The Quantitative Importance of News Shocks in Estimated DSGE Models

By H. Khan, J. Tsoukalas. 2012

159 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/68756c958eb7c74bb0ee8805a3b0d9cfdd76a18f

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In Economics and Econometrics

1. Evi Pappa
2. Nadav Ben Zeev
3. V. Ramey
4. Mark W. Watson
5. James H. Stock
6. J. M. Olea
7. Robert J. Barro
8. Mikkel Plagborg-Møller

Citations in the corpus

• Macroeconomic Shocks and Their Propagation (2016, background): “For example, both Khan and Tsoukalas (2012) and Schmitt-Grohe and Uribe (2012) find that wage markup news shocks account for 60% of the variance share of hours.”
• Chronicle of a war foretold : the macroeconomic effects of anticipated defense spending shocks (2014, methodology): “…in the utility function (Karnizova (2012)); (c) allowing for sticky prices and accommodative monetary policy (see Christiano et al. (2010), Khan and Tsoukalas (2012), Blanchard et al. (2009) among others) ; (d) adopting a multi-sector structure (see, Beaudry and Portier (2007)); (e) introducing…”