Revisions in Utilization-Adjusted TFP and Robust Identification of News Shocks
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- Eric Sims & Andre Kurmann, 2017. "Revisions in Utilization-Adjusted TFP and Robust Identification of News Shocks," 2017 Meeting Papers 90, Society for Economic Dynamics.
- Kurmann, André & Sims, Eric, 2017. "Revisions in Utilization-Adjusted TFP and Robust Identification of News Shocks," School of Economics Working Paper Series 2017-3, LeBow College of Business, Drexel University.
References listed on IDEAS
- Andr? Kurmann & Elmar Mertens, 2014.
"Stock Prices, News, and Economic Fluctuations: Comment,"
American Economic Review,
American Economic Association, vol. 104(4), pages 1439-1445, April.
- André Kurmann & Elmar Mertens, 2013. "Stock prices, news, and economic fluctuations: comment," Finance and Economics Discussion Series 2013-08, Board of Governors of the Federal Reserve System (U.S.).
- Andr? Kurmann & Christopher Otrok, 2013.
"News Shocks and the Slope of the Term Structure of Interest Rates,"
American Economic Review,
American Economic Association, vol. 103(6), pages 2612-2632, October.
- Christopher Otrok & Andre Kurmann, 2010. "News Shocks and the Slope of the Term Structure of Interest Rates," 2010 Meeting Papers 72, Society for Economic Dynamics.
- André Kurmann & Christopher Otrok, 2012. "News shocks and the slope of the term structure of interest rates," Working Papers 2012-011, Federal Reserve Bank of St. Louis.
- André Kurmann & Christopher Otrok, 2010. "News Shocks and the Slope of the Term Structure of Interest Rates," Cahiers de recherche 1005, CIRPEE.
- Kyle Jurado & Sydney C. Ludvigson & Serena Ng, 2015. "Measuring Uncertainty," American Economic Review, American Economic Association, vol. 105(3), pages 1177-1216, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Danilo Cascaldi-Garcia, 2017. "Amplification effects of news shocks through uncertainty," 2017 Papers pca1251, Job Market Papers.
- repec:eee:inecon:v:108:y:2017:i:c:p:368-376 is not listed on IDEAS
- Nelimarkka, Jaakko, 2017. "Evidence on News Shocks under Information Deficiency," MPRA Paper 80850, University Library of Munich, Germany.
More about this item
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
- E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-02-26 (All new papers)
- NEP-EFF-2017-02-26 (Efficiency & Productivity)
- NEP-MAC-2017-02-26 (Macroeconomics)
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