My bibliography
Save this item
The Quantitative Importance of News Shocks in Estimated DSGE Models
Citations
Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- The Quantitative Importance of News Shocks in Estimated DSGE Models
by Christian Zimmermann in NEP-DGE blog on 2009-10-06 20:53:14
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Gomes, Sandra & Iskrev, Nikolay & Mendicino, Caterina, 2017.
"Monetary policy shocks: We got news!,"
Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 108-128.
- Nikolay Iskrev & Sandra Gomes & Caterina Mendicino, 2013. "Monetary policy shocks: We got news!," Working Papers w201307, Banco de Portugal, Economics and Research Department.
- 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.
- Portier, Franck & Beaudry, Paul, 2013. "News Driven Business Cycles: Insights and Challenges," CEPR Discussion Papers 9624, C.E.P.R. Discussion Papers.
- Paul Beaudry & Franck Portier, 2014. "News Driven Business Cycles: Insights and Challenges," 2014 Meeting Papers 289, Society for Economic Dynamics.
- Paul Beaudry & Franck Portier, 2013. "News Driven Business Cycles: Insights and Challenges," NBER Working Papers 19411, National Bureau of Economic Research, Inc.
- Ali, Syed Zahid & Anwar, Sajid, 2018. "Anticipated versus unanticipated terms of trade shocks and the J-curve phenomenon," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 1-19.
- Federico Di Pace & Christoph Görtz, 2021.
"Monetary Policy, Sectoral Comovement and the Credit Channel,"
CESifo Working Paper Series
9142, CESifo.
- Federico Di Pace & Christoph Gortz, 2021. "Monetary Policy, Sectoral Comovement and the Credit Channel," Discussion Papers 21-07, Department of Economics, University of Birmingham.
- Nadav Ben Zeev & Evi Pappa, 2017.
"Chronicle of a War Foretold: The Macroeconomic Effects of Anticipated Defence Spending Shocks,"
Economic Journal, Royal Economic Society, vol. 127(603), pages 1568-1597, August.
- Pappa, Evi & Ben Zeev, Nadav, 2014. "Chronicle of a War Foretold: The Macroeconomic Effects of Anticipated Defense Spending Shocks," CEPR Discussion Papers 9948, C.E.P.R. Discussion Papers.
- Joel Wagner, 2017. "Anticipated Technology Shocks: A Re-Evaluation Using Cointegrated Technologies," Staff Working Papers 17-11, Bank of Canada.
- Christoph Görtz & John D. Tsoukalas, 2013. "Sector Specific News Shocks in Aggregate and Sectoral Fluctuations," CESifo Working Paper Series 4269, CESifo.
- Laurentiu Guinea & Luis A. Puch & Jesús Ruiz, 2019.
"News-driven housing booms: Spain vs. Germany,"
Documentos de Trabajo del ICAE
2019-32, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Ruiz, Jesús & Puch, Luis A. & Guinea, Laurentiu, 2022. "News-driven housing booms: Spain vs. Germany," UC3M Working papers. Economics 35430, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- 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.
- Luisa Lambertini, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers w201108, Banco de Portugal, Economics and Research Department.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers 201101, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Mar 2011.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers CELEG 1104, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- 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.
- Stéphane Auray & Paul Gomme & Shen Guo, 2013.
"Nominal Rigidities, Monetary Policy and Pigou Cycles,"
Economic Journal, Royal Economic Society, vol. 0, pages 455-473, May.
- Stéphane Auray & Paul Gomme & Shen Guo, 2009. "Nominal Rigidities, Monetary Policy and Pigou Cycles," Cahiers de recherche 09-18, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
- Stephane Auray & Paul Gomme & Shen Guo, 2011. "Nominal Rigidities, Monetary Policy and Pigou Cycles," Working Papers 11007, Concordia University, Department of Economics, revised Nov 2011.
- Stephane Auray & Paul Gomme & Shen Guo, 2012. "Nominal Rigidities, Monetary Policy and Pigou Cycles," Working Papers 12006, Concordia University, Department of Economics.
