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fundamentalness, invertibility, news shocks, structural factor model
FAVAR models, information, non-fundamentalness, Structural VAR, technology shocks.
Noise shocks, Rational bubbles, Structural VARs
Dynamic factor models, First release data, Forecasting, Forecasting Performance, Vintage data
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Consistency and rates., Generalized dynamic factor models., High -dimensional time series., One-sided representations of dynamic factor models., Vector processes with singular spectral density
crowding-out, fiscal foresight, fiscal policy, forecast revisions, government spending, government spending news, structual VARs, survey of professional forecasters
Business cycle, Imperfect information, News, Noise, Nonfundamentalness, SVAR
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