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Jean-Paul L'Huillier

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. William (Bill) Zame & Jean-Paul L'Huillier, 2015. "Optimally Sticky Prices," 2015 Meeting Papers 621, Society for Economic Dynamics.

    Mentioned in:

    1. Optimally Sticky Prices
      by Christian Zimmermann in NEP-DGE blog on 2015-09-25 20:05:46

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Olivier J. Blanchard & Jean-Paul L'Huillier & Guido Lorenzoni, 2013. "News, Noise, and Fluctuations: An Empirical Exploration," American Economic Review, American Economic Association, vol. 103(7), pages 3045-3070, December.

    Mentioned in:

    1. News, Noise, and Fluctuations: An Empirical Exploration (AER 2013) in ReplicationWiki ()

Working papers

  1. Jean-Paul L'Huillier & Sanjay R. Singh & Donghoon Yoo, 2021. "Incorporating Diagnostic Expectations into the New Keynesian Framework," Working Papers 339, University of California, Davis, Department of Economics.

    Cited by:

    1. Holden, Tom D., 2023. "Robust Real Rate Rules," EconStor Preprints 279481, ZBW - Leibniz Information Centre for Economics.
    2. Jonathan J Adams, 2024. "Optimal Policy Without Rational Expectations: A Sufficient Statistic Solution," Working Papers 001011, University of Florida, Department of Economics.
    3. George-Marios Angeletos, 2023. "Comment on "Long Term Expectations and Aggregate Fluctuations" 2," NBER Chapters, in: NBER Macroeconomics Annual 2023, volume 38, National Bureau of Economic Research, Inc.

  2. Schoenle, Raphael & L'Huillier, Jean-Paul, 2019. "Raising the Inflation Target: How Much Extra Room Does It Really Give?," CEPR Discussion Papers 14142, C.E.P.R. Discussion Papers.

    Cited by:

    1. Andrade Philippe, & Galí Jordi, & Le Bihan Hervé, & Matheron Julien., 2021. "Should the ECB Adjust its Strategy in the Face of a Lower r*?," Working papers 811, Banque de France.
    2. Adam, Klaus & Gautier, Erwan & Santoro, Sergio & Weber, Henning, 2022. "The case for a positive euro area inflation target: Evidence from france, germany and italy," Journal of Monetary Economics, Elsevier, vol. 132(C), pages 140-153.
    3. Clayton, Christopher & Schaab, Andreas, 2022. "A Theory of Dynamic Inflation Targets," TSE Working Papers 22-1389, Toulouse School of Economics (TSE).
    4. Christopher D. Cotton, 2020. "The Inflation Target and the Equilibrium Real Rate," Working Papers 20-2, Federal Reserve Bank of Boston.
    5. Andrade, Philippe & Galí, Jordi & Le Bihan, Hervé & Matheron, Julien, 2021. "Should the ECB adjust its strategy in the face of a lower r★?," Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).

  3. Piguillem, Facundo & Flemming, Jean & L'Huillier, Jean-Paul, 2019. "(Macro) Prudential Taxation of Good News," CEPR Discussion Papers 13816, C.E.P.R. Discussion Papers.

    Cited by:

    1. Fernando Arce & Julien Bengui & Javier Bianchi, 2019. "A Macroprudential Theory of Foreign Reserve Accumulation," Staff Working Papers 19-43, Bank of Canada.
    2. Javier Bianchi & Guido Lorenzoni, 2021. "The Prudential Use of Capital Controls and Foreign Currency Reserves," Working Papers 787, Federal Reserve Bank of Minneapolis.
    3. Seoane, Hernán D. & Yurdagul, Emircan, 2019. "Trend shocks and sudden stops," Journal of International Economics, Elsevier, vol. 121(C).
    4. Jean-Paul L'Huillier & Sanjay R. Singh & Donghoon Yoo, 2021. "Incorporating Diagnostic Expectations into the New Keynesian Framework," Working Papers 339, University of California, Davis, Department of Economics.
    5. Javier Bianchi & Enrique G. Mendoza, 2020. "A Fisherian Approach to Financial Crises:Lessons from the Sudden Stops Literature," PIER Working Paper Archive 20-027, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    6. Emter, Lorenz, 2020. "Leverage Cycles, Growth Shocks, and Sudden Stops in Capital Inflows," Research Technical Papers 06/RT/20, Central Bank of Ireland.

  4. Olivier Blanchard & Guido Lorenzoni & Jean-Paul L'Huillier, 2017. "Short-run effects of lower productivity growth.A twist on the secular stagnation hypothesis," EIEF Working Papers Series 1705, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2017.

    Cited by:

