Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach

By Ippei Fujiwara, Y. Hirose, Mototsugu Shintani. 2011

160 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/96a17d1cf9a2ee0d75df7d85484b9d60dc969371

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In Economics and Econometrics

1. H. Khan
2. J. Tsoukalas
3. Evi Pappa
4. Nadav Ben Zeev
5. Mathias Trabandt

Citations in the corpus

• The Quantitative Importance of News Shocks in Estimated DSGE Models (2012, methodology): “Fujiwara et al. (2008) estimate a variant of Smets and Wouters (2007) model incorporating TFP news shocks and find that it accounts for approximately 12% of variation in output.”