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News or Noise? The Missing Link

Citations

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Cited by:

  1. Hirose, Yasuo & Kurozumi, Takushi, 2021. "Identifying News Shocks With Forecast Data," Macroeconomic Dynamics, Cambridge University Press, vol. 25(6), pages 1442-1471, September.
  2. Jonathan J. Adams & Mr. Philip Barrett, 2023. "Identifying News Shocks from Forecasts," IMF Working Papers 2023/208, International Monetary Fund.
  3. Ferroni, Filippo & Fisher, Jonas D.M. & Melosi, Leonardo, 2024. "Unusual shocks in our usual models," Journal of Monetary Economics, Elsevier, vol. 147(C).
  4. Jonathan Adams & Philip Barrett, 2024. "Shocks to Inflation Expectations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
  5. Brianti, Marco & Cormun, Vito, 2024. "Expectation-driven boom-bust cycles," Journal of Monetary Economics, Elsevier, vol. 146(C).
  6. Chahrour, Ryan & Gaballo, Gaetano, 2017. "Learning from prices: amplication and business fluctuations," Working Paper Series 2053, European Central Bank.
  7. Miyamoto, Wataru & Nguyen, Thuy Lan, 2020. "The expectational effects of news in business cycles: Evidence from forecast data," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 184-200.
  8. Renato Faccini & Leonardo Melosi, 2022. "Pigouvian Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(2), pages 281-318, April.
  9. Campbell, Jeffrey R. & Ferroni, Filippo & Fisher, Jonas D.M. & Melosi, Leonardo, 2019. "The limits of forward guidance," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 118-134.
  10. Jean-Paul L’Huillier & Sanjay R Singh & Donghoon Yoo, 2024. "Incorporating Diagnostic Expectations into the New Keynesian Framework," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(5), pages 3013-3046.
  11. Artūras Juodis & Simas Kučinskas, 2023. "Quantifying noise in survey expectations," Quantitative Economics, Econometric Society, vol. 14(2), pages 609-650, May.
  12. Jean-Paul L’Huillier & Robert Waldmann & Donghoon Yoo, 2021. "Confidence, Fundamentals, and Consumption," ISER Discussion Paper 1135, Institute of Social and Economic Research, Osaka University.
  13. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2020. "News and why it is not shocking: The role of micro-foundations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
  14. Ashima Goyal & Abhishek Kumar, 2022. "News, noise, and Indian business cycle," Bulletin of Economic Research, Wiley Blackwell, vol. 74(2), pages 503-538, April.
  15. Han, Zhao & Tan, Fei & Wu, Jieran, 2022. "Analytic policy function iteration," Journal of Economic Theory, Elsevier, vol. 200(C).
  16. Yang, Yang & Tang, Yanling & Zhang, Ren & Wu, Li, 2023. "Investigating the impact of technology and noise shocks on capital flows," Finance Research Letters, Elsevier, vol. 56(C).
  17. Bjarni G. Einarsson, 2024. "Online Monitoring of Policy Optimality," Economics wp95, Department of Economics, Central bank of Iceland.
  18. Danilo Cascaldi-Garcia, 2022. "Forecast Revisions as Instruments for News Shocks," International Finance Discussion Papers 1341, Board of Governors of the Federal Reserve System (U.S.).
  19. Michał Brzoza‐Brzezina & Jacek Kotłowski & Grzegorz Wesołowski, 2022. "International information flows, sentiments, and cross‐country business cycle fluctuations," Review of International Economics, Wiley Blackwell, vol. 30(4), pages 1110-1147, September.
  20. Andrea Gazzani, 2020. "News and noise bubbles in the housing market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 46-72, April.
  21. Ryan Chahrour & Sanjay K. Chugh & Tristan Potter, 2023. "Anticipated productivity and the labor market," Quantitative Economics, Econometric Society, vol. 14(3), pages 897-934, July.
  22. Akıncı, Özge & Chahrour, Ryan, 2018. "Good news is bad news: Leverage cycles and sudden stops," Journal of International Economics, Elsevier, vol. 114(C), pages 362-375.
  23. Jean-Paul L’Huillier & Robert Waldmann & Donghoon Yoo, 2021. "What Is Consumer Confidence?," ISER Discussion Paper 1135r, Institute of Social and Economic Research, Osaka University, revised Dec 2022.
  24. Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," PIER Working Paper Archive 24-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  25. Andresa Lagerborg & Evi Pappa & Morten O Ravn, 2023. "Sentimental Business Cycles," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(3), pages 1358-1393.
  26. Benati, Luca & Chan, Joshua & Eisenstat, Eric & Koop, Gary, 2020. "Identifying noise shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
  27. Ryan Chahrour & Kyle Jurado, 2017. "Recoverability," Boston College Working Papers in Economics 935, Boston College Department of Economics.
