News shocks, nonfundamentalness and volatility
Tài liệu tham khảo
Barsky, 2011, News shocks and business cycles, Journal of Monetary Economics, 58, 273, 10.1016/j.jmoneco.2011.03.001
Beaudry, 2010, Letting different views about business cycles compete, NBER Macroeconomics Annual, 24, 413, 10.1086/648305
Beaudry, 2004, An exploration into Pigou’s theory of cycles, Journal of Monetary Economics, 51, 1183, 10.1016/j.jmoneco.2003.10.003
Beaudry, 2006, Stock prices, news, and economic fluctuations, American Economic Review, 96, 1293, 10.1257/aer.96.4.1293
Fève, 2009, On the dynamic implications of news shocks, Economics Letters, 102, 96, 10.1016/j.econlet.2008.11.023
Lang, 2002, vol. 211
Lippi, 1993, The dynamic effects of aggregate demand and supply disturbances: comment, American Economic Review, 83, 644
Lippi, 1994, VAR analysis, nonfundamental representations, Blaschke matrices, Journal of Econometrics, 63, 307, 10.1016/0304-4076(93)01570-C
Mertens, 2010, Measuring the impact of fiscal policy in the face of anticipation: a structural VAR approach, The Economic Journal, 120, 393, 10.1111/j.1468-0297.2010.02361.x
Schmitt-Grohé, 2012, What’s news in business cycles, Econometrica, 80, 2733, 10.3982/ECTA8050
Sury, 1999, Cyclotomy and cyclotomic polynomials, Resonance, 4, 41, 10.1007/BF02838673
Winkler, 2012, On the (de)stabilizing effects of news shocks, Economics Letters, 114, 256, 10.1016/j.econlet.2011.10.002