Structural Macroeconomic Analysis for Dynamic Factor Models

In this work we review some recent papers concerned with large dynamic factor model (LDFM) and its applications to structural macroeconomic analysis. Using this theory, we present a new empirical application on the effects of technology and non technology shocks on hours worked.

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Year of publication:	2011
Authors:	Cavicchioli, Maddalena
Published in:	Rivista di Politica Economica. - SIPI Spa, ISSN 0035-6468. - 2011, 4, p. 39-69
Publisher:	SIPI Spa
Subject:	dynamic factor model \| fundamentalness \| identification \| estimation \| consistency \| (non) technology shocks \| hours worked \| productivity

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Type of publication:	Article
Classification:	C01 - Econometrics ; C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010575291