A note on news about the future: The impact on DSGE models and their VAR representation
Year of publication: |
2016
|
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Authors: | Le, Vo Phuong Mai ; Meenagh, David ; Minford, Patrick |
Publisher: |
Cardiff : Cardiff University, Cardiff Business School |
Subject: | Newsshocks | DSGE | VAR | IndirectInference |
Series: | Cardiff Economics Working Papers ; E2016/11 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 894448102 [GVK] hdl:10419/174111 [Handle] RePEc:cdf:wpaper:2016/11 [RePEc] |
Classification: | E2 - Consumption, Saving, Production, Employment, and Investment ; E3 - Prices, Business Fluctuations, and Cycles |
Source: |
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A note on news about the future : the impact on DSGE models and their VAR representation
Le, Vo Phuong Mai, (2016)
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News shocks and business cycles: bridging the gap from different methodologies
Görtz, Christoph, (2013)
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News and financial intermediation in aggregate and sectoral fluctuations
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