    1. Claude Bismut & Ismael Ramajo, 2019. "Nominal and real interest rates in OECD countries," CEE-M Working Papers hal-02355139, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
    2. Gabriel Di Bella & Mr. Francesco Grigoli, 2018. "Optimism, Pessimism, and Short-Term Fluctuations," IMF Working Papers 2018/001, International Monetary Fund.
    3. David Byrne & Stephen D. Oliner & Daniel E. Sichel, 2017. "Prices of high-tech products, mismeasurement, and the pace of innovation," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 52(2), pages 103-113, April.
    4. John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson, 2017. "The Disappointing Recovery of Output after 2009," NBER Working Papers 23543, National Bureau of Economic Research, Inc.
    5. Gianluca Benigno & Luca Fornaro, 2015. "Stagnation Traps," Discussion Papers 1606, Centre for Macroeconomics (CFM), revised Dec 2015.
    6. James Hebden & J. David López-Salido, 2018. "From Taylor's Rule to Bernanke's Temporary Price Level Targeting," Finance and Economics Discussion Series 2018-051, Board of Governors of the Federal Reserve System (U.S.).
    7. Claude Bismut & Ismael Ramajo, 2019. "Nominal and real interest rates in OECD countries," Working Papers hal-02355139, HAL.
    8. Daragh Clancy & Lorenzo Ricci, 2022. "Economic sentiments and international risk sharing," International Economics, CEPII research center, issue 169, pages 208-229.
    9. Paul Beaudry & Tim Willems, 2022. "On the Macroeconomic Consequences of Over-Optimism," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(1), pages 38-59, January.
    10. Daragh Clancy & Lorenzo Ricci, 2019. "Loss aversion, economic sentiments and international consumption smoothing," Working Papers 35, European Stability Mechanism.
    11. Mr. Jiaqian Chen & Lucyna Gornicka, 2020. "Measuring Output Gap: Is It Worth Your Time?," IMF Working Papers 2020/024, International Monetary Fund.
    12. Olivier Coibion & Yuriy Gorodnichenko & Mauricio Ulate, 2018. "The Cyclical Sensitivity in Estimates of Potential Output," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 343-441.
    13. Jeff Mollins & Pierre St-Amant, 2018. "The Productivity Slowdown in Canada: an ICT Phenomenon?," International Productivity Monitor, Centre for the Study of Living Standards, vol. 35, pages 95-112, Fall.
    14. Crafts, Nicholas & Mills, Terence, 2017. "Trend TFP Growth in the United States: Forecasts versus Outcomes," CEPR Discussion Papers 12029, C.E.P.R. Discussion Papers.
    15. Claudio Borio, 2017. "Secular stagnation or financial cycle drag?," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 52(2), pages 87-98, April.
    16. Tang, Jianmin & Wang, Weimin, 2020. "Technological frontier, technical efficiency and the post-2000 productivity slowdown in Canada," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 12-25.

  5. William (Bill) Zame & Jean-Paul L'Huillier, 2015. "Optimally Sticky Prices," 2015 Meeting Papers 621, Society for Economic Dynamics.

    Cited by:

    1. Gallin, Joshua & Verbrugge, Randal J., 2019. "A theory of sticky rents: Search and bargaining with incomplete information," Journal of Economic Theory, Elsevier, vol. 183(C), pages 478-519.

  6. Jean-Paul L'Huillier & William R. Zame, 2015. "The Flattening of the Phillips Curve and the Learning Problem of the Central Bank," EIEF Working Papers Series 1503, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2014.

    Cited by:

    1. García, Juan Angel & Poon, Aubrey, 2019. "Inflation trends in Asia: implications for central banks," Working Paper Series 2338, European Central Bank.
    2. Francesco Zanetti & Tatsushi Okuda & Tomohiro Tsuruga, 2019. "Imperfect Information, Shock Heterogeneity, and Inflation Dynamics," Economics Series Working Papers 881, University of Oxford, Department of Economics.

  7. Olivier J. Blanchard & Jean-Paul L’Huillier & Guido Lorenzoni, 2012. "News, Noise, and Fluctuations: An Empirical Exploration," Development Research Working Paper Series 09/2012, Institute for Advanced Development Studies.

    Cited by:

