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Alternative procedures for estimating vector autoregressions identified with long-run restrictions

Christiano, Lawrence J.; Eichenbaum, Martin S.; … - 2005

Persistent link: https://www.econbiz.de/10003150304

The effects of permanent technology shocks on hours : can the RBC-model fit the VAR evidence?

Lindé, Jesper - In: Journal of economic dynamics & control 33 (2009) 3, pp. 597-613

Persistent link: https://www.econbiz.de/10003817947

Nonfundamental representations of the relation between technology shocks and hours worked

Barigozzi, Matteo (contributor); Capasso, Marco (contributor) - 2008

conditioning on a technology shock. This result is more robust than the results by Christiano et al. [2004], because it is …

Persistent link: https://www.econbiz.de/10003746261

Does information help recovering structural shocks from past observations?

Giannone, Domenico; Reichlin, Lucrezia - 2006

Persistent link: https://www.econbiz.de/10003353028

Does information help recovering structural shocks from past observations?

Giannone, Domenico; Reichlin, Lucrezia - In: Journal of the European Economic Association 4 (2006) 2/3, pp. 455-465

Persistent link: https://www.econbiz.de/10003353460

Does information help recovering structural shocks from past observations?

Giannone, Domenico (contributor); … - 2006

This paper asks two questions. First, can we detect empirically whether the shocks recovered from the estimates of a structural VAR are truly structural? Second, can the problem of nonfundamentalness be solved by considering additional information? The answer to the first question is yesʺ and...