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Investment‐Specific News Shocks and U.S. Business Cycles
16 references·14 citing·42 second hop
Investment‐Specific News Shocks and U.S. Business Cycles (2015)Investment‐Specific News Shocks and U.S. …Really Uncertain Business Cycles (2012)Really Uncertain Business Cyc…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…Identifying Government Spending Shocks: It's all in the Timing* (2011)Identifying Government Spendi…The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)The Macroeconomic Effects of …The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Structural Vector Autoregress…Investment Shocks and Business Cycles (2008)Investment Shocks and Busines…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…The Dynamic Effects of Neutral and Investment‐Specific Technology Shocks (2006)The Dynamic Effects of Neutra…Stock Prices, News, and Economic Fluctuations (2006)Stock Prices, News, and Econo…Can News About the Future Drive the Business Cycle? (2006)Can News About the Future Dri…Are Technology Improvements Contractionary? (2006)Are Technology Improvements C…Is the technology-driven real business cycle hypothesis dead? Shocks and aggregate fluctuations revisited (2005)Is the technology-driven real…A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Technology, Employment, and t…Investment, Capacity Utilization and the Real Business Cycle (1986)Investment, Capacity Utilizat…What Can Time‐Series Regressions Tell Us About Policy Counterfactuals? 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Evidence from the United States (2019)How does government spending …Carbon emissions and business cycles (2019)Carbon emissions and business…What can we learn about news shocks from the late 1990s and early 2000s boom-bust period? (2017)What can we learn about news …News and Financial Intermediation in Aggregate Fluctuations (2016)News and Financial Intermedia…Differences in Quarterly Utilization-Adjusted TFP by Vintage, with an Application to News Shocks (2016)Differences in Quarterly Util…News Driven Business Cycles: Insights and Challenges (2013)News Driven Business Cycles: …Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)A Macroeconomic Model with a Financial Sector (2014)Fiscal Stimulus in a Monetary Union: Evidence from US Regions (2014)Measuring Geopolitical Risk (2022)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)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Some Evidence on the Importance of Sticky Prices (2004)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Macroeconomics and Reality (1980)Risk, uncertainty and monetary policy (2013)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Household Expenditure and the Income Tax Rebates of 2001 (2006)Growth Forecast Errors and Fiscal Multipliers (2013)The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Credit Cycles (1997)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)U.S. Monetary Policy and the Global Financial Cycle (2020)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)The federal funds rate and the channels of monetary transmission (1989)Interpreting the macroeconomic time series facts (1992)Measuring Monetary Policy (1998)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Policy Uncertainty and Corporate Investment (2015)
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References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 1986Investment, Capacity Utilization and the Real Business Cycle2,127 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2010The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks2,096 cited
  • 1996Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations1,731 cited
  • 2011Identifying Government Spending Shocks: It's all in the Timing*1,670 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 2006Can News About the Future Drive the Business Cycle?955 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited
  • 2008Investment Shocks and Business Cycles887 cited
  • 2006Are Technology Improvements Contractionary?878 cited
  • 2006Stock Prices, News, and Economic Fluctuations873 cited
  • 2006The Dynamic Effects of Neutral and Investment‐Specific Technology Shocks693 cited
  • 2012Really Uncertain Business Cycles613 cited

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2005
Is the technology-driven real business cycle hypothesis dead? Shocks and aggregate fluctuations revisited
580 cited

Cited by

  • 2019Carbon emissions and business cycles82 cited
  • 2023What Can Time‐Series Regressions Tell Us About Policy Counterfactuals?60 cited
  • 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
  • 2020News Shocks Under Financial Frictions40 cited
  • 2021UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION28 cited
  • 2020Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies26 cited
  • 2013News Driven Business Cycles: Insights and Challenges21 cited
  • 2021NEWS SHOCKS AND THE EFFECTS OF MONETARY POLICY16 cited
  • 2019When Creativity Strikes: News Shocks and Business Cycle Fluctuations16 cited
  • 2016Differences in Quarterly Utilization-Adjusted TFP by Vintage, with an Application to News Shocks15 cited
  • 2019New Approaches to the Identification of Low-Frequency Drivers: An Application to Technology Shocks15 cited
  • 2021Capital-labor substitution elasticity: A simulated method of moments approach14 cited
  • 2019How does government spending news affect interest rates? Evidence from the United States13 cited