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Investment shocks and the comovement problem
16 references·13 citing·35 second hop
Investment shocks and the comovement problem (2010)Investment shocks and the comovement prob…Firm-specific capital, nominal rigidities and the business cycle (2010)Firm-specific capital, nomina…Investment Shocks and Business Cycles (2008)Investment Shocks and Busines…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Bayesian Analysis of DSGE Models (2007)Bayesian Analysis of DSGE Mod…The Dynamic Effects of Neutral and Investment‐Specific Technology Shocks (2006)The Dynamic Effects of Neutra…Can News About the Future Drive the Business Cycle? (2006)Can News About the Future Dri…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Optimal monetary policy with staggered wage and price contracts (2000)Optimal monetary policy with …Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…The Quantitative Analytics of the Basic Neomonetarist Model (1995)The Quantitative Analytics of…The Quantitative Analytics of the Basic Neomonetarist Model (1995)The Quantitative Analytics of…Long-Run Implications of Investment-Specific Technological Change (1995)Long-Run Implications of Inve…Production, growth and business cycles (1988)Production, growth and busine…Investment, Capacity Utilization and the Real Business Cycle (1986)Investment, Capacity Utilizat…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Boggem: A Dynamic Stochastic General Equilibrium Model for Policy Simulations (2022)Boggem: A Dynamic Stochastic …Pipeline Pressures and Sectoral Inflation Dynamics (2019)Pipeline Pressures and Sector…Home production and small open economy business cycles (2018)Home production and small ope…What can we learn about news shocks from the late 1990s and early 2000s boom-bust period? (2017)What can we learn about news …FINANCIAL SHOCKS, JOB DESTRUCTION SHOCKS, AND LABOR MARKET FLUCTUATIONS (2017)FINANCIAL SHOCKS, JOB DESTRUC…News and Financial Intermediation in Aggregate Fluctuations (2016)News and Financial Intermedia…Financial frictions and the role of investment-specific technology shocks in the business cycle (2015)Financial frictions and the r…What caused Japan’s Great Stagnation in the 1990s? Evidence from an estimated DSGE model (2014)What caused Japan’s Great Sta…Sources of business fluctuations: Financial or technology shocks? (2013)Sources of business fluctuati…NEW PERSPECTIVES ON DEPRECIATION SHOCKS AS A SOURCE OF BUSINESS CYCLE FLUCTUATIONS (2013)NEW PERSPECTIVES ON DEPRECIAT…Investment shocks and macroeconomic co-movement (2013)Investment shocks and macroec…Investment shocks and consumption (2013)Investment shocks and consump…Investment-Specific Technology Shocks and Consumption (2011)Investment-Specific Technolog…A Contribution to the Theory of Economic Growth (1956)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)On the mechanics of economic development (1988)The Race between Man and Machine: Implications of Technology for Growth, Factor Shares, and Employment (2018)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment (1937)Time to Build and Aggregate Fluctuations (1982)Income and Wealth Heterogeneity in the Macroeconomy (1998)Discretion versus policy rules in practice (1993)The General Theory of Employment, Interest, and Money (2018)Increasing Returns and Long-Run Growth (1986)Long-Run Policy Analysis and Long-Run Growth (1991)Raising the Speed Limit: U.S. Economic Growth in the Information Age (2000)Information Technology and the U.S. Economy (2001)Growth and Structural Transformation (2013)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)The Role of Monetary Policy (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Macroeconomic Effects of Financial Shocks (2012)Risk Shocks (2013)American Economic Review (2019)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? (2011)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Understanding the Effects of Government Spending on Consumption (2007)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)
this work references cited by second hop

References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 2000Optimal monetary policy with staggered wage and price contracts2,281 cited
  • 1988Production, growth and business cycles2,193 cited
  • 1986Investment, Capacity Utilization and the Real Business Cycle2,127 cited
  • 2007Bayesian Analysis of DSGE Models1,367 cited
  • 1995Long-Run Implications of Investment-Specific Technological Change1,350 cited
  • 2006Can News About the Future Drive the Business Cycle?955 cited
  • 2008Investment Shocks and Business Cycles887 cited
  • 1995The Quantitative Analytics of the Basic Neomonetarist Model710 cited
  • 2006The Dynamic Effects of Neutral and Investment‐Specific Technology Shocks693 cited
  • 2010Firm-specific capital, nominal rigidities and the business cycle591 cited

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1995
The Quantitative Analytics of the Basic Neomonetarist Model
538 cited

Cited by

  • 2016News and Financial Intermediation in Aggregate Fluctuations49 cited
  • 2017What can we learn about news shocks from the late 1990s and early 2000s boom-bust period?41 cited
  • 2013Sources of business fluctuations: Financial or technology shocks?33 cited
  • 2013Investment shocks and consumption32 cited
  • 2013NEW PERSPECTIVES ON DEPRECIATION SHOCKS AS A SOURCE OF BUSINESS CYCLE FLUCTUATIONS30 cited
  • 2022Boggem: A Dynamic Stochastic General Equilibrium Model for Policy Simulations29 cited
  • 2013Investment shocks and macroeconomic co-movement26 cited
  • 2017FINANCIAL SHOCKS, JOB DESTRUCTION SHOCKS, AND LABOR MARKET FLUCTUATIONS21 cited
  • 2015Financial frictions and the role of investment-specific technology shocks in the business cycle21 cited
  • 2019Pipeline Pressures and Sectoral Inflation Dynamics20 cited
  • 2011Investment-Specific Technology Shocks and Consumption20 cited
  • 2014What caused Japan’s Great Stagnation in the 1990s? Evidence from an estimated DSGE model19 cited
  • 2018Home production and small open economy business cycles14 cited