Details about Luca Sala

Access statistics for papers by Luca Sala.

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Short-id: psa132

Working Papers

2014

1. Noise Bubbles
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi"
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (3)
2. Noisy News in Business Cycles
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (72)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (18)
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2014) View citations (74)

2013

3. DSGE models in the frequency domain
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (3)
   See also Journal Article Dsge Models in the Frequency Domains, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) View citations (24) (2015)
4. No News in Business Cycles
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (13)
   Also in Working Papers, Barcelona School of Economics (2011) View citations (12)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (13)
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2011) View citations (12)
   UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2011) View citations (12)
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2011) View citations (16)
   See also Journal Article No News in Business Cycles, Economic Journal, Royal Economic Society (2014) View citations (77) (2014)
5. Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
   See also Journal Article Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set, Journal of Forecasting, John Wiley & Sons, Ltd. (2012) View citations (21) (2012)

2012

6. Structural and Cyclical Forces in the Labor Market During the Great Recession: Cross-Country Evidence
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (12)
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2012) View citations (11)
   See also Chapter Structural and Cyclical Forces in the Labor Market during the Great Recession: Cross-Country Evidence, NBER Chapters, National Bureau of Economic Research, Inc (2012) View citations (19) (2012)
   Journal Article Structural and Cyclical Forces in the Labor Market during the Great Recession: Cross-Country Evidence, NBER International Seminar on Macroeconomics, University of Chicago Press (2013) View citations (13) (2013)

2010

7. The Output Gap, the Labor Wedge, and the Dynamic Behavior of Hours
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (24)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (26)
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2010) View citations (24)

2009

8. Back to square one: identification issues in DSGE models
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (357)
   Also in Working Papers, Banco de España (2007) View citations (9)
   Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (68)
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2006) View citations (77)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2006) View citations (74)
   See also Journal Article Back to square one: Identification issues in DSGE models, Journal of Monetary Economics, Elsevier (2009) View citations (364) (2009)

2008

9. An Estimated Monetary DSGE Model with Unemployment and Staggered Nominal Wage Bargaining
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (397)
   Also in 2007 Meeting Papers, Society for Economic Dynamics (2007) View citations (23)
   See also Journal Article An Estimated Monetary DSGE Model with Unemployment and Staggered Nominal Wage Bargaining, Journal of Money, Credit and Banking, Blackwell Publishing (2008) View citations (376) (2008)
10. Monetary Policy Under Uncertainty in an Estimated Model with Labour Market Frictions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (35)
    See also Journal Article Monetary policy under uncertainty in an estimated model with labor market frictions, Journal of Monetary Economics, Elsevier (2008) View citations (62) (2008)

2007

11. Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2007) View citations (17)

2006

12. VARs, common factors and the empirical validation of equilibrium business cycle models
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (63)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004) View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (8)
    See also Journal Article VARs, common factors and the empirical validation of equilibrium business cycle models, Journal of Econometrics, Elsevier (2006) View citations (68) (2006)

2005

13. Monetary Policy in Real Time
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (133)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (135)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005) View citations (101)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    See also Chapter Monetary Policy in Real Time, NBER Chapters, National Bureau of Economic Research, Inc (2005) View citations (163) (2005)
14. The Fed and the Stock Market
    Macroeconomics, University Library of Munich, Germany View citations (15)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (21)

2004

15. The Fiscal Theory of the Price Level: Identifying Restrictions and Empirical Evidence
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (19)

2002

16. Monetary Transmission in the Euro Area: A Factor Model Approach
    Macroeconomics, University Library of Munich, Germany View citations (14)
17. Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (84)

Journal Articles

2015

1. Dsge Models in the Frequency Domains
   Journal of Applied Econometrics, 2015, 30, (2), 219-240 View citations (24)
   See also Working Paper DSGE models in the frequency domain, Working Papers (2013) View citations (3) (2013)

2014

2. No News in Business Cycles
   Economic Journal, 2014, 124, (581), 1168-1191 View citations (77)
   See also Working Paper No News in Business Cycles, Working Papers (2013) View citations (13) (2013)

2013

3. Structural and Cyclical Forces in the Labor Market during the Great Recession: Cross-Country Evidence
   NBER International Seminar on Macroeconomics, 2013, 9, (1), 345 - 404 View citations (13)
   See also Working Paper Structural and Cyclical Forces in the Labor Market During the Great Recession: Cross-Country Evidence, CEPR Discussion Papers (2012) View citations (12) (2012)
   Chapter Structural and Cyclical Forces in the Labor Market during the Great Recession: Cross-Country Evidence, NBER Chapters, 2012, 345-404 (2012) View citations (19) (2012)

2012

4. Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set
   Journal of Forecasting, 2012, 31, (2), 124-156 View citations (21)
   See also Working Paper Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set, Working Papers (2013) (2013)

2009

5. Back to square one: Identification issues in DSGE models
   Journal of Monetary Economics, 2009, 56, (4), 431-449 View citations (364)
   See also Working Paper Back to square one: identification issues in DSGE models, CEPR Discussion Papers (2009) View citations (357) (2009)
6. The International Dimension of Inflation: Evidence from Disaggregated Consumer Price Data
   Journal of Money, Credit and Banking, 2009, 41, (s1), 101-120 View citations (89)

2008

7. An Estimated Monetary DSGE Model with Unemployment and Staggered Nominal Wage Bargaining
   Journal of Money, Credit and Banking, 2008, 40, (8), 1713-1764 View citations (376)
   See also Working Paper An Estimated Monetary DSGE Model with Unemployment and Staggered Nominal Wage Bargaining, Working Papers (2008) View citations (397) (2008)
8. Monetary policy under uncertainty in an estimated model with labor market frictions
   Journal of Monetary Economics, 2008, 55, (5), 983-1006 View citations (62)
   See also Working Paper Monetary Policy Under Uncertainty in an Estimated Model with Labour Market Frictions, CEPR Discussion Papers (2008) View citations (35) (2008)
9. The international dimension of inflation: evidence from disaggregated data
   Proceedings, 2008 View citations (2)

2006

10. VARs, common factors and the empirical validation of equilibrium business cycle models
    Journal of Econometrics, 2006, 132, (1), 257-279 View citations (68)
    See also Working Paper VARs, common factors and the empirical validation of equilibrium business cycle models, ULB Institutional Repository (2006) View citations (63) (2006)

Chapters

2012

1. Structural and Cyclical Forces in the Labor Market during the Great Recession: Cross-Country Evidence
   A chapter in NBER International Seminar on Macroeconomics 2012, 2012, pp 345-404 View citations (19)
   See also Working Paper Structural and Cyclical Forces in the Labor Market During the Great Recession: Cross-Country Evidence, C.E.P.R. Discussion Papers (2012) View citations (12) (2012)
   Journal Article Structural and Cyclical Forces in the Labor Market during the Great Recession: Cross-Country Evidence, University of Chicago Press (2013) View citations (13) (2013)

2005

2. Monetary Policy in Real Time
   A chapter in NBER Macroeconomics Annual 2004, Volume 19, 2005, pp 161-224 View citations (163)
   See also Working Paper Monetary Policy in Real Time, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2005) View citations (133) (2005)