Macroeconomic effects of sectoral shocks in Germany, the U.K. and the U.S.: A VAR-GARCH-M approach

DOI10.1023/A:1022238914245zbMath1036.91522OpenAlexW2112276205MaRDI QIDQ1812110

Wolfgang Polasek, Gianluigi Pelloni

Publication date: 18 June 2003

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022238914245

zbMATH Keywords

non-linearitiesaggregate employment fluctuationsintersectoral labour re-allocationVAR-GARCH models

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS

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