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News shocks and business cycles
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Cited by:
- Breach, Tomas & D’Amico, Stefania & Orphanides, Athanasios, 2020.
"The term structure and inflation uncertainty,"
Journal of Financial Economics, Elsevier, vol. 138(2), pages 388-414.
- Tomas Breach & Stefania D'Amico & Athanasios Orphanides, 2016. "The Term Structure and Inflation Uncertainty," Working Paper Series WP-2016-22, Federal Reserve Bank of Chicago.
- Orphanides, Athanasios & Breach, Tomas & D'Amico, Stefania, 2016. "The Term Structure and Inflation Uncertainty," CEPR Discussion Papers 11730, C.E.P.R. Discussion Papers.
- Kumar, Abhishek & Mallick, Sushanta & Sinha, Apra, 2021. "Policy errors and business cycle fluctuations: Evidence from an emerging economy," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 176-198.
- Brenda Guevara & Gabriel Rodríguez & Lorena Yamuca Salvatierra, 2024. "External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2024-529, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Mario Forni & Luca Gambetti & Luca Sala, 2014.
"No News in Business Cycles,"
Economic Journal, Royal Economic Society, vol. 124(581), pages 1168-1191, December.
- Forni, Mario & Sala, Luca & Gambetti, Luca, 2011. "No News in Business Cycles," CEPR Discussion Papers 8274, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti & Luca Sala, 2013. "No News in Business Cycles," Working Papers 491, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No News in Business Cycles," Working Papers 535, Barcelona School of Economics.
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No News in Business Cycles," UFAE and IAE Working Papers 862.11, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No news in business cycles," Center for Economic Research (RECent) 063, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No News in Business Cycles," Working Papers 383, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Caldara, Dario & Fuentes-Albero, Cristina & Gilchrist, Simon & Zakrajšek, Egon, 2016.
"The macroeconomic impact of financial and uncertainty shocks,"
European Economic Review, Elsevier, vol. 88(C), pages 185-207.
- Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek, 2016. "The Macroeconomic Impact of Financial and Uncertainty Shocks," NBER Working Papers 22058, National Bureau of Economic Research, Inc.
- Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek, 2016. "The Macroeconomic Impact of Financial and Uncertainty Shocks," International Finance Discussion Papers 1166, Board of Governors of the Federal Reserve System (U.S.).
- Moench, Emanuel & Soofi-Siavash, Soroosh, 2022.
"What moves treasury yields?,"
Journal of Financial Economics, Elsevier, vol. 146(3), pages 1016-1043.
- Soroosh Soofi-Siavash & Emanuel Moench, 2021. "What Moves Treasury Yields?," Bank of Lithuania Working Paper Series 88, Bank of Lithuania.
- Moench, Emanuel & Soofi Siavash, Soroosh, 2022. "What Moves Treasury Yields?," CEPR Discussion Papers 15978, C.E.P.R. Discussion Papers.
- Abbate, Angela & Eickmeier, Sandra & Prieto, Esteban, 2016.
"Financial shocks and inflation dynamics,"
Discussion Papers
41/2016, Deutsche Bundesbank.
- Dr. Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2020. "Financial shocks and inflation dynamics," Working Papers 2020-13, Swiss National Bank.
- Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2016. "Financial shocks and inflation dynamics," CAMA Working Papers 2016-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ryo Jinnai, 2014. "R&D Shocks and News Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(7), pages 1457-1478, October.
- Dumas, Bernard & Savioz, Marcel René, 2020.
"A Theory of the Nominal Character of Stock Securities,"
CEPR Discussion Papers
15507, C.E.P.R. Discussion Papers.
- Bernard Dumas & Marcel R. Savioz, 2020. "A theory of the nominal character of stock securities," Working Papers 2020-03, Swiss National Bank.
- Bernard Dumas & Marcel Savioz, 2020. "A Theory of the Nominal Character of Stock Securities," NBER Working Papers 28186, National Bureau of Economic Research, Inc.
- Hack, Lukas & Istrefi, Klodiana & Meier, Matthias, 2023.
"Identification of Systematic Monetary Policy,"
CEPR Discussion Papers
17999, C.E.P.R. Discussion Papers.
