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...
| Main Authors: | , , |
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| Format: | Working Paper |
| Language: | English |
| Published: |
World Bank, Washington, DC
2019
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| Subjects: | |
| 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 |