Details about Luca Gambetti

Access statistics for papers by Luca Gambetti.

Last updated 2024-03-27. Update your information in the RePEc Author Service.

Short-id: pga472

Working Papers

2024

1. Geopolitical risk shocks: when the size matters
   Working Paper Series, European Central Bank

2023

2. Agreed and Disagreed Uncertainty
   BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics View citations (1)
   Also in Working Papers, Business School - Economics, University of Glasgow (2023)
   Working Paper series, Rimini Centre for Economic Analysis (2023) View citations (1)
   Papers, arXiv.org (2023) View citations (1)
   Discussion Papers, Centre for Macroeconomics (CFM) (2023) View citations (1)
   Economics Series Working Papers, University of Oxford, Department of Economics (2023) View citations (1)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2023)
   CESifo Working Paper Series, CESifo (2023) View citations (1)
3. An American Macroeconomic Picture. Supply and Demand Shocks in the Frequency Domain
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
4. Asymmetric Monetary Policy Tradeoffs
   Working Papers, Barcelona School of Economics View citations (4)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2023) View citations (8)
5. Bad News, Good News: Coverage and Response Asymmetries
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
   Also in Working Paper, Norges Bank (2022)
6. External Instrument SVAR Analysis for Noninvertible Shocks
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Papers, Center for Research in Economics and Statistics (2023) View citations (1)
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2022) View citations (3)
7. Life-Cycle Inequality: the Black and White Differential
   Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft
8. The impact of financial shocks on the forecast distribution of output and inflation
   Working Paper, Norges Bank

2022

9. Nonlinear transmission of financial shocks: Some new evidence
   Working Paper, Norges Bank View citations (2)
   See also Journal Article Nonlinear Transmission of Financial Shocks: Some New Evidence, Journal of Money, Credit and Banking, Blackwell Publishing (2024) View citations (3) (2024)
10. The Nonlinear Transmission of Financial Shocks: Some Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
11. Validating DSGE Models through Dynamic Factor Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

2021

12. Downside and Upside Uncertainty Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
13. Life-Cycle inequality: blacks and whites differentials in life expectancy, savings, income, and consumption
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (1)
14. Macroeconomic Uncertainty and Vector Autoregressions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2020)

2020

15. Asymmetric Effects of Monetary Policy Easing and Tightening
    Working Papers, Barcelona School of Economics View citations (11)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2020) View citations (11)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (11)
16. Common Component Structural VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2020) View citations (4)

2019

17. Has the U.S. Wage Phillips Curve Flattened? A Semi-Structural Exploration
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (24)
    Working Papers Central Bank of Chile, Central Bank of Chile (2019) View citations (21)
18. On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (29)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2019) View citations (33)
    Working Papers, Barcelona School of Economics (2018) View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (12)
    See also Journal Article On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint, NBER Macroeconomics Annual, University of Chicago Press (2020) View citations (18) (2020)
    Chapter On the Empirical (Ir)relevance of the Zero Lower Bound Constraint, NBER Chapters, National Bureau of Economic Research, Inc (2019) View citations (29) (2019)
19. The Effect of News Shocks and Monetary Policy
    Discussion Papers, Department of Economics, University of Birmingham View citations (8)
    Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2017) View citations (8)
    Discussion Papers, Centre for Macroeconomics (CFM) (2017) View citations (9)
    Economics Series Working Papers, University of Oxford, Department of Economics (2017) View citations (8)
    BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2017) View citations (7)
    CESifo Working Paper Series, CESifo (2019) View citations (6)
    Working Paper series, Rimini Centre for Economic Analysis (2018) View citations (1)
    Working Papers, Business School - Economics, University of Glasgow (2017) View citations (8)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017) View citations (8)
    See also Chapter The Effect of News Shocks and Monetary Policy, Advances in Econometrics, Emerald Group Publishing Limited (2022) (2022)

2018

20. Fundamentalness, Granger Causality and Aggregation
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi"
21. Noisy Monetary Policy
    Staff Working Papers, Bank of Canada

2017

22. Evolving Wage Cyclicality in Latin America
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)
    Also in Policy Research Working Paper Series, The World Bank (2014)
    IDB Publications (Working Papers), Inter-American Development Bank (2016)
    See also Journal Article Evolving Wage Cyclicality in Latin America, The World Bank Economic Review, World Bank (2018) (2018)
23. News, Noise and Oil Price Swings
    Research Technical Papers, Central Bank of Ireland View citations (6)
24. News, Uncertainty and Economic Fluctuations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
25. News, Uncertainty and Economic Fluctuations (No News is Good News)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" View citations (12)
26. The macroeconomic impact of the ECB's expanded asset purchase programme (APP)
    Working Paper Series, European Central Bank View citations (29)

