Do TFP and the relative price of investment share a common I(1) component?
Year of publication: |
2014
|
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Authors: | Benati, Luca |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 45.2014, p. 239-261
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Subject: | Technology shocks | Unit roots | Cointegration | Structural VARs | Kointegration | Schock | Shock | VAR-Modell | VAR model | Produktivität | Productivity | Schätzung | Estimation | Technischer Fortschritt | Technological change | Einheitswurzeltest | Unit root test | Theorie | Theory | Investition | Investment | Zeitreihenanalyse | Time series analysis | Relativer Preis | Relative price |
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