- Stephane Auray & Paul Gomme & Shen Guo, 2009. "Nominal Rigidities, Monetary Policy and Pigou Cycles," Working Papers 09005, Concordia University, Department of Economics, revised 06 Apr 2010.
- 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.
- Hyunseung Oh & Nicolas Crouzet, 2013. "Can news shocks account for the business-cycle dynamics of inventories?," 2013 Meeting Papers 504, Society for Economic Dynamics.
- Sandra Gomes, 2011.
"Housing Market Dynamics: Any News?,"
Working Papers
w201121, Banco de Portugal, Economics and Research Department.
- Mendicino, Caterina & Gomes, Sandra, 2015. "Housing market dynamics: Any news?," Working Paper Series 1775, European Central Bank.
- Sandra Gomes & Caterina Mendicino, 2012. "Housing Market Dynamics: Any News?," Working Papers Department of Economics 2012/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2017.
"Expectations-driven cycles in the housing market,"
Economic Modelling, Elsevier, vol. 60(C), pages 297-312.
- Maria Teresa Punzi & Caterina Mendicino & Luisa Lambertini, 2010. "Expectation-Driven Cycles in the Housing Market," 2010 Meeting Papers 251, Society for Economic Dynamics.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2012. "Expectations-Driven Cycles in the Housing Market," Discussion Papers 12/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- 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.
- Mendicino, Caterina & Lambertini, Luisa & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 20776, University Library of Munich, Germany.
- Luisa Lambertini, 2010. "Expectations-Driven Cycles in the Housing Market," Working Papers w201004, Banco de Portugal, Economics and Research Department.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2010. "Expectations-driven cycles in the housing market," Working Papers 1021, Banco de España.
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 26128, University Library of Munich, Germany.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2022.
"News Shocks under Financial Frictions,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 210-243, October.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2016. "News Shocks under Financial Frictions," Working Papers 2016_15, Business School - Economics, University of Glasgow.
- Christoph Gortz & John Tsoukalas & Francesco Zanetti, 2021. "News Shocks under Financial Frictions," Discussion Papers 21-08, Department of Economics, University of Birmingham.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2020. "News Shocks under Financial Frictions," Discussion Papers 2027, Centre for Macroeconomics (CFM).
- Francesco Zanetti & Christoph Görtz & John D. Tsoukalas, 2016. "News Shocks under Financial Frictions," Economics Series Working Papers 813, University of Oxford, Department of Economics.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2020. "News shocks under financial frictions," CAMA Working Papers 2020-94, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Görtz, Christoph & Tsoukalas, John & Zanetti, Francesco, 2017. "News Shocks under Financial Frictions," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168066, Verein für Socialpolitik / German Economic Association.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2020. "News Shocks under Financial Frictions," CESifo Working Paper Series 8728, CESifo.
- Silvia Miranda-Agrippino & Sinem Hacioglu Hoke & Kristina Bluwstein, 2018.
"When Creativity Strikes: News Shocks and Business Cycle Fluctuations,"
Discussion Papers
1823, Centre for Macroeconomics (CFM).
- Miranda-Agrippino, Silvia & Hacioglu Hoke, Sinem & Bluwstein, Kristina, 2019. "When creativity strikes: news shocks and business cycle fluctuations," Bank of England working papers 788, Bank of England.
- Miranda-Agrippino, Silvia & Hacıoglu Hoke, Sinem, 2018. "When creativity strikes: news shocks and business cycle fluctuations," LSE Research Online Documents on Economics 90381, London School of Economics and Political Science, LSE Library.
- 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.
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2017. "Expectations-driven cycles in the housing market," Economic Modelling, Elsevier, vol. 60(C), pages 297-312.
- Dupor, Bill & Mehkari, M. Saif, 2014.
"The analytics of technology news shocks,"
Journal of Economic Theory, Elsevier, vol. 153(C), pages 392-427.
