We would like to thank Paul Beaudry for helpful conversations. We also thank two anonymous referees, Pok-sang Lam (the editor), Wei Dong, Geoffrey Dunbar, Andrew Levin, Tao Zha, the seminar participants at the University of Waterloo, Carleton University, University of Saskatchewan, San Francisco State University, and the participants at the Dynare Conference (Norges Bank, Oslo, 2009), EEA-ESEM (Barcelona, 2009), Western Economic Association Conference (Vancouver, 2009), Canadian Economic Association Conference (Toronto, 2009), and the Eastern Economic Association Conference (New York, 2009) for helpful comments and suggestions. Hashmat Khan acknowledges support of the SSHRC Research Grant. Tsoukalas acknowledges support of a British Academy Research Grant.
The Quantitative Importance of News Shocks in Estimated DSGE Models
Article first published online: 28 NOV 2012
© 2012 The Ohio State University
Journal of Money, Credit and Banking
Volume 44, Issue 8, pages 1535–1561, December 2012
How to Cite
KHAN, H. and TSOUKALAS, J. (2012), The Quantitative Importance of News Shocks in Estimated DSGE Models. Journal of Money, Credit and Banking, 44: 1535–1561. doi: 10.1111/j.1538-4616.2012.00543.x
- Issue published online: 28 NOV 2012
- Article first published online: 28 NOV 2012
- Received May 6, 2010; and accepted in revised form May 24, 2012.
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