haku: @author Dwyer, M. / yhteensä: 2
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| Tekijä: | Cooley, T. Dwyer, M. |
| Otsikko: | Business cycle analysis without much theory: a look at structural VARs |
| Lehti: | Journal of Econometrics
1998 : MAR-APR, VOL. 83:1-2, p. 57-88 |
| Asiasana: | THEORIES ECONOMICS BUSINESS CYCLES |
| Kieli: | eng |
| Tiivistelmä: | This paper examines the usefulness of applying structural vector autoregressions (SVARs) to the study of business cycles. The SVAR approach aims to provide robust inferences, by imposing only weak theoretical restrictions. The authors illustrate that the robustness of conclusions drawn from SVAR exercises are questionable. The authors also examine the problem of identification failure in structural VAR models. |
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