Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Can news shocks account for the business-cycle dynamics of inventories?. (2013). Oh, Hyunseung ; Crouzet, Nicolas.
In: 2013 Meeting Papers.
RePEc:red:sed013:504.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 43

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. News Driven Business Cycles: Insights and Challenges. (2014). Portier, Franck ; Beaudry, Paul.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:289.

    Full description at Econpapers || Download paper

  2. An Empirical Analysis of Business Cycles in a New Keynesian Model with Inventories. (2014). Förster, Marcel ; Forster, Marcel .
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201413.

    Full description at Econpapers || Download paper

  3. News-Driven Business Cycles: Insights and Challenges. (2014). Portier, Franck ; Beaudry, Paul.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:52:y:2014:i:4:p:993-1074.

    Full description at Econpapers || Download paper

  4. News Driven Business Cycles: Insights and Challenges. (2013). Portier, Franck ; Beaudry, Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19411.

    Full description at Econpapers || Download paper

  5. News Driven Business Cycles: Insights and Challenges. (2013). Portier, Franck ; Beaudry, Paul.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9624.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. A Appendix to section 1 A.1 Data Sources The postwar quarterly data (1947Q1 – 2012Q1) used in section 1 to produce the unconditional moments as well as figure 1 come from the following sources: • Output: Gross Domestic Product, NIPA Table 1.1.6 (Real Gross Domestic Product, Chained 2005 Dollars, Seasonally Adjusted).
    Paper not yet in RePEc: Add citation now
  2. • Inventory investment: Change in private inventories, NIPA Table 1.1.6 (Real Gross Domestic Product, Chained 2005 Dollars, Seasonally Adjusted).
    Paper not yet in RePEc: Add citation now
  3. Barsky, R. and E. Sims (2011). News Shocks and Business Cycles. Journal of Monetary Economics 58(3), 273–289.

  4. Beaudry, P. and B. Lucke (2010). Letting Different Views about Business Cycles Compete. NBER Macroeconomics Annual 24(1), 413–456.

  5. Bils, M. (2004). Studying Price Markups from Stockout Behavior. University of Rochester mimeo.
    Paper not yet in RePEc: Add citation now
  6. Bils, M. and J. A. Kahn (2000). What Inventory Behavior Tells Us About Business Cycles. American Economic Review 90(3), 458–481.

  7. Broda, C. and D. E. Weinstein (2006). Globalization and the Gains from Variety. Quarterly Journal of Economics 121(2), 541–585.

  8. Cachon, G. P. and M. Olivares (2009). Drivers of Finished-Goods Inventory in the U.S. Automobile Industry. Management Science 56(1), 202–216.
    Paper not yet in RePEc: Add citation now
  9. Chang, Y., A. Hornstein, and P.-D. Sarte (2009). On the Employment Effects of Productivity Shocks: The Role of Inventories, Demand Elasticity, and Sticky Prices. Journal of Monetary Economics 56, 328–343.

  10. Chari, V. V., P. J. Kehoe, and E. R. McGrattan (2000). Sticky Price Models of the Business Cycle: Can the Contract Multiplier Solve the Persistence Problem? Econometrica 68(5), 1151–1180.

  11. Chetty, R., A. Guren, D. Manoli, and A. Weber (2011). Are Micro and Macro Labor Supply Elasticities Consistent? A Review of Evidence on the Intensive and Extensive Margins. American Economic Review 101(3), 471–475.

  12. Cho, J. and T. Cooley (1995). The Business Cycle with Nominal Contracts. Economic Theory 6(1), 13–33.

  13. Christiano, L. J. (1988). Why does Inventory Investment Fluctuate so Much? Journal of Monetary Economics 21(2–3), 247–280.

  14. Copeland, A., W. Dunn, and G. Hall (2011). Inventories and the Automobile Market. RAND Journal of Economics 42(1), 121–149.

