Luca Gambetti

Universitat Pompeu Fabra - Department of Economics and Business (DEB)

Ph.D Student

Barcelona, 08005

Spain

SCHOLARLY PAPERS

12

DOWNLOADS

494

SSRN RANKINGS

Top 4,843

in Total Papers Citations

108

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Scholarly Papers (12)

1.
Downloads 151 (190,983)

On the Sources of the Great Moderation

Number of pages: 59 Posted: 27 Jul 2007
Jordi Galí and Luca Gambetti
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 116 (235,923)

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Great Moderation, structural VAR, technology shocks, monetary policy rules, labor hoarding

On the Sources of the Great Moderation

NBER Working Paper No. w14171
Number of pages: 57 Posted: 16 Jul 2008 Last Revised: 03 Oct 2010
Jordi Galí and Luca Gambetti
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 32 (460,485)

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On the Sources of the Great Moderation

CEPR Discussion Paper No. DP6632
Number of pages: 61 Posted: 05 Jun 2008
Jordi Galí and Luca Gambetti
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 3 (644,419)
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Great Moderation, Labour hoarding, Monetary policy rules, Structural VARs, Technology Shocks

Macroeconomic Forecasting and Structural Change

ECB Working Paper No. 1167
Number of pages: 35 Posted: 19 Apr 2010
European Stability Mechanism, Universitat Pompeu Fabra - Department of Economics and Business (DEB) and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 83 (295,796)

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Forecasting, Inflation, Stochastic Volatility, Time Varying Vector Autoregression

Macroeconomic Forecasting and Structural Change

CEPR Discussion Paper No. DP7542
Number of pages: 31 Posted: 17 Nov 2009
European Stability Mechanism, Universitat Pompeu Fabra - Department of Economics and Business (DEB) and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 6 (621,334)
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Forecasting, Inflation, Stochastic Volatility, Time Varying Vector Autoregression

3.

Does Inflation Targeting Matter for Output and Inflation Volatility? A Conditional Analysis

Paolo Baffi Centre Research Paper No. 2009-59
Number of pages: 34 Posted: 07 Oct 2009
Luca Gambetti and Evi Pappa
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and London School of Economics & Political Science (LSE)
Downloads 80 (299,606)

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conditional moments, inflation targeting, markup shocks, new policy trade-off, policy ratio, SVAR, trade-off ratio

Do Expectations Matter? The Great Moderation Revisited

Number of pages: 43 Posted: 10 Jun 2008
Fabio Canova and Luca Gambetti
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 49 (391,089)

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Indeterminacy, Expectations, Term structure, Structural VARs, Sunspot

Do Expectations Matter? The Great Moderation Revisited

CEPR Discussion Paper No. DP7597
Number of pages: 33 Posted: 11 Jan 2010
Fabio Canova and Luca Gambetti
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 5 (628,403)
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Expectations, Indeterminacy, Term structure, VARs

The Structural Dynamics of Output Growth and Inflation: Some International Evidence

CEPR Discussion Paper No. 5878
Number of pages: 36 Posted: 27 Dec 2006
Fabio Canova, Luca Gambetti and Evi Pappa
Universitat Pompeu Fabra - Department of Economics and Business (DEB), Universitat Pompeu Fabra - Department of Economics and Business (DEB) and London School of Economics & Political Science (LSE)
Downloads 23 (510,468)
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Variability, persistence, transmission, structural time varying VARs

The Structural Dynamics of Output Growth and Inflation: Some International Evidence

Economic Journal, Vol. 117, No. 519, pp. C167-C191, March 2007
Number of pages: 25 Posted: 02 May 2007
Fabio Canova, Luca Gambetti and Evi Pappa
Universitat Pompeu Fabra - Department of Economics and Business (DEB), Universitat Pompeu Fabra - Department of Economics and Business (DEB) and London School of Economics & Political Science (LSE)
Downloads 17 (548,520)
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6.

The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?

CEPR Discussion Paper No. 5879
Number of pages: 63 Posted: 28 Dec 2006
Fabio Canova, Luca Gambetti and Evi Pappa
Universitat Pompeu Fabra - Department of Economics and Business (DEB), Universitat Pompeu Fabra - Department of Economics and Business (DEB) and London School of Economics & Political Science (LSE)
Downloads 31 (454,022)
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Variability, persistence, transmission, structural time varying VARs

7.

Structural Changes in the Us Economy: Bad Luck or Bad Policy?

CEPR Discussion Paper No. 5457
Number of pages: 46 Posted: 27 Apr 2006
Fabio Canova and Luca Gambetti
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 21 (506,238)
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Monetary policy, inflation persistence, transmission of shocks, time varying coefficients, structural VARs

8.

Business Cycle Fluctuations and the Distribution of Consumption

FRB of New York Staff Report No. 716
Number of pages: 39 Posted: 07 Mar 2015
Giacomo De Giorgi and Luca Gambetti
University College London and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 13 (552,460)

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

9.

The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach

CEPR Discussion Paper No. DP7098
Number of pages: 38 Posted: 17 Feb 2009
Mario Forni and Luca Gambetti
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 5 (601,389)
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Delayed Overshooting Puzzle, Monetary Policy, Price Puzzle, Structural Factor Model

10.

Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model

CEPR Discussion Paper No. DP7692
Number of pages: 49 Posted: 01 Mar 2010
Mario Forni and Luca Gambetti
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 4 (608,057)
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demand, fiscal policy, monetary policy, sign restrictions, structural factor model, supply

11.

Testing for Sufficient Information in Structural VARs

CEPR Discussion Paper No. DP8209
Number of pages: 26 Posted: 31 Jan 2011
Mario Forni and Luca Gambetti
Università di Modena; Centre for Economic Policy Research (CEPR) and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 3 (615,766)
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FAVAR models, information, non-fundamentalness, Structural VAR, technology shocks.

12.

Fiscal Foresight and the Effects of Goverment Spending

CEPR Discussion Paper No. DP7840
Number of pages: 36 Posted: 19 Jul 2010
Mario Forni and Luca Gambetti
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 3 (615,766)
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fiscal policy, fundamentalness, government spending shock, non-fundamentalness, sign restrictions, structural factor model