- Bill Dupor & M. Saif Mehkari, 2013. "The analytics of technology news shocks," Working Papers 2013-036, Federal Reserve Bank of St. Louis.
- Ramey, V.A., 2016.
"Macroeconomic Shocks and Their Propagation,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 71-162,
Elsevier.
- Ramey, VA, 2016. "Macroeconomic Shocks and Their Propagation," University of California at San Diego, Economics Working Paper Series qt5mb353t2, Department of Economics, UC San Diego.
- Valerie A. Ramey, 2016. "Macroeconomic Shocks and Their Propagation," NBER Working Papers 21978, National Bureau of Economic Research, Inc.
- Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes, 2013.
"Fiscal news and macroeconomic volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2582-2601.
- Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes, 2011. "Fiscal News and Macroeconomic Volatility," Bonn Econ Discussion Papers 08/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Fève, Patrick & Kass-Hanna, Tannous & Pietrunti, Mario, 2016.
"An analytical characterization of noisy fiscal policy,"
Economics Letters, Elsevier, vol. 148(C), pages 76-79.
- Fève, Patrick & Kass-Hanna, Tannous & Pietrunti, Mario, 2016. "An Analytical Characterization of Noisy Fiscal Policy," TSE Working Papers 16-696, Toulouse School of Economics (TSE).
- Michael Hatcher & Patrick Minford, 2016.
"Stabilisation Policy, Rational Expectations And Price-Level Versus Inflation Targeting: A Survey,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(2), pages 327-355, April.
- 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.
- Minford, Patrick & Hatcher, Michael, 2014. "Stabilization policy, rational expectations and price-level versus infl?ation targeting: a survey," CEPR Discussion Papers 9820, C.E.P.R. Discussion Papers.
- Chen, Kuan-Jen & Chu, Angus C. & Lai, Ching-Chong, 2018.
"Home production and small open economy business cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 110-135.
- Kuan-Jen Chen & Angus C. Chu & Ching-Chong Lai, 2014. "Home Production and Small Open Economy Business Cycles," IEAS Working Paper : academic research 14-A011, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Chen, Kuan-Jen & Chu, Angus C. & Lai, Ching-Chong, 2014. "Home Production and Small Open Economy Business Cycles," MPRA Paper 59020, University Library of Munich, Germany.
- Bruno Chiarini & Maria Ferrara & Elisabetta Marzano, 2020. "Tax Evasion, Investment Shocks, and the Consumption Puzzle: A DSGE Analysis with Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 907-932, June.
- Görtz, Christoph & Tsoukalas, John, 2011.
"News and financial intermediation in aggregate and sectoral fluctuations,"
MPRA Paper
40442, University Library of Munich, Germany, revised Jul 2012.
- 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.
- Görtz, Christoph & Tsoukalas, John D., 2012. "News and Financial Intermediation in Aggregate and Sectoral Fluctuations," Dynare Working Papers 12, CEPREMAP.
- Christoph Gortz & John D Tsoukalas, 2012. "News and Financial Intermediation in Aggregate and Sectoral Fluctuations," Discussion Papers 12-10, Department of Economics, University of Birmingham.
- 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.
- Sohei Kaihatsu & Takushi Kurozumi, 2010. "Sources of Business Fluctuations: Financial or Technology Shocks?," Bank of Japan Working Paper Series 10-E-12, Bank of Japan.
- Khan, Hashmat & Metaxoglou, Konstantinos & Knittel, Christopher R. & Papineau, Maya, 2019.
"Carbon emissions and business cycles,"
Journal of Macroeconomics, Elsevier, vol. 60(C), pages 1-19.
- Hashmat Khan & Christopher R. Knittel & Konstantinos Metaxoglou & Maya M. Papineau, 2015. "Carbon Emissions and Business Cycles," Carleton Economic Papers 15-07, Carleton University, Department of Economics, revised 10 Jan 2019.
- 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.
- Renato Faccini & Leonardo Melosi, 2022.
