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Citations for "The Quantitative Importance of News Shocks in Estimated DSGE Models"

by Hashmat Khan & John Tsoukalas

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  1. Paul Beaudry & Franck Portier, 2013. "News Driven Business Cycles: Insights and Challenges," NBER Working Papers 19411, National Bureau of Economic Research, Inc.
  2. Christopher M. Gunn & Alok Johri, 2012. "News, Credit Spreads and Default Costs: An expectations-driven interpretation of the recent boom-bust cycle in the U.S," Department of Economics Working Papers 2012-04, McMaster University.
  3. Lambertini, Luisa & Mendicino, Caterina & Teresa Punzi, Maria, 2013. "Leaning against boom–bust cycles in credit and housing prices," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(8), pages 1500-1522.
  4. Stephane Auray & Paul Gomme & Shen Guo, 2009. "Nominal Rigidities, Monetary Policy and Pigou Cycles," Working Papers, Concordia University, Department of Economics 09005, Concordia University, Department of Economics, revised 06 Apr 2010.
  5. Maria Teresa Punzi & Caterina Mendicino & Luisa Lambertini, 2010. "Expectation-Driven Cycles in the Housing Market," 2010 Meeting Papers, Society for Economic Dynamics 251, Society for Economic Dynamics.
  6. Benjamin Born & Alexandra Peter & Johannes Pfeifer, 2011. "Fiscal News and Macroeconomic Volatility," Bonn Econ Discussion Papers, University of Bonn, Germany bgse08_2011, University of Bonn, Germany.
  7. Fabio Milani & John Treadwell, 2012. "The Effects of Monetary Policy “News” and “Surprises”," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 44(8), pages 1667-1692, December.
  8. Caterina Mendicino & Maria Tereza Punzi, 2013. "Confidence and economic activity: the case of Portugal," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department, Banco de Portugal, Economics and Research Department.
  9. Gunn, Christopher M. & Johri, Alok, 2013. "An expectations-driven interpretation of the “Great Recession”," Journal of Monetary Economics, Elsevier, Elsevier, vol. 60(4), pages 391-407.
  10. Görtz, Christoph & Tsoukalas, John D., 2012. "News and Financial Intermediation in Aggregate and Sectoral Fluctuations," Dynare Working Papers 12, CEPREMAP.
  11. Lilia Karnizova, 2012. "News Shocks, Productivity and the U.S. Investment Boom-Bust Cycle," Working Papers, University of Ottawa, Department of Economics 1201E, University of Ottawa, Department of Economics.
  12. Christoph Görtz & John D. Tsoukalas, 2013. "Sector Specific News Shocks in Aggregate and Sectoral Fluctuations," CESifo Working Paper Series 4269, CESifo Group Munich.
  13. Christoph Görtz & John D. Tsoukalas, 2013. "News shocks and business cycles: bridging the gap from different methodologies," Working Papers, Business School - Economics, University of Glasgow 2013_25, Business School - Economics, University of Glasgow.
  14. Hatcher, Michael C. & Minford, Patrick, 2013. "Stabilization policy, rational expectations and price-level versus inflation targeting: a survey," Cardiff Economics Working Papers E2013/14, Cardiff University, Cardiff Business School, Economics Section.
  15. Sandra Gomes & Nikolay Iskrev & Caterina Mendicino, 2013. "Monetary policy shocks: We got news!," Working Papers, Banco de Portugal, Economics and Research Department w201307, Banco de Portugal, Economics and Research Department.
  16. Fève, Patrick & Jidoud, Ahmat, 2012. "Identifying News Shocks from SVARs," TSE Working Papers, Toulouse School of Economics (TSE) 12-287, Toulouse School of Economics (TSE).
  17. Sandra Gomes & Caterina Mendicino, 2012. "Housing Market Dynamics: Any News?," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2012/23, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  18. Gunes Kamber & Konstantinos Theodoridis & Christoph Thoenissen, 2014. "News-driven business cycles in small open economies," CAMA Working Papers 2014-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  19. Sohei Kaihatsu & Takushi Kurozumi, 2014. "Sources of Business Fluctuations: Financial or Technology Shocks?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 224-242, April.
  20. Nadav Ben Zeev & Hashmat U. Khan, 2012. "Investment-Specific News Shocks and U.S. Business Cycles," Carleton Economic Papers, Carleton University, Department of Economics 12-05, Carleton University, Department of Economics, revised 25 Feb 2013.
  21. Fabio Milani, 2012. "The Modeling of Expectations in Empirical DSGE Models: a Survey," Working Papers 121301, University of California-Irvine, Department of Economics.
  22. Fabio Milani & Ashish Rajrhandari, 2012. "Observed Expectations, News Shocks, and the Business Cycle," Working Papers 121305, University of California-Irvine, Department of Economics.
  23. Stefan Avdjiev, 2011. "News driven business cycles and data on asset prices in estimated DSGE models," BIS Working Papers 358, Bank for International Settlements.
  24. William Dupor & M. Saif Mehkari, 2013. "The analytics of technology news shocks," Working Papers, Federal Reserve Bank of St. Louis 2013-036, Federal Reserve Bank of St. Louis.
  25. Görtz, Christoph & Tsoukalas, John, 2011. "News and Financial Intermediation in Aggregate Fluctuations," MPRA Paper 34113, University Library of Munich, Germany, revised Oct 2011.
  26. Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2013. "Expectation-driven cycles in the housing market: Evidence from survey data," Journal of Financial Stability, Elsevier, Elsevier, vol. 9(4), pages 518-529.
  27. Theodoridis, Konstantinos & Zanetti, Francesco, 2014. "News and labour market dynamics in the data and in matching models," Bank of England working papers, Bank of England 488, Bank of England.
  28. Badarinza, Cristian & Margaritov, Emil, 2011. "News and policy foresight in a macro-finance model of the US," Working Paper Series, European Central Bank 1313, European Central Bank.