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Citations for "Stock Prices, News, and Economic Fluctuations"

by Paul Beaudry & Franck Portier

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  1. Lars Jonung, 2005. "Proceedings of the 2004 first annual DG ECFIN research conference on “Business Cycles and Growth in Europeâ€," European Economy - Economic Papers 2008 - 2015 227, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  2. Samuel Wills, 2014. "Optimal Monetary Responses to Oil Discoveries," CAMA Working Papers 2014-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Francois Gourio, 2009. "Disaster risk and business cycles," 2009 Meeting Papers 1176, Society for Economic Dynamics.
  4. Jess Benhabib & Xuewen Liu & Pengfei Wang, 2015. "Sentiments, Financial Markets, and Macroeconomic Fluctuations," NBER Working Papers 21294, National Bureau of Economic Research, Inc.
  5. François Gourio, 2013. "Credit Risk and Disaster Risk," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 1-34, July.
  6. Best Gabriela & Kapinos Pavel, 2016. "Monetary policy and news shocks: are Taylor rules forward-looking?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(2), pages 335-360, June.
  7. Roger E. A. Farmer, 2012. "The Evolution of Endogenous Business Cycles," Working Papers 302012, Hong Kong Institute for Monetary Research.
  8. Nils Holinski & Robert Vermeulen, 2010. "The International Wealth Channel: A Global Error-Correcting Analysis," CREA Discussion Paper Series 10-04, Center for Research in Economic Analysis, University of Luxembourg.
  9. Régis Barnichon, 2007. "Productivity, Aggregate Demand and Unemployment Fluctuations," CEP Discussion Papers dp0819, Centre for Economic Performance, LSE.
  10. Offick Sven & Wohltmann Hans-Werner, 2016. "Partially Anticipated Monetary Policy Shocks – Are They Stabilizing or Destabilizing?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(1), pages 95-127, February.
  11. Hashmat Khan & Christopher R. Knittel & Konstantinos Metaxoglou & Maya Papineau, 2016. "Carbon Emissions and Business Cycles," NBER Working Papers 22294, National Bureau of Economic Research, Inc.
  12. Holden, Tom, 2016. "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130143, ZBW - German National Library of Economics.
  13. Mumtaz, Haroon & Zanetti, Francesco, 2012. "Factor adjustment costs: a structural investigation," Bank of England working papers 467, Bank of England.
  14. Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers 360, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  15. Eric M. Leeper & Alexander W. Richter & Todd B. Walker, 2012. "Quantitative Effects of Fiscal Foresight," American Economic Journal: Economic Policy, American Economic Association, vol. 4(2), pages 115-44, May.
  16. Hian Teck Hoon, 2006. "Effects of Technological Improvement in the ICT-Producing Sector on Business Activity," Macroeconomics Working Papers 22437, East Asian Bureau of Economic Research.
  17. Senay, Ozge & Sutherland, Alan, 2016. "Optimal Monetary Policy, Exchange Rate Misalignments and Incomplete Financial Markets," CEPR Discussion Papers 11198, C.E.P.R. Discussion Papers.
  18. Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani, 2007. "Oil supply news in a VAR: Information from financial markets," Temi di discussione (Economic working papers) 632, Bank of Italy, Economic Research and International Relations Area.
  19. Christopher M. Gunn & Alok Johri, 2013. "An Expectations-Driven Interpretation of the "Great Recession"," Carleton Economic Papers 13-02, Carleton University, Department of Economics.
  20. Robert B. Barsky & Susanto Basu & Keyoung Lee, 2014. "Whither News Shocks?," NBER Chapters, in: NBER Macroeconomics Annual 2014, Volume 29, pages 225-264 National Bureau of Economic Research, Inc.
  21. Markku Lanne & Helmut Luetkepohl, 2008. "Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis," Economics Working Papers ECO2008/29, European University Institute.
  22. Alok Johri & Christopher Gunn, 2009. "News and knowledge capital," 2009 Meeting Papers 763, Society for Economic Dynamics.
  23. Güneş Kamber & Konstantinos Theodoridis & Christoph Thoenissen, 2014. "News-Driven Business Cycles in Small Open Economies," Working Papers 2014017, The University of Sheffield, Department of Economics.
  24. Fabio Canova & David López-Salido & Claudio Michelacci, 2006. "On the robust effects of technology shocks on hours worked and output," Economics Working Papers 1013, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2008.
  25. Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009. "On the dynamic implications of news shocks," Economics Letters, Elsevier, vol. 102(2), pages 96-98, February.
