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LUCA SALA

Publications

    Structural VARs and Non-invertible Macroeconomic Models (forthcoming)
    Journal of Applied Econometrics
    with Mario Forni and Luca Gambetti

    previously circulated as: "Reassessing structural VARs: beyond the ABCs (and Ds)" and "VAR information and the empirical validation of DSGE models"



    Last change 01/10/2018

    Noisy News in Business Cycles (2017)
    American Economic Journals: Macroeconomics, 2017, vol. 9(4), pp. 122-152
    with Mario Forni, Luca Gambetti and Marco Lippi

    Last change 01/10/2018

    Noise Bubbles (2017)
    The Economic Journal (2017), vol. 127(604), pp. 1940-1976.
    with Mario Forni, Luca Gambetti and Marco Lippi

    Last change 01/10/2018

    DSGE models in the frequency domain (2015)
    Journal of Applied Econometrics, vol. 30(2), pp. 219-240.

    Last change 04/06/2015

    No News in Business Cycles (2014)
    The Economic Journal, vol. 124 (581), pp. 1168-1191
    with Mario Forni and Luca Gambetti

    Last change 04/06/2015

    Structural and Cyclical Forces in the Labor Market during the Great Recession: Cross-Country Evidence (2012)
    NBER International Seminar on Macroeconomics, 2012, Francesco Giavazzi and Kenneth West (editor), The University of Chicago Press.
    with Antonella Trigari and Ulf Soderstrom

    Last change 18/09/2013

    Term Structure Forecasting: No-Arbitrage Restrictions vs. Large Information Set (2012)
    Journal of Forecasting, Volume 31, Issue 2, pages 124156
    with Carlo Favero and Linlin Niu

    Last change 28/09/2012

    Back to Square One: Identification Issues in DSGE Models (lead article) (2009)
    Journal of Monetary Economics, Volume 56, Issue 4, pages 431-449.
    with Fabio Canova




    Last change 28/09/2012

    The international dimension of inflation: evidence from disaggregated consumer price data (2009)
    Journal of Money, Credit and Banking 41, s1(02), pages 101-120.
    with Tommaso Monacelli

    Last change 27/05/2009

    An estimated monetary DSGE model with unemployment and staggered nominal wage bargaining (2008)
    Journal of Money, Credit and Banking 40-8, pages 1713-1764
    with Mark Gertler and Antonella Trigari




    Last change 27/05/2009

    Monetary policy under uncertainty in an estimated model with labor market frictions (2008)
    Journal of Monetary Economics, vol. 55(5), pages 983-1006.
    with Ulf Soderstrom and Antonella Trigari

    Last change 23/03/2009

    VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models (2006)
    Journal of Econometrics, vol. 127(1), pages 257-279.
    with Domenico Giannone and Lucrezia Reichlin

    Last change 23/03/2009

    Monetary Policy in Real Time (2004)
    NBER Macroeconomics Annual - Mark Gertler and Ken Rogoff editors. MIT Press
    with Domenico Giannone and Lucrezia Reichlin

    Last change 23/03/2009

    Summary of La Trasmissione della Politica Monetaria nell'Unione Monetaria Europea: Un'Analisi Fattoriale (01/2003)
    Rivista Italiana degli Economisti, pages 174-177.

    Awarded as "Best Italian Tesi di Dottorato" 2001.

    Last change 23/03/2009

Last change 17/11/2008



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