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Let's get real : a factor analytical approach to disaggregated business cycle dynamics

Forni, Mario - In: The review of economic studies 65 (1998) 3, pp. 453-473

Persistent link: https://www.econbiz.de/10001244373

VARs, common factors and the empirical validation of equilibrium business cycle models

Giannone, Domenico; Reichlin, Lucrezia; Sala, Luca - 2002

Persistent link: https://www.econbiz.de/10001731234

VARs, common factors and the empirical validation of equilibrium business cycle models

Giannone, Domenico (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002159786

Does information help recovering structural shocks from past observations?

Giannone, Domenico; Reichlin, Lucrezia - In: Journal of the European Economic Association 4 (2006) 2/3, pp. 455-465

Persistent link: https://www.econbiz.de/10003353460

VARs, common factors and the empirical validation of equilibrium business cycle models

Giannone, Domenico; Reichlin, Lucrezia; Sala, Luca - In: Journal of econometrics 132 (2006) 1, pp. 257-279

Persistent link: https://www.econbiz.de/10003320265

Does information help recovering structural shocks from past observations?

Giannone, Domenico (contributor); … - 2006

This paper asks two questions. First, can we detect empirically whether the shocks recovered from the estimates of a structural VAR are truly structural? Second, can the problem of nonfundamentalness be solved by considering additional information? The answer to the first question is yesʺ and...

Persistent link: https://www.econbiz.de/10003337176