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Investment Specific News shock

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Investment Specific News shock

Postby Fidia » Wed May 18, 2016 5:34 am

Hi,

I am working on the effect of investment specific news shock on business cycle. Even though the code run ,it gives me weird IRFs. I am wondering if is it possible to extract pure "permanent investment specific news shock" in dynare. There are examples available for transitory TFP news shock. or even permanent TFP news shock. But is there any example I can look for my particular interest on investment specific news shock?


Thanks
Fidia
 
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Joined: Wed May 04, 2016 6:54 pm
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Re: Investment Specific News shock

Postby jpfeifer » Wed May 18, 2016 9:53 am

What exactly is your question? In Born/Peter/Pfeifer (2013): Fiscal news and macroeconomic volatility, Journal of Economic Dynamics & Control 37, p. 2582–2601, we have news on permanent investment-specific technology.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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Re: Investment Specific News shock

Postby Fidia » Wed May 18, 2016 5:12 pm

Hi,

I have send you my code and model in P.M.

Thanks
Fidia
 
Posts: 8
Joined: Wed May 04, 2016 6:54 pm
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Re: Investment Specific News shock

Postby jpfeifer » Wed May 18, 2016 8:19 pm

Ok, but it will be some time until I can look into it.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany
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Re: Investment Specific News shock

Postby Fidia » Wed May 18, 2016 8:52 pm

Thanks. No problem take your time.
Fidia
 
Posts: 8
Joined: Wed May 04, 2016 6:54 pm
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