"Pigouvian Cycles,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 14(2), pages 281-318, April.
- Melosi, Leonardo & Faccini, Renato, 2018. "Pigouvian Cycles," CEPR Discussion Papers 13370, C.E.P.R. Discussion Papers.
- Renato Faccini & Leonardo Melosi, 2019. "Pigouvian Cycles," 2019 Meeting Papers 977, Society for Economic Dynamics.
- Munechika Katayama & Kwang Hwan Kim, 2018.
"Intersectoral Labor Immobility, Sectoral Comovement, and News Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 77-114, February.
- Munechika Katayama & Kwang Hwan Kim, 2015. "Inter-sectoral Labor Immobility, Sectoral Co-movement, and News Shocks," Discussion papers e-15-011, Graduate School of Economics , Kyoto University.
- Konstantinos Theodoridis & Francesco Zanetti, 2016.
"News shocks and labour market dynamics in matching models,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(3), pages 906-930, August.
- Konstantinos Theodoridis & Francesco Zanetti, 2016. "News shocks and labour market dynamics in matching models," Canadian Journal of Economics, Canadian Economics Association, vol. 49(3), pages 906-930, August.
- Konstantinos Theodoridis & Francesco Zanetti, 2015. "News Shocks and Labor Market Dynamics in Matching Models," BCAM Working Papers 1501, Birkbeck Centre for Applied Macroeconomics.
- 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.
- Gunn, Christopher M. & Johri, Alok, 2013.
"An expectations-driven interpretation of the “Great Recession”,"
Journal of Monetary Economics, Elsevier, vol. 60(4), pages 391-407.
- Christopher M. Gunn & Alok Johri, 2013. "An Expectations-Driven Interpretation of the "Great Recession"," Carleton Economic Papers 13-02, Carleton University, Department of Economics.
- Di Casola, Paola & Sichlimiris, Spyridon, 2018. "Towards Technology-News-Driven Business Cycles," Working Paper Series 360, Sveriges Riksbank (Central Bank of Sweden).
- Christoph Görtz & John D. Tsoukalas, 2013.
"News shocks and business cycles: bridging the gap from different methodologies,"
Working Papers
2013_25, Business School - Economics, University of Glasgow.
- Gortz, Christoph & Tsoukalas, John D., 2013. "News Shocks and Business Cycles: Bridging the Gap from Different Methodologies," SIRE Discussion Papers 2013-117, Scottish Institute for Research in Economics (SIRE).
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2013. "Expectation-driven cycles in the housing market: Evidence from survey data," Journal of Financial Stability, Elsevier, vol. 9(4), pages 518-529.
- Khan, Hashmat & Phaneuf, Louis & Victor, Jean Gardy, 2020.
"Rules-based monetary policy and the threat of indeterminacy when trend inflation is low,"
Journal of Monetary Economics, Elsevier, vol. 114(C), pages 317-333.
- Hashmat Khan & Louis Phaneuf & Jean Gardy Victor, 2018. "Rules-Based Monetary Policy and the Threat of Indeterminacy When Trend Inflation is Low," Carleton Economic Papers 18-08, Carleton University, Department of Economics, revised 08 Mar 2019.
- Hashmat Khan & Louis Phaneuf & Jean Gardy Victor, 2020. "Rule-Based Monetary Policy and the Threat of Indeterminacy When Trend Inflation Is Low," Working Papers 20-08, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Alistair Macaulay & Wenting Song, 2022.
"Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media,"
Economics Series Working Papers
973, University of Oxford, Department of Economics.
- Alistair Macaulay & Wenting Song, 2023. "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," Staff Working Papers 23-23, Bank of Canada.
- Macaulay, Alistair & Song, Wenting, 2022. "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," MPRA Paper 113620, University Library of Munich, Germany.
- Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2011.
"Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 1-29, February.
- Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2011. "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 1-29, February.
- Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2008. "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," IMES Discussion Paper Series 08-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
- 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.
- Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2008. "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," Levine's Working Paper Archive 122247000000002352, David K. Levine.
