News and Monetary Shocks at a High Frequency; A Simple Approach
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- Matheson, Troy & Stavrev, Emil, 2014. "News and monetary shocks at a high frequency: A simple approach," Economics Letters, Elsevier, vol. 125(2), pages 282-286.
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More about this item
KeywordsMonetary policy; United States; Economic News; bond yields; bond; equity prices; term bond; financial market; Forecasting and Other Model Applications; Forecasting and Simulation;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2014-12-19 (Central Banking)
- NEP-MAC-2014-12-19 (Macroeconomics)
- NEP-MON-2014-12-19 (Monetary Economics)
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