Identifying noise shocks
type: Item
instance of: scholarly article
title: Identifying noise shocks
author: Luca Benati
author: Joshua Chan
author: Eric Eisenstat
author: Gary Koop
publication date: 2020-01-31T00:00:00Z
full work available at URL: https://boris.unibe.ch/145856/
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7161295
zbMATH Keywords: noise shocks
zbMATH Keywords: news shocks
zbMATH Keywords: structural VARs
zbMATH Keywords: VARMAs
MaRDI profile type: Publication
OpenAlex ID: W2916657399
Wikidata QID: Q126835362
cites work: Do TFP and the relative price of investment share a common I(1) component?
cites work: Large Bayesian VARMAs
cites work: Q4840212
cites work: Hypothesis Testing with Restricted Spectral Density Matrices, with an Application to Uncovered Interest Parity
cites work: VAR analysis, nonfundamental representations, Blaschke matrices
DOI: 10.1016/J.JEDC.2019.103780
published in: Journal of Economic Dynamics and Control
description: scientific article