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News-driven Business Cycles in SVARs
16 references·0 citing·48 second hop
News-driven Business Cycles in SVARs (2011)News-driven Business Cycles in SVARsAre Technology Improvements Contractionary? (2006)Are Technology Improvements C…What is an Oil Shock? (2000)What is an Oil Shock?The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Measuring Monetary Policy (1998)Measuring Monetary PolicyAn Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)An Optimization-Based Econome…Long-Run Implications of Investment-Specific Technological Change (1995)Long-Run Implications of Inve…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Stock Returns, Expected Returns, and Real Activity (1990)Stock Returns, Expected Retur…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…Macroeconomics and Reality (1980)Macroeconomics and RealityThe Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Oil and the Macroeconomy since World War II (1983)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Facts and Fantasies about Commodity Futures (2006)The Economic Effects of Energy Price Shocks (2008)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Time Series Analysis: Forecasting and Control (1977)Trends and random walks in macroeconmic time series (1982)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Fractional Brownian Motions, Fractional Noises and Applications (1968)Time Series Analysis Forecasting and Control. (1971)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)The contribution of tourism development to economic growth in the Korean economy (2003)Aggregate Dynamics and Staggered Contracts (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Production, growth and business cycles (1988)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)The federal funds rate and the channels of monetary transmission (1989)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Quarterly Journal of Economics (2024)Discretion versus policy rules in practice (1993)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Does the Stock Market Overreact? (1985)Introduction: epistemic communities and international policy coordination (1992)
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References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 2000What is an Oil Shock?2,194 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
  • 1995Long-Run Implications of Investment-Specific Technological Change

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  • 2006Are Technology Improvements Contractionary?878 cited
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