Luca Gambetti

Universitat Autonoma de Barcelona

Plaça Cívica

Cerdañola del Valles

Barcelona, Barcelona 08193

Spain

SCHOLARLY PAPERS

16

DOWNLOADS

811

SSRN CITATIONS
Rank 6,085

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Top 6,085

in Total Papers Citations

75

CROSSREF CITATIONS

127

Scholarly Papers (16)

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 349 (95,723)
Citation 3

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

2.

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 104 (286,532)
Citation 11

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

3.

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 102 (290,352)
Citation 13

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

4.
Downloads 75 (351,090)
Citation 1

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 75 (354,821)
Citation 3

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structural factor model, news shocks, invertibility, fundamentalness

No News in Business Cycles

The Economic Journal, Vol. 124, Issue 581, pp. 1168-1191, 2014
Number of pages: 24 Posted: 10 Dec 2014
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)
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5.

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 74 (353,769)
Citation 3

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Rational bubbles, structural VARs, noise shocks

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

NBER Working Paper No. w19981
Number of pages: 38 Posted: 19 Mar 2014
Jordi Galí and Luca Gambetti
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Universitat Autonoma de Barcelona
Downloads 67 (377,957)
Citation 5

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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
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Citation 7
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asset price booms, financial stability, inflation targeting, leaning against the wind policies

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 24 (568,609)
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 2
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consumption, inequality

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 1 (754,621)
Citation 7
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liquidity trap, regime changes, time-varying structural vector-autoregressive models, unconventional monetary policies

9.

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 (659,911)
Citation 3
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fundamentalness, invertibility, news shocks, structural factor model

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 5 (711,565)

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

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 1 (754,621)

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

11.

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 (719,848)
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Noise shocks, Rational bubbles, Structural VARs

12.

Noise Bubbles

The Economic Journal, Vol. 127, Issue 604, pp. 1940-1976, 2017
Number of pages: 37 Posted: 06 Sep 2017
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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13.

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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14.

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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15.

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 9
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crowding-out, fiscal foresight, fiscal policy, forecast revisions, government spending, government spending news, structual VARs, survey of professional forecasters

16.

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 1
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Business cycle, Imperfect information, News, Noise, Nonfundamentalness, SVAR