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Using the aggregate demand-aggregate supply model to identify structural demand-side and supply-side shocks : results using a bivariate VAR

Cover, James Peery; Enders, Walter; Hueng, C. James - In: Journal of money, credit and banking : JMCB 38 (2006) 3, pp. 777-790

Persistent link: https://www.econbiz.de/10003328455

Using the Aggregate Demand-Aggregate Supply Model to Identify Structural Demand-Side and Supply-Side Shocks : Results Using a Bivariate VAR

Cover, James Peery; Enders, Walter; Hueng, C. James - 2003

This paper uses the short-run restrictions implied by the aggregate demand-aggregate supply model as an aid in identifying structural shocks to aggregate demand and aggregate supply. Combined with the Blanchard-Quah restriction this allows estimates of the slope of the aggregate supply curve,...

Persistent link: https://www.econbiz.de/10014112014

Using the Aggregate Demand-Aggregate Supply Model to Identify Structural Demand-Side and Supply-Side Shocks: Results Using a Bivariate VAR

Cover, James Peery; Enders, Walter; Hueng, C. James - In: Journal of Money, Credit and Banking 38 (2006) 3, pp. 777-790

This paper uses the short-run restrictions implied by a simple aggregate demand-aggregate supply model as an aid in identifying structural shocks. Combined with the Blanchard-Quah restriction, it allows estimation of the slope of the aggregate supply curve, the variances of structural demand and...

Persistent link: https://www.econbiz.de/10005736756