EconPapers    
Economics at your fingertips  
 

Does information help recovering structural shocks from past observations?

Domenico Giannone () and Lucrezia Reichlin ()

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Abstract: This paper asks two questions. First, can we detect empirically whether the shocks recovered from the estimates of a structural vector autoregression are truly structural? Second, can the problem of non-fundamentalness be solved by considering additional information? The answer to the first question is "yes" and that to the second is "under some conditions.". © 2006 by the European Economic Association.

Date: 2006-04
Note: SCOPUS: cp.j
References: Add references at CitEc
Citations: View citations in EconPapers (65) Track citations by RSS feed

Published in: Journal of the European Economic Association (2006) v.4 n° 2-3,p.455-465

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Does information help recovering structural shocks from past observations? (2006) Downloads
Working Paper: Does Information Help Recovering Structural Shocks from Past Observations? (2006) Downloads
Working Paper: Does information help recovering structural shocks from past observations? (2006) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ulb:ulbeco:2013/166169

Ordering information: This working paper can be ordered from
http://hdl.handle.ne ... lb.ac.be:2013/166169

Access Statistics for this paper

More papers in ULB Institutional Repository from ULB -- Universite Libre de Bruxelles Contact information at EDIRC.
Bibliographic data for series maintained by Benoit Pauwels ().

 
Page updated 2019-10-22
Handle: RePEc:ulb:ulbeco:2013/166169