Whats news in news? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks (Q1656438)

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Whats news in news? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks
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    Whats news in news? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks (English)
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    10 August 2018
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    news shocks
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    variance decomposition
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