Sensitivity of Impulse Responses to Small Low-Frequency...

Journal of Business and Economic Statistics 2011 / 10 Vol. 29; Iss. 4

Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks

Gospodinov, Nikolay, Maynard, Alex, Pesavento, Elena
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Volume:
29
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1198/jbes.2011.10042
Date:
October, 2011
File:
PDF, 364 KB
english, 2011
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