  26. Knut Are Aastveit & Tørres G. Trovik, 2008. "Nowcasting Norwegian GDP: The role of asset prices in a small open economy," Working Paper 2007/09, Norges Bank.
  27. Atif Mian & Amir Sufi & Nasim Khoshkhou, 2015. "Government Economic Policy, Sentiments, and Consumption," NBER Working Papers 21316, National Bureau of Economic Research, Inc.
  28. Mendicino, Caterina & Lambertini, Luisa & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 20776, University Library of Munich, Germany.
  29. 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.
  30. Alexius, Annika & Spång, Daniel, 2015. "Stocks and GDP in the long run," Research Papers in Economics 2015:5, Stockholm University, Department of Economics.
  31. Chen, Kaiji & Song, Zheng, 2013. "Financial frictions on capital allocation: A transmission mechanism of TFP fluctuations," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 683-703.
  32. 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.
  33. Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2009. "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," Vanderbilt University Department of Economics Working Papers 0921, Vanderbilt University Department of Economics.
  34. Oscar Pavlov & Mark Weder, 2013. "Countercyclical Markups and News-Driven Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(2), pages 371-382, April.
  35. Dimitris Papanikolaou, 2015. "Cooperation Cycles: A theory of endogenous investment shocks," 2015 Meeting Papers 71, Society for Economic Dynamics.
  36. Winkler, Roland C. & Wohltmann, Hans-Werner, 2009. "On the (de)stabilizing effects of news shocks," Economics Working Papers 2009,05, Christian-Albrechts-University of Kiel, Department of Economics.
  37. Sourafel Girma & Sandra Lancheros & Alejandro Riaño, 2015. "Global Engagement and Returns Volatility," CESifo Working Paper Series 5650, CESifo Group Munich.
  38. Nam, Deokwoo & Wang, Jian, 2012. "Are predictable improvements in TFP contractionary or expansionary? implications from sectoral TFP," Globalization and Monetary Policy Institute Working Paper 114, Federal Reserve Bank of Dallas.
  39. Mauro Bambi & Omar Licandro, "undated". "Endogenous Growth and Wave-Like Business Fluctuation," Working Papers 533, Barcelona Graduate School of Economics.
  40. Massimiliano Croce, Mariano, 2014. "Long-run productivity risk: A new hope for production-based asset pricing?," Journal of Monetary Economics, Elsevier, vol. 66(C), pages 13-31.
  41. 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, vol. 37(8), pages 1500-1522.
  42. Hürtgen, Patrick, 2014. "Consumer misperceptions, uncertain fundamentals, and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 279-292.
  43. Jermann, Urban J. & Quadrini, Vincenzo, 2007. "Stock market boom and the productivity gains of the 1990s," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 413-432, March.
  44. Davis, E. Philip & Madsen, Jakob B., 2008. "Productivity and equity market fundamentals: 80 years of evidence for 11 OECD countries," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1261-1283, December.
  45. Jaimovich, Nir & Rebelo, Sérgio, 2006. "Can News About the Future Drive the Business Cycle?," CEPR Discussion Papers 5877, C.E.P.R. Discussion Papers.
  46. Ryo Jinnai, 2014. "R&D Shocks and News Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(7), pages 1457-1478, October.
  47. Chin Alycia & Warusawitharana Missaka, 2010. "Financial Market Shocks during the Great Depression," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-27, September.
  48. Guido Lorenzoni, 2009. "A Theory of Demand Shocks," American Economic Review, American Economic Association, vol. 99(5), pages 2050-2084, December.
  49. Wohltmann, Hans-Werner & Winkler, Roland C., 2009. "On the non-optimality of information: an analysis of the welfare effects of anticipated shocks in the New Keynesian model," Kiel Working Papers 1497, Kiel Institute for the World Economy (IfW).
  50. Paul Beaudry & Bernd Lucke, 2010. "Letting Different Views about Business Cycles Compete," NBER Chapters, in: NBER Macroeconomics Annual 2009, Volume 24, pages 413-455 National Bureau of Economic Research, Inc.
  51. Ryo Jinnai, 2015. "Innovation, Product Cycle, and Asset Prices," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 484-504, July.
  52. Chao Gu & Han Han & Randall Wright, 2016. "The Effects of Monetary Policy and Other Announcements," Working Papers 1621, Department of Economics, University of Missouri.
  53. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2009. "Investment shocks and the relative price of investment," Staff Reports 411, Federal Reserve Bank of New York.
