Measuring the effects of expectations shocks
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Abstract
Suggested Citation
DOI: 10.1016/j.jedc.2021.104075
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Cited by:
- Ahmed, M. Iqbal & Cassou, Steven P., 2021. "Asymmetries in the effects of unemployment expectation shocks as monetary policy shifts with economic conditions," Economic Modelling, Elsevier, vol. 100(C).
- Jonathan Adams & Philip Barrett, 2024.
"Shocks to Inflation Expectations,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
- Jonathan J Adams & Philip Barrett, 2022. "Shocks to Inflation Expectations," Working Papers 001007, University of Florida, Department of Economics.
- Mr. Philip Barrett & Jonathan J. Adams, 2022. "Shocks to Inflation Expectations," IMF Working Papers 2022/072, International Monetary Fund.
- Christoph Görtz & Christopher Gunn & Thomas Lubik, "undated".
"What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs,"
Carleton Economic Papers
19-09, Carleton University, Department of Economics.
- Christoph Görtz & Christopher Gunn & Thomas A. Lubik, 2022. "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," CAMA Working Papers 2022-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Christoph Görtz & Christopher Gunn & Thomas A. Lubik, 2022. "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," Working Paper series 22-11, Rimini Centre for Economic Analysis.
- Christoph Gortz & Christopher Gunn & Thomas A. Lubik, 2019. "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," Working Paper 19-18, Federal Reserve Bank of Richmond.
- Christoph Görtz & Christopher Gunn & Thomas A. Lubik, 2019. "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," CESifo Working Paper Series 7891, CESifo.
- Christoph Gortz & Christopher Gunn & Thomas A. Lubik, 2019. "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," Discussion Papers 19-09, Department of Economics, University of Birmingham.
- Klein, Tony, 2021. "Agree to Disagree? Predictions of U.S. Nonfarm Payroll Changes between 2008 and 2020 and the Impact of the COVID19 Labor Shock," QBS Working Paper Series 2021/07, Queen's University Belfast, Queen's Business School.
- An, Zidong & Sheng, Xuguang Simon & Zheng, Xinye, 2023. "What is the role of perceived oil price shocks in inflation expectations?," Energy Economics, Elsevier, vol. 126(C).
- Danilo Cascaldi-Garcia, 2022. "Forecast Revisions as Instruments for News Shocks," International Finance Discussion Papers 1341, Board of Governors of the Federal Reserve System (U.S.).
- Ma, Xiaohan & Samaniego, Roberto, 2022. "Business cycle dynamics when neutral and investment-specific technology shocks are imperfectly observable," Journal of Mathematical Economics, Elsevier, vol. 101(C).
- Klein, Tony, 2022. "Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock," Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 264-286.
More about this item
Keywords
Mixed-frequency vector autoregressive models; Real-time data; Measurement errors; Expectational shocks;All these keywords.
JEL classification:
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
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