  28. Deokwoo Nam & Jian Wang, 2019. "Mood Swings and Business Cycles: Evidence from Sign Restrictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1623-1649, September.
  29. Lorenzo Bretscher & Andrea Tamoni & Aytek Malkhozov, 2019. "News Shocks and Asset Prices," 2019 Meeting Papers 100, Society for Economic Dynamics.
  30. Schnattinger, Philip, 2023. "Beliefs- and fundamentals-driven job creation," Bank of England working papers 1040, Bank of England.
  31. Frederik Neugebauer, 2020. "ECB Announcements and Stock Market Volatility," WHU Working Paper Series - Economics Group 20-02, WHU - Otto Beisheim School of Management.
  32. Chahrour, Ryan & Jurado, Kyle, 2021. "Optimal foresight," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 245-259.
  33. Hiroatsu Tanaka, 2022. "Equilibrium Yield Curves with Imperfect Information," Finance and Economics Discussion Series 2022-086, Board of Governors of the Federal Reserve System (U.S.).
  34. George-Marios Angeletos & Fabrice Collard & Harris Dellas, 2020. "Business-Cycle Anatomy," American Economic Review, American Economic Association, vol. 110(10), pages 3030-3070, October.
  35. Christopher Biolsi & Bocong Du, 2020. "Do shocks to animal spirits cause output fluctuations?," Southern Economic Journal, John Wiley & Sons, vol. 87(1), pages 331-368, July.
  36. Renato Faccini & Leonardo Melosi, 2018. "The Role of News about TFP in U.S. Recessions and Booms," Working Paper Series WP-2018-6, Federal Reserve Bank of Chicago.
  37. D’Amico, Stefania & King, Thomas B., 2023. "What does anticipated monetary policy do?," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 123-139.
  38. Miranda-Agrippino, Silvia & Hacıoğlu Hoke, Sinem & Bluwstein, Kristina, 2020. "Patents, News, and Business Cycles," CEPR Discussion Papers 15062, C.E.P.R. Discussion Papers.
  39. Christian A. Stoltenberg & Swapnil Singh, 2020. "Consumption insurance with advance information," Quantitative Economics, Econometric Society, vol. 11(2), pages 671-711, May.
  40. Broer, Tobias & Kohlhas, Alexandre, 2018. "Forecaster (Mis-)Behavior," CEPR Discussion Papers 12898, C.E.P.R. Discussion Papers.
  41. Ma, Xiaohan & Samaniego, Roberto, 2022. "Business cycle dynamics when neutral and investment-specific technology shocks are imperfectly observable," Journal of Mathematical Economics, Elsevier, vol. 101(C).
  42. Jurado, Kyle, 2023. "Rational inattention in the frequency domain," Journal of Economic Theory, Elsevier, vol. 208(C).
  43. Bartosz Maćkowiak & Mirko Wiederholt, 2025. "Rational Inattention and the Business Cycle Effects of Productivity and News Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 17(1), pages 274-309, January.
  44. Ryan Chahrour & Gaetano Gaballo, 2021. "Learning from House Prices: Amplification and Business Fluctuations [House Price Booms and the Current Account]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(4), pages 1720-1759.
  45. Herzog, Bodo, 2019. "Optimal policy under uncertainty and rational inattention," Research in International Business and Finance, Elsevier, vol. 50(C), pages 444-449.
  46. Wu, Jieran, 2022. "Comments on “Sentiments and real business cycles”," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
  47. Manish Jha & Jialin Qian & Michael Weber & Baozhong Yang, 2024. "Harnessing Generative AI for Economic Insights," Papers 2410.03897, arXiv.org, revised Oct 2024.
  48. Adams, Jonathan J., 2023. "Moderating noise-driven macroeconomic fluctuations under dispersed information," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
  49. Christopher Biolsi & Alex Lebedinsky, 2021. "Can changes in sentiments influence consumer behavior? Evidence from the Trump‐Russia investigation," Economic Inquiry, Western Economic Association International, vol. 59(4), pages 1569-1592, October.
  50. Saccal, Alessandro, 2021. "Confidence and economic activity in Europe," MPRA Paper 108812, University Library of Munich, Germany.
  51. Lenard Lieb & Adam Jassem & Rui Jorge Almeida & Nalan Bac{s}turk & Stephan Smeekes, 2021. "Min(d)ing the President: A text analytic approach to measuring tax news," Papers 2104.03261, arXiv.org, revised Dec 2024.
  52. Zhongjun Qu & Denis Tkachenko, 2023. "Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 644-667, June.
  53. Meyer-Gohde, Alexander & Tzaawa-Krenzler, Mary, 2023. "Sticky information and the Taylor principle," IMFS Working Paper Series 189, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  54. Douglas de Medeiros Franco, 2022. "Expectations, Economic Uncertainty, and Sentiment," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 26(5), pages 210029-2100.
  55. Dragomirescu-Gaina, Catalin & Philippas, Dionisis, 2022. "Local versus global factors weighing on stock market returns during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 46(PA).
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