- Hack, Lukas & Istrefi, Klodiana & Meier, Matthias, 2023. "Identification of systematic monetary policy," Working Paper Series 2851, European Central Bank.
- Hafedh Bouakez & Michel Guillard & Jordan Roulleau-Pasdeloup, 2017.
"Public Investment, Time to Build, and the Zero Lower Bound,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 23, pages 60-79, January.
- Hafedh Bouakez & Michel Guillard & Jordan Roulleau-Pasdeloup, 2014. "Public Investment, Time to Build, and the Zero Lower Bound," Cahiers de recherche 1402, CIRPEE.
- Hafedh Bouakez & Michel Guillard & Jordan Roulleau-Pasdeloup, 2014. "Public Investment, Time to Buid, and the Zero Lower Bound," Working Papers 2014-03, Center for Research in Economics and Statistics.
- Hafedh Bouakez & Michel Guillard & Jordan Roulleau-Pasdeloup, 2016. "Public Investment, Time to Build, and the Zero Lower Bound," Documents de recherche 16-09, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Hafedh Bouakez & Michel Guillard & Jordan Roulleau-Pasdeloup, 2017. "Public investment, time to build, and the zero lower bound," Post-Print hal-02877959, HAL.
- Hafedh Bouakez & Michel Guillard & Jordan Roulleau-Pasdeloup, 2014. "Public Investment, Time to Build, and the Zero Lower Bound," Cahiers de Recherches Economiques du Département d'économie 14.06, Université de Lausanne, Faculté des HEC, Département d’économie, revised Oct 2014.
- Luca Benati & Thomas A. Lubik, 2021.
"Searching for Hysteresis,"
Working Paper
21-03, Federal Reserve Bank of Richmond.
- Luca Benati & Thomas A. Lubik, 2022. "Searching for Hysteresis," Working Paper 22-05, Federal Reserve Bank of Richmond.
- Piergiorgio Alessandri & Antonio M. Conti & Fabrizio Venditti, 2016.
"The Financial Stability Dark Side of Monetary Policy,"
BCAM Working Papers
1601, Birkbeck Centre for Applied Macroeconomics.
- Piergiorgio Alessandri & Antonio Maria Conti & Fabrizio Venditti, 2017. "The financial stability dark side of monetary policy," Temi di discussione (Economic working papers) 1121, Bank of Italy, Economic Research and International Relations Area.
- Christoph Görtz & John D. Tsoukalas, 2013. "Sector Specific News Shocks in Aggregate and Sectoral Fluctuations," CESifo Working Paper Series 4269, CESifo.
- Jinnai, Ryo, 2013. "News shocks and inflation," Economics Letters, Elsevier, vol. 119(2), pages 176-179.
- Kindberg-Hanlon,Gene, 2021. "The Technology-Employment Trade-Off : Automation, Industry, and Income Effects," Policy Research Working Paper Series 9529, The World Bank.
- Brianti, Marco & Gáti, Laura, 2023.
"Information and communication technologies and medium-run fluctuations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Brianti, Marco & Gati, Laura, 2021. "Information and Communication Technologies and Medium-Run Fluctuations," Working Papers 2021-11, University of Alberta, Department of Economics.
- Vasilev, Aleksandar, 2022.
"How Important Are Consumer Confidence Shocks for the Propagation of Business Cycles in Bulgaria?,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 63(10-12), pages 589-603.
- Vasilev, Aleksandar, 2019. "How important are consumer confidence shocks for the propagation of business cycles in Bulgaria?," LEAF Working Paper Series 19-03, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF).
- 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.
- Lippi, Marco & Forni, Mario & Sala, Luca & Gambetti, Luca, 2013. "Noisy News in Business cycles," CEPR Discussion Papers 9601, C.E.P.R. Discussion Papers.
- 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.
- Stefan Bruder & Michael Wolf, 2018.
"Balanced Bootstrap Joint Confidence Bands for Structural Impulse Response Functions,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 39(5), pages 641-664, September.
- Stefan Bruder & Michael Wolf, 2017. "Balanced bootstrap joint confidence bands for structural impulse response functions," ECON - Working Papers 246, Department of Economics - University of Zurich, revised Jan 2018.
