News-Driven Uncertainty Fluctuations

DOI10.1080/07350015.2022.2097912OpenAlexW3200362776MaRDI QIDQ6190706

Unnamed Author, Dongho Song

Publication date: 6 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/202919

zbMATH Keywords

uncertaintyBayesian learningnews shockssurvey forecastsdiscrete environment

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Methods for measuring expectations and uncertainty in Markov-switching models
• Particle learning and smoothing
• MODELING THE EVOLUTION OF EXPECTATIONS AND UNCERTAINTY IN GENERAL EQUILIBRIUM
• What's News in Business Cycles
• The Impact of Uncertainty Shocks
• Mixture Kalman Filters
• Uncertainty Shocks in a Model of Effective Demand
• Really Uncertain Business Cycles

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