Real Sectoral Spillovers: A Dynamic Factor Analysis of the Great Recession
May 9, 2018
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Format: Chicago
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Summary
Subject: Econometric analysis, Economic sectors, Factor models, Financial crises, Global financial crisis of 2008-2009, Manufacturing, Production, Production growth, Structural vector autoregression, Vector autoregression
Keywords: Aggregate output, Contribution estimate, Dynamic Factor Models, Factor demand, Factor models, FSW model, Global financial crisis of 2008-2009, GR period, Hybrid model, Input-output Structure, Intersectoral Linkages, Manufacturing, Period of the Great Recession, Production growth, Real Business Cycles, Recession period, Sector share distribution, Share contribution, Spillovers, Time series, Transmission mechanism, Vector autoregression, WP
Publication Details
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Pages:
52
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2018/100
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Stock No:
WPIEA2018100
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ISBN:
9781484354582
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ISSN:
1018-5941