- Gangopadhyay, Partha & Das, Narasingha & Kumar, Satish & Tanin, Tauhidul Islam, 2024. "Information warfare: Analyzing COVID-19 news and its economic fallout in the US," Research in International Business and Finance, Elsevier, vol. 70(PB).
- Sandra Gomes, 2011.
"Housing Market Dynamics: Any News?,"
Working Papers
w201121, Banco de Portugal, Economics and Research Department.
- Mendicino, Caterina & Gomes, Sandra, 2015. "Housing market dynamics: Any news?," Working Paper Series 1775, European Central Bank.
- Sandra Gomes & Caterina Mendicino, 2012. "Housing Market Dynamics: Any News?," Working Papers Department of Economics 2012/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Bachmann, Rüdiger & Sims, Eric R., 2012.
"Confidence and the transmission of government spending shocks,"
Journal of Monetary Economics, Elsevier, vol. 59(3), pages 235-249.
- Rüdiger Bachmann & Eric R. Sims, 2011. "Confidence and the Transmission of Government Spending Shocks," NBER Working Papers 17063, National Bureau of Economic Research, Inc.
- Eric Sims & Ruediger Bachmann, 2011. "Confidence and the Transmission of Government Spending Shocks," 2011 Meeting Papers 83, Society for Economic Dynamics.
- Letendre, Marc-André & Obaid, Sabreena, 2020. "Emerging economy business cycles: Interest rate shocks vs trend shocks," Economic Modelling, Elsevier, vol. 93(C), pages 526-545.
- Benjamin Born & Gernot J Müller & Moritz Schularick & Petr Sedláček, 2019.
"The Costs of Economic Nationalism: Evidence from the Brexit Experiment,"
The Economic Journal, Royal Economic Society, vol. 129(623), pages 2722-2744.
- Benjamin Born & Gernot Müller & Moritz Schularick & Petr Sedláček, 2017. "The Costs of Economic Nationalism: Evidence from the Brexit Experiment," CESifo Working Paper Series 6780, CESifo.
- Born, Benjamin & Müller, Gernot & Schularick, Moritz & SedlÃ¡Ä ek, Petr, 2017. "The Costs of Economic Nationalism: Evidence from the Brexit Experiment," CEPR Discussion Papers 12454, C.E.P.R. Discussion Papers.
- Matsumoto, Akito & Cova, Pietro & Pisani, Massimiliano & Rebucci, Alessandro, 2011.
"News shocks and asset price volatility in general equilibrium,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2132-2149.
- Akito Matsumoto & Pietro Cova & Massimiliano Pisani & Alessandro Rebucci, 2011. "News Shocks and Asset Price Volatility in General Equilibrium," Research Department Publications 4740, Inter-American Development Bank, Research Department.
- Matsumoto, Akito & Cova, Pietro & Pisani, Massimiliano & Rebucci, Alessandro, 2011. "News Shocks and Asset Price Volatility in General Equilibrium," IDB Publications (Working Papers) 3117, Inter-American Development Bank.
- Mr. Alessandro Rebucci & Mr. Akito Matsumoto & Pietro Cova & Massimiliano Pisani, 2011. "New Shocks and Asset Price Volatility in General Equilibrium," IMF Working Papers 2011/110, International Monetary Fund.
- Kyle Jurado, 2016. "Advance Information and Distorted Beliefs in Macroeconomic and Financial Fluctuations," 2016 Meeting Papers 154, Society for Economic Dynamics.
- Marco M. Sorge, 2013. "On the Fundamentalness of Nonfundamentalness in DSGE Models," CSEF Working Papers 340, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Ryan Chahrour & Kyle Jurado, 2018.
"News or Noise? The Missing Link,"
American Economic Review, American Economic Association, vol. 108(7), pages 1702-1736, July.
- Ryan Chahrour & Kyle Jurado, 2016. "News or Noise? The Missing Link," Boston College Working Papers in Economics 917, Boston College Department of Economics, revised 02 Nov 2017.
- Kyle Jurado & Ryan Chahrour, 2017. "News or Noise? The Missing Link," 2017 Meeting Papers 320, Society for Economic Dynamics.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2022.
"News Shocks under Financial Frictions,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 210-243, October.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2016. "News Shocks under Financial Frictions," Working Papers 2016_15, Business School - Economics, University of Glasgow.
