Song, Dongho; Tang, Jenny News-driven uncertainty fluctuations. (English) Zbl 1531.62193 J. Bus. Econ. Stat. 41, No. 3, 968-982 (2023). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Chahrour, Ryan; Chugh, Sanjay K.; Potter, Tristan Anticipated productivity and the labor market. (English) Zbl 07766862 Quant. Econ. 14, No. 3, 897-934 (2023). MSC: 91-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Adams, Jonathan J. Moderating noise-driven macroeconomic fluctuations under dispersed information. (English) Zbl 1526.91008 J. Econ. Dyn. Control 156, Article ID 104752, 27 p. (2023). MSC: 91B62 91B64 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Jongsoo; Kim, Kwang Hwan; Shim, Myungkyu Are all economic fluctuations bad for consumers? (English) Zbl 1526.91014 J. Econ. Dyn. Control 156, Article ID 104750, 23 p. (2023). MSC: 91B66 91B62 91B15 × Cite Format Result Cite Review PDF Full Text: DOI
Mérő, Bence; Borsos, András; Hosszú, Zsuzsanna; Oláh, Zsolt; Vágó, Nikolett A high-resolution, data-driven agent-based model of the housing market. (English) Zbl 1526.91009 J. Econ. Dyn. Control 155, Article ID 104738, 59 p. (2023). MSC: 91B62 91B64 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Ho, Paul Global robust Bayesian analysis in large models. (English) Zbl 07704467 J. Econom. 235, No. 2, 608-642 (2023). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Iskrev, Nikolay On the sources of information in the moment structure of dynamic macroeconomic models. (English) Zbl 07928174 J. Bus. Econ. Stat. 40, No. 1, 272-284 (2022). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Goyal, Ashima; Kumar, Abhishek News, noise, and Indian business cycle. (English) Zbl 1503.91069 Bull. Econ. Res. 74, No. 2, 503-538 (2022). MSC: 91B62 91B51 91B64 × Cite Format Result Cite Review PDF Full Text: DOI Link
Ma, Xiaohan; Samaniego, Roberto Business cycle dynamics when neutral and investment-specific technology shocks are imperfectly observable. (English) Zbl 1497.91187 J. Math. Econ. 101, Article ID 102694, 15 p. (2022). MSC: 91B62 91B50 91B38 × Cite Format Result Cite Review PDF Full Text: DOI
Müller, Tobias; Christoffel, Kai; Mazelis, Falk; Montes-Galdón, Carlos Disciplining expectations and the forward guidance puzzle. (English) Zbl 1489.91173 J. Econ. Dyn. Control 137, Article ID 104336, 39 p. (2022). MSC: 91B64 91B51 × Cite Format Result Cite Review PDF Full Text: DOI Link
Phaneuf, Louis; Victor, Jean Gardy On time-dependent nominal contracting models with positive trend inflation. (English) Zbl 1475.91153 J. Econ. Dyn. Control 124, Article ID 104076, 23 p. (2021). MSC: 91B41 91B39 91B51 × Cite Format Result Cite Review PDF Full Text: DOI
Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors. (English) Zbl 1471.62519 J. Econom. 221, No. 2, 455-482 (2021). MSC: 62P20 62M10 62H25 91B84 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Maliar, Lilia; Maliar, Serguei; Taylor, John B.; Tsener, Inna A tractable framework for analyzing a class of nonstationary Markov models. (English) Zbl 1466.91190 Quant. Econ. 11, No. 4, 1289-1323 (2020). MSC: 91B62 × Cite Format Result Cite Review PDF Full Text: DOI
Airaudo, Marco Temptation and forward-guidance. (English) Zbl 1432.91081 J. Econ. Theory 186, Article ID 104989, 29 p. (2020). MSC: 91B64 91B06 × Cite Format Result Cite Review PDF Full Text: DOI
Guerron-Quintana, Pablo A.; Jinnai, Ryo Financial frictions, trends, and the great recession. (English) Zbl 1430.91054 Quant. Econ. 10, No. 2, 735-773 (2019). MSC: 91B62 91B38 × Cite Format Result Cite Review PDF Full Text: DOI Link