    1. Corrado, Luisa & Silgado-Gómez, Edgar & Yoo, Donghoon & Waldmann, Robert, 2022. "Ambiguous economic news and heterogeneity: What explains asymmetric consumption responses?," Journal of Macroeconomics, Elsevier, vol. 72(C).
    2. Cai, Xiaoming & Den Haan, Wouter J. & Pinder, Jonathan, 2015. "Predictable recoveries," LSE Research Online Documents on Economics 86289, London School of Economics and Political Science, LSE Library.
    3. Born, Benjamin & Müller, Gernot & Schularick, Moritz & SedlÃ¡Ä ek, Petr, 2017. "The Costs of Economic Nationalism: Evidence from the Brexit Experiment," CEPR Discussion Papers 12454, C.E.P.R. Discussion Papers.
    4. Ryan Chahrour & Kyle Jurado, 2016. "News or Noise? The Missing Link," Boston College Working Papers in Economics 917, Boston College Department of Economics, revised 02 Nov 2017.
    5. Guido Lorenzoni, 2006. "A Theory of Demand Shocks," NBER Working Papers 12477, National Bureau of Economic Research, Inc.
    6. Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2011. "The world is not enough! Small open economies and regional dependence," Working Paper 2011/16, Norges Bank.
    7. Lance A. Fisher & Hyeon-seung Huh, 2016. "On the econometric modelling of consumer sentiment shocks in SVARs," Empirical Economics, Springer, vol. 51(3), pages 1033-1051, November.
    8. Ricco, Giovanni & Miranda-Agrippino, Silvia, 2018. "The Transmission of Monetary Policy Shocks," CEPR Discussion Papers 13396, C.E.P.R. Discussion Papers.
    9. Gabriel Di Bella & Mr. Francesco Grigoli, 2018. "Optimism, Pessimism, and Short-Term Fluctuations," IMF Working Papers 2018/001, International Monetary Fund.
    10. Blanchard, Olivier & Lorenzoni, Guido & L’Huillier, Jean-Paul, 2017. "Short-run effects of lower productivity growth. A twist on the secular stagnation hypothesis," Journal of Policy Modeling, Elsevier, vol. 39(4), pages 639-649.
    11. Forni, Mario & Gambetti, Luca & Ricco, Giovanni, 2023. "External Instrument SVAR Analysis for Noninvertible Shocks," CEPR Discussion Papers 17886, C.E.P.R. Discussion Papers.
    12. Neri, Stefano, 2023. "Long-term inflation expectations and monetary policy in the euro area before the pandemic," European Economic Review, Elsevier, vol. 154(C).
    13. Rabah Arezki & Valerie A. Ramey & Liugang Sheng, 2017. "News Shocks in Open Economies: Evidence from Giant Oil Discoveries," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(1), pages 103-155.
    14. Paul Hubert & Giovanni Ricco, 2018. "Imperfect information in macroeconomics," SciencePo Working papers Main hal-03458122, HAL.
    15. De Graeve, Ferre & Queijo von Heideken, Virginia, 2013. "Identifying Fiscal Inflation," Working Paper Series 273, Sveriges Riksbank (Central Bank of Sweden).
    16. Mikhail Mamonov & Anna Pestova & Steven Ongena, 2023. "“Crime and Punishment”? How Banks Anticipate and Propagate Global Financial Sanctions," CERGE-EI Working Papers wp753, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    17. Joshua Chan & Luca Benati & Eric Eisenstat & Gary Koop, 2018. "Identifying Noise Shocks," Working Paper Series 41, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
    18. Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick, 2017. "Disagreement and monetary policy," Discussion Papers 29/2017, Deutsche Bundesbank.
    19. Luisa Corrado & Edgar Silgado-Gómez, 2018. "Assessing the Effects of Fiscal Policy News under Imperfect Information: Evidence from Aggregate and Individual Data," CEIS Research Paper 447, Tor Vergata University, CEIS, revised 06 Nov 2018.
    20. Stefania D'Amico & Thomas B. King, 2015. "What Does Anticipated Monetary Policy Do?," Working Paper Series WP-2015-10, Federal Reserve Bank of Chicago.
    21. Hilde C. Bjornland & Malin C. Jensen & Leif Anders Thorsrud, 2024. "Business Cycle and Health Dynamics during the COVID-19 Pandemic: A Scandinavian Perspective," CAMA Working Papers 2024-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    22. Bin Chen & Jinho Choi & Juan Carlos Escanciano, 2017. "Testing for fundamental vector moving average representations," Quantitative Economics, Econometric Society, vol. 8(1), pages 149-180, March.
    23. Christopher Biolsi & Bocong Du, 2020. "Do shocks to animal spirits cause output fluctuations?," Southern Economic Journal, John Wiley & Sons, vol. 87(1), pages 331-368, July.
    24. Sims, Eric, 2016. "What׳s news in News? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 41-60.
    25. Nabavi Larimi , Seyed Mohsen & Ehsani , Mohammad Ali & Tavakolian , Hossein, 2018. "Effect of Sentiments on Macroeconomic Variables in Iran: A Dynamic Stochastic General Equilibrium Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(1), pages 1-30, January.
    26. Angeletos, G.-M. & Lian, C., 2016. "Incomplete Information in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1065-1240, Elsevier.
    27. Wolfgang Maennig & Stefan Wilhelm, 2022. "News and Noise in Crime Politics: The Role of Announcements and Risk Attitudes," Working Papers 072, Chair for Economic Policy, University of Hamburg.
    28. Flemming, Jean & L'Huillier, Jean-Paul & Piguillem, Facundo, 2019. "Macro-prudential taxation in good times," Journal of International Economics, Elsevier, vol. 121(C).
    29. Renato Faccini & Leonardo Melosi, 2019. "Pigouvian Cycles," 2019 Meeting Papers 977, Society for Economic Dynamics.
    30. Blanchard, Oliver & Cerutti, Eugenio & SUmmers, Lawrence, 2015. "Inflation and Activity - Two Explorations and Their Monetary Policy Implications," Working Paper Series 15-070, Harvard University, John F. Kennedy School of Government.
    31. Kenza Benhima & Céline Poilly, 2017. "Do Misperceptions about Demand Matter? Theory and Evidence," Cahiers de Recherches Economiques du Département d'économie 17.08, Université de Lausanne, Faculté des HEC, Département d’économie.
    32. Danilo Cascaldi-Garcia, 2017. "Amplification effects of news shocks through uncertainty," 2017 Papers pca1251, Job Market Papers.
    33. Melosi, Leonardo & Campbell, Jeffrey & Ferroni, Filippo & Fisher, Jonas, 2019. "The Limits of Forward Guidance," CEPR Discussion Papers 13612, C.E.P.R. Discussion Papers.
    34. Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noisy News in Business Cycles," Working Papers 531, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    35. Enrico D'Elia, 2014. "Predictions vs. preliminary sample estimates: the case of eurozone quarterly GDP," Working Papers 2, Department of the Treasury, Ministry of the Economy and of Finance.
    36. Carbajal-De-Nova, Carolina & Venegas-Martínez, Francisco, 2019. "On the paradigm shift of asset pricing models, before and after the global financial crisis: a literature review," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 15(29), pages 7-38, Primer se.