- Christoph Gortz & John Tsoukalas & Francesco Zanetti, 2021. "News Shocks under Financial Frictions," Discussion Papers 21-08, Department of Economics, University of Birmingham.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2020. "News Shocks under Financial Frictions," Discussion Papers 2027, Centre for Macroeconomics (CFM).
- Francesco Zanetti & Christoph Görtz & John D. Tsoukalas, 2016. "News Shocks under Financial Frictions," Economics Series Working Papers 813, University of Oxford, Department of Economics.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2020. "News shocks under financial frictions," CAMA Working Papers 2020-94, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Görtz, Christoph & Tsoukalas, John & Zanetti, Francesco, 2017. "News Shocks under Financial Frictions," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168066, Verein für Socialpolitik / German Economic Association.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2020. "News Shocks under Financial Frictions," CESifo Working Paper Series 8728, CESifo.
- Soccorsi, Stefano, 2016.
"Measuring nonfundamentalness for structural VARs,"
Journal of Economic Dynamics and Control, Elsevier, vol. 71(C), pages 86-101.
- Stefano Soccorsi, 2016. "Measuring Nonfundamentalness for Structural VARs," Working Papers ECARES ECARES 2016-01, ULB -- Universite Libre de Bruxelles.
- Laurent Ferrara & Pierre Guérin, 2018.
"What are the macroeconomic effects of high‐frequency uncertainty shocks?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 662-679, August.
- Laurent Ferrara & Pierre Guérin, 2015. "What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?," EconomiX Working Papers 2015-12, University of Paris Nanterre, EconomiX.
- Laurent Ferrara & Pierre Guérin, 2018. "What are the macroeconomic effects of high-frequency uncertainty shocks?," Post-Print hal-02334586, HAL.
- Laurent Ferrara & Pierre Guérin, 2015. "What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?," Working Papers hal-04141416, HAL.
- Laurent Ferrara & Pierre Guérin, 2016. "What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks," Staff Working Papers 16-25, Bank of Canada.
- Eric M. Leeper & Todd B. Walker & Shu‐Chun Susan Yang, 2013.
"Fiscal Foresight and Information Flows,"
Econometrica, Econometric Society, vol. 81(3), pages 1115-1145, May.
- Eric Leeper & Todd Walker & Susan Yang SHu-Chun, 2009. "Fiscal Foresight And Information Flows," CAEPR Working Papers 2009-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2009. "Fiscal Foresight and Information Flows," NBER Working Papers 14630, National Bureau of Economic Research, Inc.
- Todd B. Walker & Eric M. Leeper & Ms. Susan S. Yang, 2012. "Fiscal Foresight and Information Flows," IMF Working Papers 2012/153, International Monetary Fund.
- Cascaldi-Garcia, Danilo & Vukoti, Marija & Zubairy, Sarah, 2023. "Innovation During Challenging Times," The Warwick Economics Research Paper Series (TWERPS) 1475, University of Warwick, Department of Economics.
- Netšunajev, Aleksei & Glass, Katharina, 2017.
"Uncertainty and employment dynamics in the euro area and the US,"
Journal of Macroeconomics, Elsevier, vol. 51(C), pages 48-62.
- Netésunajev, Aleksei & Glass, Katharina, 2016. "Uncertainty and employment dynamics in the euro area and the US," SFB 649 Discussion Papers 2016-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Best Gabriela & Kapinos Pavel, 2016. "Monetary policy and news shocks: are Taylor rules forward-looking?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(2), pages 335-360, June.
- Dées, Stéphane & Güntner, Jochen, 2014.
"The international dimension of confidence shocks,"
Working Paper Series
1669, European Central Bank.
- Stéphane Dées & Jochen Güntner, 2014. "The International Dimension of Confidence Shocks," Economics working papers 2014-05, Department of Economics, Johannes Kepler University Linz, Austria.
- Simon Beyeler & Sylvia Kaufmann, 2016.
"Factor augmented VAR revisited - A sparse dynamic factor model approach,"
Working Papers
16.08, Swiss National Bank, Study Center Gerzensee.
- Kaufmann, Sylvia & Beyeler, Simon, 2018. "Factor augmented VAR revisited - A sparse dynamic factor model approach," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181602, Verein für Socialpolitik / German Economic Association.
