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Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
Malley, James R.; Woitek, Ulrich - 2009
technology shocks in explaining aggregate fluctuations. To this end we estimate the model's posterior density using Markov …
Persistent link: https://www.econbiz.de/10003833344
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Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy
Avouyi-Dovi, Sanvi - 2010
key variables to a permanent technology shock and their structural VAR counterparts. In a second step, we compare these …In this paper, we, seek to characterize the dynamic effects of permanent technology shocks and the way in which US …
Persistent link: https://www.econbiz.de/10013136224
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News-driven business cycles in SVARs
Bunk, Patrick - 2011
Recent studies proposed news about future technology growth as the main driver of macroeconomic fluctuations. The …
Persistent link: https://www.econbiz.de/10009229732
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New evidence, old puzzles : technology shocks and labor market dynamics
Balleer, Almut - 2009
interpreted as technology shocks. I estimate different types of technology shocks from structural VARs and reassess the empirical … performance of the standard model based on second moments that are conditional on technology shocks. Most prominently, the model … model lacks non-technological disturbances to replicate the overall sample volatility. In addition, positive technology …
Persistent link: https://www.econbiz.de/10003826953
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Time-Varying Effects of Oil Supply Shocks on the US Economy
Baumeister, Christiane - 2008
curve since the mid-eighties. Accordingly, a typical oil supply shock is currently characterized by a much smaller impact on …
Persistent link: https://www.econbiz.de/10012725509
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How do Oil Shocks Transmit Through the US Economy? Evidence from a Large BVAR Model with Stochastic Volatility
Fry-McKibbin, Renee; Zhu, Beili - 2021
This paper employs a large BVAR model with common stochastic volatility to examine the effects of oil supply shocks, global oil demand shocks and precautionary oil shocks on 17 U.S. macroeconomic and financial market variables from 1986Q1 to 2019Q2. Generalized impulse response functions...
Persistent link: https://www.econbiz.de/10013249741
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Is there a national housing market bubble brewing in the United States?
Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - 2020
monetary policy shocks playing virtually no role during this period. In the third-regime, unconventional monetary policy shock …
Persistent link: https://www.econbiz.de/10012229804
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Uncertainty Shocks and Inflation Dynamics in the US
Haque, Qazi; Magnusson, Leandro M. - 2020
We estimate a time-varying parameter VAR (TVP-VAR) with stochastic volatility using post- WWII U.S. data to study the effects of uncertainty shocks on inflation. We find the response of inflation to be statistically insignificant until mid-to-late 1990s and negative thereafter. Our findings...
Persistent link: https://www.econbiz.de/10014090743
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Technology shocks and labor market dynamics : some evidence and theory
Liu, Zheng; Phaneuf, Louis - In: Journal of monetary economics 54 (2007) 8, pp. 2534-2553
Persistent link: https://www.econbiz.de/10003614338
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Macroeconomic shocks and racial labour market differences in the U.S.
De, Kuhelika; Compton, Ryan A.; Giedeman, Daniel C.; … - 2019
Using 136 United States macroeconomic indicators from 1973 to 2017, and a factor augmented vector autoregression (FAVAR) framework with sign restrictions, we investigate the effects of three structural macroeconomic shocks - monetary, demand, and supply - on the labour market outcomes of black...
Persistent link: https://www.econbiz.de/10012157899