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Title:Reaction to technology shocks in Markov-switching structural VARs : identification via heteroskedasticity Author(s):NETŠUNAJEV, AlekseiDate:2013Citation:
- Journal of Macroeconomics, 2013, Vol. 36, pp. 51-62
Type:ArticleAbstract:The paper reconsiders the conflicting results in the debate connected to the effects of technology shocks on hours worked. Given the major dissatisfaction with the just-identifying long-run restrictions, I analyze whether ...
Title:Structural vector autoregressions with Markov switching : identification via heteroskedasticity Author(s):NETŠUNAJEV, AlekseiDate:2013Citation:
- Florence : European University Institute, 2013
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:Structural vector autoregressions are of great importance in applied macroeconometric work. The main di culty associated with structural analysis is to identify unique shocks of interest. In a conventional approach this ...
Title:Reaction to Technology Shocks in Markov-Switchings Structural VARs: Identification via heteroskedasticity Author(s):NETŠUNAJEV, AlekseiDate:2012Type:Working PaperSeries/Number:EUI ECO; 2012/13Abstract:The paper reconsiders the conflicting results in the debate connected to the effects of technology shocks on hours worked in the bivariate system. Given major dissatisfaction with the just-identifying long-run restrictions, ...