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marginal propensity to consume, consumption, tax rebate, heterogeneous treatment effects, machine learning, clustering, C-means
monetary policy shocks, central bank communication, information rigidities, consumer confidence, high-frequency identification
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central bank communication, consumer con dence, high frequency identi cation, informational rigidities, monetary policy shocks
weekly economic index, high frequency, measurement of economic activity, forecasting
high-frequency identification, time-varying volatility, monetary policy shocks, forward guidance, quantitative easing
Instrumental Variables, Weak Instruments Test, Multiple Endogenous Regressors, Heteroskedasticity, Serial Correlation
instrumental variables, weak instruments test, multiple endogenous regressors, heteroskedasticity, serial correlation
identification, impulse response function, structural shocks, SVAR, fiscal multiplier, time-varying volatility, heteroskedasticity
heteroskedasticity- and autocorrelation-robust estimation, HAR, long-run variance estimator
Monetary policy shocks, central bank communications, information rigidities, consumer confidence, high frequency identification
heteroskedasticity, weak identification, robust inference, pretesting, monetary policy, impulse response function
weekly economic index, high frequency, measurement of economic activity, forecasting _________________
clustering, unobserved heterogeneity, panel data
Structural Equations, Instrumental Variables, Impulse Responses, Robust Inferences, Phillips Curve, Inflation Dynamics
Impulse Responses, inflation dynamics, instrumental variables, Phillips curve, Robust inference, Structural equations
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