Luca Gambetti

Universitat Autonoma de Barcelona

Plaça Cívica

Cerdañola del Valles

Barcelona, Barcelona 08193

Spain

  • Universitat Autonoma de Barcelona

SCHOLARLY PAPERS

17

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1,504

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194

CROSSREF CITATIONS

102

Scholarly Papers (17)

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1.

The Macroeconomic Impact of the ECB's Expanded Asset Purchase Programme (APP)

ECB Working Paper No. 2075
Number of pages: 43 Posted: 14 Jun 2017
Luca Gambetti and Alberto Musso
Universitat Autonoma de Barcelona and European Central Bank (ECB)
Downloads 713 (63,055)
Citation 6

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Asset Purchase Programme, Quantitative Easing, Euro Area, Time-Varying VAR

2.

Loan Supply Shocks and the Business Cycle

ECB Working Paper No. 1469
Number of pages: 59 Posted: 21 Sep 2012
Luca Gambetti and Alberto Musso
Universitat Autonoma de Barcelona and European Central Bank (ECB)
Downloads 149 (334,809)
Citation 50

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loan supply, business cycle, Euro area, UK, US, time-varying VAR, sign restrictions

3.

Noisy News in Business Cycles

Baffi Center Research Paper No. 2014-159
Number of pages: 45 Posted: 20 Nov 2014
Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Universitat Autonoma de Barcelona, Dipartimento di Scienze Economiche (DiSSE) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 127 (378,982)
Citation 11

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Nonfundamentalness, SVAR, Imperfect Information, News, Noise, Business cycles

4.

Noise Bubbles

Baffi Center Research Paper No. 2014-160
Number of pages: 40 Posted: 20 Nov 2014
Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Universitat Autonoma de Barcelona, Dipartimento di Scienze Economiche (DiSSE) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 108 (426,927)
Citation 3

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Rational bubbles, structural VARs, noise shocks

5.

No News in Business Cycles

Paolo Baffi Centre Research Paper No. 2012-126
Number of pages: 41 Posted: 13 Oct 2012
Mario Forni, Luca Gambetti and Luca Sala
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Universitat Autonoma de Barcelona and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 107 (429,776)
Citation 3

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structural factor model, news shocks, invertibility, fundamentalness

6.

The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence

Downloads 94 (469,403)
Citation 45

The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence

NBER Working Paper No. w19981
Number of pages: 38 Posted: 19 Mar 2014 Last Revised: 05 Feb 2023
Jordi Galí and Luca Gambetti
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Universitat Autonoma de Barcelona
Downloads 93 (476,507)
Citation 10

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The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence

CEPR Discussion Paper No. DP10070
Number of pages: 40 Posted: 25 Sep 2014
Jordi Galí and Luca Gambetti
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Universitat Autonoma de Barcelona
Downloads 1 (1,093,101)
Citation 6
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asset price booms, financial stability, inflation targeting, leaning against the wind policies

7.

Business Cycle Fluctuations and the Distribution of Consumption

Downloads 66 (576,733)
Citation 12

Business Cycle Fluctuations and the Distribution of Consumption

FRB of New York Staff Report No. 716
Number of pages: 39 Posted: 18 Aug 2015
Giacomo De Giorgi and Luca Gambetti
University College London and Universitat Autonoma de Barcelona
Downloads 66 (585,417)
Citation 1

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consumption, inequality, cost of business cycles, heterogeneity, aggregate shocks, structural factor model, FAVAR

Business Cycle Fluctuations and the Distribution of Consumption

CEPR Discussion Paper No. DP10319
Number of pages: 40 Posted: 23 Jan 2015
Giacomo De Giorgi and Luca Gambetti
University College London and Universitat Autonoma de Barcelona
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Citation 3
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consumption, inequality

8.

Bad News, Good News: Coverage and Response Asymmetries

FEDS Working Paper No. 2023-1
Number of pages: 50 Posted: 15 May 2023
Luca Gambetti, Nicolò Maffei-Faccioli and Sarah Zoi
Universitat Autonoma de Barcelona, Norges Bank and Board of Governors of the Federal Reserve System
Downloads 65 (585,854)
Citation 1

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news coverage, threshold-svar, agents', information, asymmetry, business cycles

9.

