John D Tsoukalas
Biographic Data
| ID | 5732033 |
|---|---|
| NAME | John D Tsoukalas |
| GIVEN NAMES | John D |
| FAMILY NAME | Tsoukalas |
| SIGNATURE | TSOUKALAS J D |
| AFFILIATIONS | University of Nottingham |
| VERIFIED | No |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2010 |
| LATEST PUBLICATION YEAR | 2017 |
| H-INDEX | 0 |
News and Financial Intermediation in Aggregate Fluctuations
An important disconnect in the news view of fluctuations is the lack of consistent evidence suggestive of significant macroeconomic effects of news shocks. Findings from estimated DSGE models that in theory allow news shocks to matter quantitatively suggest that they do not. This disconnect can be resolved once we augment a DSGE model with a financial channel that provides amplification to news shocks. Our results suggest that news shocks to the …
Input and Output Inventories in the UK
What is the role of inventories in UK manufacturing? We present and estimate a model of inventories that considers separately finished goods and input (i.e. the sum of raw materials and work-in-process) inventories. Our results suggest that both types of inventories are used for production level and production cost smoothing. We identify a small but significant negative relationship between inventories and the real interest rate, thus providing s…
Money and Information in a New Neoclassical Synthesis Framework
We consider an (otherwise standard) New Neoclassical Synthesis theoretical framework that allows a role for money. Money in our model has an informational role which facilitates the estimation of the unobserved shocks that drive potential output and thus the state of the economy. For this purpose we estimate a small-scale sticky price model using Bayesian techniques. Our findings support the view that money has information value. This is reflecte…
No prominent works on this page.
Money and Information in a New Neoclassical Synthesis Framework
We consider an (otherwise standard) New Neoclassical Synthesis theoretical framework that allows a role for money. Money in our model has an informational role which facilitates the estimation of the unobserved shocks that drive potential output and thus the state of the economy. For this purpose we estimate a small-scale sticky price model using Bayesian techniques. Our findings support the view that money has information value. This is reflecte…
Input and Output Inventories in the UK
What is the role of inventories in UK manufacturing? We present and estimate a model of inventories that considers separately finished goods and input (i.e. the sum of raw materials and work-in-process) inventories. Our results suggest that both types of inventories are used for production level and production cost smoothing. We identify a small but significant negative relationship between inventories and the real interest rate, thus providing s…
News and Financial Intermediation in Aggregate Fluctuations
An important disconnect in the news view of fluctuations is the lack of consistent evidence suggestive of significant macroeconomic effects of news shocks. Findings from estimated DSGE models that in theory allow news shocks to matter quantitatively suggest that they do not. This disconnect can be resolved once we augment a DSGE model with a financial channel that provides amplification to news shocks. Our results suggest that news shocks to the …
Econometrics (3 works) · Economics (3 works) · Monetary Policy and Economic Impact (3 works) · Computer Science (2 works) · Macroeconomics (2 works) · Monetary economics (2 works) · Monetary policy (2 works) · Variance (accounting) (2 works) · Accounting (1 work) · Accounting (1 work)