Luca Gambetti : Citation Profile


Are you Luca Gambetti?

Barcelona Graduate School of Economics (Barcelona GSE)

17

H index

19

i10 index

1552

Citations

RESEARCH PRODUCTION:

22

Articles

92

Papers

3

Chapters

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 97
   Journals where Luca Gambetti has often published
   Relations with other researchers
   Recent citing documents: 155.    Total self citations: 67 (4.14 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga472
   Updated: 2021-02-20    RAS profile: 2021-02-03    
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Relations with other researchers


Works with:

Forni, Mario (12)

Galí, Jordi (8)

Zanetti, Francesco (8)

Tsoukalas, John (8)

Korobilis, Dimitris (8)

Debortoli, Davide (7)

Messina, Julian (3)

Musso, Alberto (2)

Lippi, Marco (2)

Görtz, Christoph (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Gambetti.

Is cited by:

mumtaz, haroon (38)

Canova, Fabio (36)

Korobilis, Dimitris (33)

Koop, Gary (29)

Marcellino, Massimiliano (24)

Surico, Paolo (21)

GUPTA, RANGAN (19)

Benati, Luca (19)

Castelnuovo, Efrem (18)

Luciani, Matteo (18)

D'Agostino, Antonello (18)

Cites to:

Reichlin, Lucrezia (69)

Lippi, Marco (51)

Forni, Mario (51)

Giannone, Domenico (41)

Canova, Fabio (26)

Sala, Luca (25)

Galí, Jordi (21)

Sims, Christopher (21)

Leeper, Eric (20)

Zha, Tao (14)

Kilian, Lutz (13)

Main data


Where Luca Gambetti has published?


Journals with more than one article published# docs
American Economic Journal: Macroeconomics4
Journal of Applied Econometrics3
Economic Journal2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Barcelona Graduate School of Economics13
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"11
Working Paper Series / European Central Bank3
Research Technical Papers / Central Bank of Ireland2

Recent works citing Luca Gambetti (2021 and 2020)


YearTitle of citing document
2020Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2020). Haque, Qazi ; Groshenny, Nicolas ; Weder, Mark. In: Economics Working Papers. RePEc:aah:aarhec:2020-10.

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2021Endogenous Product Scope: Market Interlacing and Aggregate Business Cycle Dynamics. (2021). Weder, Mark ; Pavlov, Oscar. In: Economics Working Papers. RePEc:aah:aarhec:2021-01.

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2020Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2020). Kim, Hyeongwoo ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-05.

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2020Real implications of Quantitative Easing in the euro area: a complex-network perspective. (2020). battiston, stefano ; Perillo, Chiara . In: Papers. RePEc:arx:papers:2004.09418.

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2020Inflation Dynamics of Financial Shocks. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03301.

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2020Sovereign Default Risk and Credit Supply: Evidence from the Euro Area. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03592.

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2020The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

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2020Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718.

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2020Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2020Instrumental Variable Identification of Dynamic Variance Decompositions. (2020). Wolf, Christian K ; Plagborg-Moller, Mikkel. In: Papers. RePEc:arx:papers:2011.01380.

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2020How Do Income and the Debt Position of Households Propagate Public into Private Spending?. (2020). Simon, Camilla ; Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0676.

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2020Forward Guidance Matters: disentangling monetary policy shocks. (2020). Ferreira, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:530.

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2020Asymmetry in the conditional distribution of euro-area inflation. (2020). Tagliabracci, Alex. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1270_20.

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2020Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency. (2020). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1274_20.

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2020The economic drivers of volatility and uncertainty. (2020). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1285_20.

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2020Questioning the puzzle: Fiscal policy, exchange rate and inflation. (2020). Siena, Daniele ; Natoli, Filippo ; Metelli, Luca ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:752.

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2020Does the Liquidity Trap Exist?. (2020). Mojon, Benoit ; Rubio-Ramirez, Juan ; Lhuissier, Stephane. In: Working papers. RePEc:bfr:banfra:762.

