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Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - In: American economic journal : a journal of the American … 9 (2017) 4, pp. 122-152

Persistent link: https://www.econbiz.de/10011747375

Noisy news in business cycles

Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2014 - This version: November, 2014

Persistent link: https://www.econbiz.de/10011809749

Noisy News in Business Cycles

Forni, Mario - 2014

of imperfect information and derive restrictions for identifying the noise shock in a VAR model. The novelty of our …

Persistent link: https://www.econbiz.de/10013043877

Monetary policy in an imperfect information environment

Other, Lars - 2021

Persistent link: https://www.econbiz.de/10012519676

Long-run identification in a fractionally integrated system

Tschernig, Rolf; Weber, Enzo; Weigand, Roland - 2010

Persistent link: https://www.econbiz.de/10008697066

News-driven business cycles in SVARs

Bunk, Patrick - 2011

Recent studies proposed news about future technology growth as the main driver of macroeconomic fluctuations. The identification of these news through stock prices in SVARs has been criticized in the past. Therefore, I propose a series of experiments to test that hypothesis by examining its...