Discussion paper DP18201 Jointly Estimating Macroeconomic News and Surprise Shocks Lutz Kilian Michael D. Plante Alexander W. Richter 8 Jun 2023 International Macroeconomics and Finance C32 C51 C61 E32
Discussion paper DP17698 Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings Lutz Kilian Michael D. Plante Alexander W. Richter 25 Nov 2022 International Macroeconomics and Finance Monetary Economics and Fluctuations C32 C51 E32