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Benati, Luca; Chan, Joshua; Eisenstat, Eric; Koop, Gary (2020). Identifying noise shocks. Journal of economic dynamics & control, 111, p. 103780. Elsevier 10.1016/j.jedc.2019.103780
Benati, Luca; Chan, Joshua; Eisenstat, Eric; Koop, Gary (March 2018). Identifying Noise Shocks (Discussion Papers 18-07). Bern: Department of Economics