- Simon Beyeler & Sylvia Kaufmann, 2019. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08R, Swiss National Bank, Study Center Gerzensee.
- David Berger & Ian Dew-Becker & Stefano Giglio, 2020.
"Uncertainty Shocks as Second-Moment News Shocks,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(1), pages 40-76.
- David Berger & Ian Dew-Becker & Stefano Giglio, 2017. "Uncertainty Shocks as Second-Moment News Shocks," NBER Working Papers 23796, National Bureau of Economic Research, Inc.
- Stefano Giglio & Ian Dew-Becker & David Berger, 2017. "Uncertainty Shocks as Second-Moment News Shocks," 2017 Meeting Papers 403, Society for Economic Dynamics.
- 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.
- Andrea Gazzani, 2019. "Online Appendix to "News and noise bubbles in the housing market"," Online Appendices 18-262, Review of Economic Dynamics.
- Michael J. Lamla & Sarah M. Lein & Jan-Egbert Sturm, 2020.
"Media reporting and business cycles: empirical evidence based on news data,"
Empirical Economics, Springer, vol. 59(3), pages 1085-1105, September.
- Lamla, Michael J. & Lein, Sarah M. & Sturm, Jan-Egbert, 2019. "Media Reporting and Business Cycles: Empirical Evidence based on News Data," Working papers 2019/05, Faculty of Business and Economics - University of Basel.
- Fan, Haichao & Gao, Xiang & Xu, Juanyi & Xu, Zhiwei, 2016. "News shock, firm dynamics and business cycles: Evidence and theory," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 159-180.
- Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015.
"Generalized exogenous processes in DSGE: A Bayesian approach,"
SFB 649 Discussion Papers
2015-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Meyer-Gohde, Alexander & Neuhoff, Daniel, 2018. "Generalized exogenous processes in DSGE: A Bayesian approach," IMFS Working Paper Series 125, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Iskrev, Nikolay, 2018.
"Are asset price data informative about news shocks? A DSGE perspective,"
Working Paper Series
2161, European Central Bank.
- Nikolay Iskrev, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Papers REM 2018/33, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Nikolay Iskrev, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Papers w201802, Banco de Portugal, Economics and Research Department.
- Jonas E. Arias & Juan Rubio-Ramirez & Daniel F. Waggoner, 2013.
"Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications,"
Working Papers
2013-24, FEDEA.
- Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," Dynare Working Papers 30, CEPREMAP.
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2014 Meeting Papers 1199, Society for Economic Dynamics.
- Rubio-RamÃrez, Juan Francisco & , & Arias, Jonas E., 2014. "Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications," CEPR Discussion Papers 9796, C.E.P.R. Discussion Papers.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," FRB Atlanta Working Paper 2014-1, Federal Reserve Bank of Atlanta.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," International Finance Discussion Papers 1100, Board of Governors of the Federal Reserve System (U.S.).
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2016. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2016 Meeting Papers 472, Society for Economic Dynamics.
- Juan F. Rubio-Ramírez & Jonas E. Arias & Daniel F. Waggoner, 2013. "Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications," Working Papers 1338, BBVA Bank, Economic Research Department.
- Benhima, Kenza & Cordonier, Rachel, 2022.
"News, sentiment and capital flows,"
Journal of International Economics, Elsevier, vol. 137(C).
- Kenza Benhima & Dr. Rachel Cordonier, 2020. "News, sentiment and capital flows," Working Papers 2020-04, Swiss National Bank.
- Benhima, Kenza & Cordonier, Rachel, 2022. "News, Sentiment and Capital Flows," CEPR Discussion Papers 17012, C.E.P.R. Discussion Papers.
- Jonathan Adams & Philip Barrett, 2024.
"Shocks to Inflation Expectations,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
- Jonathan J Adams & Philip Barrett, 2022. "Shocks to Inflation Expectations," Working Papers 001007, University of Florida, Department of Economics.
- Mr. Philip Barrett & Jonathan J. Adams, 2022. "Shocks to Inflation Expectations," IMF Working Papers 2022/072, International Monetary Fund.
- Dees, Stéphane, 2017.
"The role of confidence shocks in business cycles and their global dimension,"
International Economics, Elsevier, vol. 151(C), pages 48-65.
