
  3. Noise Bubbles
    Economic Journal, 2017, 127, (604), 1940-1976 Downloads
    See also Working Paper (2014)
  4. Noisy News in Business Cycles
    American Economic Journal: Macroeconomics, 2017, 9, (4), 122-52 Downloads View citations (16)
    See also Working Paper (2014)

2016

  1. Government spending shocks in open economy VARs
    Journal of International Economics, 2016, 99, (C), 68-84 Downloads View citations (45)
    See also Working Paper (2014)

2015

  1. The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence
    American Economic Journal: Macroeconomics, 2015, 7, (1), 233-57 Downloads View citations (88)
    See also Chapter (2013)
    Working Paper (2014)

2014

  1. No News in Business Cycles
    Economic Journal, 2014, 124, (581), 1168-1191 Downloads View citations (59)
    See also Working Paper (2013)
  2. Sufficient information in structural VARs
    Journal of Monetary Economics, 2014, 66, (C), 124-136 Downloads View citations (96)
    See also Working Paper (2011)

2013

  1. Macroeconomic forecasting and structural change
    Journal of Applied Econometrics, 2013, 28, (1), 82-101 View citations (199)
    See also Working Paper (2010)

2010

  1. Do Expectations Matter? The Great Moderation Revisited
    American Economic Journal: Macroeconomics, 2010, 2, (3), 183-205 Downloads View citations (40)
    See also Working Paper (2009)
  2. The dynamic effects of monetary policy: A structural factor model approach
    Journal of Monetary Economics, 2010, 57, (2), 203-216 Downloads View citations (127)
    See also Working Paper (2008)

2009

  1. On the Sources of the Great Moderation
    American Economic Journal: Macroeconomics, 2009, 1, (1), 26-57 Downloads View citations (233)
    Also in Proceedings, 2007, (Nov) (2007) Downloads View citations (7)

    See also Working Paper (2008)
  2. Structural changes in the US economy: Is there a role for monetary policy?
    Journal of Economic Dynamics and Control, 2009, 33, (2), 477-490 Downloads View citations (150)
    See also Working Paper (2008)

2008

  1. The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?
    Journal of Money, Credit and Banking, 2008, 40, (2-3), 369-388 View citations (44)
    Also in Journal of Money, Credit and Banking, 2008, 40, (2‐3), 369-388 (2008) Downloads View citations (5)

    See also Working Paper (2006)

2007

  1. The Structural Dynamics of Output Growth and Inflation: Some International Evidence
    Economic Journal, 2007, 117, (519), C167-C191 View citations (44)
    See also Working Paper (2006)

2004

  1. Policy matters. The long run effects of aggregate demand and mark-up shocks on the Italian unemployment rate
    Empirical Economics, 2004, 29, (2), 209-226 Downloads View citations (15)

Chapters

2020

  1. Has the U.S. Wage Phillips Curve Flattened?
    Chapter 05 in Changing Inflation Dynamics,Evolving Monetary Policy, 2020, vol. 27, pp 149-172 Downloads

2019

  1. On the Empirical (Ir)relevance of the Zero Lower Bound Constraint
    A chapter in NBER Macroeconomics Annual 2019, volume 34, 2019, pp 141-170 Downloads View citations (15)
    See also Journal Article in NBER Macroeconomics Annual (2020)
    Working Paper (2019)

2013

  1. The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence
    A chapter in Lessons from the Financial Crisis for Monetary Policy, 2013 View citations (1)
    See also Journal Article in American Economic Journal: Macroeconomics (2015)
    Working Paper (2014)

Software Items

2016

  1. Code and data files for "Business Cycle Fluctuations and the Distribution of Consumption"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2017)
 
Page updated 2022-01-23