- Patrick Fève & Alain Guay, 2019.
"Sentiments in SVARs,"
The Economic Journal, Royal Economic Society, vol. 129(618), pages 877-896.
- Patrick Feve, 2016. "Sentiments in SVARs," 2016 Meeting Papers 175, Society for Economic Dynamics.
- Fève, Patrick & Guay, Alain, 2016. "Sentiments in SVARs," TSE Working Papers 16-656, Toulouse School of Economics (TSE).
- Bruno Chiarini & Maria Ferrara & Elisabetta Marzano, 2016. "Investment Shocks, Tax Evasion and the Consumption Puzzle: A DSGE Analysis with Financial Frictions," CESifo Working Paper Series 6015, CESifo.
- Miyamoto, Wataru & Nguyen, Thuy Lan, 2020. "The expectational effects of news in business cycles: Evidence from forecast data," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 184-200.
- Hafedh Bouakez & Laurent Kemoe, 2023.
"News Shocks, Business Cycles, and the Disinflation Puzzle,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2115-2151, December.
- Hafedh BOUAKEZ & Laurent KEMOE, 2017. "News Shocks, Business Cycles, and the Disinflation Puzzle," Cahiers de recherche 05-2017, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Nadav Ben Zeev & Hashmat Khan, 2015.
"Investment‐Specific News Shocks and U.S. Business Cycles,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(7), pages 1443-1464, October.
- Nadav Ben Zeev & Hashmat Khan, 2012. "Investment-Specific News Shocks and U.S. Business Cycles," Carleton Economic Papers 12-05, Carleton University, Department of Economics, revised 25 Feb 2013.
- Renato Faccini & Leonardo Melosi, 2018. "The Role of News about TFP in U.S. Recessions and Booms," Working Paper Series WP-2018-6, Federal Reserve Bank of Chicago.
- Milani, Fabio, 2017.
"Sentiment and the U.S. business cycle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 289-311.
- Fabio Milani, 2014. "Sentiment and the US Business Cycle," Working Papers 141504, University of California-Irvine, Department of Economics.
- Fabio Milani, 2014. "Sentiment and the U.S. Business Cycle," 2014 Meeting Papers 883, Society for Economic Dynamics.
- Fabio Milani, 2012.
"The Modeling of Expectations in Empirical DSGE Models: A Survey,"
Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 3-38,
Emerald Group Publishing Limited.
- Fabio Milani, 2012. "The Modeling of Expectations in Empirical DSGE Models: a Survey," Working Papers 121301, University of California-Irvine, Department of Economics.
- da Silva, Marcos Soares & Divino, Jose Angelo, 2013. "The role of banking regulation in an economy under credit risk and liquidity shock," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 266-281.
- Di Pace, Federico & Görtz, Christoph, 2021. "Sectoral comovement, monetary policy and the credit channel," Bank of England working papers 925, Bank of England.
- Caterina Mendicino & Maria Tereza Punzi, 2013. "Confidence and economic activity: the case of Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Milani, Fabio & Rajbhandari, Ashish, 2020.
"Observed expectations, news shocks, and the business cycle,"
Research in Economics, Elsevier, vol. 74(2), pages 95-118.
- Fabio Milani & Ashish Rajrhandari, 2012. "Observed Expectations, News Shocks, and the Business Cycle," Working Papers 121305, University of California-Irvine, Department of Economics.
- Féve, Patrick & Jidoud, Ahmat, 2012.
"Identifying News Shocks from SVARs,"
Journal of Macroeconomics, Elsevier, vol. 34(4), pages 919-932.
- Fève, Patrick & Jidoud, Ahmat, 2012. "Identifying News Shocks from SVARs," IDEI Working Papers 706, Institut d'Économie Industrielle (IDEI), Toulouse.
- Fève, Patrick & Jidoud, Ahmat, 2012. "Identifying News Shocks from SVARs," TSE Working Papers 12-287, Toulouse School of Economics (TSE).