Iskrev, Nikolay What to expect when you’re calibrating: measuring the effect of calibration on the estimation of macroeconomic models. (English) Zbl 1411.91410 J. Econ. Dyn. Control 99, 54-81 (2019). MSC: 91B64 91B51 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Bekiros, Stelios; Nilavongse, Rachatar; Uddin, Gazi Salah Bank capital shocks and countercyclical requirements: implications for banking stability and welfare. (English) Zbl 1401.91312 J. Econ. Dyn. Control 93, 315-331 (2018). MSC: 91B64 91B50 × Cite Format Result Cite Review PDF Full Text: DOI
Ben Zeev, Nadav What can we learn about news shocks from the late 1990s and early 2000s boom-bust period? (English) Zbl 1401.91313 J. Econ. Dyn. Control 87, 94-105 (2018). MSC: 91B64 91B84 × Cite Format Result Cite Review PDF Full Text: DOI Link
Chen, Bin; Choi, Jinho; Escanciano, Juan Carlos Testing for fundamental vector moving average representations. (English) Zbl 1398.62224 Quant. Econ. 8, No. 1, 149-180 (2017). MSC: 62M10 60G44 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Milani, Fabio Sentiment and the U.S. business cycle. (English) Zbl 1401.91417 J. Econ. Dyn. Control 82, 289-311 (2017). MSC: 91B64 91B74 91B51 91B50 × Cite Format Result Cite Review PDF Full Text: DOI Link
Gomes, Sandra; Iskrev, Nikolay; Mendicino, Caterina Monetary policy shocks: we got news! (English) Zbl 1401.91243 J. Econ. Dyn. Control 74, 108-128 (2017). MSC: 91B51 91B62 91B64 × Cite Format Result Cite Review PDF Full Text: DOI Link
Saijo, Hikaru The uncertainty multiplier and business cycles. (English) Zbl 1401.91288 J. Econ. Dyn. Control 78, 1-25 (2017). MSC: 91B62 91B55 × Cite Format Result Cite Review PDF Full Text: DOI Link
Fève, Patrick; Kass-Hanna, Tannous; Pietrunti, Mario An analytical characterization of noisy fiscal policy. (English) Zbl 1396.91410 Econ. Lett. 148, 76-79 (2016). MSC: 91B51 × Cite Format Result Cite Review PDF Full Text: DOI Link
Offick, Sven; Wohltmann, Hans-Werner Volatility effects of news shocks in New Keynesian models with optimal monetary policy. (English) Zbl 1396.91544 Econ. Lett. 147, 78-82 (2016). MSC: 91B64 × Cite Format Result Cite Review PDF Full Text: DOI Link
Fan, Haichao; Gao, Xiang; Xu, Juanyi; Xu, Zhiwei News shock, firm dynamics and business cycles: evidence and theory. (English) Zbl 1401.91276 J. Econ. Dyn. Control 73, 159-180 (2016). MSC: 91B62 91B44 × Cite Format Result Cite Review PDF Full Text: DOI
Sims, Eric Whats news in news? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks. (English) Zbl 1401.91269 J. Econ. Dyn. Control 73, 41-60 (2016). MSC: 91B55 91B44 × Cite Format Result Cite Review PDF Full Text: DOI
Shen, Wenyi News, disaster risk, and time-varying uncertainty. (English) Zbl 1402.91577 J. Econ. Dyn. Control 51, 459-479 (2015). MSC: 91B82 62P20 91B62 × Cite Format Result Cite Review PDF Full Text: DOI
Miao, Jianjun; Wang, Pengfei; Xu, Zhiwei A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles. (English) Zbl 1396.91416 Quant. Econ. 6, No. 3, 599-635 (2015). MSC: 91B51 91G99 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Mutschler, Willi Identification of DSGE models – the effect of higher-order approximation and pruning. (English) Zbl 1401.91248 J. Econ. Dyn. Control 56, 34-54 (2015). MSC: 91B51 × Cite Format Result Cite Review PDF Full Text: DOI
Gervais, Martin; Jaimovich, Nir; Siu, Henry E.; Yedid-Levi, Yaniv Technological learning and labor market dynamics. (English) Zbl 1405.91311 Int. Econ. Rev. 56, No. 1, 27-53 (2015). MSC: 91B40 91B68 90B40 × Cite Format Result Cite Review PDF Full Text: DOI
