Volatility effects of news shocks in New Keynesian models with optimal monetary policy

DOI10.1016/J.ECONLET.2016.08.018MaRDI QIDQ1672589zbMATH OpenOpenAlexFDO

Authors Sven Offick, Hans-Werner Wohltmann

Publication date 11 September 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/130566

zbMATH Keywords

anticipated shocksoptimal monetary policyvolatility

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• Inflation-targeting rules: history-dependent or forward-looking?
• News shocks, nonfundamentalness and volatility
• On the dynamic implications of news shocks
• Optimal monetary policy in a New Keynesian model with animal spirits and financial markets
• Volatility effects of news shocks in New Keynesian models with optimal monetary policy
• What's news in business cycles

Cited in

(13)

• Monetary policy shocks: we got news!
• Volatility effects of news shocks in New Keynesian models with optimal monetary policy
• Fiscal news and macroeconomic volatility
• Disinflationary shocks and inflation target uncertainty
• News shocks and inflation
• News impact curve for stochastic volatility models
• Equally shocking news
• News shocks, nonfundamentalness and volatility
• News shocks and asset price volatility in general equilibrium
• Inflation dynamics and time-varying volatility: new evidence and an Ss interpretation
• The effects of news when liquidity matters
• The source of uncertainty and optimal monetary policy
• Inflation and output volatility under asymmetric incomplete information

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