- Chan, Ying Tung & Dong, Yilin, 2022. "How does oil price volatility affect unemployment rates? A dynamic stochastic general equilibrium model," Economic Modelling, Elsevier, vol. 114(C).
- Liao, Shian-Yu & Chen, Been-Lon, 2023. "News shocks to investment-specific technology in business cycles," European Economic Review, Elsevier, vol. 152(C).
- Christoph Görtz & Christopher Gunn & Thomas Lubik, 2018. "Taking Stock of TFP News Shocks: The Inventory Comovement Puzzle," Carleton Economic Papers 18-05, Carleton University, Department of Economics, revised 14 Jul 2018.
- Sims, Eric, 2016. "What׳s news in News? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 41-60.
- Yu Ren & Yufei Yuan, 2014. "Why the Housing Sector Leads the Whole Economy: The Importance of Collateral Constraints and News Shocks," The Journal of Real Estate Finance and Economics, Springer, vol. 48(2), pages 323-341, February.
- Yoonseok Choi, 2020. "Investment Shocks, Consumption Puzzle, And Business Cycles," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1387-1400, July.
- Yasuo Hirose & Takushi Kurozumi, 2017.
"Changes in the Federal Reserve Communication Strategy: A Structural Investigation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(1), pages 171-185, February.
- Yasuo Hirose & Takushi Kurozumi, 2011. "Changes in the Federal Reserve Communication Strategy: A Structural Investigation," Bank of Japan Working Paper Series 11-E-2, Bank of Japan.
- Langer, Viktoria C.E., 2016. "News shocks, nonseparable preferences, and optimal monetary policy," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 237-246.
- Stylianos Asimakopoulos & Marco Lorusso & Luca Pieroni, 2021.
"Can public spending boost private consumption?,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(3), pages 1275-1313, November.
- Stylianos Asimakopoulos & Marco Lorusso & Luca Pieroni, 2016. "Can Public Spending Boost Private Consumption?," CEERP Working Paper Series 005, Centre for Energy Economics Research and Policy, Heriot-Watt University.
- Kamber, Güneş & Theodoridis, Konstantinos & Thoenissen, Christoph, 2017.
"News-driven business cycles in small open economies,"
Journal of International Economics, Elsevier, vol. 105(C), pages 77-89.
- 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.
- 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.
- Theodoridis, Konstantinos & Zanetti, Francesco, 2014.
"News and labour market dynamics in the data and in matching models,"
Bank of England working papers
488, Bank of England.
- 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.
- Mamoon Kader & Hashmat Khan, 2023. "Collateral Shocks: A Dominant Source of U.S. Business Cycles?," Carleton Economic Papers 23-08, Carleton University, Department of Economics, revised 12 Jan 2024.
- Hirose, Yasuo & Kurozumi, Takushi, 2021.
"Identifying News Shocks With Forecast Data,"
Macroeconomic Dynamics, Cambridge University Press, vol. 25(6), pages 1442-1471, September.
- Yasuo Hirose & Takushi Kurozumi, 2012. "Identifying News Shocks with Forecast Data," CAMA Working Papers 2012-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yasuo Hirose & Takushi Kurozumi, 2019. "Identifying News Shocks with Forecast Data," Globalization Institute Working Papers 366, Federal Reserve Bank of Dallas.
- Wagner Joel, 2019. "What does a relative price of investment wedge reveal about the role of investment-specific technology?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 19(2), pages 1-20, June.
- Pavel S. Kapinos, 2021.
"Monetary policy news and systemic risk at the zero lower bound,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 4932-4945, October.
- Pavel Kapinos, 2018. "Monetary Policy News and Systemic Risk at the Zero Lower Bound," 2018 Meeting Papers 1052, Society for Economic Dynamics.
- Louis Phaneuf & Jean Gardy Victor, 2019. "Long‐Run Inflation and the Distorting Effects of Sticky Wages and Technical Change," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(1), pages 5-42, February.
- Karnizova Lilia, 2012.
