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The Quantitative Importance of News Shocks in Estimated DSGE Models

KHAN, HASHMAT; TSOUKALAS, JOHN - In: Journal of Money, Credit and Banking 44 (2012) 8, pp. 1535-1561

Persistent link: https://www.econbiz.de/10010595681

Investment Shocks and the Comovement Problem

Khan, Hashmat; Tsoukalas, John - Carleton University, Department of Economics - 2009

Recent work based on sticky price-wage estimated dynamic stochastic general equilibrium (DSGE) models suggests investment shocks are the most important drivers of post-World War II US business cycles. Consumption, however, typically falls after an investment shock. This finding sits oddly with...

Persistent link: https://www.econbiz.de/10008567985

The Quantitative Importance of News Shocks in Estimated DSGE Models

Khan, Hashmat; Tsoukalas, John - Carleton University, Department of Economics - 2009

We estimate a dynamic stochastic general equilibrium (DSGE) model with several frictions and both unanticipated and news shocks, using quarterly US data from 1954-2004 and Bayesian methods. We find that unanticipated shocks dominate news shocks in accounting for the unconditional variance of...

Persistent link: https://www.econbiz.de/10008567986

Investment shocks and the comovement problem

Khan, Hashmat; Tsoukalas, John - In: Journal of Economic Dynamics and Control 35 (2011) 1, pp. 115-130

Persistent link: https://www.econbiz.de/10008864839

THE SHIFTS IN LEAD‐LAG PROPERTIES OF THE U.S. BUSINESS CYCLE

Brault, Joshua; Khan, Hashmat - In: Economic Inquiry 58 (2019) 1, pp. 319-334

Persistent link: https://www.econbiz.de/10012089383

The Phillips curve under state-dependent pricing

Bakhshi, Hasan; Khan, Hashmat; Rudolf, Barbara - 2006

Persistent link: https://www.econbiz.de/10003395230

Household borrowing constraints and residential investment dynamics

Khan, Hashmat; Rouillard, Jean-François - In: Journal of economic dynamics & control 95 (2018), pp. 1-18

Persistent link: https://www.econbiz.de/10012004900

Carbon emissions and business cycles

Khan, Hashmat; Metaxoglou, Konstantinos; Knittel, … - In: Journal of macroeconomics 60 (2019), pp. 1-19

Persistent link: https://www.econbiz.de/10012240935

Does business confidence matter for investment?

Khan, Hashmat; Upadhayaya, Santosh - In: Empirical economics : a journal of the Institute for … 59 (2020) 4, pp. 1633-1665

Persistent link: https://www.econbiz.de/10012298856

The extensive margin and US aggregate fluctuations : a quantitative assessment

Casares, Miguel; Khan, Hashmat; Poutineau, Jean-Christophe - In: Journal of economic dynamics & control 120 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012503842