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dc.contributor.authorHaertel, Thomasen
dc.contributor.authorLucke, Bernden
dc.date.accessioned2009-01-28T15:05:09Z-
dc.date.available2009-01-28T15:05:09Z-
dc.date.issued2007-
dc.identifier.urihttp://hdl.handle.net/10419/17950-
dc.description.abstractWe study the Beaudry and Portier (2006)-hypothesis of delayed-technology diffusion and newsdriven 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 the total TFP response is immediate rather than delayed. We relate this to disembodied technological change and noisy data on TFP. Nevertheless, we confirm the technology interpretation of structural shocks by showing that they are Granger-causal for data on patents granted by the German patent agency.en
dc.language.isoengen
dc.publisher|aKiel Institute for the World Economy (IfW) |cKielen
dc.relation.ispartofseries|aEconomics Discussion Papers |x2007-27en
dc.subject.jelE32en
dc.subject.ddc330en
dc.subject.keywordnewsen
dc.subject.keywordbusiness cyclesen
dc.subject.keywordTFPen
dc.subject.keywordstructural VARen
dc.titleNew Evidence on News-Driven Business Cycles-
dc.typeWorking Paperen
dc.identifier.ppn558293336en
dc.rights.licensehttp://creativecommons.org/licenses/by-nc/2.0/de/deed.enen
dc.identifier.repecRePEc:zbw:ifwedp:5732en

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