    37. Hamidi Sahneh, Mehdi, 2015. "Are the shocks obtained from SVAR fundamental?," MPRA Paper 65126, University Library of Munich, Germany.
    38. Hürtgen, Patrick, 2014. "Consumer misperceptions, uncertain fundamentals, and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 279-292.
    39. Guangyu PEI, 2019. "Uncertainty, Pessimism and Economic Fluctuations," 2019 Meeting Papers 1494, Society for Economic Dynamics.
    40. Garratt, Anthony & Lee, Kevin & Shields, Kalvinder, 2016. "Information rigidities and the news-adjusted output gap," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 1-17.
    41. Lorenzoni, Guido & Walentin, Karl, 2007. "Financial Frictions, Investment and Tobin’s q," Working Paper Series 208, Sveriges Riksbank (Central Bank of Sweden).
    42. P. Andrade & R. Crump & S. Eusepi & E. Moench, 2014. "Fundamental disagreement," Working papers 524, Banque de France.
    43. Alexander Murray, 2017. "What Explains the Post-2004 U.S.Productivity Slowdown?," CSLS Research Reports 2017-05, Centre for the Study of Living Standards.
    44. Canova, Fabio & Ferroni, Filippo, 2019. "Mind the gap! Stylized dynamic facts and structural models," CEPR Discussion Papers 13948, C.E.P.R. Discussion Papers.
    45. Fergus Cumming & Paul Hubert, 2019. "The Role of Households' Borrowing Constraints in the Transmission of Monetary Policy This paper investigates how the transmission of monetary policy to the real economy depends on the distribution of ," Documents de Travail de l'OFCE 2019-20, Observatoire Francais des Conjonctures Economiques (OFCE).
    46. Larsen, Vegard H. & Thorsrud, Leif A., 2019. "The value of news for economic developments," Journal of Econometrics, Elsevier, vol. 210(1), pages 203-218.
    47. Gazzani, Andrea, 2016. "News and noise in the housing market," Working Paper Series 1933, European Central Bank.
    48. Sohei Kaihatsu & Maiko Koga & Tomoya Sakata & Naoko Hara, 2019. "Interaction between Business Cycles and Economic Growth," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 37, pages 99-126, November.
    49. Wu, Jieran, 2022. "Comments on “Sentiments and real business cycles”," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
    50. Michał Brzoza-Brzezina & Jacek Kotłowski, 2021. "International confidence spillovers and business cycles in small open economies," Empirical Economics, Springer, vol. 61(2), pages 773-798, August.
    51. Vegard H�ghaug Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Papers No 6/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    52. Paul Beaudry & Franck Portier, 2014. "News Driven Business Cycles: Insights and Challenges," 2014 Meeting Papers 289, Society for Economic Dynamics.
    53. Andrea Gazzani, 2020. "News and noise bubbles in the housing market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 46-72, April.
    54. Bianchi, Javier & Liu, Chenxin & Mendoza, Enrique G., 2016. "Fundamentals news, global liquidity and macroprudential policy," Journal of International Economics, Elsevier, vol. 99(S1), pages 2-15.
    55. Garratt, Anthony & Lee, Kevin & Shields, Kalvinder, 2016. "Forecasting global recessions in a GVAR model of actual and expected output," International Journal of Forecasting, Elsevier, vol. 32(2), pages 374-390.
    56. Dées, Stephane & Zimic, Srečko, 2019. "Animal spirits, fundamental factors and business cycle fluctuations," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
    57. George-Marios Angeletos & Jennifer La'O, 2011. "Decentralization, Communication, and the Origins of Fluctuations," NBER Working Papers 17060, National Bureau of Economic Research, Inc.
    58. Miranda-Agrippino, Silvia & Hacıoğlu Hoke, Sinem & Bluwstein, Kristina, 2020. "Patents, News, and Business Cycles," CEPR Discussion Papers 15062, C.E.P.R. Discussion Papers.
    59. D'Elia, Enrico, 2010. "Predictions vs preliminary sample estimates," MPRA Paper 36070, University Library of Munich, Germany.
    60. Zhang, Heng-Guo & CAO, Tingting & Li, Houxuan & Xu, Tiantian, 2021. "Dynamic measurement of news-driven information friction in China's carbon market: Theory and evidence," Energy Economics, Elsevier, vol. 95(C).
    61. Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo, 2021. "Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors," Journal of Econometrics, Elsevier, vol. 221(2), pages 455-482.
    62. Galvao, Ana Beatriz, 2016. "Data Revisions and DSGE Models," EMF Research Papers 11, Economic Modelling and Forecasting Group.
    63. Benhima, Kenza, 2019. "Booms and busts with dispersed information," Journal of Monetary Economics, Elsevier, vol. 107(C), pages 32-47.
    64. Alejandro Justiniano & Claudio Michelacci, 2011. "The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the US and Europe," NBER Working Papers 17429, National Bureau of Economic Research, Inc.
    65. Shapir-Tidhar, Michal H. & Malul, Miki & Rosenboim, Mosi, 2023. "Tax structure efficiency: Introducing a new index," Structural Change and Economic Dynamics, Elsevier, vol. 65(C), pages 430-437.
    66. Riccardo M. Masolo & Alessia Paccagnini, 2019. "Identifying Noise Shocks: A VAR with Data Revisions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2145-2172, December.
    67. Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," BCAM Working Papers 2206, Birkbeck Centre for Applied Macroeconomics.
    68. Miyamoto, Wataru & Nguyen, Thuy Lan, 2020. "The expectational effects of news in business cycles: Evidence from forecast data," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 184-200.
    69. Renato Faccini & Leonardo Melosi, 2018. "The Role of News about TFP in U.S. Recessions and Booms," Working Paper Series WP-2018-6, Federal Reserve Bank of Chicago.
    70. Nadav Ben Zeev, 2019. "Is There A Single Shock That Drives The Majority Of Business Cycle Fluctuations?," Working Papers 1906, Ben-Gurion University of the Negev, Department of Economics.
    71. Cumming, Fergus & Hubert, Paul, 2019. "The role of households’ borrowing constraints in the transmission of monetary policy," Bank of England working papers 836, Bank of England, revised 06 Jan 2020.
    72. Tarek A. Hassan & Thomas M. Mertens, 2014. "Information Aggregation in a DSGE Model," NBER Working Papers 20193, National Bureau of Economic Research, Inc.
    73. Fabio Fornari & Livio Stracca, 2012. "What does a financial shock do? First international evidence [Financial intermediaries, financial stability and monetary policy]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 27(71), pages 407-445.
    74. Michael P. Clements, 2014. "Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets," ICMA Centre Discussion Papers in Finance icma-dp2014-06, Henley Business School, University of Reading.
