Noisy News in Business cycles
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- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2017. "Noisy News in Business Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(4), pages 122-152, October.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noisy News in Business Cycles," Center for Economic Research (RECent) 097, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Luca Gambetti, 2014. "Noisy News in Business Cycles," 2014 Meeting Papers 1406, Society for Economic Dynamics.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noisy News in Business Cycles," Working Papers 531, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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More about this item
Keywords
Business cycle; Imperfect information; News; Noise; Nonfundamentalness; Svar;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2013-09-28 (Macroeconomics)
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