The Increased Importance of Asset Price Misalignments for Business Cycle Dynamics
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References listed on IDEAS
- Ricardo Reis & Vasco Curdia, 2009.
"Correlated Disturbances and U.S. Business Cycles,"
2009 Meeting Papers
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- Cúrdia, Vasco & Reis, Ricardo, 2010. "Correlated Disturbances and U.S. Business Cycles," CEPR Discussion Papers 7712, C.E.P.R. Discussion Papers.
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- The Increased Importance of Asset Price Misalignments for Business Cycle Dynamics
by Christian Zimmermann in NEP-DGE blog on 2011-06-27 04:20:19
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Alexey Vasilenko, 2017. "Should Monetary Authorities Prick Asset Price Bubbles? Evidence from a New Keynesian Model with an Agent-Based Financial Market," HSE Working papers WP BRP 182/EC/2017, National Research University Higher School of Economics.
More about this item
KeywordsAsset Price Bubble; Bayesian Technique; Business Cycle; DSGE Model; Fundamental Analysis; Trend Extrapolation;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G01 - Financial Economics - - General - - - Financial Crises
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-06-25 (All new papers)
- NEP-CBA-2011-06-25 (Central Banking)
- NEP-DGE-2011-06-25 (Dynamic General Equilibrium)
- NEP-MAC-2011-06-25 (Macroeconomics)
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