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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 (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...

Persistent link: https://www.econbiz.de/10003337176

Does Information Help Recovering Structural Shocks from Past Observations?

Giannone, Domenico; Reichlin, Lucrezia - 2021

Persistent link: https://www.econbiz.de/10013317596

Do technology shocks lower hours worked? : evidence from the Japan industrial productivity database

Kwon, Hyeog Ug; Ko, Jun-hyung - 2013

Persistent link: https://www.econbiz.de/10009726920

Labour market miracle, productivity debacle : measuring the effects of skill-biased and skill-neutral technical change

Hutter, Christian; Weber, Enzo - In: Economic modelling 102 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012797331

The effects of permanent technology shocks on labor productivity and hours in the RBC model

Lindé, Jesper - 2004

shock once one allows for the possibility that the process for the permanent technology shock is slightly persistent in … a positive permanent technology shock along with a rise in labor productivity that are in line with what the data …

Persistent link: https://www.econbiz.de/10011585319