    75. Anthony Garratt & Kevin Lee & Kalvinder Shields, 2014. "Forecasting Global Recessions in a GVAR Model of Actual and Expected Output in the G7," Discussion Papers 2014/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    76. Jean-Paul L'Huillier & Sanjay R. Singh & Donghoon Yoo, 2021. "Incorporating Diagnostic Expectations into the New Keynesian Framework," Working Papers 339, University of California, Davis, Department of Economics.
    77. Miranda-Agrippino, Silvia & Hacioglu Hoke, Sinem & Bluwstein, Kristina, 2019. "When creativity strikes: news shocks and business cycle fluctuations," Bank of England working papers 788, Bank of England.
    78. Tiziana Assenza & Fabrice Collard & Patrick Fève & Stefanie Huber, 2024. "From Buzz to Bust: How Fake News Shapes the Business Cycle," ECONtribute Discussion Papers Series 287, University of Bonn and University of Cologne, Germany.
    79. Kang, Jihye & Kim, Soyoung, 2022. "Government spending news and surprise shocks: It’s the timing and persistence," Journal of Macroeconomics, Elsevier, vol. 73(C).
    80. Benhima, Kenza & Poilly, Céline, 2021. "Does demand noise matter? Identification and implications," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 278-295.
    81. Michał Brzoza-Brzezina & Jacek Kotłowski & Grzegorz Wesołowski, 2020. "International information flows, sentiments and cross-country business cycle fluctuations," KAE Working Papers 2020-047, Warsaw School of Economics, Collegium of Economic Analysis.
    82. Ryan Chahrour & Kristoffer Nimark, 2016. "Sectoral Media Focus and Aggregate Fluctuations," 2016 Meeting Papers 1034, Society for Economic Dynamics.
    83. Josef Hollmayr & Michael Kuehl, 2016. "Imperfect Information about Financial Frictions and Consequences for the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 179-207, October.
    84. Chong, Terence Tai Leung & Wu, Zhang & Liu, Yuchen, 2019. "Market Reaction to iPhone Rumors," MPRA Paper 92014, University Library of Munich, Germany.
    85. Mikkel Plagborg-Møller & Christian K. Wolf, 2021. "Instrumental Variable Identification of Dynamic Variance Decompositions," NBER Working Papers 29044, National Bureau of Economic Research, Inc.
    86. Debes, Sebastian & Gareis, Johannes & Mayer, Eric & Rüth, Sebastian, 2014. "Towards a consumer sentiment channel of monetary policy," W.E.P. - Würzburg Economic Papers 91, University of Würzburg, Department of Economics.
    87. Marie‐Helene Gagnon & Celine Gimet, 2020. "Unconventional economic policies and sentiment: An international assessment," The World Economy, Wiley Blackwell, vol. 43(6), pages 1544-1591, June.
    88. Schnattinger, Philip, 2023. "Beliefs- and fundamentals-driven job creation," Bank of England working papers 1040, Bank of England.
    89. Vega, Hugo, 2010. "Total factor productivity and signal noise volatility in an incomplete information setting," Working Papers 2010-014, Banco Central de Reserva del Perú.
    90. Michael Rousakis, 2013. "Expectations and Fluctuations: The Role of Monetary Policy," 2013 Meeting Papers 681, Society for Economic Dynamics.
    91. Paul Levine & Joseph Pearlman & Stephen Wright & Bo Yang, 2023. "Imperfect Information and Hidden Dynamics," School of Economics Discussion Papers 1223, School of Economics, University of Surrey.
    92. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2020. "News and why it is not shocking: The role of micro-foundations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
    93. Den Haan, Wouter & Cai, Xiaoming & Pinder, Jonathan, 2015. "Predictable Recoveries," CEPR Discussion Papers 10815, C.E.P.R. Discussion Papers.
    94. Ma, Xiaohan & Samaniego, Roberto, 2022. "Business cycle dynamics when neutral and investment-specific technology shocks are imperfectly observable," Journal of Mathematical Economics, Elsevier, vol. 101(C).
    95. Andresa Lagerborg & Evi Pappa & Morten O Ravn, 2023. "Sentimental Business Cycles," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(3), pages 1358-1393.
    96. Paul Labonne & Leif Anders Thorsrud, 2023. "Risky news and credit market sentiment," Working Papers No 14/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    97. Han, Zhao, 2021. "Low-frequency fiscal uncertainty," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 639-657.
    98. Xiaoming Cai & Wouter J. Den Haan & Jonathan Pinder, 2016. "Predictable Recoveries," Economica, London School of Economics and Political Science, vol. 83(330), pages 307-337, April.
    99. Mr. Philip Barrett & Jonathan J. Adams, 2022. "Shocks to Inflation Expectations," IMF Working Papers 2022/072, International Monetary Fund.
    100. Hector H. Sandoval & Anita N. Walsh, 2021. "The role of consumer confidence in forecasting consumption, evidence from Florida," Southern Economic Journal, John Wiley & Sons, vol. 88(2), pages 757-788, October.
    101. Alexandre Kohlhas, 2018. "Asymmetric Attention," 2018 Meeting Papers 1040, Society for Economic Dynamics.
    102. Tim Willems, 2010. "Labor Market Matching under Imperfect Information," Tinbergen Institute Discussion Papers 10-098/2, Tinbergen Institute, revised 13 May 2011.
    103. Jean-Paul L'Huillier & Dan Cao, 2012. "Technological Revolutions and Debt Hangovers: Is There a Causal Link?," 2012 Meeting Papers 899, Society for Economic Dynamics.
    104. Yoo, Donghoon, 2019. "Ambiguous information, permanent income, and consumption fluctuations," European Economic Review, Elsevier, vol. 119(C), pages 79-96.
    105. Fève, Patrick & Assenza, Tiziana & Collard, Fabrice & Huber, Stefanie, 2024. "From Buzz to Bust: How Fake News Shapes the Business Cycle," TSE Working Papers 24-1516, Toulouse School of Economics (TSE).
    106. Vegard H. Larsen & Leif Anders Thorsrud, 2015. "The Value of News," Working Papers No 6/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    107. Xiaoming Cai & Wouter Den Haan & Jonathan Pinder, 2015. "Predictable Recoveries," Discussion Papers 1520, Centre for Macroeconomics (CFM).
    108. Yasuo Hirose & Takushi Kurozumi, 2012. "Identifying News Shocks with Forecast Data," CAMA Working Papers 2012-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    109. Laura Nowzohour & Livio Stracca, 2020. "More Than A Feeling: Confidence, Uncertainty, And Macroeconomic Fluctuations," Journal of Economic Surveys, Wiley Blackwell, vol. 34(4), pages 691-726, September.
    110. Ashima Goyal & Abhishek Kumar, 2019. "News, Noise and Indian Business Cycle," Working Papers id:13041, eSocialSciences.
    111. Jan Filacek & Jakub Mateju, 2014. "Adverse Effects of Monetary Policy Signalling," Working Papers 2014/13, Czech National Bank.
