Volatility effects of news shocks in New Keynesian models with optimal monetary policy

DOI10.1016/j.econlet.2016.08.018zbMath1396.91544OpenAlexW2511051557MaRDI QIDQ1672589

Sven Offick, Hans-Werner Wohltmann

Publication date: 11 September 2018

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

Full work available at URL: http://hdl.handle.net/10419/130566

zbMATH Keywords

volatilityoptimal monetary policyanticipated shocks

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Volatility effects of news shocks in New Keynesian models with optimal monetary policy

Cites Work

• On the dynamic implications of news shocks
• Optimal monetary policy in a New Keynesian model with animal spirits and financial markets
• Volatility effects of news shocks in New Keynesian models with optimal monetary policy
• Inflation-targeting rules: history-dependent or forward-looking?
• News shocks, nonfundamentalness and volatility
• What's News in Business Cycles

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