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.
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!