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2020How does Financial Vulnerability amplify Housing and Credit Shocks?. (2020). Scalone, Valerio ; Couaillier, Cyril. In: Working papers. RePEc:bfr:banfra:763.

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2020Is There News in Inventories?. (2020). Görtz, Christoph ; Lubik, Thomas A ; Gunn, Christopher ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:20-07.

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2020Bank loan supply shocks and alternative financing of non‐financial corporations in the euro area. (2020). Mandler, Martin ; Scharnagl, Michael. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:126-150.

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2020Wicksellian Rules and the Taylor Principle: Some Practical Implications. (2020). Caputo, Rodrigo ; Bauducco, Sofia. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:340-368.

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2020Workers, capitalists, and the government: fiscal policy and income (re)distribution. (2020). Freund, Lukas ; Cantore, Cristiano. In: Bank of England working papers. RePEc:boe:boeewp:0858.

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2020Monetary policy and stock market valuation. (2020). Laine, Olli-Matti. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_016.

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2020Workers, Capitalists, and the Government: Fiscal Policy and Income (Re)Distribution. (2020). Cantore, Cristiano ; Freund, L B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2095.

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2020Monetary Policy after the Great Moderation. (2020). Pea, Guillermo. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:3:p:5-26.

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2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

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2020Nonlinear Business Cycle and Optimal Policy: A VSTAR Perspective. (2020). Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8060.

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2020Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8282.

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2020Is There News in Inventories?. (2020). Görtz, Christoph ; Lubik, Thomas A ; Gunn, Christopher ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8284.

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2020Financial Frictions and the Wealth Distribution. (2020). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8482.

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2020News Shocks under Financial Frictions. (2020). Zanetti, Francesco ; Görtz, Christoph ; Tsoukalas, John D ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8728.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020ifoCAST: Der neue Prognosestandard des ifo Instituts. (2020). Wollmershäuser, Timo ; Lehmann, Robert ; Wollmershauser, Timo ; Reif, Magnus. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:11:p:31-39.

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2020High-frequency Identification of Unconventional Monetary Policy Shocks in Japan. (2020). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf502.

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2020The Vanishing Procyclicality of Labour Productivity. (2020). van Rens, Thijs ; Gali, Jordi. In: CAGE Online Working Paper Series. RePEc:cge:wacage:477.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020Nonlinearities and expenditure multipliers in the Eurozone.. (2020). Punzo, Chiara ; Perdichizzi, Salvatore ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def088.

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2020Nonlinearities and expenditure multipliers in the Eurozone.. (2020). Punzo, Chiara ; Perdichizzi, Salvatore ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def089.

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2020A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Goy, Gavin ; Boehl, Gregor. In: DNB Working Papers. RePEc:dnb:dnbwpp:691.

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2020Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment. (2020). Coenen, Günter ; Smets, Frank ; Montes-Galdon, Carlos . In: Working Paper Series. RePEc:ecb:ecbwps:20202352.

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2020Identifying SVARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies. (2020). Rünstler, Gerhard ; Budnik, Katarzyna ; Runstler, Gerhard. In: Working Paper Series. RePEc:ecb:ecbwps:20202353.

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2020Cyclical drivers of euro area consumption: what can we learn from durable goods?. (2020). Krustev, Georgi ; Casalis, André. In: Working Paper Series. RePEc:ecb:ecbwps:20202386.

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2020Does the Phillips curve help to forecast euro area inflation?. (2020). BOBEICA, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20202471.

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2021Text-based recession probabilities. (2021). Minesso Ferrari, Massimo ; le Mezo, Helena. In: Working Paper Series. RePEc:ecb:ecbwps:20212516.

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2020Global commodity prices and global stock market volatility shocks: Effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:71:y:2020:i:c:s1049007820301299.

