Measuring the effects of expectations shocks

DOI10.1016/j.jedc.2021.104075zbMath1475.91246OpenAlexW3033364036MaRDI QIDQ2246707

Ana Beatriz C. Galvão, Michael P. Clements

Publication date: 16 November 2021

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

Full work available at URL: https://warwick.ac.uk/fac/soc/wbs/subjects/finance/mpf/working-papers/emf_wp_31.pdf

zbMATH Keywords

measurement errorsreal-time dataexpectational shocksmixed-frequency vector autoregressive models

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (1)

Business cycle dynamics when neutral and investment-specific technology shocks are imperfectly observable

Cites Work

• Modeling data revisions: measurement error and dynamics of ``true values
• Macroeconomics and the reality of mixed frequency data
• Sentiment and the U.S. business cycle
• The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers
• The General Theory of Employment, Interest, and Money
• Quantifying Confidence
• Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve

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