  15. Dotsey, M. and R. G. King (2006). Pricing, Production, and Persistence. Journal of the European Economic Association 4(5), 893–928.

  16. Fazzari, S. M., R. G. Hubbard, and B. C. Petersen (1988). Financing Constraints and Corporate Investment. Brookings Papers on Economic Activity 19(1), 141–206.

  17. Fernald, J. (2012). A Quarterly, Utilization-Adjusted Series on Total Factor Productivity. Federal Reserve Bank of San Francisco working paper 19.
    Paper not yet in RePEc: Add citation now
  18. Greenwood, J., Z. Hercowitz, and G. W. Huffman (1988). Investment, Capacity Utilization, and the Real Business Cycle. American Economic Review 78(3), 402–417.

  19. Gruen, T., D. Corsten, and S. Bharadwaj (2002). Retail Out-of-Stocks: A Worldwide Examination of Extent, Causes and Consumer Responses.
    Paper not yet in RePEc: Add citation now
  20. Jaimovich, N. and S. Rebelo (2009). Can News About the Future Drive the Business Cycle? American Economic Review 99(4), 1097–1118.

  21. Jung, Y. and T. Yun (2006). Monetary Policy Shocks, Inventory Dynamics, and Price Setting Behavior. Federal Reserve Bank of San Francisco working paper.
    Paper not yet in RePEc: Add citation now
  22. Justiniano, A., G. E. Primiceri, and A. Tambalotti (2010). Investment shocks and business cycles. Journal of Monetary Economics 57(2), 132–145.

  23. Kahn, J. A. (1987). Inventories and the Volatility of Production. American Economic Review 77(4), 667–679.

  24. Kahn, J. A. (1992). Why is Production More Volatile Than Sales? Theory and Evidence on the StockoutAvoidance Motive for Inventory-Holding. Quarterly Journal of Economics 107(2), 481–510.

  25. Kesavan, S., V. Gaur, and A. Raman (2010). Do Inventory and Gross Margin Data Improve Sales Forecasts for U.S. Public Retailers? Management Science 56(9), 1519–1533.

  26. Khan, A. and J. K. Thomas (2007). Explaining Inventories: A Business Cycle Assessment of the Stockout Avoidance and (S,s) Motives. Macroeconomic Dynamics 11(5), 638–664.

  27. King, R., C. Plosser, and S. Rebelo (1988). Production, Growth and Business Cycles: I. The Basic Neoclassical Model. Journal of Monetary Economics 21(2–3), 195–232.

  28. Kryvtsov, O. and V. Midrigan (2010). Inventories and Real Rigidities in New Keynesian Business Cycle Models. Journal of the Japanese and International Economies 24(2), 259–281.

  29. Kryvtsov, O. and V. Midrigan (2012). Inventories, Markups, and Real Rigidities in Menu Cost Models. forthcoming, Review of Economic Studies.

  30. Lutkepohl, H. (2007). New Introduction to Multiple Time Series Analysis. Springer Verlag.
    Paper not yet in RePEc: Add citation now
  31. Matsa, D. A. (2011). Competition and Product Quality in the Supermarket Industry. Quarterly Journal of Economics 126(3), 1539–1591.

  32. McCarthy, J. and E. Zakrajšek (2007). Inventory Dynamics and Business Cycles: What has Changed? Journal of Money, Credit and Banking 39(2-3), 591–613.

  33. Moon, H., F. Schorfheide, E. Granziera, and M. Lee (2011). Inference for VARs Identified with Sign Restrictions. NBER Working Paper (17140).

  34. Nekarda, C. and V. Ramey (2010). The Cyclical Behavior of the Price-Cost Markup. UC San Diego mimeo.
    Paper not yet in RePEc: Add citation now
  35. Pindyck, R. S. (1994). Inventories and the Short-Run Dynamics of Commodity Prices. RAND Journal of Economics 25(1), 141–159.

