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The time-varying effects of permanent and transistory shocks to real output

Keating, John William; Valcarcel, Victor J. - In: Macroeconomic dynamics 19 (2015) 3, pp. 477-507

Persistent link: https://www.econbiz.de/10011308634

Reaction to technology shocks in Markov-switching structural VARs : identification via heteroskedasticity

Netsunajev, Aleksei - In: Journal of macroeconomics 36 (2013), pp. 51-62

Persistent link: https://www.econbiz.de/10009751143

Imperfect transmission of technology shocks and the business cycle consequences

Fout, Hamilton B.; Francis, Neville - In: Macroeconomic dynamics 18 (2014) 2, pp. 418-437

Persistent link: https://www.econbiz.de/10010356795

Growth expectations, undue optimism, and short-run fluctuations

Enders, Zeno; Kleemann, Michael; Müller, Gernot J. - 2013

line with theory, induce a negative nowcast error but raise economic activity in the short run. They account for up to 30 …

Persistent link: https://www.econbiz.de/10010224834

Growth expectations, undue optimism, and short-run fluctuations : conference paper

Enders, Zeno; Kleemann, Michael; Müller, Gernot J. - 2013 - Preliminary and incomplete

-run restrictions on a VAR model to disentangle the effects of both shocks. We find that optimism shocks - in line with theory - reduce …

Persistent link: https://www.econbiz.de/10010342128

Credit growth, monetary policy, and economic activity in a three-regime TVAR model

Avdjiev, Stefan; Zeng, Zheng - 2014

Persistent link: https://www.econbiz.de/10010364992

Asymmetries and Markov-switching structural VAR

Karamé, Frédéric - In: Journal of economic dynamics & control 53 (2015), pp. 85-102

Persistent link: https://www.econbiz.de/10011526861

The hours worked-productivity puzzle : identification in a fractional integration setting

Lovcha, Yuliya; Perez-Laborda, Alejandro - In: Macroeconomic dynamics 19 (2015) 7, pp. 1593-1621

Persistent link: https://www.econbiz.de/10011515390

Credit growth, monetary policy and economic activity in a three-regime TVAR model

Avdjiev, Stefan; Zeng, Zheng - In: Applied economics 46 (2014) 22/24, pp. 2936-2951

Persistent link: https://www.econbiz.de/10010417130

Do bivariate SVAR models with long-run identifying restrictions yield reliable results? : the case of Germany

Gottschalk, Jan; Van Zandweghe, Willem - 2001

Bivariate SVAR models employing long-run identifying restrictions are often used to investigate the source of business cycle fluctuations. Their advantage is the simplicity in use and interpretation. However, their low dimension may also lead to a failure of the identification procedure, with...

Persistent link: https://www.econbiz.de/10011476382