2016

27. VAR Information and the Empirical Validation of DSGE Models
    2016 Meeting Papers, Society for Economic Dynamics View citations (11)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2016) View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (11)

2015

28. Business cycle fluctuations and the distribution of consumption
    Staff Reports, Federal Reserve Bank of New York
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
    See also Journal Article Business Cycle Fluctuations and the Distribution of Consumption, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2017) View citations (23) (2017)

2014

29. Government Spending Shocks in Open Economy VARs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2014) View citations (8)
    See also Journal Article Government spending shocks in open economy VARs, Journal of International Economics, Elsevier (2016) View citations (77) (2016)
30. Noise Bubbles
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (5)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2014)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (3)
    See also Journal Article Noise Bubbles, Economic Journal, Royal Economic Society (2017) (2017)
31. Noisy News in Business Cycles
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" View citations (74)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2014) View citations (72)
    2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (60)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (18)
    See also Journal Article Noisy News in Business Cycles, American Economic Journal: Macroeconomics, American Economic Association (2017) View citations (40) (2017)
32. Reduced-rank time-varying vector autoregressions
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis View citations (10)
33. The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2013) View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (6)
    Working Papers, Barcelona School of Economics (2013) View citations (3)
    See also Journal Article The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence, American Economic Journal: Macroeconomics, American Economic Association (2015) View citations (138) (2015)
    Chapter The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence, NBER Chapters, National Bureau of Economic Research, Inc (2013) View citations (7) (2013)

2013

34. No News in Business Cycles
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (13)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (13)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2011) View citations (16)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2011) View citations (12)
    Working Papers, Barcelona School of Economics (2011) View citations (12)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2011) View citations (12)
    See also Journal Article No News in Business Cycles, Economic Journal, Royal Economic Society (2014) View citations (77) (2014)

2012

35. Consumption Heterogeneity over the Business Cycle
    Working Papers, Barcelona School of Economics View citations (2)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2012) View citations (1)
36. Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) View citations (7)
    Also in Working Papers, Barcelona School of Economics (2012) View citations (7)
37. Loan supply shocks and the business cycle
    Working Paper Series, European Central Bank View citations (49)
    See also Journal Article Loan Supply Shocks and the Business Cycle, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) View citations (87) (2017)
38. Shocking Policy Coefficients
    Working Papers, Barcelona School of Economics
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2012)
39. The Effects of Government Spending on the Distribution of Consumption
    Working Papers, Barcelona School of Economics View citations (15)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2012) View citations (12)

2011

40. Sufficient information in structural VARs
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" View citations (23)
    See also Journal Article Sufficient information in structural VARs, Journal of Monetary Economics, Elsevier (2014) View citations (160) (2014)
41. Testing for Sufficient Information in Structural VARs
    Working Papers, Barcelona School of Economics View citations (15)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2011) View citations (15)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (20)

2010

42. Fiscal Foresight and the Effects of Goverment Spending
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (27)
    Also in Working Papers, Barcelona School of Economics (2010) View citations (76)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2010) View citations (63)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2010) View citations (55)
43. Fiscal Policy, Foresight and the Trade Balance in the U.S
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) View citations (3)
    Also in Working Papers, Barcelona School of Economics (2010) View citations (2)
44. Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2010) View citations (19)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2010) View citations (23)
    Working Papers, Barcelona School of Economics (2010) View citations (20)
45. Macroeconomic forecasting and structural change
    Working Paper Series, European Central Bank View citations (7)
    Also in Research Technical Papers, Central Bank of Ireland (2009) View citations (47)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (28)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2009) View citations (73)
    See also Journal Article Macroeconomic forecasting and structural change, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013) View citations (262) (2013)

2009

46. Do expectations matter? The Great Moderation revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2009) View citations (8)
    See also Journal Article Do Expectations Matter? The Great Moderation Revisited, American Economic Journal: Macroeconomics, American Economic Association (2010) View citations (54) (2010)
47. Does inflation targeting matter for output and inflation volatility?
    Working Papers, Barcelona School of Economics View citations (1)

