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IDENTIFYING THE ROLE OF RISK SHOCKS IN THE BUSINESS CYCLE USING STOCK PRICE DATA
16 references·0 citing·34 second hop
IDENTIFYING THE ROLE OF RISK SHOCKS IN THE BUSINESS CYCLE USING STOCK PRICE DATA (2012)IDENTIFYING THE ROLE OF RISK SHOCKS IN TH…Handbook of the Economics of Finance (2013)Handbook of the Economics of …Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)House Prices, Borrowing Const…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…Credit Cycles (1997)Credit CyclesTechnology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Technology, Employment, and t…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Production, growth and business cycles (1988)Production, growth and busine…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Tobin's Marginal q and Averag…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY (1975)MONOPOLISTIC COMPETITION AND …A General Equilibrium Approach To Monetary Theory (1969)A General Equilibrium Approac…A New Approach to Consumer Theory (1976)Endogenous Technological Change (1989)Increasing Returns and Economic Geography (1990)A Model of Growth Through Creative Destruction (1992)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Spreads and Business Cycle Fluctuations (2012)"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)Macroeconomics and Reality (1980)The equity premium: A puzzle (1985)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)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)Discretion versus policy rules in practice (1993)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)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)The Impact of Uncertainty Shocks (2009)Information Technology and the U.S. Economy (2001)Nursery Cities: Urban Diversity, Process Innovation, and the Life Cycle of Products (2001)Does female representation in top management improve firm performance? A panel data investigation (2012)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)
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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 1975MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY7,391 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1969A General Equilibrium Approach To Monetary Theory5,340 cited
  • 1997Credit Cycles5,254 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 1982Tobin's Marginal q and Average q: A Neoclassical Interpretation3,178 cited
  • 2005House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle2,485 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1988Production, growth and business cycles2,193 cited
  • 2013Handbook of the Economics of Finance1,813 cited

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1996
Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations
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