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The Use of Long-Run Restrictions for the Identification of Technology Shocks (ICPSR 1286)
Principal Investigator(s): Francis, Neville R., Lehigh University; Owyang, Michael T., Federal Reserve Bank of St. Louis; Theodorou, Athena T., Federal Reserve Bank of St. Louis
The authors survey the recent empirical literature using long-run restrictions to identify technology shocks and provide an illustrative walk-through of the long-run restricted vector autoregression (VAR) methodology in a bivariate framework. Additionally, they offer an alternative identification of technology shocks that can be imposed by restrictions on the long-run impulse responses to evaluate the robustness of the conclusions drawn by the structural VAR literature. Their results from this methodology compare favorably with the empirical literature that uses structural VARs to identify technology shocks.
These data are flagged as replication datasets and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.
These data are freely available.
Francis, Neville R., Michael T. Owyang, and Athena T. Theodorou. The Use of Long-Run Restrictions for the Identification of Technology Shocks. ICPSR01286-v1. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2004-08-12. http://doi.org/10.3886/ICPSR01286.v1
Persistent URL: http://doi.org/10.3886/ICPSR01286.v1
Scope of Study
Data Collection Notes:
The file provided is the data and program file 0311nf.xls. These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.
Original ICPSR Release: 2004-08-12
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