TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE

DOI10.1017/S1365100509080249zbMath1180.91188OpenAlexW3121870998MaRDI QIDQ3653386

Antonio Moreno, Luis A. Gil-Alana

Publication date: 22 December 2009

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100509080249

zbMATH Keywords

fractional integrationmultivariate analysisimpulse response functionstechnology shockshours worked

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic dynamics (91B55)

Related Items (1)

Long- versus medium-run identification in fractionally integrated VAR models

Cites Work

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