Hürtgen, Patrick Consumer misperceptions, uncertain fundamentals, and the business cycle. (English) Zbl 1402.91576 J. Econ. Dyn. Control 40, 279-292 (2014). MSC: 91B82 91B62 × Cite Format Result Cite Review PDF Full Text: DOI Link
Dey, Jaya Evaluating monetary policy under preferences with zero wealth effect: a Bayesian approach. (English) Zbl 1402.91437 J. Econ. Dyn. Control 38, 209-234 (2014). MSC: 91B64 62F15 91B51 91B82 × Cite Format Result Cite Review PDF Full Text: DOI
Dupor, Bill; Mehkari, M. Saif The analytics of technology news shocks. (English) Zbl 1309.91096 J. Econ. Theory 153, 392-427 (2014). MSC: 91B62 44A10 × Cite Format Result Cite Review PDF Full Text: DOI
Chang, Roberto; Fernández, Andrés On the sources of aggregate fluctuations in emerging economies. (English) Zbl 1420.91277 Int. Econ. Rev. 54, No. 4, 1265-1293 (2013). MSC: 91B62 × Cite Format Result Cite Review PDF Full Text: DOI
Born, Benjamin; Peter, Alexandra; Pfeifer, Johannes Fiscal news and macroeconomic volatility. (English) Zbl 1402.91412 J. Econ. Dyn. Control 37, No. 12, 2582-2601 (2013). MSC: 91B64 62F15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Mitra, Kaushik; Evans, George W.; Honkapohja, Seppo Policy change and learning in the RBC model. (English) Zbl 1402.91484 J. Econ. Dyn. Control 37, No. 10, 1947-1971 (2013). MSC: 91B64 91B62 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Saijo, Hikaru Estimating DSGE models using seasonally adjusted and unadjusted data. (English) Zbl 1443.62501 J. Econom. 173, No. 1, 22-35 (2013). MSC: 62P20 91B51 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hernandez, Kolver A system reduction method to efficiently solve DSGE models. (English) Zbl 1346.91141 J. Econ. Dyn. Control 37, No. 3, 571-576 (2013). MSC: 91B51 × Cite Format Result Cite Review PDF Full Text: DOI
Lambertini, Luisa; Mendicino, Caterina; Teresa Punzi, Maria Leaning against boom-bust cycles in credit and housing prices. (English) Zbl 1327.91050 J. Econ. Dyn. Control 37, No. 8, 1500-1522 (2013). MSC: 91B64 × Cite Format Result Cite Review PDF Full Text: DOI
Leeper, Eric M.; Walker, Todd B.; Yang, Shu-Chun Susan Fiscal foresight and information flows. (English) Zbl 1274.91321 Econometrica 81, No. 3, 1115-1145 (2013). MSC: 91B64 91B44 × Cite Format Result Cite Review PDF Full Text: DOI
Matsumoto, Akito; Cova, Pietro; Pisani, Massimiliano; Rebucci, Alessandro News shocks and asset price volatility in general equilibrium. (English) Zbl 1241.91100 J. Econ. Dyn. Control 35, No. 12, 2132-2149 (2011). MSC: 91B82 91B50 × Cite Format Result Cite Review PDF Full Text: DOI Link
Christiano, Lawrence J.; Trabandt, Mathias; Walentin, Karl Introducing financial frictions and unemployment into a small open economy model. (English) Zbl 1241.91081 J. Econ. Dyn. Control 35, No. 12, 1999-2041 (2011). MSC: 91B64 91B40 91B82 91B74 × Cite Format Result Cite Review PDF Full Text: DOI
Leeper, Eric M.; Plante, Michael; Traum, Nora Dynamics of fiscal financing in the United States. (English) Zbl 1431.62644 J. Econom. 156, No. 2, 304-321 (2010). MSC: 62P20 62F15 91B64 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kamber, Güneş Inflation dynamics under habit formation in hours. (English) Zbl 1196.91041 Econ. Lett. 108, No. 3, 269-272 (2010). MSC: 91B64 91B55 × Cite Format Result Cite Review PDF Full Text: DOI
Nutahara, Kengo Internal and external habits and news-driven business cycles. (English) Zbl 1203.91165 Econ. Lett. 107, No. 2, 300-303 (2010). MSC: 91B55 91B44 × Cite Format Result Cite Review PDF Full Text: DOI