2008

48. On the Sources of the Great Moderation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (32)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (31)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2007) View citations (18)
    See also Journal Article On the Sources of the Great Moderation, American Economic Journal: Macroeconomics, American Economic Association (2009) View citations (276) (2009)
49. Structural changes in the US economy: is there a role for monetary policy?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (23)
    See also Journal Article Structural changes in the US economy: Is there a role for monetary policy?, Journal of Economic Dynamics and Control, Elsevier (2009) View citations (180) (2009)
50. The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2008) View citations (10)
    See also Journal Article The dynamic effects of monetary policy: A structural factor model approach, Journal of Monetary Economics, Elsevier (2010) View citations (148) (2010)

2006

51. Structural Changes in the US Economy: Bad Luck or Bad Policy?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (37)
52. The Structural Dynamics of Output Growth and Inflation: Some International Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2006) View citations (12)
    See also Journal Article The Structural Dynamics of Output Growth and Inflation: Some International Evidence, Economic Journal, Royal Economic Society (2007) View citations (56) (2007)
53. The Structural Dynamics of US Output and Inflation: What Explains the Changes?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (28)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) View citations (27)
    See also Journal Article The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?, Journal of Money, Credit and Banking, Blackwell Publishing (2008) View citations (70) (2008)

2004

54. On the Time Variations of US Monetary Policy: Who is right?
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group View citations (10)

Journal Articles

2024

1. Asymmetric effects of news through uncertainty
   Macroeconomic Dynamics, 2024, 28, (1), 74-98
2. Nonlinear Transmission of Financial Shocks: Some New Evidence
   Journal of Money, Credit and Banking, 2024, 56, (1), 5-33 View citations (3)
   See also Working Paper Nonlinear transmission of financial shocks: Some new evidence, Working Paper (2022) View citations (2) (2022)
3. The effects of monetary policy on macroeconomic risk
   European Economic Review, 2024, 167, (C) View citations (1)

2021

4. Policy and Business Cycle Shocks: A Structural Factor Model Representation of the US Economy
   JRFM, 2021, 14, (8), 1-21 View citations (4)

2020

5. On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint
   NBER Macroeconomics Annual, 2020, 34, (1), 141 - 170 View citations (18)
   See also Working Paper On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint, NBER Working Papers (2019) View citations (29) (2019)
   Chapter On the Empirical (Ir)relevance of the Zero Lower Bound Constraint, NBER Chapters, 2019, 141-170 (2019) View citations (29) (2019)
6. The effects of the ECB’s expanded asset purchase programme
   European Economic Review, 2020, 130, (C) View citations (4)

2019

7. Structural VARs and noninvertible macroeconomic models
   Journal of Applied Econometrics, 2019, 34, (2), 221-246 View citations (25)

2018

8. Evolving Wage Cyclicality in Latin America
   The World Bank Economic Review, 2018, 32, (3), 709-726
   See also Working Paper Evolving Wage Cyclicality in Latin America, IZA Discussion Papers (2017) View citations (1) (2017)

2017

9. Business Cycle Fluctuations and the Distribution of Consumption
   Review of Economic Dynamics, 2017, 23, 19-41 View citations (23)
   See also Software Item Code and data files for "Business Cycle Fluctuations and the Distribution of Consumption", Computer Codes (2016) (2016)
   Working Paper Business cycle fluctuations and the distribution of consumption, Staff Reports (2015) (2015)
10. Loan Supply Shocks and the Business Cycle
    Journal of Applied Econometrics, 2017, 32, (4), 764-782 View citations (87)
    See also Working Paper Loan supply shocks and the business cycle, Working Paper Series (2012) View citations (49) (2012)
11. Noise Bubbles
    Economic Journal, 2017, 127, (604), 1940-1976
    See also Working Paper Noise Bubbles, Working Papers (2014) View citations (5) (2014)
12. Noisy News in Business Cycles
    American Economic Journal: Macroeconomics, 2017, 9, (4), 122-52 View citations (40)
    See also Working Paper Noisy News in Business Cycles, Center for Economic Research (RECent) (2014) View citations (74) (2014)

2016

13. Government spending shocks in open economy VARs
    Journal of International Economics, 2016, 99, (C), 68-84 View citations (77)
    See also Working Paper Government Spending Shocks in Open Economy VARs, CEPR Discussion Papers (2014) View citations (7) (2014)

2015

14. The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence
    American Economic Journal: Macroeconomics, 2015, 7, (1), 233-57 View citations (138)
    See also Chapter The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence, NBER Chapters, 2013 (2013) View citations (7) (2013)
    Working Paper The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence, CEPR Discussion Papers (2014) View citations (7) (2014)

