What׳s news in News? : a cautionary note on using a variance decomposition to assess the quantitative importance of news shocks
Eric Sims
| Year of publication: |
December 2016
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|---|---|
| Authors: | Sims, Eric R. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 73.2016, p. 41-60
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| Subject: | News shocks | Variance decomposition | Schock | Shock | Dekompositionsverfahren | Decomposition method | Konjunktur | Business cycle | Ankündigungseffekt | Announcement effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2016.09.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011709070