The Resource The Use of Long-Run Restrictions for the Identification of Technology Shocks

The Use of Long-Run Restrictions for the Identification of Technology Shocks

Label
The Use of Long-Run Restrictions for the Identification of Technology Shocks
Title
The Use of Long-Run Restrictions for the Identification of Technology Shocks
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Contributor
Author
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Summary
The authors survey the recent empirical literature using long-run restrictions to identify technology shocks and provide an illustrative walk-through of the long-run restricted vector autoregression (VAR) methodology in a bivariate framework. Additionally, they offer an alternative identification of technology shocks that can be imposed by restrictions on the long-run impulse responses to evaluate the robustness of the conclusions drawn by the structural VAR literature. Their results from this methodology compare favorably with the empirical literature that uses structural VARs to identify technology shocks
http://library.link/vocab/creatorName
  • Francis, Neville R
  • Inter-university Consortium for Political and Social Research [distributor]
http://library.link/vocab/relatedWorkOrContributorName
  • Owyang, Michael T.
  • Theodorou, Athena T.
Label
The Use of Long-Run Restrictions for the Identification of Technology Shocks
Instantiates
Publication
Note
1286
Control code
ICPSR01286.v1
Governing access note
Access restricted to subscribing institutions
Label
The Use of Long-Run Restrictions for the Identification of Technology Shocks
Publication
Note
1286
Control code
ICPSR01286.v1
Governing access note
Access restricted to subscribing institutions

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