  54. Mountford, A.W. & Uhlig, H.F.H.V.S., 2002. "What are the Effects of Fiscal Policy Shocks?," Discussion Paper 2002-31, Tilburg University, Center for Economic Research.
  55. Ricardo Caballero & Emmanuel Farhi & Mohamad L. Hammour, 2004. "Speculative Growth: Hints from the US Economy," NBER Working Papers 10518, National Bureau of Economic Research, Inc.
  56. Chen, Kaiji & Song, Zheng, 2007. "Financial Friction, Capital Reallocation and Expectation-Driven Business Cycles," MPRA Paper 3889, University Library of Munich, Germany.
  57. Forni, Mario & Gambetti, Luca, 2014. "Sufficient information in structural VARs," Journal of Monetary Economics, Elsevier, vol. 66(C), pages 124-136.
  58. Michael B. Devereux & Charles Engel, 2007. "Expectations and Exchange Rate Policy," Working Papers 062007, Hong Kong Institute for Monetary Research.
  59. Stephanie Schmitt-Grohe & Martin Uribe, 2008. "What's News in Business Cycles," NBER Working Papers 14215, National Bureau of Economic Research, Inc.
  60. Francesco Caprioli & Pietro Rizza & Pietro Tommasino, 2011. "Optimal Fiscal Policy when Agents Fear Government Default," Revue économique, Presses de Sciences-Po, vol. 62(6), pages 1031-1043.
  61. Bernd Lucke, 2011. "Testing the Technology Interpretation of News Shocks," Post-Print hal-00732114, HAL.
  62. Jan Filacek & Jakub Mateju, 2014. "Adverse Effects of Monetary Policy Signalling," Working Papers 2014/13, Czech National Bank, Research Department.
  63. Amberger, Korie, 2013. "The Role of Capital on Noise Shocks," MPRA Paper 46483, University Library of Munich, Germany.
  64. Beaudry, Paul & Portier, Franck, 2013. "News Driven Business Cycles: Insights and Challenges," CEPR Discussion Papers 9624, C.E.P.R. Discussion Papers.
  65. Kyriacos Lambrias, 2013. "News Shocks, Real Exchange Rates and International Co-Movements," BCL working papers 83, Central Bank of Luxembourg.
  66. Nancy L. Stokey, 2013. "Wait-and-See: Investment Options under Policy Uncertainty," NBER Working Papers 19630, National Bureau of Economic Research, Inc.
  67. Martin Gervais & Nir Jaimovich & Henry E. Siu & Yaniv Yedid‐Levi, 2015. "Technological Learning And Labor Market Dynamics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 27-53, 02.
  68. Matsumoto, Akito & Cova, Pietro & Pisani, Massimiliano & Rebucci, Alessandro, 2011. "News shocks and asset price volatility in general equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2132-2149.
  69. Bernardo Guimaraes & Caio Machado, 2014. "Demand expectations and the timing of stimulus Policies," Discussion Papers 1503, Centre for Macroeconomics (CFM).
  70. Fabio Milani & John Treadwell, 2011. "The Effects of Monetary Policy "News" and "Surprises"," Working Papers 101109, University of California-Irvine, Department of Economics.
  71. Javier Bianchi & Chenxin Liu & Enrique G. Mendoza, 2016. "Fundamentals News, Global Liquidity, and Macroprudential Policy," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015 National Bureau of Economic Research, Inc.
  72. Féve, Patrick & Jidoud, Ahmat, 2012. "Identifying News Shocks from SVARs," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 919-932.
  73. Paul Beaudry & Franck Portier, 2005. "The "News" View of Economic Fluctuations: Evidence from Aggregate Japanese Data and Sectoral U.S. Data," NBER Working Papers 11496, National Bureau of Economic Research, Inc.
  74. Paul Beaudry & Franck Portier, 2004. "Stock Prices, News and Economic Fluctuations," NBER Working Papers 10548, National Bureau of Economic Research, Inc.
  75. Ricardo Nunes & Horacio Sapriza & Ceyhun Bora Durdu, 2010. "News and sovereign default risk in small open economies," 2010 Meeting Papers 1224, Society for Economic Dynamics.
  76. Gylfi Zoega, 2009. "Employment and Asset Prices," Economics wp46, Department of Economics, Central bank of Iceland.
  77. Olivier Coibion & Yuriy Gorodnichenko, 2008. "What Can Survey Forecasts Tell Us About Informational Rigidities?," NBER Working Papers 14586, National Bureau of Economic Research, Inc.
