Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure
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- Pesavento, Elena & Rossi, Barbara, 2005. "Do Technology Shocks Drive Hours Up Or Down? A Little Evidence From An Agnostic Procedure," Macroeconomic Dynamics, Cambridge University Press, vol. 9(4), pages 478-488, September.
- Elena Pesavento & Barbara Rossi, 2004. "Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure," Econometrics 0411002, University Library of Munich, Germany.
References listed on IDEAS
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Citations
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Cited by:
- Patrick Fève & Alain Guay, 2010.
"Identification of Technology Shocks in Structural Vars,"
Economic Journal, Royal Economic Society, vol. 120(549), pages 1284-1318, December.
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"Technology Shocks And Hours Worked: A Fractional Integration Perspective,"
Macroeconomic Dynamics, Cambridge University Press, vol. 13(5), pages 580-604, November.
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- Jordi Gali & Pau Rabanal, 2004. "Technology Shocks and Aggregate Fluctuations: How Well Does the RBS Model Fit Postwar U.S. Data?," NBER Working Papers 10636, National Bureau of Economic Research, Inc.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2014.
"Persistence and cycles in US hours worked,"
Economic Modelling, Elsevier, vol. 38(C), pages 504-511.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence and Cycles in US Hours Worked," Discussion Papers of DIW Berlin 1200, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence and Cycles in US Hours Worked," CESifo Working Paper Series 3767, CESifo.
- Elena Pesavento & Barbara Rossi, 2006.
"Small‐sample confidence intervals for multivariate impulse response functions at long horizons,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1135-1155, December.
- Barbara Rossi & Elena Pesavento, 2006. "Small-sample confidence intervals for multivariate impulse response functions at long horizons," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1135-1155.
- Rossi, Barbara & Pesavento, Elena, 2003. "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," Working Papers 03-19, Duke University, Department of Economics.
- Rossi, Barbara & Pesavento, Elena, 2004. "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," CEPR Discussion Papers 4536, C.E.P.R. Discussion Papers.
- Barbara Rossi (Duke) & Elena Pesavento (Emory), 2004. "Small sample confidence intervals for multivariate impulse response functions at long horizons," Econometric Society 2004 North American Winter Meetings 364, Econometric Society.
- Ghent, Andra, 2006. "Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?," MPRA Paper 180, University Library of Munich, Germany.
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"Testing Models of Low-Frequency Variability,"
Econometrica, Econometric Society, vol. 76(5), pages 979-1016, September.
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- Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo, 2016. "Robust inference in structural VARs with long-run restrictions," ESSEC Working Papers WP1702, ESSEC Research Center, ESSEC Business School.
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"Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(4), pages 743-777, December.
- Morten O. Ravn & Saverio Simonelli, 2007. "Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States," CSEF Working Papers 182, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Ravn, Morten & Simonelli, Saverio, 2007. "Labour Market Dynamics and the Business Cycle: Structural Evidence for the United States," CEPR Discussion Papers 6409, C.E.P.R. Discussion Papers.
- Cristiano Cantore & Miguel León-Ledesma & Peter McAdam & Alpo Willman, 2014.
"Shocking Stuff: Technology, Hours, And Factor Substitution,"
Journal of the European Economic Association, European Economic Association, vol. 12(1), pages 108-128, February.
- Cantore, Cristiano & León-Ledesma, Miguel A. & McAdam, Peter & Willman, Alpo, 2010. "Shocking stuff: technology, hours, and factor substitution," Working Paper Series 1278, European Central Bank.
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- Christoph Gortz & Christopher Gunn & Thomas Lubik, 2022. "Split Personalities: The Changing Nature of Technology Shocks," Carleton Economic Papers 22-06, Carleton University, Department of Economics.
- Di Pace, Federico & Villa, Stefania, 2016.
"Factor complementarity and labour market dynamics,"
European Economic Review, Elsevier, vol. 82(C), pages 70-112.
- Federico di Pace & Stefania Villa, 2014. "Factor Complementarity and Labour Market Dynamics," CDMA Working Paper Series 201411, Centre for Dynamic Macroeconomic Analysis.
- Ghent, Andra C., 2009. "Comparing DSGE-VAR forecasting models: How big are the differences?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 864-882, April.
- Christoph Görtz & Christopher Gunn & Thomas A. Lubik, 2024. "The Changing Nature of Technology Shocks," CESifo Working Paper Series 11385, CESifo.
- Ali YOUSEFI & Sadegh KHALILIAN & Mohammad Hadi HAJIAN, 2010. "The Role of Water Sector in Iranian Economy: A CGE Modeling Approach," EcoMod2010 259600173, EcoMod.
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- Lovcha, Yuliya & Pérez Laborda, Alejandro, 2016. "Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis," Working Papers 2072/290743, Universitat Rovira i Virgili, Department of Economics.
- Rujin, Svetlana, 2024. "Labor market institutions and technology-induced labor adjustment along the extensive and intensive margins," Journal of Macroeconomics, Elsevier, vol. 79(C).
- Nikolay Gospodinov & Alex Maynard & Elena Pesavento, 2011.
"Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(4), pages 455-467, October.
- Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2011. "Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 455-467.
- GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena, 2009. "Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks," Cahiers de recherche 03-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Lovcha, Yuliya & Pérez Laborda, Àlex, 2016. "The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks," Working Papers 2072/261537, Universitat Rovira i Virgili, Department of Economics.
- Riccardo DiCecio & Michael T. Owyang, 2010. "Identifying technology shocks in the frequency domain," Working Papers 2010-025, Federal Reserve Bank of St. Louis.
- Hutter, Christian & Weber, Enzo, 2021. "Labour market miracle, productivity debacle: Measuring the effects of skill-biased and skill-neutral technical change," Economic Modelling, Elsevier, vol. 102(C).
- Rujin, Svetlana, 2019. "What are the effects of technology shocks on international labor markets?," Ruhr Economic Papers 806, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
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More about this item
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2004-04-11 (Dynamic General Equilibrium)
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