Macroeconomic effects of sectoral shocks in Germany, the U.K. and the U.S.: A VAR-GARCH-M approach

DOI10.1023/A:1022238914245MaRDI QIDQ1812110zbMATH OpenOpenAlexFDO

Authors Gianluigi Pelloni, Wolfgang Polasek

Publication date 18 June 2003

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022238914245

zbMATH Keywords

aggregate employment fluctuationsintersectoral labour re-allocationnon-linearitiesVAR-GARCH models

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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(5)

• Separating the effects of aggregate and sectoral shocks with estimates from a Markov-switching search model
• Accounting for the sources of macroeconomic tail risks
• National versus sectoral shocks: New evidence for the manufacturing sector in European countries
• NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS
• Macroeconomic Factors and Stock Returns in Germany

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