Resultados globales: 32 registros encontrados en 0.02 segundos.
Artículos, Encontrados 4 registros
Documentos de investigación, Encontrados 16 registros
Materiales académicos, Encontrados 12 registros
Artículos Encontrados 4 registros  
1.
43 p, 787.6 KB Government spending shocks in open economy VARs / Forni, Mario (Università degli studi di Modena e Reggio Emilia) ; Gambetti, Luca (Universitat Autonoma de Barcelona)
By using the Survey of Professional Forecasters, we provide new evidence on the openeconomy effects of government spending, focusing on a well-known puzzle in the literature, that the real exchange rate depreciates in response to a fiscal expansion. [...]
2016 - 10.1016/j.jinteco.2015.11.010
Journal of international economics, Vol. 99 (2016) , p. 68-84  
2.
40 p, 680.5 KB Noise bubbles / Forni, Mario (Università degli studi di Modena e Reggio Emilia) ; Lippi, Marco (Università di Roma) ; Gambetti, Luca (Universitat Autonoma de Barcelona) ; Sala, Luca (Università commerciale Luigi Bocconi)
We introduce noisy information in the determination of stock prices. Agents receive a noisy signal about the structural shock driving future dividend variations. The resulting equilibrium stock price includes a transitory component { the \noise bubble" { which can be responsible for boom and bust episodes unrelated to economic fundamentals. [...]
2017 - 10.1111/ecoj.12386
The Economic journal, Vol. 127 Núm. 604 (2017) , p. 1940-1976  
3.
31 p, 1.8 MB Loan supply shocks and the business cycle / Gambetti, Luca (Universitat Autònoma de Barcelona) ; Musso, Alberto (European Central Bank)
This paper provides empirical evidence on the role played by loan supply shocks over the business cycle in the euro area, the UK and the USA from 1980 to 2011 by estimating time‐varying parameter vector autoregression models with stochastic volatility and identifying these shocks with sign restrictions consistent with the recent macroeconomic literature. [...]
2017 - 10.1002/jae.2537
Journal of applied econometrics, Vol. 32 Núm. 4 (2017) , p. 764-782  
4.
26 p, 3.5 MB The effects of monetary policy on stock market bubbles : some evidence / Galí, Jordi, 1961- (CREI lectures in macroeconomics) ; Gambetti, Luca (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica)
We estimate the response of stock prices to monetary policy shocks using a time-varying coefficients VAR. Our evidence points to protracted episodes in which stock prices end up increasing persistently in response to an exogenous tightening of monetary policy. [...]
2015 - 10.1257/mac.20140003
American economic journal. Macroeconomics, Vol. 7 Núm. 1 (2015) , p. 233-257  

Documentos de investigación Encontrados 16 registros  1 - 10siguiente  ir al registro:
1.
59 p, 5.8 MB Loan supply shocks and the business cycle / Gambetti, Luca (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica) ; Musso, Alberto (European Central Bank)
This paper provides empirical evidence on the role played by loan supply shocks over the business cycle in the Euro Area, the United Kingdom and the United States from 1980 to 2010 by applying a time-varying parameters VAR model with stochastic volatility and identifying these shocks with sign restrictions. [...]
Frankfurt am Main ; European Central Bank, 2012 (Working Papers Series 1469)  
2.
87 p, 2.8 MB Essays on macroeconomic forecasting / Tagliabracci, Alex, autor. ; Gambetti, Luca, supervisor acadèmic. ; Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica.
Esta tesis es una colección de tres ensayos empíricos con un enfoque en la previsión. El primer capítulo se centra en una importante tarea de política como previsión de la inflación. El trabajo tiene como objetivo investigar como la dinámica del ciclo económico puede afectar la distribución de las previsiones de inflación. [...]
This thesis is a collection of three empirical essays with a focus on forecasting. The first chapter focuses on an important policy task as forecasting inflation. The work aims to investigate how the dynamics of the business cycle may impact the distribution of inflation forecasts. [...]

[Barcelona] : Universitat Autònoma de Barcelona, 2019.  
3.
26 p, 483.1 KB Measuring fiscal policy spillovers in the Euro area / Gambetti, Luca ; Gallio, Francesco
We study fiscal policy coordination and fiscal policy spillovers in Germany, France, Spain and Italy using a Time-Varying Coefficients VAR model for the period 1995-2014. While the four country-specific cycles share large commonalities, fiscal policy coordination across countries, measured as the time-varying correlation between government spending growth, is very low. [...]
The ADEMU Working Paper Series is being supported by the European Commission Horizon 2020 European Union funding for Research & Innovation, grant agreement No 649396.

