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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
Identification Number : 10.1016/j.econlet.2007.02.010
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: | 02 Apr 2021 15:35 |
| OAI Identifier: | oai:tse-fr.eu:6640 |
| URI: | https://publications.ut-capitole.fr/id/eprint/2507 |
