Identifying technology shocks at the business cycle via spectral variance decompositions
Y Lovcha, A Perez-Laborda - Macroeconomic Dynamics, 2021 - cambridge.org
In this paper, we identify the technology shock at business cycle frequencies to improve the
performance of structural vector autoregression models in small samples. To this end, we …
performance of structural vector autoregression models in small samples. To this end, we …
Endogenous fluctuations and international business cycles
S McKnight, L Povoledo - Canadian Journal of Economics …, 2022 - Wiley Online Library
We introduce equilibrium indeterminacy into a two‐country incomplete asset model with
imperfect competition to analyze the role of self‐fulfilling expectations or beliefs in explaining …
imperfect competition to analyze the role of self‐fulfilling expectations or beliefs in explaining …
[PDF][PDF] Sources of output variability and risk-sharing channels in the US and the euro area
P D'Imperio, M Tancioni - researchgate.net
We develop a novel empirical strategy to evaluate if, and to what degree, risk sharing across
US states and euro area countries depends on the specific source of output variability. The …
US states and euro area countries depends on the specific source of output variability. The …
Vicarelli's Keynes and the New-Keynesian analytical method
M Tancioni - Journal of Post Keynesian Economics, 2018 - Taylor & Francis
This article provides a critical review of the foundations of the new Keynesian apparatus, to
evaluate the actual strength of the Keynesian inheritance. As a reference of the Keynesian …
evaluate the actual strength of the Keynesian inheritance. As a reference of the Keynesian …