The expectational effects of news in business cycles : evidence from forecast data
Year of publication: |
2020
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Authors: | Miyamoto, Wataru ; Nguyen, Thuy Lan |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 116.2020, p. 184-200
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Subject: | Bayesian methods | DSGE Model | Expectations | Forecast | News shocks | Prognoseverfahren | Forecasting model | Erwartungsbildung | Expectation formation | Schock | Shock | Dynamisches Gleichgewicht | Dynamic equilibrium | Konjunktur | Business cycle | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Prognose | Rationale Erwartung | Rational expectations | Schätzung | Estimation | Theorie | Theory | Inflationserwartung | Inflation expectations |
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