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~person:"Assaad, Ragui A."
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Assaad, Ragui A.
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Labor Supply Factors and Economic Fluctuations
Foroni, Claudia
;
Furlanetto, Francesco
;
Lepetit, Antoine
-
Norges Bank
-
2015
We propose a new
VAR
identfication scheme that enables us to disentangle labor supply shocks from wage bargaining …
Persistent link: https://www.econbiz.de/10011277156
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2
Does monetary policy react to asset prices? Some international evidence
Furlanetto, Francesco
-
Norges Bank
-
2008
and Sack (2003) to identify and estimate a
VAR
in the presence of heteroskedasticity. This procedure fully takes into … account the endogeneity of interest rates and stock returns that is ignored in the traditional
VAR
literature. We find a …
Persistent link: https://www.econbiz.de/10005063076
Saved in:
3
Identification of financial factors in economic fluctuations
Furlanetto, Francesco
;
Ravazzolo, Francesco
;
Sarferaz, Samad
-
Norges Bank
-
2014
We estimate demand, supply, monetary, investment and financial shocks in a
VAR
identified with a minimum set of sign …
Persistent link: https://www.econbiz.de/10010800723
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