2014

15. No News in Business Cycles
    Economic Journal, 2014, 124, (581), 1168-1191 View citations (77)
    See also Working Paper No News in Business Cycles, Working Papers (2013) View citations (13) (2013)
16. Sufficient information in structural VARs
    Journal of Monetary Economics, 2014, 66, (C), 124-136 View citations (160)
    See also Working Paper Sufficient information in structural VARs, Center for Economic Research (RECent) (2011) View citations (23) (2011)

2013

17. Macroeconomic forecasting and structural change
    Journal of Applied Econometrics, 2013, 28, (1), 82-101 View citations (262)
    See also Working Paper Macroeconomic forecasting and structural change, Working Paper Series (2010) View citations (7) (2010)

2010

18. Do Expectations Matter? The Great Moderation Revisited
    American Economic Journal: Macroeconomics, 2010, 2, (3), 183-205 View citations (54)
    See also Working Paper Do expectations matter? The Great Moderation revisited, CEPR Discussion Papers (2009) View citations (13) (2009)
19. The dynamic effects of monetary policy: A structural factor model approach
    Journal of Monetary Economics, 2010, 57, (2), 203-216 View citations (148)
    See also Working Paper The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach, CEPR Discussion Papers (2008) View citations (5) (2008)

2009

20. On the Sources of the Great Moderation
    American Economic Journal: Macroeconomics, 2009, 1, (1), 26-57 View citations (276)
    Also in Proceedings, 2007, (Nov) (2007) View citations (8)
    See also Working Paper On the Sources of the Great Moderation, NBER Working Papers (2008) View citations (32) (2008)
21. Structural changes in the US economy: Is there a role for monetary policy?
    Journal of Economic Dynamics and Control, 2009, 33, (2), 477-490 View citations (180)
    See also Working Paper Structural changes in the US economy: is there a role for monetary policy?, Economics Working Papers (2008) View citations (23) (2008)

2008

22. The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?
    Journal of Money, Credit and Banking, 2008, 40, (2-3), 369-388 View citations (70)
    Also in Journal of Money, Credit and Banking, 2008, 40, (2‐3), 369-388 (2008) View citations (19)
    See also Working Paper The Structural Dynamics of US Output and Inflation: What Explains the Changes?, CEPR Discussion Papers (2006) View citations (28) (2006)

2007

23. The Structural Dynamics of Output Growth and Inflation: Some International Evidence
    Economic Journal, 2007, 117, (519), C167-C191 View citations (56)
    See also Working Paper The Structural Dynamics of Output Growth and Inflation: Some International Evidence, CEPR Discussion Papers (2006) View citations (10) (2006)

2004

24. Policy matters. The long run effects of aggregate demand and mark-up shocks on the Italian unemployment rate
    Empirical Economics, 2004, 29, (2), 209-226 View citations (17)

Chapters

2022

1. Introduction
   A chapter in Essays in Honour of Fabio Canova, 2022, vol. 44A, pp 1-4
2. The Effect of News Shocks and Monetary Policy
   A chapter in Essays in Honour of Fabio Canova, 2022, vol. 44A, pp 139-164
   See also Working Paper The Effect of News Shocks and Monetary Policy, Department of Economics, University of Birmingham (2019) View citations (8) (2019)

2020

3. Has the U.S. Wage Phillips Curve Flattened?
   Chapter 05 in Changing Inflation Dynamics,Evolving Monetary Policy, 2020, vol. 27, pp 149-172 View citations (4)

2019

4. On the Empirical (Ir)relevance of the Zero Lower Bound Constraint
   A chapter in NBER Macroeconomics Annual 2019, volume 34, 2019, pp 141-170 View citations (29)
   See also Journal Article On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint, University of Chicago Press (2020) View citations (18) (2020)
   Working Paper On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint, National Bureau of Economic Research, Inc (2019) View citations (29) (2019)

2013

5. The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence
   A chapter in Lessons from the Financial Crisis for Monetary Policy, 2013 View citations (7)
   See also Working Paper The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence, C.E.P.R. Discussion Papers (2014) View citations (7) (2014)
   Journal Article The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence, American Economic Association (2015) View citations (138) (2015)

Software Items

2016

1. Code and data files for "Business Cycle Fluctuations and the Distribution of Consumption"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Business Cycle Fluctuations and the Distribution of Consumption, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2017) View citations (23) (2017)