New Approaches to the Identification of Low-Frequency Drivers : An Application to Technology Shocks

New Approaches to the Identification of Low-Frequency Drivers : An Application to Technology Shocks

This paper addresses the identification of low-frequency macroeconomic shocks, such as technology, in Structural Vector Autoregressions. Whilst identification issues with long-run restricted VARs are well documented, the recent attempt to overcome...

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Bibliographic Details
Main Authors: Dieppe, Alistair, Neville, Francis, Kindberg-Hanlon, Gene
Format: Working Paper
Language:English
Published: World Bank, Washington, DC 2019
Subjects:
TECHNOLOGY SHOCK
PRODUCTIVITY
STRUCTURAL VECTOR AUTOREGRESSION
ECONOMIC SHOCKS
BUSINESS CYCLE
Online Access:http://documents.worldbank.org/curated/en/133781571930814658/New-Approaches-to-the-Identification-of-Low-Frequency-Drivers-An-Application-to-Technology-Shocks
http://hdl.handle.net/10986/32656

Internet

http://documents.worldbank.org/curated/en/133781571930814658/New-Approaches-to-the-Identification-of-Low-Frequency-Drivers-An-Application-to-Technology-Shocks
http://hdl.handle.net/10986/32656

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