• Title of article

    Some analytics on bias in DSVARs

  • Author/Authors

    Martial Dupaigne، نويسنده , , Patrick Fève، نويسنده , , Julien Matheron، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    7
  • From page
    32
  • To page
    38
  • Abstract
    This paper examines the ability of Structural Vector Autoregressions (SVARs) to properly uncover the impulse response functions of hours after a technology improvement. Using a simple model in which hours do not react to technology shocks, we determine the main sources of distortions in an SVAR model which includes labor productivity growth and labor input in first difference.
  • Keywords
    Biases , Structural Vector Autoregressions , Long-run restrictions , hours worked
  • Journal title
    Economics Letters
  • Serial Year
    2007
  • Journal title
    Economics Letters
  • Record number

    436320

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=436320