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How important are demand and supply shocks in explaining German business cycles? : New evidence on an old debate
Funke, Michael - 1994
Persistent link: https://www.econbiz.de/10000893438
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What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?
Keating, John William - In: Journal of macroeconomics 38 (2013) 2, pp. 203-217
Persistent link: https://www.econbiz.de/10010372017
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How important are demand and supply shocks in explaining German business cycles? : New evidence on an old debate
Funke, Michael - In: Economic modelling 14 (1997) 1, pp. 11-37
Persistent link: https://www.econbiz.de/10001241610
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Demand and supply shocks in Italy : an application to industrial output
Gavosto, Andrea; Pellegrini, Guido - In: European economic review : EER 43 (1999) 9, pp. 1679-1703
Persistent link: https://www.econbiz.de/10001417826
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How important are demand and supply shocks in explaining German business cycles? : New evidence on an old debate
Funke, Michael - 1994
Persistent link: https://www.econbiz.de/10000916277
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Bad Breaks in Real GDP and Employment : Exploring the Persistence of Aggregate Demand Shocks in the United States
Hartman, Harrison C. - 2024
CHAPTER 1: INTRODUCTION TO MODERN MAINSTREAM MACROECONOMIC THOUGHT VERSUS KEYNES’ VIEWS ON RECOVERIES FROM RECESSIONS -- CHAPTER 2: LITERATURE REVIEW OF MAJOR SCHOOLS OF MACROECONOMIC THOUGHT AND EMPIRICAL WORK -- CHAPTER 3: RESULTS FROM ESTIMATING AND PROJECTING TRENDS FOR RECENT RECESSIONS...
Persistent link: https://www.econbiz.de/10014544841
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How important are demand and supply shocks in explaining German business cycles? : New evidence on an old debate
Funke, Michael - 1994
Persistent link: https://www.econbiz.de/10000147727
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News, noise, and Indian business cycle
Goyal, Ashima; Kumar, Abhishek - In: Bulletin of economic research 74 (2022) 2, pp. 503-538
Persistent link: https://www.econbiz.de/10013188724
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On the long-run neutrality of demand shocks
Chen, Wenjuan; Netsunajev, Aleksei - 2015
Long run neutrality restrictions have been widely used to identify structural shocks in VAR models. This paper revisits the seminal paper by Blanchard and Quah (1989), and investigates their identification scheme. We use structural VAR models with smoothly changing covariances for identification...
Persistent link: https://www.econbiz.de/10011349551
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Money, interest and prices in Ireland, 1933 - 2012
Gerlach, Stefan; Stuart, Rebecca - 2014
Persistent link: https://www.econbiz.de/10010362517