On the dynamic implications of news shocks

DOI10.1016/j.econlet.2008.11.023zbMath1176.91125OpenAlexW2003163143MaRDI QIDQ1036844

Jean-Guillaume Sahuc, Patrick Fève, Julien Matheron

Publication date: 13 November 2009

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2008.11.023

zbMATH Keywords

persistencerational expectationsnews shocks

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (2)

Volatility effects of news shocks in New Keynesian models with optimal monetary policy ⋮ News shocks or parametric indeterminacy? an observational equivalence result in linear rational expectations models

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