Investment Shocks and the Relative Price of Investment

Giorgio Primiceri, Andrea Tambalotti and Alejandro Justiniano

No 686, 2009 Meeting Papers from Society for Economic Dynamics

Abstract: that it is likely to proxy for more fundamental disturbances to the smooth functioning of the fi nancial sector. To corroborate this interpretation, we show that it correlates strongly with interest rate spreads and that it played a particularly important role in the recession of 2008.

Date: 2009
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