Evolving Wage Cyclicality in Latin America

Downloads 49 (663,973)
Citation 1

Evolving Wage Cyclicality in Latin America

IZA Discussion Paper No. 10657
Number of pages: 35 Posted: 10 Apr 2017
Luca Gambetti and Julian Messina
Universitat Autonoma de Barcelona and Inter-American Development Bank (IDB) - Research Department
Downloads 31 (809,418)

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downward wage rigidity, indexation, real wage cyclicality, vector autoregression, time varying coefficients, Bayesian estimation

Evolving Wage Cyclicality in Latin America

IDB Working Paper No. IDB-WP-715
Number of pages: 36 Posted: 25 Apr 2017
Luca Gambetti and Julián Messina
Universitat Autonoma de Barcelona and Inter-American Development Bank (IDB)
Downloads 18 (931,149)
Citation 1

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Downward wage rigidity, Indexation, Real wage cyclicality, Vector autoregression, Time-varying coefficients, Bayesian estimation

10.

On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint

Downloads 2 (881,709)
Citation 32

On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint

CEPR Discussion Paper No. DP12691
Number of pages: 27 Posted: 14 Feb 2018
Davide Debortoli, Jordi Galí and Luca Gambetti
Universitat Pompeu Fabra - Department of Economics and Business, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Universitat Autonoma de Barcelona
Downloads 2 (1,084,282)
Citation 12
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liquidity trap, regime changes, time-varying structural vector-autoregressive models, unconventional monetary policies

11.

Agreed and Disagreed Uncertainty

CESifo Working Paper No. 10463
Number of pages: 52 Posted: 07 Jun 2023
Luca Gambetti, John D. Tsoukalas, Dimitris Korobilis and Francesco Zanetti
Universitat Autonoma de Barcelona, University of Glasgow - Department of Economics, University of Glasgow and University of Oxford
Downloads 15 (930,419)
Citation 1

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uncertainty, information frictions, disagreement, Bayesian vector autoregression (VAR), sign restrictions

12.

No News in Business Cycles

CEPR Discussion Paper No. DP8274
Number of pages: 33 Posted: 14 Mar 2011
Mario Forni, Luca Gambetti and Luca Sala
Università di Modena; Centre for Economic Policy Research (CEPR), Universitat Autonoma de Barcelona and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 8 (997,189)
Citation 7
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fundamentalness, invertibility, news shocks, structural factor model

13.

Noise Bubbles

CEPR Discussion Paper No. DP9532
Number of pages: 55 Posted: 02 Jul 2013
Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
Università di Modena; Centre for Economic Policy Research (CEPR), Universitat Autonoma de Barcelona, Dipartimento di Scienze Economiche (DiSSE) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Downloads 1 (1,049,164)
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Noise shocks, Rational bubbles, Structural VARs

14.

News, Uncertainty and Economic Fluctuations

CEPR Discussion Paper No. DP12139
Number of pages: 45 Posted: 18 Jul 2017
Mario Forni, Luca Gambetti and Luca Sala
Università di Modena; Centre for Economic Policy Research (CEPR), Universitat Autonoma de Barcelona and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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15.

VAR Information and the Empirical Validation of DSGE Models

CEPR Discussion Paper No. DP11178
Number of pages: 47 Posted: 18 Apr 2016
Mario Forni, Luca Gambetti and Luca Sala
Università di Modena; Centre for Economic Policy Research (CEPR), Universitat Autonoma de Barcelona and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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16.

Government Spending Shocks in Open Economy VARs

CEPR Discussion Paper No. DP10115
Number of pages: 33 Posted: 23 Oct 2014
Mario Forni and Luca Gambetti
Università di Modena; Centre for Economic Policy Research (CEPR) and Universitat Autonoma de Barcelona
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Citation 11
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crowding-out, fiscal foresight, fiscal policy, forecast revisions, government spending, government spending news, structual VARs, survey of professional forecasters

17.

Noisy News in Business Cycles

CEPR Discussion Paper No. DP9601
Number of pages: 43 Posted: 20 Aug 2013
Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
Università di Modena; Centre for Economic Policy Research (CEPR), Universitat Autonoma de Barcelona, Dipartimento di Scienze Economiche (DiSSE) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
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Citation 2
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Business cycle, Imperfect information, News, Noise, Nonfundamentalness, SVAR