    112. Christopher Biolsi & Alex Lebedinsky, 2021. "Can changes in sentiments influence consumer behavior? Evidence from the Trump‐Russia investigation," Economic Inquiry, Western Economic Association International, vol. 59(4), pages 1569-1592, October.
    113. Saccal, Alessandro, 2023. "A role for confidence: volition regimes and news," MPRA Paper 117484, University Library of Munich, Germany.
    114. Thales A. J. T. T. Maion & Marcio Issao Nakane, 2019. "News shocks and consumer expectations: evidence for Brazil," Working Papers, Department of Economics 2019_11, University of São Paulo (FEA-USP).
    115. Nicolas Reigl, 2023. "Noise shocks and business cycle fluctuations in three major European Economies," Empirical Economics, Springer, vol. 64(2), pages 603-657, February.
    116. Öztürk, B. & Stokman, A.C.J., 2019. "Animal spirits and household spending in Europe and the US," Economics Letters, Elsevier, vol. 185(C).
    117. Danilo Cascaldi-Garcia, 2022. "Forecast Revisions as Instruments for News Shocks," International Finance Discussion Papers 1341, Board of Governors of the Federal Reserve System (U.S.).
    118. Shaun P. Hargreaves Heap & Aikaterini Karadimitropoulou & Eugenio Levi, 2021. "Narrative based information: is it the facts or their packaging that matters?," MUNI ECON Working Papers 2021-08, Masaryk University, revised Feb 2023.
    119. Rousakis, Michael, 2012. "Expectations and Fluctuations : The Role of Monetary Policy," The Warwick Economics Research Paper Series (TWERPS) 984, University of Warwick, Department of Economics.
    120. L’Huillier, Jean-Paul & Yoo, Donghoon, 2017. "Bad news in the Great Depression, the Great Recession, and other U.S. recessions: A comparative study," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 79-98.
    121. Jean-Paul L'Huillier & Facundo Piguillem & Jean Flemming, 2015. "The Optimal Tradeoff Between Consumption Smoothing and Macroprudential Regulation," 2015 Meeting Papers 492, Society for Economic Dynamics.
    122. Gaetano Gaballo, 2016. "Rational Inattention to News: The Perils of Forward Guidance," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(1), pages 42-97, January.
    123. George-Marios Angeletos & Jennifer La'O, 2009. "Noisy Business Cycles," NBER Working Papers 14982, National Bureau of Economic Research, Inc.
    124. Rousakis, Michael, 2012. "Expectations and Fluctuations: The Role of Monetary Policy," Economic Research Papers 270655, University of Warwick - Department of Economics.
    125. Tarek A. Hassan & Thomas M. Mertens, 2014. "Information Aggregation in a Dynamic Stochastic General Equilibrium Model," NBER Chapters, in: NBER Macroeconomics Annual 2014, Volume 29, pages 159-207, National Bureau of Economic Research, Inc.
    126. Valerie A. Ramey, 2016. "Macroeconomic Shocks and Their Propagation," NBER Working Papers 21978, National Bureau of Economic Research, Inc.
    127. Binz, Oliver & Mayew, William J. & Nallareddy, Suresh, 2022. "Firms’ response to macroeconomic estimation errors," Journal of Accounting and Economics, Elsevier, vol. 73(2).
    128. Amberger, Korie, 2013. "The Role of Capital on Noise Shocks," MPRA Paper 46483, University Library of Munich, Germany.
    129. Iskrev, Nikolay, 2019. "On the sources of information about latent variables in DSGE models," European Economic Review, Elsevier, vol. 119(C), pages 318-332.
    130. Wongi Kim & Kyunghun Kim, 2022. "Effect of news and noise shocks of US monetary policy on economic fluctuations in emerging market economies," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(4), pages 1862-1893, November.
    131. Lartey, Theophilus & Danso, Albert & Owusu-Agyei, Samuel, 2020. "CEOs' market sentiment and corporate innovation: The role of financial uncertainty, competition and capital intensity," International Review of Financial Analysis, Elsevier, vol. 72(C).
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    133. Nam, Deokwoo & Wang, Jian, 2015. "The effects of surprise and anticipated technology changes on international relative prices and trade," Journal of International Economics, Elsevier, vol. 97(1), pages 162-177.
    134. Den Haan, Wouter & Cai, Xiaoming, 2009. "Predicting recoveries and the importance of using enough information," CEPR Discussion Papers 7508, C.E.P.R. Discussion Papers.
    135. Jean-Paul L’Huillier & Robert Waldmann & Donghoon Yoo, 2021. "What Is Consumer Confidence?," ISER Discussion Paper 1135r, Institute of Social and Economic Research, Osaka University, revised Dec 2022.
    136. Juan Herreño & Carlos Rondón-Moreno, 2022. "Overborrowing and Systemic Externalities in the Business Cycle Under Imperfect Information," Working Papers Central Bank of Chile 940, Central Bank of Chile.
    137. Saccal, Alessandro, 2021. "Confidence and economic activity in Europe," MPRA Paper 108812, University Library of Munich, Germany.
    138. Hamidi Sahneh, Mehdi, 2017. "News, Noise, and Tests of Present Value Models," MPRA Paper 82715, University Library of Munich, Germany.
    139. Yang, Yang & Tang, Yanling & Zhang, Ren & Wu, Li, 2023. "Investigating the impact of technology and noise shocks on capital flows," Finance Research Letters, Elsevier, vol. 56(C).
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    141. Han, Zhao & Tan, Fei & Wu, Jieran, 2022. "Analytic policy function iteration," Journal of Economic Theory, Elsevier, vol. 200(C).
    142. Brianti, Marco & Cormun, Vito, 2023. "Expectation-Driven Boom-Bust Cycles," Working Papers 2023-4, University of Alberta, Department of Economics.
    143. Bretscher, Lorenzo & Malkhozov, Aytek & Tamoni, Andrea, 2021. "Expectations and aggregate risk," Journal of Monetary Economics, Elsevier, vol. 123(C), pages 91-108.
    144. Barsky, Robert B. & Sims, Eric R., 2011. "News shocks and business cycles," Journal of Monetary Economics, Elsevier, vol. 58(3), pages 273-289.
    145. Lorenzo Bretscher & Andrea Tamoni & Aytek Malkhozov, 2019. "News Shocks and Asset Prices," 2019 Meeting Papers 100, Society for Economic Dynamics.
    146. Carrera, César & Puch, Miguel, 2019. "Consumption dynamics and the expectation channel in a Small Open Economy," Working Papers 2019-008, Banco Central de Reserva del Perú.
    147. Gianni La Cava, 2021. "Smells Like Animal Spirits: The Effect of Corporate Sentiment on Investment," RBA Research Discussion Papers rdp2021-11, Reserve Bank of Australia.
    148. Große Steffen, Christoph, 2015. "Uncertainty shocks and non-fundamental debt crises: An ambiguity approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112936, Verein für Socialpolitik / German Economic Association.
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  8. Dan Cao & Jean-Paul L'Huillier, 2012. "Technological Revolutions and Debt Hangovers - Is There a Link?," EIEF Working Papers Series 1216, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2013.

