Monetary policy shocks: we got news!

DOI10.1016/j.jedc.2016.10.010zbMath1401.91243OpenAlexW2199046560MaRDI QIDQ1655671

Nikolay Iskrev, Caterina Mendicino, Sandra Gomes

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://www.bportugal.pt/sites/default/files/anexos/papers/wp201307.pdf

zbMATH Keywords

business cyclesBayesian estimationDSGE modelsnews shockslocal identificationforward guidance

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62) Dynamic stochastic general equilibrium theory (91B51)

Cites Work

• Unnamed Item
• Monetary regime change and business cycles
• Expectation driven business cycles with limited enforcement
• When can changes in expectations cause business cycle fluctuations in neo-classical settings?
• What's News in Business Cycles
• The General Theory of Employment, Interest, and Money
• Bayes Factors
• Bayesian Analysis of DSGE Models

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