{"id":"https://openalex.org/W1991136033","doi":"https://doi.org/10.1016/j.jmacro.2012.07.002","title":"Identifying News Shocks from SVARs","display_name":"Identifying News Shocks from SVARs","publication_year":2012,"publication_date":"2012-08-01","ids":{"openalex":"https://openalex.org/W1991136033","doi":"https://doi.org/10.1016/j.jmacro.2012.07.002","mag":"1991136033"},"language":"en","primary_location":{"id":"doi:10.1016/j.jmacro.2012.07.002","doi":"https://doi.org/10.1016/j.jmacro.2012.07.002","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jmacro.2012.07.002","pdf_url":null,"source":{"id":"https://openalex.org/S176795851","display_name":"Journal of Macroeconomics","issn_l":"0164-0704","issn":["0164-0704","1873-152X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Macroeconomics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5076269134","display_name":"Patrick F\u00e8ve","orcid":"https://orcid.org/0009-0006-4064-7775","observed_orcids":["https://orcid.org/0009-0006-4064-7775"]},"institutions":[{"id":"https://openalex.org/I2800828884","display_name":"Institut d'\u00c9conomie Industrielle","ror":"https://ror.org/023xbne13","country_code":"FR","type":"facility","lineage":["https://openalex.org/I2800828884"]},{"id":"https://openalex.org/I4210092408","display_name":"Toulouse School of Economics","ror":"https://ror.org/00ff5f522","country_code":"FR","type":"education","lineage":["https://openalex.org/I1294671590","https://openalex.org/I4210092408"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Patrick F\u00e9ve","raw_affiliation_strings":["Toulouse School of Economics (GREMAQ, IDEI, IUF and Banque de France), France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Toulouse School of Economics (GREMAQ, IDEI, IUF and Banque de France), France","institution_ids":["https://openalex.org/I2800828884","https://openalex.org/I4210092408"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5010870414","display_name":"Ahmat Jidoud","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I4210092408","display_name":"Toulouse School of Economics","ror":"https://ror.org/00ff5f522","country_code":"FR","type":"education","lineage":["https://openalex.org/I1294671590","https://openalex.org/I4210092408"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Ahmat Jidoud","raw_affiliation_strings":["Toulouse School of Economics (GREMAQ), France","Toulouse School of Economics (GREMAQ), France#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Toulouse School of Economics (GREMAQ), France","institution_ids":["https://openalex.org/I4210092408"]},{"raw_affiliation_string":"Toulouse School of Economics (GREMAQ), France#TAB#","institution_ids":["https://openalex.org/I4210092408"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5076269134"],"corresponding_institution_ids":["https://openalex.org/I2800828884","https://openalex.org/I4210092408"],"apc_list":{"value":3140,"currency":"USD","value_usd":3140},"apc_paid":null,"fwci":4.5599,"has_fulltext":false,"cited_by_count":13,"citation_normalized_percentile":{"value":0.946533,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"34","issue":"4","first_page":"919","last_page":"932"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9878000020980835,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9878000020980835,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.004800000227987766,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.004100000020116568,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/news-shocks","display_name":"news shocks","score":0.9980000257492065},{"id":"https://openalex.org/keywords/structural-vector-autoregression","display_name":"structural vector autoregression","score":0.8209999799728394},{"id":"https://openalex.org/keywords/shock-identification","display_name":"shock identification","score":0.6330000162124634},{"id":"https://openalex.org/keywords/forward-looking-behavior","display_name":"forward-looking behavior","score":0.8980000019073486},{"id":"https://openalex.org/keywords/lag-length-selection","display_name":"lag selection","score":0.5789999961853027},{"id":"https://openalex.org/keywords/macroeconomic-forecasting","display_name":"macroeconomic forecasting","score":0.3269999921321869}],"concepts":[{"id":"https://openalex.org/C176777502","wikidata":"https://www.wikidata.org/wiki/Q4774623","display_name":"Anticipation (artificial intelligence)","level":2,"score":0.6978759765625},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6176972985267639},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5739802122116089},{"id":"https://openalex.org/C2776359362","wikidata":"https://www.wikidata.org/wiki/Q2145286","display_name":"Representation (politics)","level":3,"score":0.45439034700393677},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.31165391206741333},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0638035237789154},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.jmacro.2012.07.002","doi":"https://doi.org/10.1016/j.jmacro.2012.07.002","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jmacro.2012.07.002","pdf_url":null,"source":{"id":"https://openalex.org/S176795851","display_name":"Journal of Macroeconomics","issn_l":"0164-0704","issn":["0164-0704","1873-152X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Macroeconomics","raw_type":"journal-article"},{"id":"pmh:oai:publications.ut-capitole.fr:15468","doi":null,"is_oa":false,"landing_page_url":"http://tse-fr.eu/pub/26631","pdf_url":null,"source":{"id":"https://openalex.org/S4306401603","display_name":"Toulouse Capitole Publications (University Toulouse 1 Capitole)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I3131550300","host_organization_name":"Universit\u00e9 Toulouse-I-Capitole","host_organization_lineage":["https://openalex.org/I3131550300"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W151727435","https://openalex.org/W238019691","https://openalex.org/W1482241473","https://openalex.org/W1549471706","https://openalex.org/W1978165380","https://openalex.org/W1994581954","https://openalex.org/W2000869836","https://openalex.org/W2000894765","https://openalex.org/W2003163143","https://openalex.org/W2007494740","https://openalex.org/W2009740554","https://openalex.org/W2019459021","https://openalex.org/W2026103080","https://openalex.org/W2057068217","https://openalex.org/W2070446367","https://openalex.org/W2085233125","https://openalex.org/W2109185119","https://openalex.org/W2124824327","https://openalex.org/W2132739071","https://openalex.org/W2178583389","https://openalex.org/W2301586494","https://openalex.org/W2891585752","https://openalex.org/W3021949428","https://openalex.org/W3122454653","https://openalex.org/W3122490606","https://openalex.org/W3124727576","https://openalex.org/W3125785610","https://openalex.org/W3146166473"],"related_works":["https://openalex.org/W3143705733","https://openalex.org/W2003163143","https://openalex.org/W3123669792","https://openalex.org/W3089390368","https://openalex.org/W4387304887","https://openalex.org/W3206598665","https://openalex.org/W1592910968","https://openalex.org/W2121757292","https://openalex.org/W2916657399","https://openalex.org/W7081913654"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":1}],"updated_date":"2026-10-27T15:51:10.671819","created_date":"2016-06-24T00:00:00"}