  78. Canova, Fabio & López-Salido, J David & Michelacci, Claudio, 2008. "The Effects of Technology Shocks on Hours and Output: A Robustness Analysis," CEPR Discussion Papers 6720, C.E.P.R. Discussion Papers.
  79. Charlotta Groth & Hashmat Khan, 2007. "Investment adjustment costs: evidence from UK and US industries," Bank of England working papers 332, Bank of England.
  80. Antonio M. Conti & Concetta Rondinelli, 2015. "Easier said than done: the divergence between soft and hard data," Questioni di Economia e Finanza (Occasional Papers) 258, Bank of Italy, Economic Research and International Relations Area.
  81. Eric M. Leeper & Todd B. Walker & Shu‐Chun Susan Yang, 2013. "Fiscal Foresight and Information Flows," Econometrica, Econometric Society, vol. 81(3), pages 1115-1145, 05.
  82. Berg, Tim Oliver, 2010. "Exploring the international transmission of U.S. stock price movements," MPRA Paper 23977, University Library of Munich, Germany.
  83. Lucke, Bernd & Haertel, Thomas, 2008. "Do News Shocks Drive Business Cycles? Evidence from German Data," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 2, pages 1-21.
  84. Große Steffen, Christoph, 2015. "Uncertainty shocks and non-fundamental debt crises: An ambiguity approach," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112936, Verein für Socialpolitik / German Economic Association.
  85. David R.F. Love, 2007. "Aggregate Comovements, Anticipation, and Business Cycles," Working Papers 0704, Brock University, Department of Economics, revised Jun 2007.
  86. Ko, Jun-Hyung & Miyazawa, Kensuke & Vu, Tuan Khai, 2012. "News shocks and Japanese macroeconomic fluctuations," Japan and the World Economy, Elsevier, vol. 24(4), pages 292-304.
  87. Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," Sciences Po publications info:hdl:2441/5djvq5crl99, Sciences Po.
  88. David Andolfatto & Glenn MacDonald, 2004. "Jobless Recoveries," Macroeconomics 0412014, EconWPA.
  89. Lawrence Christiano & Roberto Motto & Massimo Rostagno, 2007. "Two Reasons Why Money and Credit May be Useful in Monetary Policy," NBER Working Papers 13502, National Bureau of Economic Research, Inc.
  90. Anthony Diercks, 2016. "The Equity Premium, Long-Run Risk, and Optimal Monetary Policy," 2016 Meeting Papers 207, Society for Economic Dynamics.
  91. Michelle Alexopoulos, 2011. "Read All about It!! What Happens Following a Technology Shock?," American Economic Review, American Economic Association, vol. 101(4), pages 1144-79, June.
  92. Fève, Patrick & Jidoud, Ahmat, 2012. "News Shocks, Information Flows and SVARs," TSE Working Papers 12-286, Toulouse School of Economics (TSE).
  93. 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.
  94. Lone Engbo Christiansen, 2008. "Do Technology Shocks Lead to Productivity Slowdowns? Evidence from Patent Data," IMF Working Papers 08/24, International Monetary Fund.
  95. Dées, Stéphane & Güntner, Jochen, 2014. "The international dimension of confidence shocks," Working Paper Series 1669, European Central Bank.
  96. Morten O. Ravn & Karel Mertens, 2008. "The Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks: Theory and Empirical Evidence," 2008 Meeting Papers 575, Society for Economic Dynamics.
  97. Roger Hammersland, 2008. "Classical identification: A viable road for data to inform structural modeling," Discussion Papers 562, Statistics Norway, Research Department.
  98. Olivier Coibion & Yuriy Gorodnichenko, 2011. "Why are target interest rate changes so persistent?," Working Papers 106, Department of Economics, College of William and Mary.
  99. Soccorsi, Stefano, 2016. "Measuring nonfundamentalness for structural VARs," Journal of Economic Dynamics and Control, Elsevier, vol. 71(C), pages 86-101.
  100. Bibiana Lanzilotta Mernies, 2015. "Expectativas empresariales: consecuencias en el crecimiento en Uruguay," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID, March.
  101. Caprioli, Francesco, 2015. "Optimal fiscal policy under learning," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 101-124.
  102. Michael Rousakis, 2013. "Expectations and Fluctuations: The Role of Monetary Policy," 2013 Meeting Papers 681, Society for Economic Dynamics.
