Macroeconomic Effects of Financial Shocks (AER 2012)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Urban Jermann, Vincenzo Quadrini Macroeconomic Effects of Financial Shocks AER 2012 1 238-271 E23, E32, E44, G01, G32 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 1 - accessible on journal website 1 - accessible on journal website Ordinary least squares (OLS), Vector autoregression (VAR), Bayesian estimation, Dynamic stochastic general equilibrium (DSGE) Time series, Macro Macrodata on debt capital and output, as well as TFP construction 1984-2010, not all code provided USA GAUSS

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Johannes Pfeifer Macroeconomic Effects of Financial Shocks: Comment Dynare WP 2016 - - E23, E32, E44, G01, G32 Financial frictions, Pecking order, Marginal efficiency of investment - 2 - different results - 1 - yes -

References

DOI: 10.1257/aer.102.1.238 IDEAS: a/aea/aecrev/v102y2012i1p238-71.html EconPapers: RePEc:aea:aecrev:v:102:y:2012:i:1:p:238-71


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