  36. Ramey, V. A. and K. D. West (1999). Inventories. In J. B. Taylor and M. Woodford (Eds.), Handbook of Macroeconomics, Volume 1 of Handbook of Macroeconomics, Chapter 13, pp. 863–923. Elsevier.

  37. Richardson, H. (1995). Control Your Costs - Then Cut Them. Transportation & Distribution 36(12), 94–94.
    Paper not yet in RePEc: Add citation now
  38. Rotemberg, J. and M. Woodford (1997). An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy. In NBER Macroeconomics Annual 1997, Volume 12, NBER Chapters, pp. 297–361. National Bureau of Economic Research, Inc.

  39. Schmitt-Grohé, S. and M. Uribe (2012). Whats News in Business Cycles? Econometrica 80(6), 2733–2764.

  40. Smets, F. and R. Wouters (2007). Shocks and Frictions in U.S. Business Cycles: A Bayesian DSGE Approach. American Economic Review 97(3), 586–606.

  41. Wen, Y. (2005). Understanding the Inventory Cycle. Journal of Monetary Economics 52(8), 1533–1555.

  42. Wen, Y. (2011). Input and Output Inventory Dynamics. American Economic Journal: Macroeconomics 3(4), 181–212.

  43. Woodford, M. (2003). Interest and Prices: Foundations of a Theory of Monetary Policy. Priceton: Princeton University Press.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. News or Noise? The Missing Link. (2017). Chahrour, Ryan ; Jurado, Kyle.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:320.

    Full description at Econpapers || Download paper

  2. Evidence on News Shocks under Information Deficiency. (2017). Nelimarkka, Jaakko.
    In: MPRA Paper.
    RePEc:pra:mprapa:80850.

    Full description at Econpapers || Download paper

  3. What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks. (2016). Guérin, Pierre ; Ferrara, Laurent.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-25.

    Full description at Econpapers || Download paper

  4. Growth expectations, undue optimism, and short-run fluctuations. (2015). Müller, Gernot ; Kleemann, Michael ; Enders, Zeno ; Mueller, Gernot .
    In: 2015 Meeting Papers.
    RePEc:red:sed015:406.

    Full description at Econpapers || Download paper

  5. Schumpeterian business cycles. (2015). Rozsypal, Filip.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:320.

    Full description at Econpapers || Download paper

  6. The effects of surprise and anticipated technology changes on international relative prices and trade. (2015). Wang, Jian ; Nam, Deokwoo .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:97:y:2015:i:1:p:162-177.

    Full description at Econpapers || Download paper

  7. News, disaster risk, and time-varying uncertainty. (2015). Shen, Wenyi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:51:y:2015:i:c:p:459-479.

    Full description at Econpapers || Download paper

  8. News and Labor Market Dynamics in the Data and in Matching Models. (2014). Zanetti, Francesco ; Theodoridis, Konstantinos.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:699.

    Full description at Econpapers || Download paper

  9. Optimal Monetary Responses to News of an Oil Discovery. (2014). Wills, Samuel.
    In: OxCarre Working Papers.
    RePEc:oxf:oxcrwp:121.

    Full description at Econpapers || Download paper

  10. Information Aggregation in a DSGE Model. (2014). Hassan, Tarek ; Mertens, Thomas M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20193.

    Full description at Econpapers || Download paper

  11. Comment on Whither News Shocks?. (2014). Portier, Franck.
    In: NBER Chapters.
    RePEc:nbr:nberch:13420.

    Full description at Econpapers || Download paper

  12. Whither News Shocks?. (2014). Lee, Keyoung ; Basu, Susanto ; Barsky, Robert B..
    In: NBER Chapters.
    RePEc:nbr:nberch:13419.

    Full description at Econpapers || Download paper

  13. Information Aggregation in a Dynamic Stochastic General Equilibrium Model. (2014). Hassan, Tarek Alexander ; Mertens, Thomas .
    In: NBER Chapters.
    RePEc:nbr:nberch:13415.