    Cited by:

    1. James Bullard & Jacek Suda & Aarti Singh & Costas Azariadis, 2014. "Debt Overhang and Monetary Policy," 2014 Meeting Papers 948, Society for Economic Dynamics.

Articles

  1. Jean‐Paul L'Huillier & Donghoon Yoo, 2019. "Where is the GE? Consumption Dynamics in DSGEs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1491-1502, September.

    Cited by:

    1. Corrado, Luisa & Silgado-Gómez, Edgar & Yoo, Donghoon & Waldmann, Robert, 2022. "Ambiguous economic news and heterogeneity: What explains asymmetric consumption responses?," Journal of Macroeconomics, Elsevier, vol. 72(C).
    2. Joshua Brault & Hashmat Khan, 2022. "The Real Interest Rate Channel Is Structural in Contemporary New‐Keynesian Models: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1551-1563, August.
    3. Jean-Paul L’Huillier & Robert Waldmann & Donghoon Yoo, 2021. "What Is Consumer Confidence?," ISER Discussion Paper 1135r, Institute of Social and Economic Research, Osaka University, revised Dec 2022.

  2. Flemming, Jean & L'Huillier, Jean-Paul & Piguillem, Facundo, 2019. "Macro-prudential taxation in good times," Journal of International Economics, Elsevier, vol. 121(C).

