Browsing Recerca: working papers, informes, etc. by Author "Gambetti, Luca"

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Browsing Recerca: working papers, informes, etc. by Author "Gambetti, Luca"

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  • Canova, Fabio; Gambetti, Luca (2007)
    We examine the role of expectations in the Great Moderation episode. We derive theoretical restrictions in a New-Keynesian model and test them using measures of expectations obtained from survey data, the Greenbook and ...
  • Galí, Jordi; Gambetti, Luca (2006)
    The remarkable decline in macroeconomic volatility experienced by the U.S. economy since the mid-80s (the so-called Great Moderation) has been accompanied by large changes in the patterns of comovements among output, hours ...
  • Canova, Fabio; Gambetti, Luca (2003)
    This paper investigates the contribution of monetary policy to the changes in output growth and inflation dynamics in the US. We identify a policy shock and a policy rule in a time-varying coefficients VAR using robust ...
  • Galí, Jordi; Gambetti, Luca (2013)
    We estimate the response of stock prices to exogenous monetary policy shocks using a vector-autoregressive model with time-varying parameters. Our evidence points to protracted episodes in which, after a a short-run decline, ...
  • Canova, Fabio; Gambetti, Luca; Pappa, Evi (2006)
    We examine the dynamics of output growth and inflation in the US, Euro area and UK using a structural time varying coefficient VAR. There are important similarities in structural inflation dynamics across countries; output ...
  • Gambetti, Luca; Pappa, Evi; Canova, Fabio (2005)
    We examine the dynamics of US output and inflation using a structural time varying coefficient VAR. We show that there are changes in the volatility of both variables and in the persistence of inflation. Technology shocks ...

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