    Full description at Econpapers || Download paper

  14. Noisy News in Business Cycles. (2014). Sala, Luca ; Lippi, Marco ; Gambetti, Luca ; Forni, Mario.
    In: Center for Economic Research (RECent).
    RePEc:mod:recent:097.

    Full description at Econpapers || Download paper

  15. Public Investment, Time to Build, and the Zero Lower Bound. (2014). Roulleau-Pasdeloup, Jordan ; Guillard, Michel ; Bouakez, Hafedh.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:14.06.

    Full description at Econpapers || Download paper

  16. The International Dimension of Confidence Shocks. (2014). Güntner, Jochen ; Dees, Stephane ; Guntner, Jochen.
    In: Economics working papers.
    RePEc:jku:econwp:2014_05.

    Full description at Econpapers || Download paper

  17. Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications. (2014). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1100.

    Full description at Econpapers || Download paper

  18. Optimal Monetary Responses to Oil Discoveries. (2014). Wills, Samuel.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-37.

    Full description at Econpapers || Download paper

  19. News-driven business cycles in small open economies. (2014). Theodoridis, Konstantinos ; Thoenissen, Christoph ; Kamber, Gunes.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-02.

    Full description at Econpapers || Download paper

  20. Business Cycle Fluctuations and the Distribution of Consumption. (2014). Gambetti, Luca ; De Giorgi, Giacomo ; DeGiorgi, Giacomo .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10319.

    Full description at Econpapers || Download paper

  21. Information Aggregation in a DSGE Model. (2014). Hassan, Tarek ; Mertens, Thomas M..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10020.

    Full description at Econpapers || Download paper

  22. Optimal Monetary Responses to Oil Discoveries. (2014). Wills, Samuel.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1408.

    Full description at Econpapers || Download paper

  23. News and labour market dynamics in the data and in matching models. (2014). Zanetti, Francesco ; Theodoridis, Konstantinos.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0488.

    Full description at Econpapers || Download paper

  24. Growth expectations, undue optimism, and short-run fluctuations. (2013). Müller, Gernot ; Kleemann, Michael ; Enders, Zeno ; Muller, Gernot.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:80009.

    Full description at Econpapers || Download paper

  25. On the Fundamentalness of Nonfundamentalness in DSGE Models. (2013). Sorge, Marco.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:340.

    Full description at Econpapers || Download paper

  26. Optimal Monetary Responses to Oil Discoveries. (2013). Wills, Samuel.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:oxcarre-research-paper-121.

    Full description at Econpapers || Download paper

  27. Wait-and-See: Investment Options under Policy Uncertainty. (2013). Stokey, Nancy L..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19630.

    Full description at Econpapers || Download paper

  28. News Driven Business Cycles: Insights and Challenges. (2013). Portier, Franck ; Beaudry, Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19411.

    Full description at Econpapers || Download paper

  29. No News in Business Cycles. (2013). Sala, Luca ; Gambetti, Luca ; Forni, Mario.
    In: Working Papers.
    RePEc:igi:igierp:491.

    Full description at Econpapers || Download paper

  30. News shocks and business cycles: bridging the gap from different methodologies. (2013). Gortz, Christoph ; Tsoukalas, John D. ; JohnD. Tsoukalas, .
    In: Working Papers.
    RePEc:gla:glaewp:2013_25.

    Full description at Econpapers || Download paper

  31. Stock prices, news, and economic fluctuations: comment. (2013). Mertens, Elmar ; Kurmann, André.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-08.

    Full description at Econpapers || Download paper

  32. Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications. (2013). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E..
    In: Working Papers.
    RePEc:fda:fdaddt:2013-24.

    Full description at Econpapers || Download paper

  33. A Note on Information Flows and Identification of News Shocks Models. (2013). Sorge, Marco.
    In: EERI Research Paper Series.
    RePEc:eei:rpaper:eeri_rp_2013_08.

