News Driven Business Cycles and data on asset prices in estimated DSGE models-Reference-Cited by-同舟云学术

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News Driven Business Cycles and data on asset prices in estimated DSGE models

Published:2016-04 Issue: Volume:20 Page:181-197
ISSN:1094-2025
Container-title:Review of Economic Dynamics
language:en
Short-container-title:Review of Economic Dynamics

Author:

Avdjiev Stefan

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference44 articles.

1. An intertemporal equilibrium model of savings and investment;Abel;Econometrica,1983

2. Bayesian analysis of DSGE models;An;Econometric Reviews,2007

3. News driven business cycles and data on asset prices in estimated DSGE models;Avdjiev,2011

4. Stochastic volatility, long run risks, and aggregate stock market fluctuations;Avdjiev,2010

5. Long run risks, the macroeconomy, and asset prices;Bansal;The American Economic Review,2010

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1. Pigouvian Cycles;American Economic Journal: Macroeconomics;2022-04-01

2. Expectations and aggregate risk;Journal of Monetary Economics;2021-10

3. Estimation of Macro-financial Linkages for the Indian Economy;Journal of Emerging Market Finance;2020-08-23

4. Observed expectations, news shocks, and the business cycle;Research in Economics;2020-06

5. On the sources of information about latent variables in DSGE models;European Economic Review;2019-10

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