Estimating the financial crisis’ impact on potential output

Luca Benati ()

Economics Letters, 2012, vol. 114, issue 1, 113-119

Abstract: I use a multivariate Blanchard–Quah decomposition to investigate the financial crisis’ impact on potential output in the Euro area, the US, Japan, and the UK. I detect an impact for all countries, which is especially severe for the UK.

Keywords: Financial crisis; Structural VARs; Long-run restrictions (search for similar items in EconPapers)
JEL-codes: E30 E32 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (13)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:114:y:2012:i:1:p:113-119

DOI: 10.1016/j.econlet.2011.09.018

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