Overview
Luca Gambetti is a macroeconometrician (Universitat Autònoma de Barcelona / Barcelona School of Economics; University of Torino) working on structural VARs, time-varying-parameter models, news shocks, and fiscal and monetary transmission.
Key Contributions / Features
- Forecasting through structural change (D'Agostino-Gambetti-Giannone 2013): co-developed the time-varying-coefficients VAR with stochastic volatility for macro forecasting. Journal of Applied Econometrics 28(1): 82–101.
- Structural VAR analysis with time-varying parameters and non-fundamentalness/news-shock identification.
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