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2020The impact of monetary policy on M&A outcomes. (2020). Saunders, Anthony ; Barbopoulos, Leonidas G ; Adra, Samer. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919301166.

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2020Identifying noise shocks. (2020). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric ; Benati, Luca. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301770.

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2020Government spending and heterogeneous consumption dynamics. (2020). Laumer, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300373.

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2020When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning. (2020). Maliar, Serguei ; Lepetyuk, Vadym. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920300944.

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2020The heterogeneous impact of monetary policy on the US labor market. (2020). Zoerner, Thomas ; Böck, Maximilian ; Zorner, Thomas O ; Bock, Maximilian ; Zens, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301573.

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2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

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2020The dynamic effects of monetary policy and government spending shocks on unemployment in the peripheral Euro area countries. (2020). ribba, antonio ; Dallari, Pietro. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:218-232.

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2020Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S.. (2020). Sun, Wei ; De, Kuhelika. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:1-9.

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2020Macroeconomic effects of monetary policy in Korea: A time-varying coefficient VAR approach. (2020). Hur, Joonyoung ; Han, Jong-Suk. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:142-152.

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2020The transition of Chinas monetary policy regime: Before and after the four trillion RMB stimulus. (2020). Wang, Bin ; Fu, Buben. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:273-303.

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2020The macroeconomic effects of tax changes: Evidence using real-time data for the European Union. (2020). van der Wielen, Wouter. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:302-321.

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2020The changing nature of the real exchange rate: The role of central bank preferences. (2020). Caputo, Rodrigo ; Pedersen, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:445-464.

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2020Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758.

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2020Emerging economy business cycles: Interest rate shocks vs trend shocks. (2020). Obaid, Sabreena ; Letendre, Marc-Andre. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:526-545.

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2020The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach. (2020). Rodríguez, Gabriel ; Guevara, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819304656.

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2020Does the credit supply shock have asymmetric effects on macroeconomic variables?. (2020). Paccagnini, Alessia ; Colombo, Valentina. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176520300100.

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2020Production network structure and the impact of the monetary policy shocks: Evidence from the OECD. (2020). Caraiani, Petre ; Hoinaru, Rzvan ; DUTESCU, ADRIANA ; Stnil, Georgiana Oana. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s016517652030183x.

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2020Monetary policy and US housing expansions: The case of time-varying supply elasticities. (2020). Opitz, Frederic ; Iseringhausen, Martin ; Albuquerque, Bruno. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302895.

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2020The euro-area government spending multiplier at the effective lower bound. (2020). Melina, Giovanni ; Fragetta, Matteo ; di Serio, Mario ; Amendola, Adalgiso. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120301124.

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2020Fiscal policy shocks and stock prices in the United States. (2020). Theodoridis, Konstantinos ; Mumtaz, Haroon. In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301926.

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2020Optimal monetary policy and determinacy under active/passive regimes. (2020). Roulleau-Pasdeloup, Jordan. In: European Economic Review. RePEc:eee:eecrev:v:130:y:2020:i:c:s0014292120302129.

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2020Monetary policy and wealth inequality over the great recession in the UK. An empirical analysis. (2020). Theophilopoulou, Angeliki ; Mumtaz, Haroon. In: European Economic Review. RePEc:eee:eecrev:v:130:y:2020:i:c:s0014292120302282.

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2020Anchoring inflation expectations in the face of oil shocks & in the proximity of ZLB: A tale of two targeters. (2020). Huynh, Toan ; Balsalobre-Lorente, Daniel ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300013.

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2020Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty. (2020). Cooray, Arusha ; Chatziantoniou, Ioannis ; Apergis, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301800.

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2020Inflation targeting & implications of oil shocks for inflation expectations in oil-importing and exporting economies: Evidence from three Nordic Kingdoms. (2020). Nasir, Muhammad Ali ; Yarovaya, Larisa ; Duc, Toan Luu. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302027.

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2020Changes in the effects of bank lending shocks and development of public debt markets. (2020). Choi, Sangyup. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318309449.

