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Investment shocks and the comovement problem

Citations

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Cited by:

  1. Giuliano Curatola & Michael Donadelli & Patrick Gruning & Christoph Meinerding, 2016. "Investment-Specific Shocks, Business Cycles, and Asset Prices," Bank of Lithuania Working Paper Series 36, Bank of Lithuania.
  2. Justiniano, Alejandro & Primiceri, Giorgio E. & Tambalotti, Andrea, 2010. "Investment shocks and business cycles," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 132-145, March.
  3. Yan Zhang, 2021. "Income effects, stabilization policy, and indeterminacy in one-sector models," Annals of Economics and Finance, Society for AEF, vol. 22(1), pages 109-133, May.
  4. Rahul Nath, 2018. "Flexible Labour, Income Effects, and Asset Prices," Economics Series Working Papers 851, University of Oxford, Department of Economics.
  5. Joshua Brault & Hashmat Khan & Louis Phaneuf & Jean Gardy Victor, 2021. "Did the Fed Remain at the ZLB Long Enough? Lessons from the 2008-2019 Period," Working Papers 21-09, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  6. Joshua Brault & Hashmat Khan & Louis Phaneuf & Jean-Gardy Victor, 2020. "Is Unconventional Monetary Policy Stabilizing? Evidence From the Great Recession and Recovery Years," Carleton Economic Papers 20-11, Carleton University, Department of Economics.
  7. Chen, Kuan-Jen & Chu, Angus C. & Lai, Ching-Chong, 2018. "Home production and small open economy business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 110-135.
  8. Francesco Furlanetto & Martin Seneca, 2010. "Investment-specific technology shocks and consumption," Working Paper 2010/30, Norges Bank.
  9. Frédéric Dufourt & Kazuo Nishimura & Carine Nourry & Alain Venditti, 2017. "Sunspot Fluctuations in Two-Sector Models with Variable Income Effects," Studies in Economic Theory, in: Kazuo Nishimura & Alain Venditti & Nicholas C. Yannelis (ed.), Sunspots and Non-Linear Dynamics, chapter 0, pages 71-96, Springer.
  10. Hashmat Khan & John Tsoukalas, 2012. "The Quantitative Importance of News Shocks in Estimated DSGE Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1535-1561, December.
  11. Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2011. "Investment Shocks and the Relative Price of Investment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 101-121, January.
  12. Yoonseok Choi, 2020. "Investment Shocks, Consumption Puzzle, And Business Cycles," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1387-1400, July.
  13. Ran, Gao & Zixiang, Zhu & Jianhao, Lin, 2022. "Consumption–investment comovement and the dynamic impact of monetary policy uncertainty in China," Economic Modelling, Elsevier, vol. 113(C).
  14. Furlanetto, Francesco & Seneca, Martin, 2014. "New Perspectives On Depreciation Shocks As A Source Of Business Cycle Fluctuations," Macroeconomic Dynamics, Cambridge University Press, vol. 18(6), pages 1209-1233, September.
  15. Kamber, Günes & Smith, Christie & Thoenissen, Christoph, 2015. "Financial frictions and the role of investment-specific technology shocks in the business cycle," Economic Modelling, Elsevier, vol. 51(C), pages 571-582.
  16. Louis Phaneuf & Jean Gardy Victor, 2019. "Long‐Run Inflation and the Distorting Effects of Sticky Wages and Technical Change," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(1), pages 5-42, February.
  17. Been‐Lon Chen & Shun‐Fa Lee & Xavier Raurich, 2020. "Non‐separable utilities and aggregate instability," International Journal of Economic Theory, The International Society for Economic Theory, vol. 16(2), pages 222-237, June.
  18. Khan, Hashmat & Phaneuf, Louis & Victor, Jean Gardy, 2020. "Rules-based monetary policy and the threat of indeterminacy when trend inflation is low," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 317-333.
  19. Andrei Polbin & Sergey Drobyshevsky, 2014. "Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 166P, pages 156-156.
  20. Ben Zeev, Nadav, 2018. "What can we learn about news shocks from the late 1990s and early 2000s boom-bust period?," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 94-105.
  21. Abad, Nicolas & Seegmuller, Thomas & Venditti, Alain, 2017. "Nonseparable Preferences Do Not Rule Out Aggregate Instability Under Balanced-Budget Rules: A Note," Macroeconomic Dynamics, Cambridge University Press, vol. 21(1), pages 259-277, January.
