Publications by Luisa Lambertini

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This paper studies the potential gains of monetary and macro-prudential policies that lean against house-price and credit cycles. We rely on a model that features Borrowers and Savers and allows for over-borrowing induced by news-shock-driven cycles. We fi ...

With the significant increase in photovoltaic (PV) electricity generation, more attention has been given to PV power forecasting. Indeed, accurate forecasting allows power grid operators to better schedule and dispatch their assets, such as energy storage ...

This paper models the housing sector, mortgages and endogenous default in a DSGE setting with nominal and real rigidities. We use data for the period 1981-2006 to estimate our model using Bayesian techniques. We analyze how an increase in risk in the mortg ...

In the decade leading to the Great Recession, the United States experienced rising house prices and current account deficits, whereas China and other fast-growing Asian economies saw rising house prices accompanied by current account surpluses. To explain ...

Low-for-long nominal interest rates have resulted in strong growth in mort- gage lending and real house prices in Switzerland. Domestically-oriented, small banks have mostly contributed to this expansion in mortgage lending while the two big, global system ...

This paper develops a DSGE model with housing, risky mortgages, and endogenous default. Housing investment is subject to idiosyncratic risk, and some mortgages are defaulted in equilibrium. An unanticipated increase in the standard deviation of housing inv ...

Cuts to government spending rather than increases in consumption taxes are statistically associated with internal devaluations in the euro area during the period 2010-2014. Countries that cut spending experienced a decline in nominal wages, rising net expo ...

This paper studies the effects of fiscal policy on net exports, the terms of trade and expenditure switching. Using data on government spending and consumption taxes for twelve euro area countries over 1996 to 2018, it shows that fiscal austerity shocks im ...

One aspect of the present invention proposes a method of predicting meteorological information by using an artificial deep neural network. The present invention according to one example focuses on image processing, specifically on fusing a plurality of ima ...

Using a vector-autoregression (VAR) model and data from the University of Michigan Survey of Consumers, we provide evidence on the importance of news and consumers' beliefs for housing-market dynamics and aggregate fluctuations. We document that innovation ...

This paper analyzes housing market boom-bust cycles driven by changes in households' expectations. We explore the role of expectations on productivity and other shocks originating from the housing market, the credit market and the conduct of monetary polic ...

This paper explores the transmission of "news shocks" in a model of the housing market and shows that anticipated signals or beliefs of future macroeconomic developments can generate boom-bust cycles in the housing market and lead to business cycle fluctua ...

Accurate intraday solar irradiance forecasting is crucial for optimizing dispatch planning and electricity trading. For this purpose, we introduce a novel and effective approach that includes three distinguishing components from the literature: 1) the unco ...

This paper estimates the impact of stress-testing on lending spreads. We use firm-level data onsyndicated loans matched with bank holding company (BHC) data in our panel regressions.Using a difference-in-difference framework, we find: (1) BHCs that failed ...

Luisa Lambertini

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Leaning Against Boom-Bust Cycles in Credit and Housing Prices

Intraday solar irradiance forecasting using public cameras

Mortgage Default in an Estimated Model of the U.S. Housing Market

GROWTH, HOUSING, AND GLOBAL IMBALANCES

Mortgage Supply and Capital Regulation in a Low Interest Rate Environment

Risky Mortgages in a DSGE Model

Does Austerity Go Along With Internal Devaluations?

Fiscal Policy, Relative Prices and Net Exports in a Currency Union

Meteorological information prediction using images from webcams

Mortgage Default in an Estimated Model of the U.S. Housing Market

Expectation-Driven Cycles in the Housing Market: Evidence from Survey Data

Expectations-Driven Cycles in the Housing Market

Expectations-driven cycles in the housing market

Solar Multimodal Transformer: Intraday Solar Irradiance Predictor Using Public Cameras and Time Series

Stress tests and loan pricing—Evidence from syndicated loans

Expectation-Driven Cycles in the Housing Market: Evidence from Survey Data