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2020The impact of monetary policy shocks on stock market bubbles: International evidence. (2020). Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319303484.

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2020Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. (2020). de Simone, Francisco Nadal ; Jin, Xisong. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300486.

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2020Global factors and trend inflation. (2020). Wong, Benjamin ; Kamber, Gunes. In: Journal of International Economics. RePEc:eee:inecon:v:122:y:2020:i:c:s002219961930087x.

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2020News and why it is not shocking: The role of micro-foundations. (2020). Minford, A. Patrick ; Meenagh, David ; Mai, Vo Phuong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300834.

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2020Liquidity connectedness and output synchronisation. (2020). Inekwe, John. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925.

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2020Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

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2020Capital flows in the euro area and TARGET2 balances. (2020). Wollmershäuser, Timo ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300017.

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2020Identifying the risk-Taking channel of monetary transmission and the connection to economic activity. (2020). Segev, Nimrod. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301163.

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2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302060.

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2020Sovereign default risk and credit supply: Evidence from the euro area. (2020). Palmén, Olli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302138.

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2021Are global spillovers complementary or competitive? Need for international policy coordination. (2021). Mallick, Sushanta ; Bhattarai, Keshab ; Yang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302473.

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2020Financial frictions and changing macroeconomic volatility. (2020). Higgins, Charles. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419302629.

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2020Risk Shocks and Credit Spreads. (2020). Kwon, Dohyoung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301348.

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2020Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks. (2020). Kanazawa, Nobuyuki. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301361.

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2020Credit policy and asset price bubbles. (2020). Caraiani, Petre ; Wesselbaum, Dennis ; Luik, Marc-Andre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301555.

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2020Mending the broken link: Heterogeneous bank lending rates and monetary policy pass-through. (2020). Altavilla, Carlo ; Carlo Altavilla , ; Ciccarelli, Matteo ; Canova, Fabio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:110:y:2020:i:c:p:81-98.

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2020Bank market power and the risk channel of monetary policy. (2020). Güntner, Jochen ; Afanasyeva, Elena ; Guntner, Jochen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:111:y:2020:i:c:p:118-134.

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2020Rules-based monetary policy and the threat of indeterminacy when trend inflation is low. (2020). Khan, Hashmat ; Victor, Jean Gardy ; Phaneuf, Louis. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:317-333.

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2020The expectational effects of news in business cycles: Evidence from forecast data. (2020). Nguyen, Thuy Lan ; Miyamoto, Wataru. In: Journal of Monetary Economics. RePEc:eee:moneco:v:116:y:2020:i:c:p:184-200.

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2020Observed expectations, news shocks, and the business cycle. (2020). Rajbhandari, Ashish ; Milani, Fabio. In: Research in Economics. RePEc:eee:reecon:v:74:y:2020:i:2:p:95-118.

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2020Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. (2020). He, Zhifang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:131-153.

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2020Exchange rate pass-through & management of inflation expectations in a small open inflation targeting economy. (2020). Vo, Xuan Vinh ; Nasir, Muhammad ; Duc, Toan Luu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:178-188.

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2020An empirical analysis of loan supply and demand in the euro area. (2020). Jung, Alexander. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:187-201.

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2020Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90.

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2020Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2020). Valls Pereira, Pedro ; Hallin, Marc ; Trucios, Carlos Cesar ; Hotta, Luiz Koodi. In: Textos para discussão. RePEc:fgv:eesptd:521.

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2021Addressing COVID-19 Outliers in BVARs with Stochastic Volatility. (2021). Mertens, Elmar ; Clark, Todd ; Marcellino, Massimiliano ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:89757.

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2020Monetary Policy, Self-Fulfilling Expectations and the U.S. Business Cycle. (2020). Nicolo, Giovanni. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-35.

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2020Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Gourio, Francois ; Ngo, Phuong. In: Working Paper Series. RePEc:fip:fedhwp:87504.

