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Add other shocks #33

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matdehaven opened this issue Nov 8, 2023 · 1 comment

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matdehaven commented Nov 8, 2023 •

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Uncertainty shocks (EPU and others from Bloom)

For later:

Macro News shock (macro variable releases, high freq)
Trade shocks

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matdehaven commented Sep 23, 2024

Equity Demand shock from Gabaix, X., Koijen, R.S., 2021. In search of the origins of financial fluctuations: The inelastic markets hypothesis. NBER working paper No. 28967. as used in Financial Conditions Targeting (WP). Caballero, Caravello, Simsek.

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