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Do News Shocks Drive Business Cycles? Evidence from German Data

Lucke, Bernd; Haertel, Thomas - In: Economics: The Open-Access, Open-Assessment E-Journal 2 (2008) 2008-10, pp. 1-21

We study the Beaudry and Portier (2006)-hypothesis of delayed-technology diffusion and news-driven business cycles. For German data on TFP and stock prices we find qualitatively similar empirical evidence. Quantitatively, however, an impulse response analysis suggests that a substantial part of...

Persistent link: https://www.econbiz.de/10010295308

Data revisions to German national accounts : are initial releases good nowcasts?

Strohsal, Till; Wolf, Elias - In: International journal of forecasting 36 (2020) 4, pp. 1252-1259

Persistent link: https://www.econbiz.de/10012546656

Are economically significant bond returns explained by corporate news? : an examination of the German corporate bond market

Janner, Steve; Schmidt, Daniel - In: Financial markets and portfolio management 29 (2015) 3, pp. 271-298

Persistent link: https://www.econbiz.de/10011350192

Don't talk too bad! stock market reactions to bank corporate governance news

Carlini, Federico; Cucinelli, Doriana; Previtali, Daniele; … - In: Journal of banking & finance 121 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012521607