Are structural VARs with long-run restrictions useful in developing business cycle theory?
成果类型：
Article
署名作者：
Chari, V. V.; Kehoe, Patrick J.; McGrattan, Ellen R.
署名单位：
Federal Reserve System - USA; Federal Reserve Bank - Minneapolis; University of Minnesota System; University of Minnesota Twin Cities
刊物名称：
JOURNAL OF MONETARY ECONOMICS
ISSN/ISSBN：
0304-3932
DOI：
10.1016/j.jmoneco.2008.09.010
发表日期：
2008
页码：
1337-1352
关键词：
vector autoregressions
technology shocks
Real business cycle
impulse response
摘要：
No, unless technology shocks account for virtually all of the fluctuations in output. (C) 2008 Published by Elsevier B.V.
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