  103. David Andolfatto, 2010. "Fiscal multipliers in war and in peace," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 121-128.
  104. Wohltmann, Hans-Werner & Winkler, Roland C., 2009. "Rational expectations models with anticipated shocks and optimal policy: a general solution method and a new Keynesian example," Economics Working Papers 2009,01, Christian-Albrechts-University of Kiel, Department of Economics.
  105. Guo, Jang-Ting & Sirbu, Anca-Ioana & Suen, Richard M. H., 2010. "On Expectations-Driven Business Cycles in Economies with Production Externalities: A Comment," MPRA Paper 24989, University Library of Munich, Germany.
  106. Bijie Jia & Hyeongwoo Kim, 2016. "Government Spending Shocks and Private Activity: The Role of Sentiments," Auburn Economics Working Paper Series auwp2016-04, Department of Economics, Auburn University.
  107. D'Amico, Stefania & King, Thomas B., 2015. "What Does Anticipated Monetary Policy Do?," Working Paper Series WP-2015-10, Federal Reserve Bank of Chicago.
  108. A. D’Agostino & Caterina Mendicino, 2015. "Expectation-Driven Cycles: Time-varying Effects," Working Papers w201504, Banco de Portugal, Economics and Research Department.
  109. Franck Portier, 2014. "Comment on "Whither News Shocks?"," NBER Chapters, in: NBER Macroeconomics Annual 2014, Volume 29, pages 265-278 National Bureau of Economic Research, Inc.
  110. Helge Braun & Reinout De Bock & Riccardo DiCecio, 2009. "Supply shocks, demand shocks, and labor market fluctuations," Review, Federal Reserve Bank of St. Louis, issue May, pages 155-178.
  111. Justiniano, Alejandro & Primiceri, Giorgio E & Tambalotti, Andrea, 2008. "Investment Shocks and Business Cycles," CEPR Discussion Papers 6739, C.E.P.R. Discussion Papers.
  112. Vladimir Yankov & Egon Zakrajsek & Simon Gilchrist, 2009. "Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets," 2009 Meeting Papers 514, Society for Economic Dynamics.
  113. Lilia Karnizova, 2008. "The Spirit of Capitalism and Expectation Driven Business Cycles," Working Papers 0804E, University of Ottawa, Department of Economics.
  114. Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2008. "The International Dimension of Productivity and Demand Shocks in the US Economy," CEPR Discussion Papers 7003, C.E.P.R. Discussion Papers.
  115. 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.
  116. Troy D Matheson & Emil Stavrev, 2014. "News and Monetary Shocks at a High Frequency; A Simple Approach," IMF Working Papers 14/167, International Monetary Fund.
  117. Fabio Canova & David Lopez-Salido & Claudio Michelacci, 2006. "Schumpeterian technology shocks," Economics Working Papers 1012, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2007.
  118. 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.
  119. Gomes, Sandra & Mendicino, Caterina, 2015. "Housing market dynamics: Any news?," Working Paper Series 1775, European Central Bank.
  120. Koulovatianos, Christos & Mirman, Leonard J. & Santugini, Marc, 2009. "Optimal growth and uncertainty: Learning," Journal of Economic Theory, Elsevier, vol. 144(1), pages 280-295, January.
  121. 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.
  122. Holden, Tom D., 2016. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 144570, ZBW - German National Library of Economics.
  123. repec:wyi:journl:002170 is not listed on IDEAS
  124. Winkler, Roland & Wohltmann, Hans-Werner, 2012. "Rational Expectations Models with Anticipated Shocks and Optimal Policy," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62030, Verein für Socialpolitik / German Economic Association.
  125. Chen, Jinzhu & Kannan, Prakash & Loungani, Prakash & Trehan, Bharat, 2012. "New evidence on cyclical and structural sources of unemployment," Proceedings, Federal Reserve Bank of San Francisco, issue March, pages 1-23.
  126. Crouzet, Nicolas & Oh, Hyunseung, 2016. "What do inventories tell us about news-driven business cycles?," Journal of Monetary Economics, Elsevier, vol. 79(C), pages 49-66.
  127. Lilia Karnizova, 2013. "Letting the speculative and the news views of the Japanese business cycle compete," Economics Bulletin, AccessEcon, vol. 33(2), pages 1146-1158.
  128. Bjørnland, Hilde C. & Leitemo, Kai, 2005. "Identifying the Interdependence between US Monetary Policy and the Stock Market," Memorandum 12/2005, Oslo University, Department of Economics.