    Full description at Econpapers || Download paper

  34. A Note on Information Flows and Identification of News Shocks Models. (2013). Sorge, Marco.
    In: Journal of Economics and Econometrics.
    RePEc:eei:journl:v:56:y:2013:i:1:p:28-38.

    Full description at Econpapers || Download paper

  35. News shocks and inflation. (2013). Jinnai, Ryo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:119:y:2013:i:2:p:176-179.

    Full description at Econpapers || Download paper

  36. News shocks, nonfundamentalness and volatility. (2013). Wohltmann, Hans-Werner ; Offick, Sven.
    In: Economics Letters.
    RePEc:eee:ecolet:v:119:y:2013:i:1:p:17-19.

    Full description at Econpapers || Download paper

  37. Fiscal news and macroeconomic volatility. (2013). Pfeifer, Johannes ; Born, Benjamin ; Peter, Alexandra .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2582-2601.

    Full description at Econpapers || Download paper

  38. News Driven Business Cycles: Insights and Challenges. (2013). Portier, Franck ; Beaudry, Paul.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9624.

    Full description at Econpapers || Download paper

  39. Growth Expectations, Undue Optimism, and Short-Run Fluctuations. (2013). Müller, Gernot ; Kleemann, Michael ; Enders, Zeno.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4548.

    Full description at Econpapers || Download paper

  40. Sector Specific News Shocks in Aggregate and Sectoral Fluctuations. (2013). Tsoukalas, John ; Gortz, Christoph ; JohnD. Tsoukalas, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4269.

    Full description at Econpapers || Download paper

  41. Investment-Specific News Shocks and U.S. Business Cycles. (2013). Khan, Hashmat ; Ben Zeev, Nadav.
    In: Carleton Economic Papers.
    RePEc:car:carecp:12-05.

    Full description at Econpapers || Download paper

  42. Risk news shocks and the business cycle. (2013). yates, anthony ; Theodoridis, Konstantinos ; Pinter, Gabor.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0483.

    Full description at Econpapers || Download paper

  43. Has weak lending and activity in the United Kingdom been driven by credit supply shocks?. (2013). Thomas, Ryland ; Barnett, Alina.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0482.

    Full description at Econpapers || Download paper

  44. News Shocks, Productivity and the U.S. Investment Boom-Bust Cycle. (2012). Karnizova, Lilia.
    In: Working Papers.
    RePEc:ott:wpaper:1201e.

    Full description at Econpapers || Download paper

  45. Confidence and the transmission of government spending shocks. (2012). Sims, Eric ; Bachmann, Ruediger.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:59:y:2012:i:3:p:235-249.

    Full description at Econpapers || Download paper

  46. Identifying News Shocks from SVARs. (2012). Jidoud, Ahmat ; Fève, Patrick ; Feve, Patrick.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:4:p:919-932.

    Full description at Econpapers || Download paper

  47. Equally shocking news. (2012). Blake, Andrew.
    In: Economics Letters.
    RePEc:eee:ecolet:v:117:y:2012:i:3:p:866-869.

    Full description at Econpapers || Download paper

  48. News and Financial Intermediation in Aggregate and Sectoral Fluctuations. (2012). Tsoukalas, John ; Gortz, Christoph.
    In: Discussion Papers.
    RePEc:bir:birmec:12-10.

    Full description at Econpapers || Download paper

  49. Asset Prices and Monetary Policy – A sticky-dispersed information model. (2012). Areosa, Waldyr.
    In: Working Papers Series.
    RePEc:bcb:wpaper:285.

    Full description at Econpapers || Download paper

  50. Technology news and the U.S. economy: Time variation and structural changes. (2011). Berg, Tim.
    In: MPRA Paper.
    RePEc:pra:mprapa:35361.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-15 10:20:39 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.