Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks

Nikolay Gospodinov, Alex Maynard and Elena Pesavento

Journal of Business & Economic Statistics, 2011, vol. 29, issue 4, 455-467

Date: 2011
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Related works:
Journal Article: Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks (2011)
Working Paper: Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks (2009)
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