Luca Gambetti
Economics and Econometrics · 2008–2019
A researcher in the Science corpus: 10 papers; trusts 72 researchers and is trusted by 37 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 184 citations into it; #2,135 of 23,481 by trust here, #2,418 by citations
- Finance — 58 citations into it; #4,391 of 10,518 by trust here, #3,859 by citations
- Statistics and Probability — 13 citations into it
- Management Science and Operations Research — 6 citations into it
Whom Luca Gambetti trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Timothy Cogley
- Jushan Bai
- James H. Stock
- Thomas J. Sargent
- Giorgio E. Primiceri
- Mark W. Watson
- M. Forni
- Jean Boivin
- Serena Ng
- Harald Uhlig
Who trusts Luca Gambetti overall
- Mikkel Plagborg-Møller
- M. Forni
- Fabio Canova
- Lutz Kilian
- Matteo Barigozzi
- Christiane Baumeister
- Regis Barnichon
- Gary Koop
- Dimitris Korobilis
- Luca Benati
Papers from Luca Gambetti's perspective
Ordered by how strongly the researchers Luca Gambetti trusts endorse each paper. Same corpus, a different order for every researcher.
- Monetary Policy in a Data-Rich Environment
- Inferential Theory for Factor Models of Large Dimensions
- Has Monetary Policy Become More Effective? (Review of Economics and Statistics)
- Macroeconomic Forecasting Using Diffusion Indexes
- Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
- Determining the Number of Factors in Approximate Factor Models
- Eigenvalue Ratio Test for the Number of Factors
- Nber Working Paper Series Measuring the Effects of Monetary Policy : a Factor-augmented Vector Autoregressive ( Favar ) Approach
- Shocks and Frictions in Us Business Cycles: A Bayesian DSGE Approach (Social Science Research Network)
- The Generalized Dynamic-Factor Model: Identification and Estimation
Their papers
- The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach (2010) — 203 citations
- Structural changes in the US economy: Is there a role for monetary policy? (2009) — 245 citations
- No News in Business Cycles (2014) — 127 citations
- The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes? (2008) — 163 citations
- Sufficient information in structural VARs (2014) — 232 citations
- On the Sources of the Great Moderation (2008) — 487 citations
- Macroeconomic Forecasting and Structural Change (2010) — 362 citations
- Government spending shocks in open economy VARs (2014) — 119 citations
- On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint (2019) — 138 citations
- Loan Supply Shocks and the Business Cycle (2017) — 213 citations