← All authors Luca Gambetti Universitat Autònoma de Barcelona (from arXiv:2302.01621, 2023) · OpenAlex
35 papers in scope · 34 published · 1 on the econ.EM arXiv · 2,671 citations · h-index 19 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Dimitris Korobilis Lukas Berend Maximilian Schröder John D. Tsoukalas Francesco Zanetti Eric Eisenstat Gary Koop Jesús Gonzalo Florian Huber Liang Chen Joshua C. C. Chan Christian Matthes Matteo Iacopini John C. Mitchell Kenichi Shimizu Luca Rossini Niko Hauzenberger Xuewen Yu Nicolás Hardy Stuart McIntyre Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 35)
An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain
published 2025 · American Economic Journal Macroeconomics · 1 citations
with Mario Forni, Antonio Granese, Luca Sala, Stefano Soccorsi
Common Components Structural VARs
published 2025 · Journal of Business and Economic Statistics · 4 citations · first circulated 2020
with Mario Forni, Marco Lippi, Luca Sala, Marco Marco
Informing DSGE Models Through Dynamic Factor Models
published 2025 · Journal of Applied Econometrics · 2 citations
Asymmetric transmission of oil supply news
published 2025 · Quantitative Economics · 9 citations
Noisy monetary policy announcements
published 2024 · Journal of Applied Econometrics
with Tatjana Dahlhaus
The effects of monetary policy on macroeconomic risk
published 2024 · European Economic Review · 5 citations
with Mario Forni, Nicolò Maffei-Faccioli, Luca Sala
Downside and Upside Uncertainty Shocks
published 2024 · Journal of the European Economic Association · 6 citations
with Mario Forni, Luca Sala
The Black and white differential in income and consumption dynamics
published 2024 · The Journal of Economic Inequality · 1 citations
with Giacomo De Giorgi, Costanza Naguib
Nonlinear Transmission of Financial Shocks: Some New Evidence
published 2023 · Journal of money credit and banking · 31 citations
with Mario Forni, Nicolò Maffei-Faccioli, Luca Sala
Macroeconomic uncertainty and vector autoregressions
published 2023 · Econometrics and Statistics · 1 citations
with Mario Forni, Luca Sala
Asymmetric effects of news through uncertainty
published 2023 · Macroeconomic Dynamics · 5 citations
with Mario Forni, Luca Sala
working paper 2023 · arXiv · 5 citations
Bad News, Good News: Coverage and Response Asymmetries
published 2023 · Finance and Economics Discussion Series · 4 citations
with Nicolò Maffei-Faccioli, Sarah Zoi
Policy and Business Cycle Shocks: A Structural Factor Model Representation of the US Economy
published 2021 · Journal of risk and financial management · 4 citations
with Mario Forni
The effects of the ECB’s expanded asset purchase programme
published 2020 · European Economic Review · 27 citations
with Alberto Musso
On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint
published 2020 · NBER Macroeconomics Annual · 80 citations · first circulated 2018
with Davide Debortoli, Jordi Gaĺı
Structural VARs and noninvertible macroeconomic models
published 2018 · Journal of Applied Econometrics · 59 citations
with Mario Forni, Luca Sala
Noisy News in Business Cycles
published 2017 · American Economic Journal Macroeconomics · 66 citations · first circulated 2014
with Mario Forni, Marco Lippi, Luca Sala
News, Noise and Oil Price Swings
published 2017 · Research Technical Papers · 1 citations
with Laura Moretti
no link
Business cycle fluctuations and the distribution of consumption
published 2016 · Review of Economic Dynamics · 38 citations · first circulated 2015
with Giacomo De Giorgi
Evolving Wage Cyclicality in Latin America
published 2016 · The World Bank Economic Review · 2 citations · first circulated 2014
with Julián Messina
Loan Supply Shocks and the Business Cycle
published 2016 · Journal of Applied Econometrics · 184 citations · first circulated 2012
with Alberto Musso
Noise Bubbles
published 2016 · The Economic Journal · 13 citations · first circulated 2014
with Mario Forni, Marco Lippi, Luca Sala
Government spending shocks in open economy VARs
published 2015 · Journal of International Economics · 121 citations · first circulated 2014
with Mario Forni
The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence
published 2015 · American Economic Journal Macroeconomics · 217 citations · first circulated 2013
with Jordi Gaĺı
Sufficient information in structural VARs
published 2014 · Journal of Monetary Economics · 207 citations · first circulated 2011
with Mario Forni
No News in Business Cycles
published 2013 · The Economic Journal · 96 citations · first circulated 2011
with Mario Forni, Luca Sala
Macroeconomic forecasting and structural change
published 2011 · Journal of Applied Econometrics · 378 citations · first circulated 2010
Do Expectations Matter? The Great Moderation Revisited
published 2010 · American Economic Journal Macroeconomics · 77 citations · first circulated 2008
with Fabio Canova
The dynamic effects of monetary policy: A structural factor model approach
published 2009 · Journal of Monetary Economics · 188 citations · first circulated 2008
with Mario Forni
On the Sources of the Great Moderation
published 2009 · American Economic Journal Macroeconomics · 375 citations · first circulated 2006
with Jordi Gaĺı, Jordi Galí Y
Structural changes in the US economy: Is there a role for monetary policy?
published 2008 · Journal of Economic Dynamics and Control · 231 citations · first circulated 2003
with Fabio Canova
The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?
published 2008 · Journal of money credit and banking · 124 citations · first circulated 2005
with Evi Pappa, Fabio Canova
The Structural Dynamics of Output Growth and Inflation: Some International Evidence
published 2007 · The Economic Journal · 89 citations · first circulated 2006
with Fabio Canova, Evi Pappa
Policy matters. The long run effects of aggregate demand and mark-up shocks on the Italian unemployment rate
published 2004 · Empirical Economics · 20 citations
with Barbara Pistoresi
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