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Autor:innen: 
Erscheinungsjahr: 
2008
Schriftenreihe/Nr.: 
ZEW Discussion Papers No. 08-007
Verlag: 
Zentrum für Europäische Wirtschaftsforschung (ZEW), Mannheim
Zusammenfassung: 
The paper attempts to provide an appropriate model specification for identifying technology and other macroeconomic shocks in a structural VAR framework. The investigation is conducted based on two seminal structural VAR studies by Gali (1999) and King et al. (1991). The models of these studies are compared and contrasted, and then modified based on the findings. The analysis builds on two studies of Alexius and Carlsson (2001, 2005) that examine the ability of structural VAR models to identify technology shocks. The original and augmented models are used for investigating the driving forces behind business cycle fluctuations.
Schlagwörter: 
Structural Vector Autoregression
Long-Run Restrictions
Error Variance Decomposition
JEL: 
C32
C51
C52
Dokumentart: 
Working Paper

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