Sentiment and the U.S. business cycle

DOI10.1016/j.jedc.2017.07.005zbMath1401.91417OpenAlexW2051103249MaRDI QIDQ1655710

Fabio Milani

Publication date: 9 August 2018

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

Full work available at URL: https://www.economics.uci.edu/files/docs/workingpapers/2014-15/14-15-04-1.pdf

zbMATH Keywords

learningDSGE modelanimal spiritsobserved survey expectationsoptimism and pessimism in business cyclessentimentsources of business cycle fluctuations

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) General equilibrium theory (91B50) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Dynamic stochastic general equilibrium theory (91B51)

Related Items (6)

Sentiment and the U.S. business cycle ⋮ Sentiments and real business cycles ⋮ EXPECTATIONS, STAGNATION, AND FISCAL POLICY: A NONLINEAR ANALYSIS ⋮ Measuring the effects of expectations shocks ⋮ Expectations and macro-housing interactions in a small open economy: evidence from Korea ⋮ Real business cycles, animal spirits, and stock market valuation

Cites Work

• Fitting observed inflation expectations
• Sentiment and the U.S. business cycle
• Solving and estimating indeterminate DSGE models
• A simple recursive forecasting model
• What's News in Business Cycles
• Multiple filtering devices for the estimation of cyclical DSGE models
• The Impact of Uncertainty Shocks
• Sentiments and Aggregate Demand Fluctuations

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