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2020Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Barigozzi, Matteo ; Luciani, Matteo ; Lippi, Marco. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273.

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2020What Role Does the Housing Market Play for the Macroeconomic Transmission Mechanism?. (2020). Wilhelmsson, Mats. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:112-:d:365795.

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More than 100 citations found, this list is not complete...

Works by Luca Gambetti:


YearTitleTypeCited
2009On the Sources of the Great Moderation In: American Economic Journal: Macroeconomics.
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article259
2008On the Sources of the Great Moderation.(2008) In: CEPR Discussion Papers.
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2007On the sources of the Great Moderation.(2007) In: Proceedings.
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2008On the Sources of the Great Moderation.(2008) In: NBER Working Papers.
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paper
2007On the sources of the Great Moderation.(2007) In: Economics Working Papers.
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This paper has another version. Agregated cites: 259
paper
2010Do Expectations Matter? The Great Moderation Revisited In: American Economic Journal: Macroeconomics.
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article44
2009Do expectations matter? The Great Moderation revisited.(2009) In: CEPR Discussion Papers.
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paper
2009Do expectations matter? The Great Moderation revisited.(2009) In: Economics Working Papers.
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This paper has another version. Agregated cites: 44
paper
2015The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence In: American Economic Journal: Macroeconomics.
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article79
2013The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence.(2013) In: Working Papers.
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paper
2014The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence.(2014) In: CEPR Discussion Papers.
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paper
2013The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence.(2013) In: NBER Chapters.
[Citation analysis]
This paper has another version. Agregated cites: 79
chapter
2014The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 79
paper
2013The effects of monetary policy on stock market bubbles: Some evidence.(2013) In: Economics Working Papers.
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This paper has another version. Agregated cites: 79
paper
2017Noisy News in Business Cycles In: American Economic Journal: Macroeconomics.
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article58
2013Noisy News in Business cycles.(2013) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 58
paper
2014Noisy News in Business Cycles.(2014) In: Working Papers.
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paper
2014Noisy News in Business Cycles.(2014) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 58
paper
2014Noisy News in Business Cycles.(2014) In: 2014 Meeting Papers.
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paper
2010Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model In: UFAE and IAE Working Papers.
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paper20
2010Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model.(2010) In: Working Papers.
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paper
2010Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 20
paper
2010Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model.(2010) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 20
paper
2010Fiscal Foresight and the Effects of Government Spending In: UFAE and IAE Working Papers.
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paper53
2010Fiscal Foresight and the Effects of Government Spending.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 53
paper
2010Fiscal Foresight and the Effects of Goverment Spending.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 53
paper
2010Fiscal Foresight and the Effects of Government Spending.(2010) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 53
paper
2010Fiscal Policy, Foresight and the Trade Balance in the U.S. In: UFAE and IAE Working Papers.
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paper0
2010Fiscal Policy, Foresight and the Trade Balance in the U.S.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2011No News in Business Cycles In: UFAE and IAE Working Papers.
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paper58
2011No News in Business Cycles.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 58
paper
2011No News in Business Cycles.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 58
paper
2011No News in Business Cycles.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 58
paper
2013No News in Business Cycles.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 58
paper
2011No news in business cycles.(2011) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 58
paper
2014No News in Business Cycles.(2014) In: Economic Journal.
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This paper has another version. Agregated cites: 58
article
2011Testing for Sufficient Information in Structural VARs In: UFAE and IAE Working Papers.
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paper13
2011Testing for Sufficient Information in Structural VARs.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 13
paper
2011Testing for Sufficient Information in Structural VARs.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 13
paper
2012Consumption Heterogenity Over the Business Cycle In: UFAE and IAE Working Papers.
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paper1
