Luca Gambetti

UAB and BSE

PhD, Universitat Pompeu Fabra

Research interests

  • Quantitative and Applied Macroeconomics
  • Monetary Economics
  • Time Series Analysis
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Contact

Teaching at the Barcelona School of Economics

Luca Gambetti is Associate Professor of Economics at Universitat Autònoma de Barcelona (UAB) and Affiliated Professor of the Barcelona School of Economics (BSE). He is also an external member of RECent.

His research focuses on Quantitative Macroeconomics and Applied Time Series Analysis. He has published articles in journals such as the Journal of Monetary Economics, the Economic Journal, the Journal of Applied Econometrics and the American Economic Journal: Macro, among others.

Awards, Grants, and Honors

  • BSE Associate Research Professor appointment (2016-2023)
  • Ramón Areces Foundation research grant, “Hetereogenous Consumers and Public Expenditure Shocks” (2012-14)

Working Papers

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Working Paper

Nonlinear Monetary Policy Tradeoffs

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Davide Debortoli,Mario Forni,Luca Gambetti, andLuca Sala
BSE Working Paper 1404
September 2023
Working Paper

Asymmetric Effects of Monetary Policy Easing and Tightening

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Davide Debortoli,Mario Forni,Luca Gambetti, andLuca Sala
BSE Working Paper 1205
October 2020
Working Paper

On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint

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Davide Debortoli,Jordi Galí, andLuca Gambetti
BSE Working Paper 1013
January 2018
Working Paper

The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence

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Jordi GalíandLuca Gambetti
BSE Working Paper 724
September 2015
Working Paper

Shocking Policy Coefficients

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Luca Gambetti
BSE Working Paper 647
September 2015
Working Paper

Consumption Heterogeneity over the Business Cycle

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Giacomo De GiorgiandLuca Gambetti
BSE Working Paper 646
September 2015
Working Paper

The Effects of Government Spending on the Distribution of Consumption

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Giacomo De GiorgiandLuca Gambetti
BSE Working Paper 645
September 2015
Working Paper

Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy

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Luca Gambetti
BSE Working Paper 644
September 2015
Working Paper

Testing for Sufficient Information in Structural VARs

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Mario ForniandLuca Gambetti
BSE Working Paper 536
September 2015
Working Paper

No News in Business Cycles

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Mario Forni,Luca Gambetti, andLuca Sala
BSE Working Paper 535
September 2015
Working Paper

Fiscal Policy, Foresight and the Trade Balance in the U.S

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Luca Gambetti
BSE Working Paper 505
September 2015
Working Paper

Fiscal Foresight and the Effects of Government Spending

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Mario ForniandLuca Gambetti
BSE Working Paper 460
September 2015
Working Paper

Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model

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Mario ForniandLuca Gambetti
BSE Working Paper 440
September 2015
Working Paper

Does inflation targeting matter for output and inflation volatility?

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Luca GambettiandEvi Pappa
BSE Working Paper 410
September 2015

Publications

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Publication
Forthcoming

Macroeconomic uncertainty and vector autoregressions

Open Access
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Mario Forni, Luca Gambetti, and Luca Sala
Econometrics and Statistics

Publication

Informing DSGE Models Through Dynamic Factor Models

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Mario Forni, Luca Gambetti, Marco Lippi, and Luca Sala
Journal of Applied Econometrics

August 2025
Publication

Asymmetric Transmission of Oil Supply News

Open Access
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Mario Forni, Alessandro Franconi, Luca Gambetti, and Luca Sala
Quantitative Economics

July 2025
Publication

An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain

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Mario Forni, Luca Gambetti, Antonio Granese, Luca Sala, and Stefano Soccorsi
American Economic Journal: Macroeconomics

July 2025
Publication

Common Components Structural VARs

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Mario Forni, Luca Gambetti, Marco Lippi, and Luca Sala
Journal of Business & Economic Statistics

June 2025
Publication

Noisy Monetary Policy Announcements

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Tatjana DahlhausandLuca Gambetti
Journal of Applied Econometrics

March 2025
Publication

Downside and Upside Uncertainty Shocks

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Mario Forni, Luca Gambetti, and Luca Sala
Journal of the European Economic Association

February 2025
Publication

The effects of monetary policy on macroeconomic risk

Open Access
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Mario Forni, Luca Gambetti, Nicoló Maffei-Faccioli, and Luca Sala
European Economic Review

August 2024
Publication

Asymmetric Monetary Policy Tradeoffs

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Davide Debortoli, Mario Forni, Luca Gambetti, and Luca Sala

February 2024
Publication

The Black and white differential in income and consumption dynamics

Open Access
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Giacomo De Giorgi, Luca Gambetti, and Constanza Naguib
The Journal of Economic Inequality

February 2024
Publication

Nonlinear Transmission of Financial Shocks: Some New Evidence

Open Access
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Mario Forni, Luca Gambetti, Nicoló Maffei-Faccioli, and Luca Sala
Journal of Money, Credit and Banking

February 2024
Publication

The effects of the ECB’s expanded asset purchase programme

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Luca GambettiandAlberto Musso
European Economic Review

October 2020
Publication

Structural VARs and Noninvertible Macroeconomic Models

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Mario Forni, Luca Gambetti, and Luca Sala
Journal of Applied Econometrics

September 2020
Publication

On the Empirical (Ir)relevance of the Zero Lower Bound Constraint

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Davide Debortoli, Jordi Galí, and Luca Gambetti
NBER Macroeconomics Annual

April 2020
Publication

Evolving wage cyclicality in Latin America

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Luca GambettiandJulián Messina
World Bank Economic Review

December 2018
Publication

Business cycle fluctuations and the distribution of consumption

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Giacomo De GiorgiandLuca Gambetti
Review of Economic Dynamics

November 2018
Publication

Noise Bubbles

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Mario Forni, Luca Gambetti, Marco Lippi, and Luca Sala
Economic Journal

April 2017
Publication

Loan Supply Shocks and the Business Cycle

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Luca GambettiandAlberto Musso
Journal of Applied Econometrics

March 2017
Publication

Government spending shocks in open economy VARs

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Mario ForniandLuca Gambetti
Journal of International Economics

March 2016
Publication

No News in Business Cycles

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Mario Forni, Luca Gambetti, and Luca Sala
The Economic Journal

December 2015
Publication

Sufficient Information in Structural VARs

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Mario ForniandLuca Gambetti
Journal of Monetary Economics

December 2015
Publication

The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence

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Jordi GalíandLuca Gambetti
American Economic Journal: Macroeconomics

December 2015
Publication

The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?

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Fabio Canova, Luca Gambetti, and Evi Pappa
Journal of Money, Credit and Banking

December 2015
Publication

Macroeconomic Forecasting and Structural Change

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Antonello D’Agostino, Luca Gambetti, and Domenico Giannone
Journal of Applied Econometrics

January 2013
Publication

The Dynamic Effects of Monetary Policy: a Structural Factor Model Approach

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Mario ForniandLuca Gambetti
Journal of Monetary Economics

January 2010
Publication

Structural Changes in the US Economy: Is there a Role for Monetary Policy?

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Fabio CanovaandLuca Gambetti
Journal of Economic Dynamics and Control

January 2009
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