2016 (ADEMU Working Paper Series ; 44)  
4.
149 p, 1.2 MB Essays on Macroeconometrics / Gallio, Francesco ; Gambetti, Luca, dir. ; Guner, Nezih, dir. ; Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica
Esta tesis es una colección de ensayos empíricos, con aplicación macroeconómica. En el primer capítulo, se investigan los efectos de política monetaria, previstos y no previstos. La idea básica es que los mercados forman expectativas sobre las futuras políticas que son relevantes para la inversión (y por lo tanto la producción) incluso antes de su implementación real. [...]
This thesis is a collection of empirical essays, with macroeconomic application. In the first chapter, we investigate the effects of anticipated and unanticipated monetary policy shocks. The baseline idea is that markets form expectations on future policy developments that are relevant for investment (and hence production) decisions even before the actual policy change is implemented. [...]

[Barcelona] : Universitat Autònoma de Barcelona, 2016  
5.
1 p, 573.8 KB Dues visions sobre la inflació : revisió literària i empírica / Serrano Serrat, Josep ; Gambetti, Luca, dir. (Universitat Autònoma de Barcelona. Departament d’Economia i d’Història Econòmica) ; Universitat Autònoma de Barcelona. Facultat d'Economia i Empresa
Sovint es planteja que el debat sobre les causes de la inflació és un debat tancat, en el qual no s’hi poden fer aportacions. Lluny d’aquesta visió i veient que el debat està ben obert, el present treball intenta aportar-hi una miqueta de llum, ajuntant les dues teories predominants que exposen les causes de la inflació, tant la que s’anomenarà inflació monetària com la inflació via costos. [...]
2016
Graduat o Graduada en Economia [952]
2 documentos
6.
174 p, 1.7 MB Empirical Essays on Monetary Policy / Vasicek, Borek ; Gambetti, Luca, dir. (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica) ; Universitat Autònoma de Barcelona. Departament d'Economia Aplicada
This dissertation is divided into four essays, each of them having its own structure and methodological framework. Although each of the essays making the chapters of the thesis is self-contained, their topics are very closely related. [...]
[Barcelona] : Universitat Autònoma de Barcelona, 2011  
7.
101 p, 768.0 KB Essays on fiscal policy in developing countries and microstates / Endegnanew, Yehenew Gualu ; Gambetti, Luca, dir. (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica) ; Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica
Els efectes i el paper de la Política Fiscal en els països en vies de desenvolupament i els microestats contínua sent una branca relativament poc explorada en la literatura especialitzada. Aquesta tesi és un intent de contribuir en tres àrees importants de la literatura sobre Política Fiscal: els efectes a curt termini de la Política Fiscal i el comportament dins del cicle econòmic de la Política Fiscal en els països en vies de desenvolupament i, finalment, la relació entre la Política Fiscal i la Balança per Compte Corrent en els microestats. [...]
Fiscal policy in the context of developing countries remains a relatively under explored area in the literature. This thesis is an attempt to address three important areas in the literature on fiscal policy in developing countries, namely, the short-run effects of fiscal policy, the cyclical behavior of fiscal policy, and the link between fiscal policy and the current account. [...]

[Barcelona] : Universitat Autònoma de Barcelona, 2013  
8.
35 p, 524.0 KB Fiscal foresight, forecast revisions and the effects of government spending in the open economy / Gambetti, Luca (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica) ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Universitat Autònoma de Barcelona. Institut d'Anàlisi Econòmica
This paper investigates the effects of government spending on the real exchange rate and the trade balance in the US using a new VAR identification procedure based on spending forecast revisions. I find that the real exchange rate appreciates and the trade balance deteriorates after a government spending shock, although the effects are quantitatively small. [...]
2012 (Working papers ; 907.12)  
9.
27 p, 383.5 KB Shocking policy coefficients / Gambetti, Luca (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica) ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Universitat Autònoma de Barcelona. Institut d'Anàlisi Econòmica
This paper proposes an empirical framework to study the effects of a policy regime change defined as an unpredictable and permanent change in the policy parameters. In particular I show how to make conditional forecast and perform impulse response functions and counterfactual analysis. [...]
2012 (Working papers ; 906.12)  
10.
26 p, 334.0 KB The Effects of government spending on the distribution of consumption / De Giorgi, Giacomo (Stanford University. Department of Economics) ; Gambetti, Luca (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica) ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Universitat Autònoma de Barcelona. Institut d'Anàlisi Econòmica
We study the effects of government spending on the distribution of consumption. We find a substantial degree of heterogeneity: consumption increases at the bottom and falls at the top of the distribution, implying a significant temporary reduction of consumption inequality. [...]
2012 (Working papers ; 905.12)  