  22. Benjamin Caswell, 2021. "Investment Shocks," Working Papers 335109180, Lancaster University Management School, Economics Department.
  23. Christoph Görtz & John D. Tsoukalas, 2017. "News and Financial Intermediation in Aggregate Fluctuations," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 514-530, July.
  24. Dey, Jaya, 2014. "Evaluating monetary policy under preferences with zero wealth effect: A Bayesian approach," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 209-234.
  25. Furlanetto, Francesco & Natvik, Gisle J. & Seneca, Martin, 2013. "Investment shocks and macroeconomic co-movement," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 208-216.
  26. Hashmat Khan & Louis Phaneuf & Jean Gardy Victor, 2020. "A Tale of Two Major Postwar Business Cycle Episodes," Working Papers 20-03, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  27. Reza, Abeer, 2014. "Consumption response to investment shocks under financial frictions," Economics Letters, Elsevier, vol. 123(1), pages 50-53.
  28. Sohei Kaihatsu & Takushi Kurozumi, 2014. "Sources of Business Fluctuations: Financial or Technology Shocks?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 224-242, April.
  29. Luca Guerrieri & Dale Henderson & Jinill Kim, 2020. "Interpreting shocks to the relative price of investment with a two‐sector model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 82-98, January.
  30. Francesco Zanetti, 2015. "Financial Shocks and Labor Market Fluctuations," Economics Series Working Papers Number-746, University of Oxford, Department of Economics.
  31. Been‐Lon Chen & Shian‐Yu Liao, 2018. "Durable Goods, Investment Shocks, and the Comovement Problem," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(2-3), pages 377-406, March.
  32. Yan Zhang, 2020. "Home Production and Indeterminacy with Variable Income Effects," Annals of Economics and Finance, Society for AEF, vol. 21(1), pages 153-172, May.
  33. Marcel Förster, 2013. "The Great Moderation: Inventories, Shocks or Monetary Policy?," MAGKS Papers on Economics 201348, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  34. Nadav Ben Zeev, 2019. "Is There A Single Shock That Drives The Majority Of Business Cycle Fluctuations?," Working Papers 1906, Ben-Gurion University of the Negev, Department of Economics.
  35. Guido Ascari & Louis Phaneuf & Eric Sims, 2020. "Can New Keynesian Models Survive the Barro-King Curse?," Working Papers 20-05, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  36. Yadav, Jayant, 2020. "Flight to Safety in Business cycles," MPRA Paper 104093, University Library of Munich, Germany.
  37. Frank Smets & Joris Tielens & Jan Van Hove, 2018. "Pipeline Pressures and Sectoral Inflation Dynamics," Working Paper Research 351, National Bank of Belgium.
  38. Dimitris Papageorgiou, 2014. "BoGGEM: a dynamic stochastic general equilibrium model for policy simulations," Working Papers 182, Bank of Greece.
  39. Naohisa Hirakata & Takushi Kurozumi, 2013. "The International Finance Multiplier in Business Cycle Fluctuations," IMES Discussion Paper Series 13-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
  40. Dey, Jaya & Tsai, Yi-Chan, 2017. "Explaining the durable goods co-movement puzzle: A Bayesian approach," Journal of Macroeconomics, Elsevier, vol. 52(C), pages 75-99.
  41. Marco Centoni & Gianluca Cubadda, 2011. "Modelling comovements of economic time series: a selective survey," Statistica, Department of Statistics, University of Bologna, vol. 71(2), pages 267-294.
  42. Mamoon Kader & Hashmat Khan, 2023. "Collateral Shocks: A Dominant Source of U.S. Business Cycles?," Carleton Economic Papers 23-08, Carleton University, Department of Economics, revised 12 Jan 2024.
  43. Deniz Nebioğlu, 2022. "Great Recession and news shocks: evidence based on an estimated DSGE model," Empirical Economics, Springer, vol. 62(4), pages 1649-1685, April.
  44. Kaihatsu, Sohei & Kurozumi, Takushi, 2014. "What caused Japan’s Great Stagnation in the 1990s? Evidence from an estimated DSGE model," Journal of the Japanese and International Economies, Elsevier, vol. 34(C), pages 217-235.
  45. Furlanetto, Francesco & Seneca, Martin, 2014. "Investment shocks and consumption," European Economic Review, Elsevier, vol. 66(C), pages 111-126.
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