Some Analytics on Bias in DSVARs

Dupaigne, Martial, Fève, Patrick and Matheron, Julien (2007) Some Analytics on Bias in DSVARs. Economics Letters, 97 (1). pp. 32-38.

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Official URL: http://tse-fr.eu/pub/6640

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 a SVAR model which includes labor
productivity growth and labor input in first difference.

Item Type: Article
Language: English
Date: 2007
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 05:55
Last Modified: 07 Mar 2018 13:21
OAI ID: oai:tse-fr.eu:6640
URI: http://publications.ut-capitole.fr/id/eprint/2507

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