Similar Search Results

Identification of technology shocks in structural VARs

Fève, Patrick; Guay, Alain - In: The economic journal : the journal of the Royal … 120 (2010) 549, pp. 1284-1318

Persistent link: https://www.econbiz.de/10008810132

When is nonfundamentalness in VARS a real problem? : an application to news shocks

Beaudry, Paul; Fève, Patrick; Guay, Alain; Portier, Franck - 2015

Persistent link: https://www.econbiz.de/10011336593

When is nonfundamentalness in VARs a real problem? : an application to news shocks

Beaudry, Paul; Fève, Patrick; Guay, Alain; Portier, Franck - 2015

Persistent link: https://www.econbiz.de/10011347432

Understanding the effect of technology shocks in SVARs with long-run restrictions

Chaudourne, Jérémy; Fève, Patrick; Guay, Alain - 2012

Persistent link: https://www.econbiz.de/10009667213

Understanding the effect of technology shocks in SVARs with long-run restrictions

Chaudourne, Jeremy; Fève, Patrick; Guay, Alain - In: Journal of economic dynamics & control 41 (2014), pp. 154-172

Persistent link: https://www.econbiz.de/10010424970

Understanding the effect of technology shocks in SVARs with long-run restrictions

Chaudourne, Jeremy; Fève, Patrick; Guay, Alain - In: Journal of economic dynamics & control 41 (2014), pp. 154-153

Persistent link: https://www.econbiz.de/10010424975

The response of hours to a technology shock : a two-step structural VAR approach

Fève, Patrick; Guay, Alain - In: Journal of money, credit and banking : JMCB 41 (2009) 5, pp. 987-1013

Persistent link: https://www.econbiz.de/10003878632

When is nonfundamentalness in SVARs a real problem?

Beaudry, Paul; Fève, Patrick; Guay, Alain; Portier, Franck - In: Review of economic dynamics 34 (2019), pp. 221-243

Persistent link: https://www.econbiz.de/10012312383

When is nonfundamentalness in SVARs a real problem?

Beaudry, Paul; Fève, Patrick; Guay, Alain; Portier, Franck - 2020

Persistent link: https://www.econbiz.de/10012319297

When is Nonfundamentalness in Vars a Real Problem? an Application to News Shocks

Beaudry, Paul - 2015

When the VAR representation of a times series has a non-fundamental representation, standard SVAR techniques cannot be used to exactly identify the effects of structural shocks. This problem is know to potentially arise when one of the structural shocks represents news about the future. However,...

Persistent link: https://www.econbiz.de/10013017491