Documentos de investigación : Encontrados 16 registros   1 - 10siguiente  ir al registro:
Materiales académicos Encontrados 12 registros  1 - 10siguiente  ir al registro:
1.
5 p, 74.8 KB Research Techniques in Economics [40170] / Gambetti, Luca ; Universitat Autònoma de Barcelona. Facultat d'Economia i Empresa
In this module, students learn advanced research methods in Economics. These methods include frontier techniques in quantitative methods that allow the student to analyze complex datasets. These techniques use Econometrics, Networks and Experimental Methods. [...]
2016-17
Anàlisi Econòmica / Economic Analysis [1165]  
2.
4 p, 73.1 KB Advanced Macroeconomics and Finance [40102] / Gambetti, Luca ; Universitat Autònoma de Barcelona. Facultat d'Economia i Empresa
This module presents some of the most widely used theoretical and empirical models in modern macroeconomics. By providing the student with solid theoretical foundations, the goal of this module is to bring the student to frontier applications in macroeconomics and finance and open new lines of research. [...]
2016-17
Anàlisi Econòmica / Economic Analysis [1165]  
3.
3 p, 68.4 KB Economics I [40095] / Gambetti, Luca ; Universitat Autònoma de Barcelona. Facultat d'Economia i Empresa
This module covers the first part of the core in modern macroeconomics and microeconomics. This module introduces, in a formal and analytical way, the basic principles of macroeconomics and microeconomics. [...]
2016-17
Anàlisi Econòmica / Economic Analysis [1165]  
4.
4 p, 73.6 KB Quantitative Methods [40094] / Gambetti, Luca ; Universitat Autònoma de Barcelona. Facultat d'Economia i Empresa
This module provides students advanced quantitative tools. These tools are necessary for economic analysis. This module covers optimization, probability, statistics and game theory. The module is organized in three sections. [...]
2016-17
Anàlisi Econòmica / Economic Analysis [1165]  
5.
3 p, 67.3 KB Immersion in Specialist literature [42853] / Gambetti, Luca ; Universitat Autònoma de Barcelona. Facultat d'Economia i Empresa
This module brings the student to the research frontier in Economics. The student has to master the existing literature and identify interesting open questions to address. The student has a tutor. With the tutor, they meet regularly to discuss the contents of the suggested readings. [...]
2016-17
Anàlisi Econòmica / Economic Analysis [1165]  
6.
3 p, 67.9 KB Master's Dissertation [42855] / Gambetti, Luca ; Universitat Autònoma de Barcelona. Facultat d'Economia i Empresa
During the second year of studies, the student writes a Master's Thesis under the supervision of a faculty member. The advisor (or advisors) guides the student in his/her work. The goal of the Master's thesis is to assess the student's maturity and his/her ability to conduct independent research. [...]
2016-17
Anàlisi Econòmica / Economic Analysis [1165]  
7.
4 p, 26.2 KB Applied and Quantitative Economics [41832] / Gambetti, Luca ; Universitat Autònoma de Barcelona. Facultat d'Economia i Empresa
This module provides students with advanced econometric techniques for analyzing micro data. These techniques can be applied to (and be learned from) the areas of health economics, labor economics, public economics, experimental economics, empirical finance, trade and international economics, and political economy. [...]
2015-16
Anàlisi Econòmica / Economic Analysis [1165]  
8.
5 p, 26.9 KB Advanced Microeconomics [40100] / Gambetti, Luca ; Universitat Autònoma de Barcelona. Facultat d'Economia i Empresa
This module covers advanced theoretical models that are in the frontier of modern microeconomic analysis. Using rigorous mathematical analysis, this module provides the student with frontier knowledge in contract design and game theory, as well as in different applications. [...]
2015-16
Anàlisi Econòmica / Economic Analysis [1165]  
9.
4 p, 24.8 KB Economic Models [40097] / Gambetti, Luca ; Universitat Autònoma de Barcelona. Facultat d'Economia i Empresa
This module seeks two main objectives. On the one hand, it teaches students how to analyze, interpret and organize economic data with advanced econometric and statistical techniques. On the other, it shows students how to use advanced econometric techniques and theoretical models to make economic forecasts and therefore, be able to evaluate important economic policies. [...]
2015-16
Anàlisi Econòmica / Economic Analysis [1165]  
10.
3 p, 20.7 KB Economics II [40096] / Gambetti, Luca ; Universitat Autònoma de Barcelona. Facultat d'Economia i Empresa
This module covers the second part of the core in modern microeconomics and macroeconomics. The topics seen in this module are the foundation to the models that are used in advanced microeconomics and macroeconomics. [...]
2015-16
Anàlisi Econòmica / Economic Analysis [1165]  

Materiales académicos : Encontrados 12 registros   1 - 10siguiente  ir al registro:
Vea también: autores con nombres similares
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