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What׳s news in News? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks. (2016). Sims, Eric.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:73:y:2016:i:c:p:41-60.

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  1. Forecast revisions as instruments for news shocks. (2025). Cascaldi-Garcia, Danilo.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:151:y:2025:i:c:s030439322400182x.

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  2. News shocks to investment-specific technology in business cycles. (2023). Liao, Shian-Yu ; Chen, Been-Lon.
    In: European Economic Review.
    RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002434.

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  3. Patent-Based News Shocks. (2020). Vukotic, Marija ; Cascaldi-Garcia, Danilo.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1277.

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  4. The expectational effects of news in business cycles: Evidence from forecast data. (2020). Miyamoto, Wataru ; Nguyen, Thuy Lan.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:116:y:2020:i:c:p:184-200.

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  5. News and why it is not shocking: The role of micro-foundations. (2020). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai ; Mai, Vo Phuong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300834.

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  6. Using forecast-augmented VAR evidence to dampen the forward guidance puzzle. (2020). Montes-Galdón, Carlos ; Mazelis, Falk ; de Groot, Oliver ; Christoffel, Kai ; Montes-Galdon, Carlos.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202495.

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  7. Patent-Based News Shocks. (2019). Vukotic, Marija ; Cascaldi-Garcia, Danilo.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1225.

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  8. Charge-offs, Defaults and U.S. Business Cycles. (2019). Johri, Alok ; Gunn, Christopher ; Letendre, Marc-Andre.
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2019-06.

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  9. Identifying News Shocks with Forecast Data. (2019). Kurozumi, Takushi ; Hirose, Yasuo.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:366.

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  10. Charge-offs, Defaults and U.S. Business Cycles. (2019). Johri, Alok ; Gunn, Christopher ; Letendre, Marc-Andre.
    In: Carleton Economic Papers.
    RePEc:car:carecp:19-04.

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  11. News or Noise? The Missing Link. (2017). Chahrour, Ryan ; Jurado, Kyle.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:320.

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  12. News or Noise? The Missing Link. (2017). Chahrour, Ryan ; Jurado, Kyle.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:917.

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References

References cited by this document

    References contributed by phi84-8963

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Cocites

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  1. News or Noise? The Missing Link. (2017). Chahrour, Ryan ; Jurado, Kyle.
    In: 2017 Meeting Papers.
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  2. Evidence on News Shocks under Information Deficiency. (2017). Nelimarkka, Jaakko.
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  3. What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks. (2016). Guérin, Pierre ; Ferrara, Laurent.
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  4. Growth expectations, undue optimism, and short-run fluctuations. (2015). Müller, Gernot ; Kleemann, Michael ; Enders, Zeno ; Mueller, Gernot.
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  5. Schumpeterian business cycles. (2015). Rozsypal, Filip.
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  6. The effects of surprise and anticipated technology changes on international relative prices and trade. (2015). Wang, Jian ; Nam, Deokwoo.
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  7. News, disaster risk, and time-varying uncertainty. (2015). Shen, Wenyi.
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  8. News and Labor Market Dynamics in the Data and in Matching Models. (2014). Zanetti, Francesco ; Theodoridis, Konstantinos.
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  10. Comment on Whither News Shocks?. (2014). Portier, Franck.
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  11. Whither News Shocks?. (2014). Basu, Susanto ; Barsky, Robert B. ; Lee, Keyoung.
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  12. Information Aggregation in a Dynamic Stochastic General Equilibrium Model. (2014). Mertens, Thomas ; Hassan, Tarek Alexander.
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  13. Noisy News in Business Cycles. (2014). Sala, Luca ; Lippi, Marco ; Gambetti, Luca ; Forni, Mario.
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  15. The International Dimension of Confidence Shocks. (2014). Güntner, Jochen ; Dees, Stephane ; Guntner, Jochen.
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  23. Growth expectations, undue optimism, and short-run fluctuations. (2013). Müller, Gernot ; Kleemann, Michael ; Enders, Zeno ; Muller, Gernot.
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