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Patent-Based News Shocks

Danilo Cascaldi-Garcia1; Marija Vukotić2

1 Federal Reserve Board · 2 University of Warwick

The Review of Economics and Statistics 2022

What do patents tell us about the economic effects of future technological improvements? We identify aggregate and industry-level patent-based news shocks by exploiting changes in stock market valuations of firms that obtain patent grants. Our shocks resemble diffusion news: they do not affect total factor productivity in the short run but induce a strong permanent effect after five years. We find that patent-based news shocks produce positive co-movement between consumption, output, investment, and hours. They also generate positive responses in inflation and in the federal funds rate, consistent with standard New Keynesian models.

DOI
10.1162/rest_a_00943
Volume
104 (1)
Pages
51-66
Language
en
Export
BibTeX
Sources
crossref openalex