Campolieti, Michele; Gefang, Deborah; Koop, Gary - In: Journal of Applied Econometrics 29 (2014) 2, pp. 265-290
SUMMARY Vector autoregressive methods have been used to model the interrelationships between job vacancy rates, job separation rates and job‐finding rates using tools such as impulse response analysis. We investigate whether such impulse responses change across the business cycle or over time,...