The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
What's News in Business Cycles
Open accessAbstract
In the context of a dynamic, stochastic, general equilibrium model, we perform classical maximum likelihood and Bayesian estimations of the contribution of anticipated shocks to business cycles in the postwar United States. Our identification approach relies on the fact that forward-looking agents react to anticipated changes in exogenous fundamentals before such changes materialize. It further allows us to distinguish changes in fundamentals by their anticipation horizon. We find that anticipated shocks account for about half of predicted aggregate fluctuations in output, consumption, investment, and employment.
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Cites
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
Campbell, J. Y., & Cochrane, J. H. (1999) · Journal of Political Economy · doi:10.1086/250059 · Cited by 5,210
Cited by
Is Economics Research Replicable? Sixty Published Papers from Thirteen Journals Say 'Usually Not'
Chang, A. C., & Li, P. (2015) · doi:10.2139/ssrn.2669564 · Cited by 217
Metadata
- Venue
- Econometrica
- Publisher
- The Econometric Society
- Published
- 2012
- Volume
- 80
- Issue
- 6
- Pages
- 2733-2764
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W2137289547
- Cited by
- 562
- References
- 1
- FWCI
- 92.91
- Type
- journal article
- Language
- en
- Open access
- bronze
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