2012Consumption Heterogeneity over the Business Cycle.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2012The Effects of Government Spending on the Distribution of Consumption In: UFAE and IAE Working Papers.
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paper8
2012The Effects of Government Spending on the Distribution of Consumption.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2012Shocking Policy Coefficients In: UFAE and IAE Working Papers.
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paper0
2012Shocking Policy Coefficients.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2012Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy In: UFAE and IAE Working Papers.
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paper3
2012Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2017The Effect of News Shocks and Monetary Policy In: BCAM Working Papers.
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paper9
2019The Effect of News Shocks and Monetary Policy.(2019) In: Discussion Papers.
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This paper has another version. Agregated cites: 9
paper
2019The effect of news shocks and monetary policy.(2019) In: CESifo Working Paper Series.
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paper
2017The Effect of News Shocks and Monetary Policy.(2017) In: Discussion Papers.
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paper
2017The effect of news shocks and monetary policy.(2017) In: LSE Research Online Documents on Economics.
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2017The Effect of News Shocks and Monetary Policy.(2017) In: Working Papers.
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2017The Effect of News Shocks and Monetary Policy.(2017) In: Economics Series Working Papers.
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paper
2018The Effect of News Shocks and Monetary Policy.(2018) In: Working Paper series.
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paper
2018Noisy Monetary Policy In: Staff Working Papers.
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paper0
2018On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint In: Working Papers.
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paper24
2018On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint.(2018) In: CEPR Discussion Papers.
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paper
2019On the Empirical (Ir)relevance of the Zero Lower Bound Constraint.(2019) In: NBER Chapters.
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chapter
2019On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint.(2019) In: NBER Working Papers.
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paper
2020On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint.(2020) In: NBER Macroeconomics Annual.
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This paper has another version. Agregated cites: 24
article
2019On the empirical (ir)relevance of the zero lower bound constraint.(2019) In: Economics Working Papers.
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This paper has another version. Agregated cites: 24
paper
2020Asymmetric Effects of Monetary Policy Easing and Tightening In: Working Papers.
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paper0
2020Asymmetric effects of monetary policy easing and tightening.(2020) In: Economics Working Papers.
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This paper has another version. Agregated cites: 0
paper
2009Does inflation targeting matter for output and inflation volatility? In: Working Papers.
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paper0
2017News, Noise and Oil Price Swings In: Research Technical Papers.
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paper2
2009Macroeconomic Forecasting and Structural Change In: Research Technical Papers.
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paper239
2009Macroeconomic Forecasting and Structural Change.(2009) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 239
paper
2009Macroeconomic Forecasting and Structural Change.(2009) In: Working Papers ECARES.
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paper
2010Macroeconomic forecasting and structural change.(2010) In: Working Paper Series.
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paper
2013Macroeconomic forecasting and structural change.(2013) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 239
article
2020Has the U.S. Wage Phillips Curve Flattened? In: Central Banking, Analysis, and Economic Policies Book Series.
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chapter0
2019Has the U.S. Wage Phillips Curve Flattened? A Semi-Structural Exploration In: Working Papers Central Bank of Chile.
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paper6
2019Has the U.S. Wage Phillips Curve Flattened? A Semi-Structural Exploration.(2019) In: CEPR Discussion Papers.
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paper
2019Has the U.S. Wage Phillips Curve Flattened? A Semi-Structural Exploration.(2019) In: NBER Working Papers.
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This paper has another version. Agregated cites: 6
paper
2014Reduced-rank time-varying vector autoregressions In: CPB Discussion Paper.
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paper2
2014Government Spending Shocks in Open Economy VARs In: CEPR Discussion Papers.
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paper44
2016Government spending shocks in open economy VARs.(2016) In: Journal of International Economics.
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This paper has another version. Agregated cites: 44
article
2014Government Spending Shocks in Open Economy VARs.(2014) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 44
paper
2014Business Cycle Fluctuations and the Distribution of Consumption In: CEPR Discussion Papers.
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paper8
2015Business cycle fluctuations and the distribution of consumption.(2015) In: Staff Reports.
