Identifying news shocks with forecast data
Year of publication: |
2021
|
---|---|
Authors: | Hirose, Yasuo ; Kurozumi, Takushi |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1469-8056, ZDB-ID 1501533-6. - Vol. 25.2021, 6, p. 1442-1471
|
Subject: | Bayesian Estimation | Business Cycle Fluctuation | Forecast Data | Technology News Shock | Technology Shock | Schock | Shock | Konjunktur | Business cycle | Technischer Fortschritt | Technological change | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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