Title:Identification and estimation of sources of common fluctuations : new methodologies and applications Author(s):MACIEJOWSKA, KatarzynaDate:2010Citation:
- Florence : European University Institute, 2010
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract: approaches. The first one is based on an assumption that the important structural shocks can be captured by a small set of macroeconomic variables. The most popular models used in this context are structural vector ...