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Measuring job loss during the pandemic recession in real time with Twitter data

Aizenman, Anbar; Brennan, Connor M.; Cajner, Tomaz; … - 2023

Persistent link: https://www.econbiz.de/10014284333

Certainty equivalence and the non-vertical long run Phillips-curve

Lengwiler, Yvan - 1998

Persistent link: https://www.econbiz.de/10000993204

Rounding and the impact of news : a simple test of market rationality

Beechey, Meredith Jane; Wright, Jonathan H. - 2007

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Sequential Monte Carlo sampling for DSGE models

Herbst, Edward P.; Schorfheide, Frank - 2013

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A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model

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News versus sentiment : predicting stock returns from news stories

Heston, Steven L.; Sinha, Nitish R. - 2016

This paper uses a dataset of more than 900,000 news stories to test whether news can predict stock returns. We measure sentiment with a proprietary Thomson-Reuters neural network. We find that daily news predicts stock returns for only 1 to 2 days, confirming previous research. Weekly news,...

Persistent link: https://www.econbiz.de/10011500414