- Stéphane Dees, 2017. "The role of confidence shocks in business cycles and their global dimension," International Economics, CEPII research center, issue 151, pages 48-65.
- Stephane Dees, 2017. "The role of confidence shocks in business cycles and their global dimension," Post-Print hal-03879746, HAL.
- Gianluca Cubadda & Alain Hecq, 2022.
"Dimension Reduction for High‐Dimensional Vector Autoregressive Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1123-1152, October.
- Gianluca Cubadda & Alain Hecq, 2020. "Dimension Reduction for High Dimensional Vector Autoregressive Models," Papers 2009.03361, arXiv.org, revised Feb 2022.
- Gianluca Cubadda & Alain Hecq, 2022. "Dimension Reduction for High Dimensional Vector Autoregressive Models," CEIS Research Paper 534, Tor Vergata University, CEIS, revised 24 Mar 2022.
- Che, Ming & Zhu, Zixiang & Li, Yujia, 2023. "Geopolitical risk and economic policy uncertainty: Different roles in China's financial cycle," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Lance A. Fisher & Hyeon-seung Huh, 2016. "On the econometric modelling of consumer sentiment shocks in SVARs," Empirical Economics, Springer, vol. 51(3), pages 1033-1051, November.
- Coën, Alain & Lefebvre, Benoit & Simon, Arnaud, 2018. "International money supply and real estate risk premium: The case of the London office market," Journal of International Money and Finance, Elsevier, vol. 82(C), pages 120-140.
- Bas Aarle & Cindy Moons, 2017. "Sentiment and Uncertainty Fluctuations and Their Effects on the Euro Area Business Cycle," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(2), pages 225-251, November.
- Luca Gambetti & Nicolò Maffei-Faccioli & Sarah Zoi, 2022.
"Bad News, Good News: Coverage and Response Asymmetries,"
Working Paper
2022/8, Norges Bank.
- Luca Gambetti, 2023. "Bad News, Good News: Coverage and Response Asymmetries," Finance and Economics Discussion Series 2023-001, Board of Governors of the Federal Reserve System (U.S.).
- Abdalla, Ahmed & Carabias, Jose M., 2022. "From accounting to economics: the role of aggregate special items in gauging the state of the economy," LSE Research Online Documents on Economics 108540, London School of Economics and Political Science, LSE Library.
- Chan, Joshua C.C. & Eisenstat, Eric & Strachan, Rodney W., 2020. "Reducing the state space dimension in a large TVP-VAR," Journal of Econometrics, Elsevier, vol. 218(1), pages 105-118.
- Andrade, Philippe & Ferroni, Filippo, 2021.
"Delphic and odyssean monetary policy shocks: Evidence from the euro area,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 816-832.
- Philippe Andrade & Filippo Ferroni, 2016. "Delphic and Odyssean monetary policy shocks: Evidence from the euro-area," School of Economics Discussion Papers 1216, School of Economics, University of Surrey.
- Philippe Andrade & Filippo Ferroni, 2019. "Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area," Working Papers 19-17, Federal Reserve Bank of Boston.
- Philippe Andrade & Filippo Ferroni, 2018. "Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area," Working Paper Series WP-2018-12, Federal Reserve Bank of Chicago.
- Filippo Ferroni, 2018. "Delphic and Odyssean monetary policy shocks: Evidence from the euro-area," 2018 Meeting Papers 60, Society for Economic Dynamics.
- Manish Jha & Jialin Qian & Michael Weber & Baozhong Yang, 2024. "Harnessing Generative AI for Economic Insights," Papers 2410.03897, arXiv.org, revised Oct 2024.
- Nadav Ben Zeev & Christopher Gunn & Hashmat Khan, 2020.
"Monetary News Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(7), pages 1793-1820, October.
- Nadav Ben Zeev & Christopher M. Gunn & Hashmat Khan, 2015. "Monetary News Shocks," Carleton Economic Papers 15-02, Carleton University, Department of Economics, revised 17 Feb 2017.
- Christoph Görtz & Christopher Gunn & Thomas Lubik, "undated".
"What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs,"
Carleton Economic Papers
19-09, Carleton University, Department of Economics.
- Christoph Görtz & Christopher Gunn & Thomas A. Lubik, 2022. "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," CAMA Working Papers 2022-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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