Identifying News Shocks from SVARs

Macroeconomics and Reality

Christopher A. Sims · Econometrica · 1980 · 12.5K citations

Monetary Policy, Economics, Useful Forecasting +13

Time Series Analysis.

Jörg Breitung, James D. Hamilton · Contemporary Sociology A Journal of Reviews · 1995 · 11.2K citations

Engineering, Data Science, Financial Time Series Analysis +9

Identifying Government Spending Shocks: It's all in the Timing*

Valerie Ramey · The Quarterly Journal of Economics · 2011 · 1.6K citations · Full text

Formulating and estimating dynamic linear rational expectations models

Lars Peter Hansen, Thomas J. Sargent · Journal of Economic Dynamics and Control · 1980 · 861 citations

Expectation Formation, Dynamic Economic Model, Economics +4

Stock Prices, News, and Economic Fluctuations

Paul Beaudry, Franck Portier · American Economic Review · 2006 · 853 citations · Full text

Economic Fluctuation, Business Cycle Fluctuations, Economic Growth +16