    Cited by:

    1. Fernando Arce & Julien Bengui & Javier Bianchi, 2019. "A Macroprudential Theory of Foreign Reserve Accumulation," Staff Working Papers 19-43, Bank of Canada.
    2. Felipe Benguria & Felipe Saffie & Hidehiko Matsumoto, 2019. "Productivity and Trade Dynamics in Sudden Stops," 2019 Meeting Papers 1378, Society for Economic Dynamics.
    3. Javier Bianchi & Guido Lorenzoni, 2021. "The Prudential Use of Capital Controls and Foreign Currency Reserves," Working Papers 787, Federal Reserve Bank of Minneapolis.
    4. Bassanin, Marzio & Faia, Ester & Patella, Valeria, 2021. "Ambiguity attitudes and the leverage cycle," Journal of International Economics, Elsevier, vol. 129(C).
    5. Julien Bengui & Javier Bianchi, 2018. "Macroprudential Policy with Leakages," Working Papers 754, Federal Reserve Bank of Minneapolis.
    6. Nakatani, Ryota, 2020. "Macroprudential Policy and the Probability of a Banking Crisis," MPRA Paper 101157, University Library of Munich, Germany.
    7. Seoane, Hernán D. & Yurdagul, Emircan, 2019. "Trend shocks and sudden stops," Journal of International Economics, Elsevier, vol. 121(C).
    8. Jean-Paul L'Huillier & Sanjay R. Singh & Donghoon Yoo, 2021. "Incorporating Diagnostic Expectations into the New Keynesian Framework," Working Papers 339, University of California, Davis, Department of Economics.
    9. Javier Bianchi & Enrique G. Mendoza, 2020. "A Fisherian Approach to Financial Crises:Lessons from the Sudden Stops Literature," PIER Working Paper Archive 20-027, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    10. Emter, Lorenz, 2020. "Leverage Cycles, Growth Shocks, and Sudden Stops in Capital Inflows," Research Technical Papers 06/RT/20, Central Bank of Ireland.
    11. Juan Herreño & Carlos Rondón-Moreno, 2022. "Overborrowing and Systemic Externalities in the Business Cycle Under Imperfect Information," Working Papers Central Bank of Chile 940, Central Bank of Chile.

  3. Cao, Dan & L’Huillier, Jean-Paul, 2018. "Technological revolutions and the Three Great Slumps: A medium-run analysis," Journal of Monetary Economics, Elsevier, vol. 96(C), pages 93-108.

    Cited by:

    1. Corrado, Luisa & Silgado-Gómez, Edgar & Yoo, Donghoon & Waldmann, Robert, 2022. "Ambiguous economic news and heterogeneity: What explains asymmetric consumption responses?," Journal of Macroeconomics, Elsevier, vol. 72(C).
    2. Thomas A. Lubik & Christian Matthes & Fabio Verona, 2019. "Assessing U.S. Aggregate Fluctuations Across Time and Frequencies," Working Paper 19-6, Federal Reserve Bank of Richmond.
    3. Jean‐Paul L'Huillier & Donghoon Yoo, 2019. "Where is the GE? Consumption Dynamics in DSGEs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1491-1502, September.
    4. Flemming, Jean & L'Huillier, Jean-Paul & Piguillem, Facundo, 2019. "Macro-prudential taxation in good times," Journal of International Economics, Elsevier, vol. 121(C).
    5. Pascal Paul, 2020. "Historical Patterns of Inequality and Productivity around Financial Crises," Working Paper Series 2017-23, Federal Reserve Bank of San Francisco.
    6. Artur Doshchyn, 2022. "Productivity Booms, Bank Fragility, and Financial Crises," Economics Series Working Papers 1027, University of Oxford, Department of Economics.
    7. Jean-Paul L'Huillier & Sanjay R. Singh & Donghoon Yoo, 2021. "Incorporating Diagnostic Expectations into the New Keynesian Framework," Working Papers 339, University of California, Davis, Department of Economics.
    8. Baffes,John,Kabundi,Alain Ntumba, 2021. "Commodity Price Shocks : Order within Chaos ?," Policy Research Working Paper Series 9792, The World Bank.
    9. James Bohn, 2021. "Déjà vu All Over Again? Learning from Nonfinancial Business Credit Booms and Busts of the Past," Supervisory Research and Analysis Notes, Federal Reserve Bank of Boston, issue 2021-04, pages 1-32, August.
    10. Patrick A. Pintus & Jacek Suda, 2013. "Learning Financial Shocks and the Great Recession," AMSE Working Papers 1333, Aix-Marseille School of Economics, France, revised 05 Jun 2013.
    11. Brianti, Marco & Gáti, Laura, 2023. "Information and communication technologies and medium-run fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
    12. Jean-Paul L’Huillier & Robert Waldmann & Donghoon Yoo, 2021. "What Is Consumer Confidence?," ISER Discussion Paper 1135r, Institute of Social and Economic Research, Osaka University, revised Dec 2022.

  4. L’Huillier, Jean-Paul & Yoo, Donghoon, 2017. "Bad news in the Great Depression, the Great Recession, and other U.S. recessions: A comparative study," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 79-98.

    Cited by:

    1. Corrado, Luisa & Silgado-Gómez, Edgar & Yoo, Donghoon & Waldmann, Robert, 2022. "Ambiguous economic news and heterogeneity: What explains asymmetric consumption responses?," Journal of Macroeconomics, Elsevier, vol. 72(C).
    2. Gabriel P. Mathy, 2020. "How much did uncertainty shocks matter in the Great Depression?," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 14(2), pages 283-323, May.
    3. Jean-Paul L’Huillier & Robert Waldmann & Donghoon Yoo, 2021. "What Is Consumer Confidence?," ISER Discussion Paper 1135r, Institute of Social and Economic Research, Osaka University, revised Dec 2022.

  5. Blanchard, Olivier & Lorenzoni, Guido & L’Huillier, Jean-Paul, 2017. "Short-run effects of lower productivity growth. A twist on the secular stagnation hypothesis," Journal of Policy Modeling, Elsevier, vol. 39(4), pages 639-649.
    See citations under working paper version above.
  6. Olivier J. Blanchard & Jean-Paul L'Huillier & Guido Lorenzoni, 2013. "News, Noise, and Fluctuations: An Empirical Exploration," American Economic Review, American Economic Association, vol. 103(7), pages 3045-3070, December.
    See citations under working paper version above.
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