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Identifying News Shocks from SVARs
16 references·1 citing·49 second hopsampled
Identifying News Shocks from SVARs (2012)Identifying News Shocks from SVARsRational Expectations Econometrics (2019)Rational Expectations Econome…Fiscal Foresight and Information Flows (2013)Fiscal Foresight and Informat…The Quantitative Importance of News Shocks in Estimated DSGE Models (2012)The Quantitative Importance o…News shocks and business cycles (2011)News shocks and business cycl…Identifying Government Spending Shocks: It's all in the Timing* (2011)Identifying Government Spendi…Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach (2011)Can News Be a Major Source of…Understanding the aggregate effects of anticipated and unanticipated tax policy shocks (2010)Understanding the aggregate e…Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach (2010)Measuring the Impact of Fisca…What's News in Business Cycles (2008)What's News in Business CyclesAre Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory? (2008)Are Structural VARs with Long…Vector autoregressions and reduced form representations of DSGE models (2007)Vector autoregressions and re…Stock Prices, News, and Economic Fluctuations (2006)Stock Prices, News, and Econo…VAR analysis, nonfundamental representations, blaschke matrices (1994)VAR analysis, nonfundamental …The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Macroeconomics and Reality (1980)Macroeconomics and RealityFormulating and estimating dynamic linear rational expectations models (1980)Formulating and estimating dy…Technological Standardization, Endogenous Productivity and Transitory Dynamics (2014)Technological Standardization…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Time to Build and Aggregate Fluctuations (1982)Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Confidence and the transmission of government spending shocks (2012)What Can Survey Forecasts Tell Us about Information Rigidities? (2012)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)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)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis: Forecasting and Control (1977)The Solution of Linear Difference Models under Rational Expectations (1980)On the Limitations of Government Borrowing: A Framework for Empirical Testing (1985)Rational-expectations econometric analysis of changes in regime (1988)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated US Tax Policy Shocks (2012)ON FISCAL MULTIPLIERS: ESTIMATES FROM A MEDIUM SCALE DSGE MODEL (2014)The output effect of fiscal consolidation plans (2014)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Panel Vector Autoregressive Models: A Survey (2013)Macroeconomic Shocks and Their Propagation (2016)Understanding the Effects of Government Spending on Consumption (2007)When Is the Government Spending Multiplier Large? (2011)Measuring the Output Responses to Fiscal Policy (2012)Measuring Geopolitical Risk (2022)Investment, Capacity Utilization and the Real Business Cycle (1986)Theory ahead of business-cycle measurement (1986)By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (1995)Ambiguous Business Cycles (2014)Trade and the Global Recession (2016)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Risk, uncertainty and monetary policy (2013)Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)The General Theory of Employment, Interest, and Money (2018)Econometric policy evaluation: A critique (1976)Some Fiscal Calculus (2010)Marginal Tax Rates and Income: New Time Series Evidence (2013)The macroeconomic effects of public investment: Evidence from advanced economies (2016)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 2011Identifying Government Spending Shocks: It's all in the Timing*1,670 cited
  • 1980Formulating and estimating dynamic linear rational expectations models877 cited
  • 2006Stock Prices, News, and Economic Fluctuations873 cited
  • 2011News shocks and business cycles534 cited
  • 2008What's News in Business Cycles404 cited
  • 2013Fiscal Foresight and Information Flows398 cited
  • 2008Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?272 cited
  • 2010Understanding the aggregate effects of anticipated and unanticipated tax policy shocks205 cited
  • 1994VAR analysis, nonfundamental representations, blaschke matrices201 cited
  • 2010Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach196 cited
  • 2011Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach141 cited
  • 2019Rational Expectations Econometrics140 cited
  • 2007Vector autoregressions and reduced form representations of DSGE models139 cited

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  • 2012The Quantitative Importance of News Shocks in Estimated DSGE Models138 cited
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    • 2014Technological Standardization, Endogenous Productivity and Transitory Dynamics66 cited