Identifying News Shocks with Forecast Data
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- Yasuo Hirose & Takushi Kurozumi, 2019. "Identifying News Shocks with Forecast Data," Globalization Institute Working Papers 366, Federal Reserve Bank of Dallas.
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- Jinill Kim & Seth Pruitt, 2013. "Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero," CAMA Working Papers 2013-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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- Nikolay Iskrev, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Papers REM 2018/33, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Cole, Stephen J., 2020. "The influence of learning and price-level targeting on central bank forward guidance," Journal of Macroeconomics, Elsevier, vol. 65(C).
- Milani, Fabio, 2017.
"Sentiment and the U.S. business cycle,"
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- Fabio Milani, 2014. "Sentiment and the U.S. Business Cycle," 2014 Meeting Papers 883, Society for Economic Dynamics.
- Fabio Milani, 2014. "Sentiment and the US Business Cycle," Working Papers 141504, University of California-Irvine, Department of Economics.
- Thuy Lan Nguyen & Wataru Miyamoto, 2014. "News shocks and Business cycles: Evidence from forecast data," 2014 Meeting Papers 259, Society for Economic Dynamics.
- Milani, Fabio & Rajbhandari, Ashish, 2020.
"Observed expectations, news shocks, and the business cycle,"
Research in Economics, Elsevier, vol. 74(2), pages 95-118.
- Fabio Milani & Ashish Rajrhandari, 2012. "Observed Expectations, News Shocks, and the Business Cycle," Working Papers 121305, University of California-Irvine, Department of Economics.
- Sohei Kaihatsu & Takushi Kurozumi, 2014.
"Sources of Business Fluctuations: Financial or Technology Shocks?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 224-242, April.
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- Dongho Song & Jenny Tang, 2018. "News-driven uncertainty fluctuations," Working Papers 18-3, Federal Reserve Bank of Boston.
- Miyamoto, Wataru & Nguyen, Thuy Lan, 2020. "The expectational effects of news in business cycles: Evidence from forecast data," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 184-200.
- Iskrev, Nikolay, 2019. "On the sources of information about latent variables in DSGE models," European Economic Review, Elsevier, vol. 119(C), pages 318-332.
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More about this item
JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2012-02-20 (Central Banking)
- NEP-DGE-2012-02-20 (Dynamic General Equilibrium)
- NEP-MAC-2012-02-20 (Macroeconomics)
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