Structural Macroeconomic Analysis for Dynamic Factor Models

Maddalena Cavicchioli ()
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Maddalena Cavicchioli: University of Modena and Reggio Emilia

Rivista di Politica Economica, 2011, issue 4, 39-69

Abstract: In this work we review some recent papers concerned with large dynamic factor model (LDFM) and its applications to structural macroeconomic analysis. Using this theory, we present a new empirical application on the effects of technology and non technology shocks on hours worked.

Keywords: dynamic factor model; fundamentalness; identification; estimation; consistency; (non) technology shocks; hours worked, productivity (search for similar items in EconPapers)
JEL-codes: C01 C32 E32 (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:rpo:ripoec:y:2011:i:4:p:39-69

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