"News Shocks, Productivity and the U.S. Investment Boom-Bust Cycle,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-50, June.
- Lilia Karnizova, 2012. "News Shocks, Productivity and the U.S. Investment Boom-Bust Cycle," Working Papers 1201E, University of Ottawa, Department of Economics.
- Stefan Avdjiev, 2016.
"News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 181-197, April.
- Stefan Avdjiev, 2011. "News driven business cycles and data on asset prices in estimated DSGE models," BIS Working Papers 358, Bank for International Settlements.
- Badarinza, Cristian & Margaritov, Emil, 2011. "News and policy foresight in a macro-finance model of the US," Working Paper Series 1313, European Central Bank.
- Deniz Nebioğlu, 2022. "Great Recession and news shocks: evidence based on an estimated DSGE model," Empirical Economics, Springer, vol. 62(4), pages 1649-1685, April.
- Ben Zeev, Nadav, 2018.
"What can we learn about news shocks from the late 1990s and early 2000s boom-bust period?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 94-105.
- Nadav Ben Zeev, 2015. "WHAT CAN WE LEARN ABOUT NEWS SHOCKS FROM THE LATE 1990s AND EARLY 2000s BOOM-BUST PERIOD?," Working Papers 1501, Ben-Gurion University of the Negev, Department of Economics.
- Chan, Ying Tung & Qiao, Hui, 2023. "Volatility spillover between oil and stock prices: Structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 265-286.
- Toshihiro Okada, 2017. "Time to Innovate and Aggregate Fluctuations: a New Keynesian Model with Endogenous Technology," Discussion Paper Series 154, School of Economics, Kwansei Gakuin University, revised Dec 2018.
- 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.
- Ali, Syed Zahid & Anwar, Sajid, 2018. "Price puzzle in a small open New Keynesian model," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 29-42.
- Thuy Lan Nguyen & Wataru Miyamoto, 2014. "News shocks and Business cycles: Evidence from forecast data," 2014 Meeting Papers 259, Society for Economic Dynamics.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2017. "How Should News Shocks Be Specified Under Rational Expectations?," Cardiff Economics Working Papers E2017/7, Cardiff University, Cardiff Business School, Economics Section.
- Ng, Eric C.Y. & Feng, Ning, 2016. "Housing market dynamics in a small open economy: Do external and news shocks matter?," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 64-88.
- Deniz Nebioglu & Ayca Ebru Giritligil, 2018. "Wealth Effects and Labor Supply: An Experimental Study," BELIS Working Papers 2018-01, BELIS, Istanbul Bilgi University.
- Offick, Sven & Wohltmann, Hans-Werner, 2015. "Volatility effects of news shocks in (B)RE models with optimal monetary policy," Economics Working Papers 2015-07, Christian-Albrechts-University of Kiel, Department of Economics.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2020. "News and why it is not shocking: The role of micro-foundations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
- repec:zbw:bofrdp:2012_002 is not listed on IDEAS
- Zhaochen He, 2017. "The Contractionary Effect of Bad Economic News," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1339-1384, September.
- Yu Ren & Yufei Yuan, 2013. "Why The House Sector Leads The Whole Economy: the Importance of Collateral Constraints and News Shocks," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Christoph Görtz & John D. Tsoukalas, 2017.
"News and Financial Intermediation in Aggregate Fluctuations,"
The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 514-530, July.
- Görtz, Christoph & Tsoukalas, John, 2011. "News and Financial Intermediation in Aggregate Fluctuations," MPRA Paper 34113, University Library of Munich, Germany, revised Oct 2011.
- Christian Bredemeier & Babette Jansen & Roland Winkler, 2023. "Labor Market Power and the Effects of Fiscal Policy," Jena Economics Research Papers 2023-015, Friedrich-Schiller-University Jena.
- Fabio Milani & John Treadwell, 2012. "The Effects of Monetary Policy “News” and “Surprises”," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1667-1692, December.
- 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.