  129. Kuan‐Jen Chen & Ching‐Chong Lai, 2015. "On‐the‐Job Learning and News‐Driven Business Cycles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(2-3), pages 261-294, 03.
  130. Tim Oliver Berg, 2015. "Technology News and the US Economy: Time Variation and Structural Changes," Scottish Journal of Political Economy, Scottish Economic Society, vol. 62(3), pages 227-263, 07.
  131. Rabah Arezki & Valerie A Ramey & Liugang Sheng, 2015. "News Shocks in Open Economies: Evidence from Giant Oil Discoveries," OxCarre Working Papers 153, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
  132. Clancy, Daragh & Merola, Rossana, 2014. "The effect of macroprudential policy on endogenous credit cycles," Research Technical Papers 15/RT/14, Central Bank of Ireland.
  133. Robert B. Barsky & Eric R. Sims, 2012. "Information, Animal Spirits, and the Meaning of Innovations in Consumer Confidence," American Economic Review, American Economic Association, vol. 102(4), pages 1343-77, June.
  134. Nadav Ben Zeev & Hashmat Khan, 2016. "Investment-Specific News Dominates TFP News in Driving U.S. Business Cycles," Carleton Economic Papers 16-08, Carleton University, Department of Economics, revised 12 Oct 2016.
  135. Michelle Alexopoulos & Jon Cohen, 2009. "Measuring Our Ignorance, One Book at a Time: New Indicators of Technological Change, 1909-1949," Working Papers tecipa-349, University of Toronto, Department of Economics.
  136. Nadav Ben-Zeev & Evi Pappa & Alejandro Vicondoa, 2016. "Emerging Economies Business Cycles: The Role Of The Terms Of Trade Revisited," Working Papers 1610, Ben-Gurion University of the Negev, Department of Economics.
  137. Offick, Sven & Wohltmann, Hans-Werner, 2013. "News shocks, nonfundamentalness and volatility," Economics Letters, Elsevier, vol. 119(1), pages 17-19.
  138. Fabio Canova, 2016. "Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness," Working Papers 0042, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  139. Mertens, Elmar, 2010. "Structural shocks and the comovements between output and interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1171-1186, June.
  140. Nao Sudou, 2012. "Financial Markets, Monetary Policy and Reference Rates: Assessments in DSGE Framework," Bank of Japan Working Paper Series 12-E-12, Bank of Japan.
  141. Gazzani, Andrea, 2016. "News and noise in the housing market," Working Paper Series 1933, European Central Bank.
  142. Maral Shamloo & Aytek Malkhozov, 2010. "Asset Prices in a News Driven Real Business Cycle Model," 2010 Meeting Papers 546, Society for Economic Dynamics.
  143. 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.
  144. Viktoria C. E. Langer & Wolfgang Maennig & Felix J. Richter, 2015. "News shocks in the data: Olympic Games and their macroeconomic effects – Reply," Working Papers 052, Chair for Economic Policy, University of Hamburg.
  145. Paul Beaudry & Fabrice Collard & Franck Portier, 2006. "Gold Rush Fever in Business Cycles," NBER Working Papers 12710, National Bureau of Economic Research, Inc.
  146. Shen, Wenyi, 2015. "News, disaster risk, and time-varying uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 459-479.
  147. Serguei Maliar & John Taylor & Lilia Maliar, 2016. "The Impact of Alternative Transitions to Normalized Monetary Policy," 2016 Meeting Papers 794, Society for Economic Dynamics.
  148. Nadav Ben Zeev & Christopher M. Gunn & Hashmat Khan, 2015. "Monetary News Shocks," Carleton Economic Papers 15-02, Carleton University, Department of Economics, revised 05 Oct 2016.
  149. Tuomas A. Peltonen & Ricardo M. Sousa & Isabel S. Vansteenkiste, 2011. "Fundamentals, Financial Factors, and the Dynamics of Investment in Emerging Markets," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 47(0), pages 88-105, May.
  150. repec:oxf:wpaper:oxcarre-research-paper-153 is not listed on IDEAS
  151. Pietro Cova & Alessandro Rebucci & Akito Matsumoto & Massimiliano Pisani, 2008. "New Shocks, Exchange Rates and Equity Prices," IMF Working Papers 08/284, International Monetary Fund.
  152. Den Haan, Wouter & Kaltenbrunner, Georg, 2007. "Anticipated Growth and Business Cycles in Matching Models," CEPR Discussion Papers 6063, C.E.P.R. Discussion Papers.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.