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This paper has another version. Agregated cites: 8
paper
2017Business Cycle Fluctuations and the Distribution of Consumption.(2017) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 8
article
2016VAR Information and the Empirical Validation of DSGE Models In: CEPR Discussion Papers.
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paper7
2016VAR Information and the Empirical Validation of DSGE Models.(2016) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 7
paper
2016VAR Information and the Empirical Validation of DSGE Models.(2016) In: 2016 Meeting Papers.
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This paper has another version. Agregated cites: 7
paper
2017News, Uncertainty and Economic Fluctuations In: CEPR Discussion Papers.
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paper3
2006Structural Changes in the US Economy: Bad Luck or Bad Policy? In: CEPR Discussion Papers.
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paper27
2006The Structural Dynamics of Output Growth and Inflation: Some International Evidence In: CEPR Discussion Papers.
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paper55
2007The Structural Dynamics of Output Growth and Inflation: Some International Evidence.(2007) In: Economic Journal.
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This paper has another version. Agregated cites: 55
article
2006The structural dynamics of output growth and inflation: some international evidence.(2006) In: Economics Working Papers.
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This paper has another version. Agregated cites: 55
paper
2006The Structural Dynamics of US Output and Inflation: What Explains the Changes? In: CEPR Discussion Papers.
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paper71
2008The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?.(2008) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 71
article
2005The structural dynamics of US output and inflation: What explains the changes?.(2005) In: Economics Working Papers.
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This paper has another version. Agregated cites: 71
paper
2008The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?.(2008) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 71
article
2008The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach In: CEPR Discussion Papers.
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paper114
2010The dynamic effects of monetary policy: A structural factor model approach.(2010) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 114
article
2008The dynamic e ects of monetary policy: A structural factor model approach.(2008) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 114
paper
2013Noise Bubbles In: CEPR Discussion Papers.
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paper1
2014Noise Bubbles.(2014) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 1
paper
2017Noise Bubbles.(2017) In: Economic Journal.
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This paper has another version. Agregated cites: 1
article
2012Loan supply shocks and the business cycle In: Working Paper Series.
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paper69
2017Loan Supply Shocks and the Business Cycle.(2017) In: Journal of Applied Econometrics.
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article
2017The macroeconomic impact of the ECBs expanded asset purchase programme (APP) In: Working Paper Series.
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paper12
2009Structural changes in the US economy: Is there a role for monetary policy? In: Journal of Economic Dynamics and Control.
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article153
2008Structural changes in the US economy: is there a role for monetary policy?.(2008) In: Economics Working Papers.
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This paper has another version. Agregated cites: 153
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2020The effects of the ECB’s expanded asset purchase programme In: European Economic Review.
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article0
2014Sufficient information in structural VARs In: Journal of Monetary Economics.
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article87
2011Sufficient information in structural VARs.(2011) In: Center for Economic Research (RECent).
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2016Evolving Wage Cyclicality in Latin America In: IDB Publications (Working Papers).
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paper1
2017Evolving Wage Cyclicality in Latin America.(2017) In: IZA Discussion Papers.
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2018Evolving Wage Cyclicality in Latin America.(2018) In: World Bank Economic Review.
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2014Evolving wage cyclicality in Latin America.(2014) In: Policy Research Working Paper Series.
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This paper has another version. Agregated cites: 1
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2004On the Time Variations of US Monetary Policy: Who is right? In: Money Macro and Finance (MMF) Research Group Conference 2004.
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paper4
2017News, Uncertainty and Economic Fluctuations (No News is Good News) In: Center for Economic Research (RECent).
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paper4
2018Fundamentalness, Granger Causality and Aggregation In: Center for Economic Research (RECent).
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paper0
2004Policy matters. The long run effects of aggregate demand and mark-up shocks on the Italian unemployment rate In: Empirical Economics.
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article9
2019Structural VARs and noninvertible macroeconomic models In: Journal of Applied Econometrics.
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