Are asset price data informative about news shocks? A DSGE perspective
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References listed on IDEAS
- Domenico Giannone & Lucrezia Reichlin, 2006.
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- Giannone, Domenico & Reichlin, Lucrezia, 2006. "Does Information Help Recovering Structural Shocks from Past Observations?," CEPR Discussion Papers 5725, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Reichlin, Lucrezia, 2006. "Does information help recovering structural shocks from past observations?," Working Paper Series 632, European Central Bank.
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Are asset price data informative about news shocks? A DSGE perspective
by Christian Zimmermann in NEP-DGE blog on 2018-08-22 19:26:17
More about this item
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-08-20 (All new papers)
- NEP-DGE-2018-08-20 (Dynamic General Equilibrium)
- NEP-MAC-2018-08-20 (Macroeconomics)
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