Person

Luisa Lambertini

Luisa Lambertini is Full Professor at the Ecole Polytechnique Federale de Lausanne (EPFL), where she holds the Chair of International Finance.   She received her Ph.D. in Economics from the University of California at Berkeley in 1995, her Master of Science in Economics from Warwick University in 1989 and a Laurea cum Laude from the Universita' degli Studi di Bologna in 1987.   Prior to coming to EPFL, Professor Lambertini was Associate Professor at Claremont McKenna College 2005-06, Associate Professor at Boston College 2003-06 and Assistant Professor at the University of California at Los Angeles 1995-03.   Professor Lambertini's research is in international finance, open-economy macroeconomics and political economy. She studies how monetary and fiscal policies affect the economy, how they interact and how they can be used to achieve good economic outcomes and improve social welfare. Professor Lambertini's research focuses on how monetary and fiscal institutions should be designed to successfully mitigate the impact of unexpected shocks while pursuing long-run goals consistent with price stability and fiscal sustainability. These issues are even more important for small open economies in an interdependent world and for countries that adopt a common currency.   Professor Lambertini has published articles in the American Economic Review, the Review of Economic Studies, the European Economic Review, the Journal of International Economics and the Economic Journal, among others. She was a Consultant in the Fiscal Policies Division of the European Central Bank and she has organized several international conferences.   More details on my CV

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Courses taught by this person (2)
FIN-523: Global business environment
This course gives the framework and tools for understanding economic events, taking financial decisions and evaluating investment opportunities in a global economy. It builds up an integrated model of
MGT-632: Recursive Methods in Macroeconomics
This is a PhD course on recursive methods used in modern macroeconomics. Recursive representations of macroeconomic models are useful because they are parsimonious and allow the computer to be used to
MOOCs taught by this person (1)
Related publications (29)

Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.

Intraday solar irradiance forecasting using public cameras

Demetri Psaltis, Mario Paolone, Christophe Moser, Luisa Lambertini

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 ...
Pergamon-Elsevier Science Ltd2024

Stress tests and loan pricing—Evidence from syndicated loans

Luisa Lambertini, Abhik Mukherjee

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 ...
2021

Stress tests and loan pricing—Evidence from syndicated loans

Luisa Lambertini, Abhik Mukherjee

This paper estimates the impact of stress-testing on lending spreads. We use firm-level data on syndicated loans matched with bank holding company (BHC) data in our panel regressions. Using a difference-in-difference framework, we find: (1) BHCs that faile ...
2021
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