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Citations for "News Shocks and the Slope of the Term Structure of Interest Rates"

by Andr? Kurmann & Christopher Otrok

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  1. Paul Beaudry & Franck Portier, 2014. "News-Driven Business Cycles: Insights and Challenges," Journal of Economic Literature, American Economic Association, vol. 52(4), pages 993-1074, December.
  2. Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2010. "The yield curve and the macro-economy across time and frequencies," CEF.UP Working Papers 1004, Universidade do Porto, Faculdade de Economia do Porto.
  3. Görtz, Christoph & Tsoukalas, John, 2011. "News and financial intermediation in aggregate and sectoral fluctuations," MPRA Paper 38986, University Library of Munich, Germany, revised Mar 2012.
  4. Rabah Arezki & Valerie A. Ramey & Liugang Sheng, 2015. "News Shocks in Open Economies: Evidence from Giant Oil Discoveries," NBER Working Papers 20857, National Bureau of Economic Research, Inc.
  5. Francesco Zanetti & Konstantinos Theodoridis, 2014. "News and Labor Market Dynamics in the Data and in Matching Models," Economics Series Working Papers 699, University of Oxford, Department of Economics.
  6. 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.
  7. Joseph P. Byrne & Shuo Cao & Dimitris Korobilis, 2015. "Co-Movement, Spillovers and Excess Returns in Global Bond Markets?," Working Papers 2015_12, Business School - Economics, University of Glasgow.
  8. Christoph Görtz & John D. Tsoukalas, 2013. "Sector Specific News Shocks in Aggregate and Sectoral Fluctuations," CESifo Working Paper Series 4269, CESifo Group Munich.
  9. Gomes, Sandra & Mendicino, Caterina, 2015. "Housing market dynamics: Any news?," Working Paper Series 1775, European Central Bank.
  10. Benati, Luca, 2014. "Do TFP and the relative price of investment share a common I(1) component?," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 239-261.
  11. Sandra Gomes & Nikolay Iskrev & Caterina Mendicino, 2013. "Monetary policy shocks: We got news!," Working Papers w201307, Banco de Portugal, Economics and Research Department.
  12. Akito Matsumoto & Pietro Cova & Massimiliano Pisani & Alessandro Rebucci, 2011. "News Shocks and Asset Price Volatility in General Equilibrium," Research Department Publications 4740, Inter-American Development Bank, Research Department.
  13. repec:pra:mprapa:38985 is not listed on IDEAS
  14. Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2010. "Expectations-Driven Cycles in the Housing Market," Working Papers 201001, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Oct 2010.
  15. Benati, Luca, 2015. "The long-run Phillips curve: A structural VAR investigation," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 15-28.
  16. 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.
  17. P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-71, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  18. Chen, Kaiji & Wemy, Edouard, 2015. "Investment-specific technological changes: The source of long-run TFP fluctuations," European Economic Review, Elsevier, vol. 80(C), pages 230-252.
  19. Eric R. Sims, 2016. "Differences in Quarterly Utilization-Adjusted TFP by Vintage, with an Application to News Shocks," NBER Working Papers 22154, National Bureau of Economic Research, Inc.
  20. Benjamin Born & Alexandra Peter & Johannes Pfeifer, 2011. "Fiscal News and Macroeconomic Volatility," Bonn Econ Discussion Papers bgse08_2011, University of Bonn, Germany.
  21. Francesco Zanetti & Konstantinos Theodoridis, 2015. "News Shocks and Labor Market Dynamics in Matching Models," Economics Series Working Papers 745, University of Oxford, Department of Economics.
  22. Badarinza, Cristian & Margaritov, Emil, 2011. "News and policy foresight in a macro-finance model of the US," Working Paper Series 1313, European Central Bank.
  23. Nam, Deokwoo & Wang, Jian, 2014. "Are predictable improvements in TFP contractionary or expansionary: Implications from sectoral TFP?," Economics Letters, Elsevier, vol. 124(2), pages 171-175.
  24. Barsky, Robert B. & Sims, Eric R., 2011. "News shocks and business cycles," Journal of Monetary Economics, Elsevier, vol. 58(3), pages 273-289.
  25. William T. Gavin & Benjamin D. Keen & Michael R. Pakko, 2012. "Taylor-type rules and total factor productivity," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 41-64.
  26. De Graeve, Ferre & Queijo von Heideken, Virginia, 2013. "Identifying Fiscal Inflation," Working Paper Series 273, Sveriges Riksbank (Central Bank of Sweden).
  27. Kaiji Chen & Edouard Wemy, 2014. "Investment-Specific Technology Shocks: The Source of Anticipated TFP Fluctuations," Emory Economics 1401, Department of Economics, Emory University (Atlanta).
  28. Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis., 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Working Papers 2015_08, Business School - Economics, University of Glasgow.
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